# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001258897-25-000164
**Filing Date:** 2025-9
**Character Count:** 1972896
**Document Hash:** 03a3fb98708657be1a326cc64c293f02
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001258897-25-000164.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001258897-25-000164

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Money Market Obligations Trust
- **CENTRAL INDEX KEY:** 0000856517

**ORGANIZATION NAME:**
- **EIN:** 251415329
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 251298996

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 20101109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST /NEW/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Federated Hermes Prime Cash Obligations Fund (Series ID: S000009571)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000026147 | Wealth Shares      | PCOXX           |
| C000026148 | Service Shares     | PRCXX           |
| C000026149 | Capital Shares     | PCCXX           |
| C000157045 | Cash Series Shares | PTSXX           |
| C000157046 | Class R Shares     | PTRXX           |
| C000157047 | Trust Shares       | PTTXX           |
| C000157048 | Automated Shares   | PTAXX           |
| C000157049 | Cash II Shares     | PCDXX           |
| C000190787 | Advisor Shares     | PCVXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000856517

### General Information

**Report for (YYYY-MM-DD):** 2025-08-29

**Registrant Full Name:** Federated Hermes Money Market Obligations Trust

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

**Name of Series:** FEDERATED HERMES PRIME CASH OBLIGATIONS FUND

**LEI of Series:** 254900Y4CUCALAB8RS72

**EDGAR Series Identifier:** S000009571

**Total number of share classes in the series:** 9

**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            | Federated Investment Management Company | 801-34612         |
| Independent Public Accountant | KPMG LLP<br>City: Boston<br>State: MA   |  |
| Administrator                 | Federated Administrative Services       |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143      | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31602

- **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

- **WAM:** 36 days

- **WAL:** 61 days

- **Total Value of Portfolio Securities:** $95001637842.82

- **Amortized Cost of Portfolio Securities:** $94991968498.64

- **Cash:** $3827631463.64

- **Total Other Assets:** $277119278.49

- **Total Liabilities:** $371365753.68

- **Net Assets of Series:** $98725353487.09

- **Number of Shares Outstanding (Series):** 98728568707.6900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $36383439748.91           | $50909814339.30            | 37.1000%                  | 51.9100%                   |
| 2025-08-04 | $38614795921.93           | $51495880356.04            | 39.0900%                  | 52.1300%                   |
| 2025-08-05 | $38819395372.12           | $51611037180.87            | 39.5500%                  | 52.5800%                   |
| 2025-08-06 | $35246317855.76           | $50972766004.47            | 35.8600%                  | 51.8700%                   |
| 2025-08-07 | $35796611609.18           | $50658518618.68            | 36.4100%                  | 51.5300%                   |
| 2025-08-08 | $35890450603.36           | $50598121493.24            | 36.4700%                  | 51.4100%                   |
| 2025-08-11 | $37791846752.45           | $50343350952.62            | 38.0100%                  | 50.6400%                   |
| 2025-08-12 | $37742363274.26           | $50254374479.26            | 38.2700%                  | 50.9500%                   |
| 2025-08-13 | $35860332892.45           | $50427033081.45            | 36.2900%                  | 51.0400%                   |
| 2025-08-14 | $36105124771.43           | $50466481323.04            | 36.4400%                  | 50.9300%                   |
| 2025-08-15 | $35143177109.50           | $50475318038.39            | 35.4500%                  | 50.9200%                   |
| 2025-08-18 | $37019418426.07           | $50350558979.13            | 37.4700%                  | 50.9600%                   |
| 2025-08-19 | $36928474024.24           | $50285176488.96            | 37.3300%                  | 50.8300%                   |
| 2025-08-20 | $34774525129.58           | $50606435165.69            | 35.1500%                  | 51.1500%                   |
| 2025-08-21 | $35813573605.83           | $50750542601.66            | 36.1800%                  | 51.2700%                   |
| 2025-08-22 | $34740734169.50           | $50683273836.17            | 35.0700%                  | 51.1700%                   |
| 2025-08-25 | $37718295776.66           | $50964958429.44            | 38.1100%                  | 51.4900%                   |
| 2025-08-26 | $38003809568.16           | $51065579936.22            | 38.3900%                  | 51.5900%                   |
| 2025-08-27 | $36974097763.21           | $51736418477.10            | 37.3300%                  | 52.2400%                   |
| 2025-08-28 | $36761109428.31           | $52096339111.64            | 37.1200%                  | 52.6000%                   |
| 2025-08-29 | $38633522546.97           | $53381017846.97            | 38.9900%                  | 53.8700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.5000%             |
| 2025-08-04 | 4.4900%             |
| 2025-08-05 | 4.4900%             |
| 2025-08-06 | 4.4900%             |
| 2025-08-07 | 4.4800%             |
| 2025-08-08 | 4.4800%             |
| 2025-08-11 | 4.4800%             |
| 2025-08-12 | 4.4800%             |
| 2025-08-13 | 4.4800%             |
| 2025-08-14 | 4.4800%             |
| 2025-08-15 | 4.4900%             |
| 2025-08-18 | 4.4900%             |
| 2025-08-19 | 4.4900%             |
| 2025-08-20 | 4.4900%             |
| 2025-08-21 | 4.4900%             |
| 2025-08-22 | 4.4900%             |
| 2025-08-25 | 4.4900%             |
| 2025-08-26 | 4.4900%             |
| 2025-08-27 | 4.4900%             |
| 2025-08-28 | 4.4900%             |
| 2025-08-29 | 4.4900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0000                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0000                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0001                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0000                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0001                      |
|  |  |

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

### Class: Wealth Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $87784303267.91

- **Number of Shares Outstanding:** 87787162167.7800

- **Expense Reimbursement/Waiver:** 2247820.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $668776383.36             | $291207549.91           |
| 2025-08-04 | $327483176.93             | $323852223.72           |
| 2025-08-05 | $353062386.58             | $280671635.80           |
| 2025-08-06 | $355936693.11             | $268076635.36           |
| 2025-08-07 | $286290668.18             | $244794123.35           |
| 2025-08-08 | $313415005.81             | $260680585.36           |
| 2025-08-11 | $386033729.87             | $238005290.37           |
| 2025-08-12 | $301150542.48             | $266742327.18           |
| 2025-08-13 | $325111376.82             | $264050016.51           |
| 2025-08-14 | $305912181.10             | $290825653.53           |
| 2025-08-15 | $330135186.40             | $323770959.02           |
| 2025-08-18 | $310323433.44             | $292600397.05           |
| 2025-08-19 | $369112936.35             | $280722746.03           |
| 2025-08-20 | $302255882.65             | $288387633.85           |
| 2025-08-21 | $312786795.73             | $296215182.84           |
| 2025-08-22 | $291474968.45             | $279976580.73           |
| 2025-08-25 | $280441394.96             | $330498755.15           |
| 2025-08-26 | $319488228.89             | $316697079.30           |
| 2025-08-27 | $341575972.91             | $276539414.86           |
| 2025-08-28 | $289335840.04             | $288848017.56           |
| 2025-08-29 | $307100511.52             | $277534066.97           |

**Total Gross Subscriptions (Month):** $7077203295.58

**Total Gross Redemptions (Month):** $5980696874.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2900%           |
| 2025-08-04 | 4.2900%           |
| 2025-08-05 | 4.2800%           |
| 2025-08-06 | 4.2800%           |
| 2025-08-07 | 4.2800%           |
| 2025-08-08 | 4.2800%           |
| 2025-08-11 | 4.2800%           |
| 2025-08-12 | 4.2800%           |
| 2025-08-13 | 4.2800%           |
| 2025-08-14 | 4.2800%           |
| 2025-08-15 | 4.2800%           |
| 2025-08-18 | 4.2800%           |
| 2025-08-19 | 4.2800%           |
| 2025-08-20 | 4.2800%           |
| 2025-08-21 | 4.2800%           |
| 2025-08-22 | 4.2800%           |
| 2025-08-25 | 4.2800%           |
| 2025-08-26 | 4.2900%           |
| 2025-08-27 | 4.2900%           |
| 2025-08-28 | 4.2900%           |
| 2025-08-29 | 4.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 60.1300%         | 0.0000%              |
| Broker-dealer                                       |  | 6.1100%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.1900%         | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $4531958563.68

- **Number of Shares Outstanding:** 4532106157.4400

- **Expense Reimbursement/Waiver:** 116188.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $29524046.96              | $14293015.08            |
| 2025-08-04 | $15342502.02              | $15066165.15            |
| 2025-08-05 | $10201610.75              | $20086800.75            |
| 2025-08-06 | $25154908.98              | $11538139.15            |
| 2025-08-07 | $15044045.46              | $9594981.38             |
| 2025-08-08 | $13736836.48              | $9166058.37             |
| 2025-08-11 | $12004090.19              | $13184630.16            |
| 2025-08-12 | $18947197.89              | $13971712.04            |
| 2025-08-13 | $13223000.82              | $12660534.35            |
| 2025-08-14 | $16878157.73              | $11483379.40            |
| 2025-08-15 | $17001320.30              | $11973162.21            |
| 2025-08-18 | $12158504.11              | $14318900.20            |
| 2025-08-19 | $15676233.94              | $11205713.07            |
| 2025-08-20 | $15659058.71              | $15622588.40            |
| 2025-08-21 | $20009227.02              | $11515636.90            |
| 2025-08-22 | $14388542.26              | $14407216.79            |
| 2025-08-25 | $11194609.27              | $12791690.39            |
| 2025-08-26 | $12371510.20              | $16330069.65            |
| 2025-08-27 | $10953796.26              | $14012619.30            |
| 2025-08-28 | $15399914.24              | $14325638.67            |
| 2025-08-29 | $12158276.34              | $13972729.83            |

**Total Gross Subscriptions (Month):** $327027389.93

**Total Gross Redemptions (Month):** $281521381.24

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0400%           |
| 2025-08-04 | 4.0400%           |
| 2025-08-05 | 4.0300%           |
| 2025-08-06 | 4.0300%           |
| 2025-08-07 | 4.0300%           |
| 2025-08-08 | 4.0300%           |
| 2025-08-11 | 4.0300%           |
| 2025-08-12 | 4.0300%           |
| 2025-08-13 | 4.0300%           |
| 2025-08-14 | 4.0300%           |
| 2025-08-15 | 4.0300%           |
| 2025-08-18 | 4.0300%           |
| 2025-08-19 | 4.0300%           |
| 2025-08-20 | 4.0300%           |
| 2025-08-21 | 4.0300%           |
| 2025-08-22 | 4.0300%           |
| 2025-08-25 | 4.0300%           |
| 2025-08-26 | 4.0400%           |
| 2025-08-27 | 4.0400%           |
| 2025-08-28 | 4.0400%           |
| 2025-08-29 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 10.8400%         | 0.0000%              |
| Broker-dealer                                       |  | 79.2900%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $778849473.99

- **Number of Shares Outstanding:** 778874839.0400

- **Expense Reimbursement/Waiver:** 20344.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $2689658.16               | $1805301.41             |
| 2025-08-04 | $1134119.69               | $2012533.19             |
| 2025-08-05 | $791273.43                | $1795156.94             |
| 2025-08-06 | $1268714.30               | $399475.05              |
| 2025-08-07 | $953.12                   | $4836273.88             |
| 2025-08-08 | $3199971.23               | $1069223.18             |
| 2025-08-11 | $1214601.41               | $708208.68              |
| 2025-08-12 | $2668774.80               | $213309.87              |
| 2025-08-13 | $143091.89                | $2204862.44             |
| 2025-08-14 | $525997.36                | $2639875.23             |
| 2025-08-15 | $4054.02                  | $3699839.55             |
| 2025-08-18 | $83292.32                 | $2502358.61             |
| 2025-08-19 | $6641019.41               | $721753.67              |
| 2025-08-20 | $20156.83                 | $4239752.90             |
| 2025-08-21 | $896369.09                | $2180833.99             |
| 2025-08-22 | $4092921.64               | $287602.43              |
| 2025-08-25 | $42690.76                 | $5827231.43             |
| 2025-08-26 | $533693.70                | $215107.20              |
| 2025-08-27 | $2628184.33               | $6559329.74             |
| 2025-08-28 | $651675.74                | $5417261.23             |
| 2025-08-29 | $245797.01                | $221024.31              |

**Total Gross Subscriptions (Month):** $29477010.24

**Total Gross Redemptions (Month):** $49556314.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1900%           |
| 2025-08-04 | 4.1900%           |
| 2025-08-05 | 4.1800%           |
| 2025-08-06 | 4.1800%           |
| 2025-08-07 | 4.1800%           |
| 2025-08-08 | 4.1800%           |
| 2025-08-11 | 4.1800%           |
| 2025-08-12 | 4.1800%           |
| 2025-08-13 | 4.1800%           |
| 2025-08-14 | 4.1800%           |
| 2025-08-15 | 4.1800%           |
| 2025-08-18 | 4.1800%           |
| 2025-08-19 | 4.1800%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.1900%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.6400%          | 0.0000%              |
| Broker-dealer                                       |  | 7.4700%          | 0.0000%              |
| Depository institution or other banking institution |  | 67.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.0200%          | 0.0000%              |

### Class: Automated Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $1391235038.80

- **Number of Shares Outstanding:** 1391280347.6000

- **Expense Reimbursement/Waiver:** 35170.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $35661579.36              | $5370148.33             |
| 2025-08-04 | $5369731.43               | $5500587.97             |
| 2025-08-05 | $5684367.30               | $6312044.89             |
| 2025-08-06 | $8675736.20               | $3529295.99             |
| 2025-08-07 | $4164268.52               | $5239248.01             |
| 2025-08-08 | $6266520.44               | $4695775.91             |
| 2025-08-11 | $5431032.70               | $4355208.27             |
| 2025-08-12 | $3923395.09               | $3846942.66             |
| 2025-08-13 | $5294469.29               | $5816087.87             |
| 2025-08-14 | $14885026.90              | $4062443.11             |
| 2025-08-15 | $4616155.43               | $5251419.53             |
| 2025-08-18 | $6136685.83               | $4138935.60             |
| 2025-08-19 | $6932434.93               | $3251530.42             |
| 2025-08-20 | $6860139.34               | $5167871.60             |
| 2025-08-21 | $9455372.59               | $3917635.71             |
| 2025-08-22 | $7102863.09               | $4824716.22             |
| 2025-08-25 | $4175063.84               | $6150380.29             |
| 2025-08-26 | $11020884.85              | $5036864.96             |
| 2025-08-27 | $6752511.75               | $9988971.68             |
| 2025-08-28 | $5240144.63               | $3187184.01             |
| 2025-08-29 | $8713914.48               | $3294457.36             |

**Total Gross Subscriptions (Month):** $172362297.99

**Total Gross Redemptions (Month):** $102937750.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9900%           |
| 2025-08-04 | 3.9900%           |
| 2025-08-05 | 3.9900%           |
| 2025-08-06 | 3.9800%           |
| 2025-08-07 | 3.9800%           |
| 2025-08-08 | 3.9800%           |
| 2025-08-11 | 3.9800%           |
| 2025-08-12 | 3.9800%           |
| 2025-08-13 | 3.9800%           |
| 2025-08-14 | 3.9800%           |
| 2025-08-15 | 3.9900%           |
| 2025-08-18 | 3.9900%           |
| 2025-08-19 | 3.9900%           |
| 2025-08-20 | 3.9900%           |
| 2025-08-21 | 3.9900%           |
| 2025-08-22 | 3.9900%           |
| 2025-08-25 | 3.9900%           |
| 2025-08-26 | 3.9900%           |
| 2025-08-27 | 3.9900%           |
| 2025-08-28 | 3.9900%           |
| 2025-08-29 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 6.3100%          | 0.0000%              |
| Broker-dealer                                       |  | 11.1700%         | 0.0000%              |
| Broker-dealer                                       |  | 16.7200%         | 0.0000%              |
| Broker-dealer                                       |  | 44.3200%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.9900%          | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $1328870142.02

- **Number of Shares Outstanding:** 1328913419.7600

- **Expense Reimbursement/Waiver:** 34608.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $8358965.13               | $153706.34              |
| 2025-08-04 | $389797.93                | $178509.11              |
| 2025-08-05 | $146366.04                | $4139388.70             |
| 2025-08-06 | $1858145.27               | $335029.04              |
| 2025-08-07 | $155570.94                | $1006231.54             |
| 2025-08-08 | $2041567.00               | $105149.15              |
| 2025-08-11 | $538004.27                | $847876.67              |
| 2025-08-12 | $93008.87                 | $2302213.23             |
| 2025-08-13 | $17263701.24              | $120352.62              |
| 2025-08-14 | $75257.31                 | $24226462.03            |
| 2025-08-15 | $5395009.90               | $84462.16               |
| 2025-08-18 | $1194878.38               | $424457.86              |
| 2025-08-19 | $101119.52                | $4050659.21             |
| 2025-08-20 | $72695.17                 | $2234027.32             |
| 2025-08-21 | $504642.59                | $132484.56              |
| 2025-08-22 | $20076348.23              | $84274.32               |
| 2025-08-25 | $474822.57                | $19630800.99            |
| 2025-08-26 | $325754.70                | $3825465.06             |
| 2025-08-27 | $26161.37                 | $3166592.75             |
| 2025-08-28 | $132000.34                | $1741291.60             |
| 2025-08-29 | $201841.33                | $6247049.93             |

**Total Gross Subscriptions (Month):** $59425658.10

**Total Gross Redemptions (Month):** $75036484.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.5900%           |
| 2025-08-04 | 3.5900%           |
| 2025-08-05 | 3.5900%           |
| 2025-08-06 | 3.5800%           |
| 2025-08-07 | 3.5800%           |
| 2025-08-08 | 3.5800%           |
| 2025-08-11 | 3.5800%           |
| 2025-08-12 | 3.5800%           |
| 2025-08-13 | 3.5800%           |
| 2025-08-14 | 3.5800%           |
| 2025-08-15 | 3.5800%           |
| 2025-08-18 | 3.5900%           |
| 2025-08-19 | 3.5900%           |
| 2025-08-20 | 3.5800%           |
| 2025-08-21 | 3.5800%           |
| 2025-08-22 | 3.5800%           |
| 2025-08-25 | 3.5900%           |
| 2025-08-26 | 3.5900%           |
| 2025-08-27 | 3.5900%           |
| 2025-08-28 | 3.5900%           |
| 2025-08-29 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 94.9200%         | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $115124220.87

- **Number of Shares Outstanding:** 115127970.1600

- **Expense Reimbursement/Waiver:** 12452.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $448506.75                | $818642.55              |
| 2025-08-04 | $121827.78                | $840631.30              |
| 2025-08-05 | $68392.53                 | $800473.88              |
| 2025-08-06 | $1308476.09               | $25723.71               |
| 2025-08-07 | $709894.46                | $1467.82                |
| 2025-08-08 | $147277.08                | $736313.49              |
| 2025-08-11 | $46760.09                 | $192524.11              |
| 2025-08-12 | $787146.21                | $27842.46               |
| 2025-08-13 | $2444847.29               | $10000.00               |
| 2025-08-14 | $1169197.14               | $125930.03              |
| 2025-08-15 | $1974386.30               | $55106.96               |
| 2025-08-18 | $223752.98                | $151800.86              |
| 2025-08-19 | $176009.22                | $468740.77              |
| 2025-08-20 | $271307.56                | $146301.87              |
| 2025-08-21 | $81597.43                 | $1499350.08             |
| 2025-08-22 | $17576.35                 | $923477.27              |
| 2025-08-25 | $177482.29                | $400145.75              |
| 2025-08-26 | $150535.38                | $241020.21              |
| 2025-08-27 | $83838.74                 | $702254.24              |
| 2025-08-28 | $470310.51                | $698544.15              |
| 2025-08-29 | $4483522.42               | $88032.26               |

**Total Gross Subscriptions (Month):** $15362644.60

**Total Gross Redemptions (Month):** $8954323.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.4400%           |
| 2025-08-04 | 3.4400%           |
| 2025-08-05 | 3.4300%           |
| 2025-08-06 | 3.4300%           |
| 2025-08-07 | 3.4300%           |
| 2025-08-08 | 3.4300%           |
| 2025-08-11 | 3.4300%           |
| 2025-08-12 | 3.4300%           |
| 2025-08-13 | 3.4300%           |
| 2025-08-14 | 3.4300%           |
| 2025-08-15 | 3.4300%           |
| 2025-08-18 | 3.4300%           |
| 2025-08-19 | 3.4300%           |
| 2025-08-20 | 3.4300%           |
| 2025-08-21 | 3.4300%           |
| 2025-08-22 | 3.4300%           |
| 2025-08-25 | 3.4300%           |
| 2025-08-26 | 3.4400%           |
| 2025-08-27 | 3.4400%           |
| 2025-08-28 | 3.4400%           |
| 2025-08-29 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 88.8000%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.7000%          | 0.0000%              |

### Class: Class R Shares

- **Minimum Initial Investment:** $250.00

- **Net Assets of Class:** $56482792.22

- **Number of Shares Outstanding:** 56484631.7100

- **Expense Reimbursement/Waiver:** 3870.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $246673.52                | $12649.31               |
| 2025-08-04 | $27209.52                 | $2513.77                |
| 2025-08-05 | $328174.07                | $286277.60              |
| 2025-08-06 | $19157.79                 | $227210.31              |
| 2025-08-07 | $55589.30                 | $58186.36               |
| 2025-08-08 | $10332.66                 | $20861.59               |
| 2025-08-11 | $4350.42                  | $2914.98                |
| 2025-08-12 | $13324.36                 | $70269.74               |
| 2025-08-13 | $9511.99                  | $21888.17               |
| 2025-08-14 | $5526.09                  | $22021.46               |
| 2025-08-15 | $33848.45                 | $15087.10               |
| 2025-08-18 | $2371.48                  | $11709.22               |
| 2025-08-19 | $19401.87                 | $35271.57               |
| 2025-08-20 | $12684.43                 | $62324.00               |
| 2025-08-21 | $38492.84                 | $22139.09               |
| 2025-08-22 | $7441.20                  | $150748.09              |
| 2025-08-25 | $213003.60                | $90360.98               |
| 2025-08-26 | $13138.58                 | $235097.44              |
| 2025-08-27 | $8087.62                  | $6513.41                |
| 2025-08-28 | $20264.19                 | $32381.06               |
| 2025-08-29 | $32920.90                 | $60566.88               |

**Total Gross Subscriptions (Month):** $1121504.88

**Total Gross Redemptions (Month):** $1446992.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.3700%           |
| 2025-08-04 | 3.3600%           |
| 2025-08-05 | 3.3500%           |
| 2025-08-06 | 3.3400%           |
| 2025-08-07 | 3.3400%           |
| 2025-08-08 | 3.3400%           |
| 2025-08-11 | 3.3400%           |
| 2025-08-12 | 3.3400%           |
| 2025-08-13 | 3.3400%           |
| 2025-08-14 | 3.3400%           |
| 2025-08-15 | 3.3400%           |
| 2025-08-18 | 3.3400%           |
| 2025-08-19 | 3.3400%           |
| 2025-08-20 | 3.3400%           |
| 2025-08-21 | 3.3400%           |
| 2025-08-22 | 3.3400%           |
| 2025-08-25 | 3.3400%           |
| 2025-08-26 | 3.3400%           |
| 2025-08-27 | 3.3500%           |
| 2025-08-28 | 3.3500%           |
| 2025-08-29 | 3.3500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 13.3600%         | 0.0000%              |
| Retail investor |  | 68.0400%         | 0.0000%              |
| Retail investor |  | 6.9400%          | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $141707275.49

- **Number of Shares Outstanding:** 141711890.5200

- **Expense Reimbursement/Waiver:** 3699.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1250780.24               | $511901.26              |
| 2025-08-04 | $1917173.41               | $16712.58               |
| 2025-08-05 | $2277356.70               | $751080.20              |
| 2025-08-06 | $276292.23                | $1781078.05             |
| 2025-08-07 | $1343470.04               | $776629.44              |
| 2025-08-08 | $46311.87                 | $1027201.01             |
| 2025-08-11 | $403419.22                | $20355.91               |
| 2025-08-12 | $41677.57                 | $516541.90              |
| 2025-08-13 | $22303.86                 | $234039.49              |
| 2025-08-14 | $758603.11                | $797760.87              |
| 2025-08-15 | $303939.46                | $936257.09              |
| 2025-08-18 | $78330.78                 | $564536.36              |
| 2025-08-19 | $55563.16                 | $400776.78              |
| 2025-08-20 | $598809.16                | $233544.04              |
| 2025-08-21 | $548446.98                | $974664.61              |
| 2025-08-22 | $280006.60                | $29704.50               |
| 2025-08-25 | $201460.16                | $976723.74              |
| 2025-08-26 | $428525.78                | $1232870.76             |
| 2025-08-27 | $18992.04                 | $317646.28              |
| 2025-08-28 | $914155.98                | $914439.39              |
| 2025-08-29 | $420231.63                | $460465.63              |

**Total Gross Subscriptions (Month):** $12185849.98

**Total Gross Redemptions (Month):** $13474929.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.8200%           |
| 2025-08-04 | 3.8200%           |
| 2025-08-05 | 3.8100%           |
| 2025-08-06 | 3.8100%           |
| 2025-08-07 | 3.8100%           |
| 2025-08-08 | 3.8100%           |
| 2025-08-11 | 3.8100%           |
| 2025-08-12 | 3.8100%           |
| 2025-08-13 | 3.8100%           |
| 2025-08-14 | 3.8100%           |
| 2025-08-15 | 3.8100%           |
| 2025-08-18 | 3.8100%           |
| 2025-08-19 | 3.8100%           |
| 2025-08-20 | 3.8100%           |
| 2025-08-21 | 3.8100%           |
| 2025-08-22 | 3.8100%           |
| 2025-08-25 | 3.8100%           |
| 2025-08-26 | 3.8200%           |
| 2025-08-27 | 3.8200%           |
| 2025-08-28 | 3.8200%           |
| 2025-08-29 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.1900%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $250000.00

- **Net Assets of Class:** $2596822712.11

- **Number of Shares Outstanding:** 2596907283.6800

- **Expense Reimbursement/Waiver:** 67756.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $20562372.88              | $21200209.49            |
| 2025-08-04 | $10198011.38              | $9627510.26             |
| 2025-08-05 | $12442931.15              | $11505276.77            |
| 2025-08-06 | $7250111.08               | $11049646.45            |
| 2025-08-07 | $9180203.35               | $22761745.60            |
| 2025-08-08 | $15405427.88              | $12656720.97            |
| 2025-08-11 | $10684320.69              | $8844593.79             |
| 2025-08-12 | $15246385.39              | $11999160.84            |
| 2025-08-13 | $16693666.67              | $16992217.19            |
| 2025-08-14 | $6991911.55               | $12323295.34            |
| 2025-08-15 | $12899973.97              | $10303922.05            |
| 2025-08-18 | $7149973.74               | $10882930.90            |
| 2025-08-19 | $11898599.98              | $7164716.19             |
| 2025-08-20 | $16852207.64              | $14876206.94            |
| 2025-08-21 | $7960452.87               | $12814399.36            |
| 2025-08-22 | $12978298.52              | $11839700.84            |
| 2025-08-25 | $10746626.84              | $12813767.51            |
| 2025-08-26 | $10769506.42              | $16899967.71            |
| 2025-08-27 | $5507783.34               | $19072109.08            |
| 2025-08-28 | $8528998.48               | $19404617.44            |
| 2025-08-29 | $10151392.22              | $22775059.71            |

**Total Gross Subscriptions (Month):** $240099156.04

**Total Gross Redemptions (Month):** $297807774.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2900%           |
| 2025-08-04 | 4.2900%           |
| 2025-08-05 | 4.2800%           |
| 2025-08-06 | 4.2800%           |
| 2025-08-07 | 4.2800%           |
| 2025-08-08 | 4.2800%           |
| 2025-08-11 | 4.2800%           |
| 2025-08-12 | 4.2800%           |
| 2025-08-13 | 4.2800%           |
| 2025-08-14 | 4.2800%           |
| 2025-08-15 | 4.2800%           |
| 2025-08-18 | 4.2800%           |
| 2025-08-19 | 4.2800%           |
| 2025-08-20 | 4.2800%           |
| 2025-08-21 | 4.2800%           |
| 2025-08-22 | 4.2800%           |
| 2025-08-25 | 4.2800%           |
| 2025-08-26 | 4.2900%           |
| 2025-08-27 | 4.2900%           |
| 2025-08-28 | 4.2900%           |
| 2025-08-29 | 4.2900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 15.1700%         | 0.0000%              |
| Broker-dealer |  | 84.4000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.,  4.330%, 9/2/2025
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: 002DMJ8L1, C.4 - ISIN: US002DMJ8L10, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 2: Albion Capital LLC

- **C.1 - Title:** Albion Capital LLC,  4.400%, 9/17/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329WWH0, C.4 - ISIN: US01329W0010, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32570948.81
- **C.18.a - Value (excl. sponsor support):** $32570948.81
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 3: Albion Capital LLC

- **C.1 - Title:** Albion Capital LLC,  4.400%, 9/22/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329WWN7, C.4 - ISIN: US01329W0010, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51355863.01
- **C.18.a - Value (excl. sponsor support):** $51355863.01
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 4: Albion Capital LLC

- **C.1 - Title:** Albion Capital LLC,  4.400%, 9/30/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01329WWW7, C.4 - ISIN: US01329W0010, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74709375.00
- **C.18.a - Value (excl. sponsor support):** $74709375.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 5: Alper Drive Apts., LLC

- **C.1 - Title:** Alper Drive Apts., LLC,  4.490%, 8/1/2061
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 02072TAA3, C.4 - ISIN: US02072TAA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29975000.00
- **C.18.a - Value (excl. sponsor support):** $29975000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2061-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 6: Andrew Long Irrevocable Family Trust

- **C.1 - Title:** Andrew Long Irrevocable Family Trust,  4.450%, 12/1/2048
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 03444WAA5, C.4 - ISIN: US03444WAA53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4925000.00
- **C.18.a - Value (excl. sponsor support):** $4925000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2048-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 7: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC,  4.350%, 9/3/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0347M2W36, C.4 - ISIN: US0347M20013, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $559661312.00
- **C.18.a - Value (excl. sponsor support):** $559661312.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 8: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC,  4.350%, 9/5/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0347M2W51, C.4 - ISIN: US0347M20013, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $149872830.00
- **C.18.a - Value (excl. sponsor support):** $149872830.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 9: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC,  4.370%, 11/7/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0347M2Y75, C.4 - ISIN: US0347M20013, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $74373892.50
- **C.18.a - Value (excl. sponsor support):** $74373892.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 10: Archer 1 LLC

- **C.1 - Title:** Archer 1 LLC,  4.450%, 6/1/2060
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 039505AA0, C.4 - ISIN: US039505AA06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15550000.00
- **C.18.a - Value (excl. sponsor support):** $15550000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2060-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 11: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.,  4.300%, 10/29/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AXV7, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $89349084.00
- **C.18.a - Value (excl. sponsor support):** $89349084.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.,  4.390%, 11/25/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253AYR5, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $123709537.50
- **C.18.a - Value (excl. sponsor support):** $123709537.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.,  4.500%, 9/12/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYL2, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $77002156.00
- **C.18.a - Value (excl. sponsor support):** $77002156.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BPCE SA

- **C.1 - Title:** BPCE SA,  4.410%, 9/2/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BW25, C.4 - ISIN: US05571B0011, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $99952100.00
- **C.18.a - Value (excl. sponsor support):** $99952100.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 15: BPCE SA

- **C.1 - Title:** BPCE SA,  4.410%, 9/3/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BW33, C.4 - ISIN: US05571B0011, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $499700400.00
- **C.18.a - Value (excl. sponsor support):** $499700400.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: BPCE SA

- **C.1 - Title:** BPCE SA,  4.400%, 9/8/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BW82, C.4 - ISIN: US05571B0011, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $599281080.00
- **C.18.a - Value (excl. sponsor support):** $599281080.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BPCE SA

- **C.1 - Title:** BPCE SA,  4.425%, 10/7/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BX73, C.4 - ISIN: US05571B0011, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $348378695.00
- **C.18.a - Value (excl. sponsor support):** $348378695.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BPCE SA

- **C.1 - Title:** BPCE SA,  4.420%, 10/7/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BX73, C.4 - ISIN: US05571B0011, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $149305155.00
- **C.18.a - Value (excl. sponsor support):** $149305155.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BPCE SA

- **C.1 - Title:** BPCE SA,  4.420%, 10/10/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BXA6, C.4 - ISIN: US05571B0011, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $164176485.00
- **C.18.a - Value (excl. sponsor support):** $164176485.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.390%, 7/8/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNR9, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $501011015.00
- **C.18.a - Value (excl. sponsor support):** $501011015.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.390%, 7/6/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNS7, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $149735011.01
- **C.18.a - Value (excl. sponsor support):** $149735011.01
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.180%, 10/1/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WPV0, C.4 - ISIN: US06051A0035, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $124971412.50
- **C.18.a - Value (excl. sponsor support):** $124971412.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.190%, 10/2/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WQB3, C.4 - ISIN: US06051A0035, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $264940428.00
- **C.18.a - Value (excl. sponsor support):** $264940428.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.500%, 1/2/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSB1, C.4 - ISIN: US06051A0035, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $425190145.00
- **C.18.a - Value (excl. sponsor support):** $425190145.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.660%, 4/7/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RAF9, C.4 - ISIN: US06054RAF91, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $250101780.00
- **C.18.a - Value (excl. sponsor support):** $250101780.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.460%, 12/16/2025
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RBD3, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500197500.00
- **C.18.a - Value (excl. sponsor support):** $500197500.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.460%, 12/18/2025
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RBE1, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500098585.00
- **C.18.a - Value (excl. sponsor support):** $500098585.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.400%, 4/10/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RBW1, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $210221184.60
- **C.18.a - Value (excl. sponsor support):** $210221184.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.350%, 7/24/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RC75, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $220389228.40
- **C.18.a - Value (excl. sponsor support):** $220389228.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 N.A.

- **C.1 - Title:** Bank of America N.A.,  4.170%, 8/4/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCQ3, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $355163133.15
- **C.18.a - Value (excl. sponsor support):** $355163133.15
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 N.A.

- **C.1 - Title:** Bank of America N.A.,  4.230%, 3/27/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RCZ3, C.4 - ISIN: US06051A0035, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $450022536.00
- **C.18.a - Value (excl. sponsor support):** $450022536.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.790%, 4/8/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DQ99, C.4 - ISIN: US06367DQ999, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $349983900.00
- **C.18.a - Value (excl. sponsor support):** $349983900.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.410%, 6/9/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DR56, C.4 - ISIN: US0639800079, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $275454080.00
- **C.18.a - Value (excl. sponsor support):** $275454080.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.150%, 8/7/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DS55, C.4 - ISIN: US0639800079, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100016910.00
- **C.18.a - Value (excl. sponsor support):** $100016910.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.650%, 4/13/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2R7, C.4 - ISIN: US06367L2R77, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $248997211.20
- **C.18.a - Value (excl. sponsor support):** $248997211.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.680%, 4/2/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L2V8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $255084507.00
- **C.18.a - Value (excl. sponsor support):** $255084507.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.370%, 10/1/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LX18, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $448226685.00
- **C.18.a - Value (excl. sponsor support):** $448226685.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.435%, 11/25/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LYR0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $222671295.00
- **C.18.a - Value (excl. sponsor support):** $222671295.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.300%, 1/8/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369MA86, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $113222249.50
- **C.18.a - Value (excl. sponsor support):** $113222249.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.710%, 7/15/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3R3, C.4 - ISIN: US06370B3R30, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $110039707.80
- **C.18.a - Value (excl. sponsor support):** $110039707.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal,  4.790%, 4/8/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LDY2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $150189570.00
- **C.18.a - Value (excl. sponsor support):** $150189570.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  4.305%, 2/20/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KBL2, C.4 - ISIN: CA06417J0015, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $440997525.00
- **C.18.a - Value (excl. sponsor support):** $440997525.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  4.740%, 4/10/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LD61, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $175171062.50
- **C.18.a - Value (excl. sponsor support):** $175171062.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  4.440%, 10/10/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDF6, C.4 - ISIN: US06417B0017, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $189971538.00
- **C.18.a - Value (excl. sponsor support):** $189971538.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  4.620%, 11/13/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NED0, C.4 - ISIN: US06417B0017, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $150043425.00
- **C.18.a - Value (excl. sponsor support):** $150043425.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  4.620%, 11/25/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NEQ1, C.4 - ISIN: US06417B0017, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $150091920.00
- **C.18.a - Value (excl. sponsor support):** $150091920.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 9/2/2025
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 5.625 FNSM A 07/37  | 2037-07-15      | 5.6250%  |  | $26666.67          | $29427.87          | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30 | 2030-01-15      | 0.0000%  |  | $39931666.67       | $33699331.79       | Agency Debentures and Agency Strips |
| FCSB 5.45 FCOR 25-34 DM  | 2034-07-28      | 5.4500%  |  | $8970555.56        | $9010259.73        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI  | 2034-06-05      | 5.4000%  |  | $11052222.22       | $11207472.79       | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF | 2040-03-26      | 5.6250%  |  | $13878888.89       | $14221617.64       | Agency Debentures and Agency Strips |
| FCSB 5.23 FCOR 25-32 DT  | 2032-11-26      | 5.2300%  |  | $13012777.78       | $13178246.09       | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G   | 2045-03-06      | 5.7400%  |  | $369444.44         | $380099.55         | Agency Debentures and Agency Strips |
| FCSB 4.00 FCSB 37 AG     | 2037-09-08      | 4.0000%  |  | $231111.11         | $221829.69         | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S  | 2041-10-21      | 2.3750%  |  | $6763888.89        | $4763498.81        | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV  | 2036-07-14      | 2.3100%  |  | $194444.44         | $154979.71         | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L   | 2041-06-21      | 2.7000%  |  | $21707777.78       | $16084182.57       | Agency Debentures and Agency Strips |
| FCSB 2.42 FCOR 22-36 AR  | 2036-06-02      | 2.4200%  |  | $3060555.56        | $2483540.86        | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O   | 2041-08-09      | 2.4500%  |  | $13073333.33       | $9236324.53        | Agency Debentures and Agency Strips |
| FHLB 4.72 FHOR 28-35 IR  | 2035-08-15      | 4.7200%  |  | $1666666.67        | $1684557.59        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK  | 2035-06-18      | 5.4500%  |  | $5555555.56        | $5634753.39        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN  | 2032-03-10      | 5.1800%  |  | $8333333.33        | $8549535.18        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS  | 2040-02-10      | 5.5200%  |  | $8333333.33        | $8363652.78        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS  | 2033-01-14      | 5.3200%  |  | $8333333.33        | $8395575.00        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ  | 2033-03-03      | 4.9400%  |  | $16111111.11       | $16597201.23       | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30  | 2030-05-15      | 0.0000%  |  | $194141666.67      | $161737869.37      | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK  | 2034-06-12      | 5.3700%  |  | $11110000.00       | $11238651.95       | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P   | 2041-09-16      | 2.4000%  |  | $11017777.78       | $7829912.32        | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK  | 2036-12-16      | 2.6200%  |  | $11071111.11       | $9077168.33        | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 M8  | 2028-07-07      | 4.5800%  |  | $1956666.67        | $1969717.63        | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30 | 2030-11-15      | 0.0000%  |  | $179243888.89      | $145978015.55      | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH  | 2040-04-23      | 5.7800%  |  | $8333333.33        | $8517916.67        | Agency Debentures and Agency Strips |
| USTR TINT 02/15/28       | 2028-02-15      | 0.0000%  |  | $650.68            | $594.69            | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/25       | 2025-11-15      | 0.0000%  |  | $0.02              | $0.02              | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35       | 2035-02-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31       | 2031-08-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)  |

### Security 48: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 9/2/2025
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5543FH 06/25/55  | 2055-06-25      | 5.8484%  |  | $16000245.00       | $16101027.68       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 5.6484%  |  | $5744251.27        | $5724517.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-200 FB      | 2054-12-20      | 5.4450%  |  | $3447106.03        | $3453422.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC      | 2054-10-20      | 5.4950%  |  | $16262386.77       | $16200325.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 5.3950%  |  | $19575698.56       | $19580176.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 GC      | 2051-10-20      | 3.5000%  |  | $1561943.27        | $1506580.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471FJ 11/25/54  | 2054-11-25      | 5.4984%  |  | $10554601.82       | $10516583.43       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $2028535.23        | $1592634.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.5984%  |  | $507.02            | $507.51            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL063FH R24F063  | 2054-09-25      | 5.4484%  |  | $24849022.79       | $24816976.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4450%  |  | $16025101.67       | $16050249.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD      | 2054-04-20      | 5.4950%  |  | $22699749.33       | $22697791.64       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502EF 02/25/55  | 2055-02-25      | 5.7484%  |  | $12185731.33       | $12212609.52       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FG 02/25/55  | 2055-02-25      | 5.7484%  |  | $8740194.40        | $8770948.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $6378548.60        | $6759740.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE      | 2050-03-20      | 4.9049%  |  | $3513871.36        | $3432202.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA      | 2047-09-20      | 4.0000%  |  | $1150687.80        | $1129773.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.9049%  |  | $8045.44           | $7798.44           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 5.1744%  |  | $88164.47          | $88497.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 5.5950%  |  | $25377980.23       | $25510345.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549AF 06/25/55  | 2055-06-25      | 5.8484%  |  | $9591199.50        | $9651114.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 5.6950%  |  | $16651010.67       | $16730631.77       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL063DF R25F063  | 2055-08-25      | 5.7484%  |  | $9963610.00        | $10009917.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FA      | 2055-07-20      | 5.6650%  |  | $4994900.30        | $5017603.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-045 UE      | 2051-07-20      | 3.0000%  |  | $1069891.12        | $1022471.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.7549%  |  | $7066.81           | $6851.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 WF      | 2055-05-20      | 5.6050%  |  | $16608034.50       | $16658460.76       | Agency Collateralized Mortgage Obligation |
| FMAC FREMF MTG TR 2021-KF1 | 2031-05-25      | 10.7410% |  | $9945360.28        | $9823902.00        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KF5 | 2028-07-25      | 6.3555%  |  | $817447.77         | $785726.03         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MORTGAGE TR 202 | 2031-11-25      | 10.7410% |  | $8630596.34        | $9133936.53        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-07-25      | 9.3891%  |  | $8664475.35        | $7102571.33        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KL0 | 2029-06-25      | 4.0903%  |  | $10019333.33       | $8402106.54        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.2109%  |  | $7972937.85        | $7604908.31        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-06-25      | 7.0055%  |  | $326520.10         | $313649.79         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2016-KF1 | 2025-12-25      | 14.9555% |  | $507424.74         | $497784.54         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TRUST 2021- | 2031-01-25      | 4.3976%  |  | $8699700.85        | $7061819.66        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.8055%  |  | $879851.87         | $795743.45         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-03-25      | 6.6555%  |  | $828530.08         | $791894.55         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5910%  |  | $15199586.59       | $14756103.16       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617301 X      | 2036-11-15      | 6.5000%  |  | $1600.21           | $1684.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  |  | $64553.30          | $67935.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $9971896.29        | $10090928.60       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  |  | $536.75            | $502.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C      | 2055-07-20      | 6.5000%  |  | $2076787.01        | $2169257.10        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7942        | 2060-06-15      | 5.9400%  |  | $2382.12           | $2525.55           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978        | 2060-09-15      | 5.6500%  |  | $1235936.00        | $1293449.59        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1761        | 2060-04-15      | 5.7700%  |  | $216074.55         | $229682.66         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9975        | 2059-11-15      | 4.9800%  |  | $248085.48         | $249379.82         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9972        | 2059-11-15      | 4.9800%  |  | $215007.42         | $216550.17         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2261        | 2060-01-15      | 5.5200%  |  | $217076.58         | $227038.73         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0767        | 2066-04-15      | 5.8300%  |  | $396132.67         | $422422.98         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT6901        | 2065-05-15      | 5.0400%  |  | $7999.67           | $8142.42           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP1229        | 2060-05-15      | 6.1000%  |  | $266146.18         | $289658.71         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001        | 2060-01-15      | 5.6400%  |  | $215558.63         | $226719.33         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9897        | 2060-06-15      | 5.9700%  |  | $264978.76         | $281574.73         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE4026        | 2059-11-15      | 5.2300%  |  | $215096.93         | $220369.56         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8025        | 2060-08-15      | 4.9000%  |  | $12916400.00       | $12879525.11       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4180        | 2067-05-15      | 5.1800%  |  | $20617.67          | $20657.75          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $664.17            | $667.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.5450%  |  | $21499310.67       | $21521761.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD      | 2053-08-20      | 5.6950%  |  | $1863452.88        | $1870598.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.3950%  |  | $21853697.33       | $21849299.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1450%  |  | $19405863.33       | $19254851.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-029 PD      | 2052-02-20      | 2.2500%  |  | $704282.24         | $641936.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-025 EB      | 2052-02-20      | 2.5000%  |  | $50000.00          | $33219.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  |  | $1291659.36        | $1039665.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-083 FA      | 2039-06-20      | 4.8549%  |  | $1261.82           | $1256.03           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF       | 2049-10-20      | 4.9049%  |  | $2386480.81        | $2324819.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA       | 2049-08-20      | 4.0000%  |  | $2556708.65        | $2339963.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF      | 2055-07-20      | 5.6650%  |  | $24947035.25       | $25063594.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG      | 2055-07-20      | 5.6650%  |  | $16602720.33       | $16671808.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.6950%  |  | $21646459.03       | $21749988.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FL      | 2055-07-20      | 5.9950%  |  | $16612748.17       | $16737240.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $915983.11         | $881794.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 KF      | 2055-06-20      | 5.7450%  |  | $11619632.85       | $11681498.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.8549%  |  | $83191.00          | $83153.70          | Agency Collateralized Mortgage Obligation |

### Security 49: Bedford Row Funding Corp.

- **C.1 - Title:** Bedford Row Funding Corp.,  4.310%, 10/28/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AXU3, C.4 - ISIN: US07644B0010, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $94320750.00
- **C.18.a - Value (excl. sponsor support):** $94320750.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bedford Row Funding Corp.

- **C.1 - Title:** Bedford Row Funding Corp.,  4.570%, 11/12/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07645RFB7, C.4 - ISIN: US07645RFB78, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99998890.00
- **C.18.a - Value (excl. sponsor support):** $99998890.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BOZ McKinley Owner, LLC

- **C.1 - Title:** BOZ McKinley Owner, LLC,  4.450%, 7/1/2062
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10364PAA1, C.4 - ISIN: US10364PAA12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96500000.00
- **C.18.a - Value (excl. sponsor support):** $96500000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2062-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 52: Brian Luke Bobenage 2022 Family Trust

- **C.1 - Title:** Brian Luke Bobenage 2022 Family Trust,  4.450%, 2/1/2050
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 107791AA3, C.4 - ISIN: US107791AA38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7280000.00
- **C.18.a - Value (excl. sponsor support):** $7280000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2050-02-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 53: Brian Peterson Life Insurance Trust

- **C.1 - Title:** Brian Peterson Life Insurance Trust,  4.450%, 4/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 107792AA1, C.4 - ISIN: US107792AA11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4895000.00
- **C.18.a - Value (excl. sponsor support):** $4895000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 54: Burnett Family Trust

- **C.1 - Title:** Burnett Family Trust,  4.450%, 4/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 122247AA7, C.4 - ISIN: US122247AA78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4460000.00
- **C.18.a - Value (excl. sponsor support):** $4460000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 55: BWF Forge TL Properties Owner LLC

- **C.1 - Title:** BWF Forge TL Properties Owner LLC,  4.450%, 5/1/2059
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12430RAA3, C.4 - ISIN: US12430RAA32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1995000.00
- **C.18.a - Value (excl. sponsor support):** $1995000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2059-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 56: CP Canyons WFH, LLC

- **C.1 - Title:** CP Canyons WFH, LLC,  4.450%, 9/1/2061
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12658PAA2, C.4 - ISIN: US12658PAA21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28220000.00
- **C.18.a - Value (excl. sponsor support):** $28220000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2061-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 57: CRE Impact BCM Tech Atlanta GA, LLC

- **C.1 - Title:** CRE Impact BCM Tech Atlanta GA, LLC,  4.450%, 4/1/2055
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12781CAA1, C.4 - ISIN: US12781CAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 58: Callewart Life Insurance Trust

- **C.1 - Title:** Callewart Life Insurance Trust,  4.450%, 8/1/2073
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13125BAB4, C.4 - ISIN: US13125BAB45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10545000.00
- **C.18.a - Value (excl. sponsor support):** $10545000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2073-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 59: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.200%, 10/3/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAV4, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $213942113.00
- **C.18.a - Value (excl. sponsor support):** $213942113.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.480%, 10/8/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DAZ5, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $178999838.90
- **C.18.a - Value (excl. sponsor support):** $178999838.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.570%, 12/4/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DCX8, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $250103500.00
- **C.18.a - Value (excl. sponsor support):** $250103500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.520%, 3/4/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFA5, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $250311850.00
- **C.18.a - Value (excl. sponsor support):** $250311850.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.650%, 2/17/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFD9, C.4 - ISIN: US13606DFD93, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $325231985.00
- **C.18.a - Value (excl. sponsor support):** $325231985.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.500%, 2/12/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFH0, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $200171660.00
- **C.18.a - Value (excl. sponsor support):** $200171660.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.660%, 4/21/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGV8, C.4 - ISIN: US13606DGV82, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $125076262.50
- **C.18.a - Value (excl. sponsor support):** $125076262.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.400%, 5/12/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKT8, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $280403620.00
- **C.18.a - Value (excl. sponsor support):** $280403620.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.400%, 6/18/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLJ9, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $65128362.00
- **C.18.a - Value (excl. sponsor support):** $65128362.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.680%, 7/13/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMC3, C.4 - ISIN: US13606DMC38, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $455148421.00
- **C.18.a - Value (excl. sponsor support):** $455148421.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.350%, 7/20/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMN9, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $185386206.00
- **C.18.a - Value (excl. sponsor support):** $185386206.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.070%, 8/27/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DNH1, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $125009212.50
- **C.18.a - Value (excl. sponsor support):** $125009212.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  3.909%, 9/25/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608AWR3, C.4 - ISIN: US13608A0013, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $34886803.00
- **C.18.a - Value (excl. sponsor support):** $34886803.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.185%, 10/3/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608AX35, C.4 - ISIN: US13608A0013, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $174269252.50
- **C.18.a - Value (excl. sponsor support):** $174269252.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.422%, 11/12/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608AYC4, C.4 - ISIN: US13608A0013, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $446032485.00
- **C.18.a - Value (excl. sponsor support):** $446032485.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.213%, 3/19/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BCK8, C.4 - ISIN: US13608A0013, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $146578560.00
- **C.18.a - Value (excl. sponsor support):** $146578560.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.210%, 5/12/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BEC4, C.4 - ISIN: US13608A0013, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $87428493.00
- **C.18.a - Value (excl. sponsor support):** $87428493.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.213%, 6/5/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BF58, C.4 - ISIN: US13608A0013, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $276144964.50
- **C.18.a - Value (excl. sponsor support):** $276144964.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.403%, 11/17/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CRP9, C.4 - ISIN: US13608A0013, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $445773825.00
- **C.18.a - Value (excl. sponsor support):** $445773825.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.750%, 4/9/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608CSC7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $380457368.00
- **C.18.a - Value (excl. sponsor support):** $380457368.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Holdings, Inc.

- **C.1 - Title:** Canadian Imperial Holdings, Inc.,  4.185%, 10/3/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13609BX32, C.4 - ISIN: US13609B0011, C.3 - LEI: 5493004RKKFE3DO79Y41
- **C.18 - Value (incl. sponsor support):** $248951025.00
- **C.18.a - Value (excl. sponsor support):** $248951025.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Carmel Valley Senior Living, LP

- **C.1 - Title:** Carmel Valley Senior Living, LP,  4.450%, 9/1/2061
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 14338HAA4, C.4 - ISIN: US14338HAA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11800000.00
- **C.18.a - Value (excl. sponsor support):** $11800000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2061-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 81: Catania Family Trust

- **C.1 - Title:** Catania Family Trust,  4.450%, 12/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 14900FAB4, C.4 - ISIN: US14900FAB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9860000.00
- **C.18.a - Value (excl. sponsor support):** $9860000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 82: Chesham Finance LLC Series III

- **C.1 - Title:** Chesham Finance LLC Series III,  4.350%, 9/2/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HW22, C.4 - ISIN: US16537H0015, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $399806600.00
- **C.18.a - Value (excl. sponsor support):** $399806600.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 83: Chesham Finance LLC Series IV

- **C.1 - Title:** Chesham Finance LLC Series IV,  4.350%, 9/2/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AW26, C.3 - LEI: 549300E22X7KY6XM5610
- **C.18 - Value (incl. sponsor support):** $299854950.00
- **C.18.a - Value (excl. sponsor support):** $299854950.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 84: City Furniture, Inc.

- **C.1 - Title:** City Furniture, Inc.,  4.480%, 8/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 177822AA1, C.4 - ISIN: US177822AA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4345000.00
- **C.18.a - Value (excl. sponsor support):** $4345000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **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 85: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.600%, 12/4/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKP3, C.4 - ISIN: US19423RKP37, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $150024175.50
- **C.18.a - Value (excl. sponsor support):** $150024175.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.620%, 12/22/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKT5, C.4 - ISIN: US19423RKT58, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $175009724.75
- **C.18.a - Value (excl. sponsor support):** $175009724.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.620%, 12/26/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKU2, C.4 - ISIN: US19423RKU22, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $99999610.00
- **C.18.a - Value (excl. sponsor support):** $99999610.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.630%, 1/15/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMC0, C.4 - ISIN: US19423RMC06, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $85007566.70
- **C.18.a - Value (excl. sponsor support):** $85007566.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.670%, 4/2/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMK2, C.4 - ISIN: US19423RMK22, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $37508879.25
- **C.18.a - Value (excl. sponsor support):** $37508879.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.640%, 3/13/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMM8, C.4 - ISIN: US19423RMM87, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $162516482.38
- **C.18.a - Value (excl. sponsor support):** $162516482.38
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.640%, 3/10/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMP1, C.4 - ISIN: US19423RMP19, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $40004987.20
- **C.18.a - Value (excl. sponsor support):** $40004987.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.660%, 4/10/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMU0, C.4 - ISIN: US19423RMU04, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $175029081.50
- **C.18.a - Value (excl. sponsor support):** $175029081.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.640%, 4/28/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RN88, C.4 - ISIN: US19423RN885, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $149999760.00
- **C.18.a - Value (excl. sponsor support):** $149999760.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia,  4.540%, 11/7/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20271EN39, C.4 - ISIN: US20271EN396, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $199997300.00
- **C.18.a - Value (excl. sponsor support):** $199997300.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia,  4.610%, 3/30/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBM6, C.4 - ISIN: US20272FBM68, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $175037660.00
- **C.18.a - Value (excl. sponsor support):** $175037660.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia,  4.740%, 4/10/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBS3, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $215204637.00
- **C.18.a - Value (excl. sponsor support):** $215204637.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia,  4.740%, 4/17/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBU8, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $85080019.00
- **C.18.a - Value (excl. sponsor support):** $85080019.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia,  4.660%, 6/26/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FCR4, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $175028175.00
- **C.18.a - Value (excl. sponsor support):** $175028175.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Copper Top, LLC

- **C.1 - Title:** Copper Top, LLC, Series 2023,  4.450%, 7/1/2043
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 21759HAA9, C.4 - ISIN: US21759HAA95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5415000.00
- **C.18.a - Value (excl. sponsor support):** $5415000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2043-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 100: DZ Bank AG Deutsche Zentral-Genossenschaftsbank

- **C.1 - Title:** DZ Bank AG Deutsche Zentral-Genossenschaftsbank,  4.230%, 1/22/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23344JDZ5, C.4 - ISIN: US23328A0011, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $85007208.00
- **C.18.a - Value (excl. sponsor support):** $85007208.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: The D. Neiman Legacy Trust

- **C.1 - Title:** The D. Neiman Legacy Trust,  4.450%, 12/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23346VAA4, C.4 - ISIN: US23346VAA44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7780000.00
- **C.18.a - Value (excl. sponsor support):** $7780000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 102: Desert Vistas, a California Limited Partnership

- **C.1 - Title:** Desert Vistas, a California Limited Partnership,  4.450%, 9/1/2055
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 250466AA7, C.4 - ISIN: US250466AA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2055-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 103: Eagle Hesperia 55 II LP

- **C.1 - Title:** Eagle Hesperia 55 II LP,  4.450%, 2/1/2062
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26960JAA9, C.4 - ISIN: US26960JAA97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9990000.00
- **C.18.a - Value (excl. sponsor support):** $9990000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2062-02-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 104: East Town Crossing, LLC

- **C.1 - Title:** East Town Crossing, LLC,  4.450%, 1/1/2065
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 275642AB2, C.4 - ISIN: US275642AB25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7150000.00
- **C.18.a - Value (excl. sponsor support):** $7150000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2065-01-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 105: Encinitas Senior Living, LP

- **C.1 - Title:** Encinitas Senior Living, LP,  4.450%, 8/1/2059
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 29254AAA7, C.4 - ISIN: US29254AAA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9400000.00
- **C.18.a - Value (excl. sponsor support):** $9400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2059-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 106: Frank Dale Insurance Trust

- **C.1 - Title:** Frank Dale Insurance Trust,  4.450%, 7/1/2041
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 35201FAA7, C.4 - ISIN: US35201FAA75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6130000.00
- **C.18.a - Value (excl. sponsor support):** $6130000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2041-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 107: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.,  4.400%, 9/5/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LW51, C.4 - ISIN: US38346LV600, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99915220.00
- **C.18.a - Value (excl. sponsor support):** $99915220.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 108: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.,  4.400%, 9/16/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWG7, C.4 - ISIN: US38346LV600, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $84814292.00
- **C.18.a - Value (excl. sponsor support):** $84814292.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 109: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.,  4.400%, 9/26/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWS1, C.4 - ISIN: US38346LV600, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $149493735.00
- **C.18.a - Value (excl. sponsor support):** $149493735.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 110: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.,  4.400%, 9/30/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWW2, C.4 - ISIN: US38346LV600, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $88159531.65
- **C.18.a - Value (excl. sponsor support):** $88159531.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 111: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.,  4.400%, 10/1/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LX19, C.4 - ISIN: US38346LV600, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $174305880.00
- **C.18.a - Value (excl. sponsor support):** $174305880.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 112: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.,  4.400%, 10/8/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LX84, C.4 - ISIN: US38346LV600, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $205011200.00
- **C.18.a - Value (excl. sponsor support):** $205011200.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 113: Gotham Funding Corp.

- **C.1 - Title:** Gotham Funding Corp.,  4.390%, 10/30/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LXW1, C.4 - ISIN: US38346LV600, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $38757020.55
- **C.18.a - Value (excl. sponsor support):** $38757020.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 114: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC,  4.390%, 9/18/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HWJ9, C.4 - ISIN: US39014H0050, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $124693662.50
- **C.18.a - Value (excl. sponsor support):** $124693662.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC,  4.390%, 9/19/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HWK6, C.4 - ISIN: US39014H0050, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $214446633.00
- **C.18.a - Value (excl. sponsor support):** $214446633.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: HW Hellman Building, LP

- **C.1 - Title:** HW Hellman Building, LP,  4.450%, 3/1/2062
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 404407AC2, C.4 - ISIN: US404407AC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2062-03-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 117: Midtown Senior Housing LP and Avon Tower Investors LP

- **C.1 - Title:** Midtown Senior Housing LP and Avon Tower Investors LP,  4.450%, 7/1/2065
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 44057TAA4, C.4 - ISIN: US44057TAA43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $22500000.00
- **C.18.a - Value (excl. sponsor support):** $22500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 118: ICG-Stream Polk Ave LLC

- **C.1 - Title:** ICG-Stream Polk Ave LLC,  4.450%, 9/1/2063
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 44934AAA4, C.4 - ISIN: US44934AAA43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8700000.00
- **C.18.a - Value (excl. sponsor support):** $8700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2063-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 119: ING (U.S.) Funding LLC

- **C.1 - Title:** ING (U.S.) Funding LLC,  4.360%, 11/4/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 4497W0Y44, C.4 - ISIN: US4497W00013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $297605670.00
- **C.18.a - Value (excl. sponsor support):** $297605670.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.340%, 9/2/2025
- **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: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLRA9300 | 2053-06-01      | 5.5000%  |  | $390.61            | $396.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL5864 | 2033-03-01      | 4.0000%  |  | $28.77             | $28.67             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  |  | $36741.14          | $37870.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5260 | 2035-09-01      | 5.0000%  |  | $429.18            | $436.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9432 | 2053-07-01      | 5.5000%  |  | $383.07            | $389.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9349 | 2053-07-01      | 5.5000%  |  | $387.47            | $394.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  |  | $347.79            | $353.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $334.57            | $334.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7774 | 2052-08-01      | 4.5000%  |  | $347.22            | $338.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  |  | $9631.48           | $8767.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  |  | $3605663.10        | $3717102.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $322.26            | $312.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3636 | 2052-05-01      | 4.5000%  |  | $477.38            | $464.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $330.28            | $292.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  |  | $332.25            | $281.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $354.59            | $295.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $1078.46           | $939.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  |  | $13669.29          | $11502.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2637 | 2052-01-01      | 2.5000%  |  | $226612.10         | $191170.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $789.55            | $686.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0912 | 2051-07-01      | 3.0000%  |  | $22683060.92       | $19736153.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  |  | $611.75            | $491.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8460 | 2051-01-01      | 2.5000%  |  | $253.60            | $213.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8929 | 2051-02-01      | 2.0000%  |  | $301.20            | $242.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $89.65             | $78.92             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $2441.24           | $2360.15           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $423.22            | $421.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4811 | 2052-05-01      | 3.0000%  |  | $379.30            | $334.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD4526 | 2052-03-01      | 2.0000%  |  | $789.80            | $631.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  |  | $371.25            | $388.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  |  | $28456.72          | $28929.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2061 | 2052-10-01      | 4.5000%  |  | $384.03            | $371.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2603 | 2052-04-01      | 3.0000%  |  | $356.01            | $310.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $393444.51         | $362237.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  |  | $345.50            | $315.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7714 | 2050-11-01      | 2.0000%  |  | $595.08            | $478.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7368 | 2050-10-01      | 2.5000%  |  | $42023.30          | $35453.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $287.21            | $230.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $569.89            | $460.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  |  | $580.79            | $468.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5571 | 2050-04-01      | 4.0000%  |  | $107.23            | $101.92            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4691 | 2030-08-01      | 4.7200%  |  | $439.48            | $451.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0059 | 2047-11-01      | 3.5000%  |  | $134.96            | $127.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $82.61             | $73.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8115 | 2036-08-01      | 2.0000%  |  | $258.43            | $237.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $82.65             | $78.47             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $145.85            | $138.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1962 | 2033-02-01      | 3.5000%  |  | $79.90             | $79.20             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  |  | $69.05             | $69.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0089 | 2049-09-01      | 3.0000%  |  | $388.46            | $338.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZT0066 | 2041-05-01      | 5.0000%  |  | $86.84             | $88.81             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $94.43             | $92.99             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  |  | $54.47             | $53.42             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAY9308 | 2030-05-01      | 3.5000%  |  | $46.38             | $45.85             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $12298.78          | $12103.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9361 | 2055-09-01      | 6.0000%  |  | $429.18            | $442.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9378 | 2055-09-01      | 6.0000%  |  | $429.18            | $442.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8757 | 2055-09-01      | 5.0000%  |  | $1632587.98        | $1623615.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8727 | 2055-09-01      | 5.5000%  |  | $429.18            | $434.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6671 | 2055-08-01      | 6.5000%  |  | $858.31            | $897.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6517 | 2055-08-01      | 6.5000%  |  | $429.18            | $455.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4667 | 2055-07-01      | 5.5000%  |  | $432.11            | $441.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  |  | $78.11             | $72.08             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3570 | 2055-08-01      | 6.0000%  |  | $430.04            | $443.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2186 | 2055-06-01      | 7.0000%  |  | $857.09            | $909.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0058 | 2055-05-01      | 6.5000%  |  | $858.59            | $899.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  |  | $75.89             | $69.52             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4511 | 2043-03-01      | 3.0000%  |  | $72.95             | $66.88             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM6887 | 2048-05-01      | 3.0000%  |  | $13697.17          | $12157.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5579 | 2048-02-01      | 3.5000%  |  | $78.57             | $72.42             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5150 | 2047-12-01      | 3.5000%  |  | $67.02             | $62.01             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91362 G | 2031-03-01      | 4.5000%  |  | $13.59             | $13.72             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18642 G | 2032-04-01      | 3.5000%  |  | $44.91             | $44.53             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18582 G | 2031-01-01      | 3.0000%  |  | $41.06             | $40.23             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ3083 C     | 2055-08-20      | 6.0000%  |  | $435.19            | $448.99            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE6852 C     | 2054-10-20      | 5.5000%  |  | $382.50            | $383.34            | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CS8167       | 2065-06-15      | 5.3500%  |  | $429.18            | $453.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AE8453 C     | 2044-06-20      | 4.0000%  |  | $69.79             | $66.39             | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CM3795       | 2058-05-15      | 4.7600%  |  | $428.48            | $430.19            | Agency Mortgage-Backed Securities  |
| GNMA GNHA RM CK9659 H     | 2072-01-20      | 5.8420%  |  | $420.93            | $441.86            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CI1769       | 2057-07-15      | 2.5700%  |  | $406.01            | $359.74            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP3716       | 2058-05-15      | 4.5500%  |  | $1793255.15        | $1776957.85        | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CP2704       | 2067-03-15      | 5.5800%  |  | $429.18            | $447.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6046 | 2053-12-01      | 7.5000%  |  | $341.29            | $369.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  |  | $380.64            | $407.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5577 | 2053-12-01      | 7.0000%  |  | $286.21            | $309.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH0207 | 2053-09-01      | 6.0000%  |  | $1006.21           | $1054.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0188 | 2053-09-01      | 6.5000%  |  | $359.65            | $381.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7742 | 2053-07-01      | 6.0000%  |  | $310.58            | $319.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6275 | 2053-07-01      | 6.0000%  |  | $344.82            | $354.82            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CN7592       | 2065-02-15      | 4.4700%  |  | $429.18            | $413.65            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9458 M     | 2039-02-20      | 5.5000%  |  | $332.74            | $344.22            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT MA8671 M     | 2052-11-20      | 4.5000%  |  | $182.84            | $185.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8570 M     | 2053-01-20      | 5.5000%  |  | $303.32            | $308.67            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7651 M     | 2051-10-20      | 3.5000%  |  | $8182496.32        | $7500135.22        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7991 M     | 2052-04-20      | 4.5000%  |  | $317.22            | $308.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6938 M     | 2050-10-20      | 6.0000%  |  | $109.10            | $115.22            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6541 M     | 2050-03-20      | 3.0000%  |  | $77.70             | $69.26             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6477 M     | 2050-02-20      | 4.5000%  |  | $57.33             | $56.28             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $37.39             | $35.47             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0698 M     | 2043-01-20      | 3.0000%  |  | $50.77             | $46.43             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0774 M     | 2043-02-20      | 2.5000%  |  | $66.91             | $57.17             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1464 | 2053-04-01      | 5.5000%  |  | $351.47            | $355.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $337.03            | $270.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD3226 | 2051-12-01      | 2.5000%  |  | $357.66            | $298.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC4747 | 2051-07-01      | 2.5000%  |  | $271.00            | $230.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9482 | 2051-03-01      | 2.0000%  |  | $262.56            | $212.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB8773 | 2051-02-01      | 2.0000%  |  | $254.37            | $206.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB7172 | 2051-01-01      | 2.0000%  |  | $592.06            | $473.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  |  | $108.29            | $103.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG5386 | 2053-06-01      | 6.0000%  |  | $298.59            | $306.91            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 03.830 WAWA4438 | 2029-07-01      | 3.8300%  |  | $470.78            | $466.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6529 | 2055-04-01      | 6.5000%  |  | $455360.14         | $477728.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6203 | 2055-04-01      | 6.5000%  |  | $449.24            | $476.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6199 | 2055-04-01      | 6.0000%  |  | $426.75            | $444.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD4967 | 2055-03-01      | 7.0000%  |  | $707.21            | $750.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD4966 | 2055-04-01      | 7.0000%  |  | $855.44            | $910.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2672 | 2055-04-01      | 7.0000%  |  | $427.48            | $455.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5279 | 2054-11-01      | 5.5000%  |  | $404.02            | $413.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3824 | 2054-11-01      | 5.0000%  |  | $413.32            | $409.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0121 | 2054-09-01      | 6.0000%  |  | $353.55            | $370.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB9556 | 2054-08-01      | 6.0000%  |  | $378.16            | $394.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9542 | 2054-08-01      | 6.5000%  |  | $396155.87         | $420266.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9808 | 2054-09-01      | 6.5000%  |  | $422.91            | $447.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6318 | 2054-06-01      | 6.5000%  |  | $711.66            | $750.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7472 | 2054-01-01      | 7.5000%  |  | $444.47            | $480.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5957 | 2054-01-01      | 7.5000%  |  | $639.30            | $694.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5940 | 2054-01-01      | 7.5000%  |  | $404.87            | $436.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5867 | 2053-12-01      | 7.5000%  |  | $478.51            | $516.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2360 | 2053-07-01      | 4.5000%  |  | $5936329.18        | $5741605.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $172516.89         | $180677.03         | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC V60885 G | 2030-07-01      | 2.5000%  |  | $49.47             | $48.07             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Z40117 G | 2045-04-01      | 3.0000%  |  | $100.04            | $91.23             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1589 | 2055-06-01      | 5.0000%  |  | $2114317.63        | $2102659.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0364 | 2055-02-01      | 6.5000%  |  | $399.15            | $422.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $412.19            | $410.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0502 | 2055-08-01      | 6.0000%  |  | $457.08            | $469.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  |  | $4435536.48        | $4538758.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  |  | $343.71            | $352.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $23399136.81       | $21451470.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFA2615 | 2037-05-01      | 3.0000%  |  | $4584130.47        | $4451691.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $480.08            | $499.89            | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9540%  |  | $373.46            | $379.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5847 | 2053-03-01      | 5.5000%  |  | $7626641.71        | $7795951.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  |  | $686.46            | $702.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  |  | $332.10            | $346.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5405 | 2052-10-01      | 4.5000%  |  | $17986.21          | $17424.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4956 | 2052-10-01      | 5.5000%  |  | $644.59            | $666.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $679.37            | $676.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  |  | $356.25            | $356.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $9183.52           | $7675.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  |  | $416.14            | $412.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  |  | $412.48            | $416.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $370.26            | $367.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $342.52            | $346.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $361.44            | $314.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $722.38            | $629.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $344.13            | $299.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  |  | $244.52            | $223.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $316.77            | $264.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $322.58            | $280.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4235 | 2053-11-01      | 6.0000%  |  | $379.27            | $392.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $1125.32           | $905.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $345.10            | $365.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  |  | $342.58            | $344.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  |  | $251.10            | $214.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5209 | 2053-12-01      | 7.5000%  |  | $357.32            | $385.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  |  | $858.72            | $912.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA4108 | 2053-12-01      | 7.5000%  |  | $606.68            | $653.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4106 | 2053-12-01      | 7.0000%  |  | $708.82            | $753.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2507 | 2053-11-01      | 7.0000%  |  | $628.59            | $673.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA0285 | 2053-12-01      | 7.0000%  |  | $719.97            | $767.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL850023 | 2036-04-01      | 6.0000%  |  | $16.53             | $17.47             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL812248 | 2035-03-01      | 6.0000%  |  | $28.39             | $29.14             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  |  | $67.85             | $62.22             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8114 | 2050-12-01      | 2.5000%  |  | $232.15            | $195.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  |  | $46.40             | $43.25             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZI8000 | 2038-08-01      | 6.0000%  |  | $4.05              | $4.25              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $361.81            | $328.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  |  | $367.85            | $378.17            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  |  | $23173.77          | $20609.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  |  | $347.13            | $347.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE5811 | 2052-07-01      | 4.0000%  |  | $333.40            | $312.93            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  |  | $14.49             | $14.63             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $55987.34          | $52808.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7460 | 2054-01-01      | 7.5000%  |  | $559.38            | $601.76            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T61928 G | 2045-06-01      | 3.5000%  |  | $117.67            | $107.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $63.69             | $63.07             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4646 | 2046-01-01      | 3.0000%  |  | $71.94             | $64.76             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  |  | $401.10            | $427.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7732 | 2050-11-01      | 2.5000%  |  | $17720687.41       | $15211321.89       | Agency Mortgage-Backed Securities  |
| FMAC FKAR 03.830 WAWA4439 | 2029-07-01      | 3.8300%  |  | $788.74            | $782.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7499 | 2053-12-01      | 7.5000%  |  | $214.76            | $232.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5578 | 2053-12-01      | 7.5000%  |  | $267.48            | $291.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6044 | 2053-12-01      | 7.5000%  |  | $305.60            | $330.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6052 | 2053-12-01      | 7.5000%  |  | $390.05            | $421.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ4394 | 2042-11-01      | 3.5000%  |  | $93718.58          | $88116.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  |  | $22782.63          | $19007.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  |  | $702.42            | $758.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $386.09            | $373.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQD1688 | 2051-11-01      | 4.0000%  |  | $271.42            | $256.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5740 | 2053-12-01      | 7.5000%  |  | $157.39            | $172.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8576 | 2052-10-01      | 5.0000%  |  | $4004684.33        | $3979506.43        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $86.40             | $76.97             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4571 | 2049-11-01      | 4.0000%  |  | $26176.55          | $24844.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAZ0821 | 2045-07-01      | 3.0000%  |  | $241.33            | $217.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7508 | 2053-12-01      | 7.5000%  |  | $342.50            | $373.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6239 | 2053-01-01      | 5.5000%  |  | $321.18            | $325.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1400 | 2052-08-01      | 4.0000%  |  | $679.47            | $642.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9991 | 2054-12-01      | 5.5000%  |  | $396.56            | $404.10            | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL DJ8335 H     | 2075-05-20      | 6.7410%  |  | $404.77            | $430.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5672 | 2053-11-01      | 7.0000%  |  | $306.76            | $327.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC7453 | 2051-09-01      | 2.0000%  |  | $46094.77          | $37152.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  |  | $33847.27          | $33768.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0206 | 2034-11-01      | 3.5000%  |  | $108.43            | $105.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6446 | 2055-08-01      | 6.0000%  |  | $429.18            | $444.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8100 | 2050-10-01      | 3.0000%  |  | $156.22            | $137.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2629 | 2052-01-01      | 2.5000%  |  | $366.42            | $306.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  |  | $310.77            | $274.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6201 | 2053-05-01      | 6.0000%  |  | $719.26            | $739.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7883 | 2054-07-01      | 6.5000%  |  | $411.03            | $436.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $330.50            | $264.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2185 | 2055-06-01      | 7.0000%  |  | $450.38            | $478.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2762 | 2055-04-01      | 6.5000%  |  | $447561.84         | $468469.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  |  | $397.49            | $407.92            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18566 G | 2030-08-01      | 3.5000%  |  | $33.49             | $33.26             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8453 | 2054-01-01      | 7.5000%  |  | $380.32            | $411.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP7257 | 2050-07-01      | 2.0000%  |  | $629.92            | $507.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $68.87             | $63.17             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3947 | 2049-01-01      | 5.0000%  |  | $1935713.60        | $1955782.86        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CR9629       | 2053-01-15      | 5.6700%  |  | $2521883.74        | $2553308.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  |  | $220.84            | $186.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  |  | $13.81             | $13.59             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $57.90             | $53.51             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  |  | $52.70             | $50.36             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  |  | $327.02            | $298.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5576 | 2051-07-01      | 2.5000%  |  | $302.70            | $256.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4070 | 2050-11-01      | 2.5000%  |  | $243.58            | $205.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  |  | $2074.41           | $1812.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ9052 | 2054-11-01      | 5.0000%  |  | $434.26            | $431.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ6514 | 2054-10-01      | 5.5000%  |  | $394.18            | $398.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3452 | 2054-09-01      | 5.5000%  |  | $369.06            | $373.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8481 | 2054-01-01      | 7.5000%  |  | $336.81            | $369.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8299 | 2054-01-01      | 7.5000%  |  | $329.36            | $356.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8298 | 2054-01-01      | 7.5000%  |  | $348.86            | $378.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7763 | 2054-01-01      | 7.5000%  |  | $231.99            | $250.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  |  | $208.69            | $226.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH7179 | 2053-12-01      | 7.0000%  |  | $297.34            | $319.26            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $12527.04          | $12830.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8677 | 2052-09-01      | 5.5000%  |  | $401.80            | $413.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTBV5983 | 2045-07-01      | 5.0000%  |  | $429.18            | $432.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV5922 | 2055-08-01      | 6.0000%  |  | $432.62            | $444.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6083 | 2053-12-01      | 7.5000%  |  | $246.48            | $268.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6081 | 2053-12-01      | 7.5000%  |  | $263.92            | $289.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6078 | 2053-12-01      | 7.5000%  |  | $313.95            | $342.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6051 | 2053-12-01      | 7.5000%  |  | $304.06            | $333.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  |  | $849.35            | $795.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB1629 | 2040-09-01      | 5.0000%  |  | $439.48            | $447.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5076 | 2055-07-01      | 6.0000%  |  | $1460.60           | $1514.65           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ2176 C     | 2055-06-20      | 6.0000%  |  | $450.22            | $464.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5221 | 2055-08-01      | 6.0000%  |  | $321524.46         | $332804.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  |  | $303.66            | $324.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6831 | 2046-03-01      | 3.5000%  |  | $11350.85          | $10594.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1804 | 2051-10-01      | 2.0000%  |  | $15327.63          | $12332.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB9229 | 2054-08-01      | 6.0000%  |  | $360.19            | $375.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  |  | $316.55            | $289.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2958 | 2042-04-01      | 3.5000%  |  | $73.64             | $69.58             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  |  | $38316.89          | $38277.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  |  | $90.53             | $81.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9273 | 2051-02-01      | 2.0000%  |  | $322.03            | $258.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $406.24            | $434.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5352 | 2054-11-01      | 5.5000%  |  | $424.76            | $432.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6980 | 2055-04-01      | 5.5000%  |  | $426.72            | $435.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $420.07            | $416.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  |  | $276.86            | $254.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8488 M     | 2052-12-20      | 4.0000%  |  | $361.45            | $341.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6279 | 2054-05-01      | 6.0000%  |  | $383.72            | $394.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BV4695 C     | 2050-07-20      | 3.0000%  |  | $197.31            | $175.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  |  | $378.28            | $334.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7448 | 2054-01-01      | 7.5000%  |  | $348.52            | $373.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $14061.54          | $13617.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0687 | 2054-11-01      | 6.0000%  |  | $851.45            | $888.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC9492 | 2046-07-01      | 4.0000%  |  | $47521.84          | $44980.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9398 | 2055-09-01      | 6.5000%  |  | $3004.29           | $3152.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9375 | 2055-09-01      | 6.0000%  |  | $429.18            | $442.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2413 | 2055-05-01      | 6.5000%  |  | $428.52            | $448.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8154 M     | 2052-07-20      | 6.0000%  |  | $299.42            | $309.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH6108 | 2053-12-01      | 6.5000%  |  | $210.09            | $218.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $429.18            | $440.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI5568 | 2054-05-01      | 5.5000%  |  | $391.69            | $395.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  |  | $367.58            | $307.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS9321 | 2032-03-01      | 2.5000%  |  | $95.70             | $92.19             | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $445.49            | $445.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  |  | $7988059.87        | $7891963.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7726 | 2054-12-01      | 5.0000%  |  | $428.72            | $425.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  |  | $869.24            | $907.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6079 | 2053-12-01      | 7.5000%  |  | $348.41            | $376.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $638.84            | $657.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $327.36            | $289.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7753 | 2054-01-01      | 7.5000%  |  | $237.68            | $258.12            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  |  | $491.85            | $497.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6769 | 2055-06-01      | 6.5000%  |  | $695851.20         | $726243.58         | Agency Mortgage-Backed Securities  |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $203476.39         | $206207.65         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $15221115.88       | $15624954.05       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $1696094.42        | $1577022.14        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $42.92             | $41.42             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $3083776.82        | $3037899.85        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $42.92             | $42.21             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $45285503.13       | $41835511.02       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $1730772.53        | $1618876.11        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $3433519.31        | $3243539.44        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $42.92             | $40.10             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $2145879.83        | $2039139.52        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $9243562.23        | $9087138.81        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $11539957.08       | $11366419.59       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $64308969.96       | $63404790.02       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $8540643.78        | $8514441.96        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $68497.85          | $66358.58          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $10467296.14       | $10235714.03       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $3946224.84        | $3766097.56        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $171.67            | $156.93            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $42.92             | $43.30             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $42.92             | $34.69             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $42.92             | $37.62             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $257.51            | $146.78            | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $1548283.26        | $812821.94         | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $42.92             | $25.00             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $42.92             | $31.77             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $42.92             | $33.07             | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $2799141.63        | $2756650.66        | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $42.92             | $42.85             | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $38.51             | $34.23             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $42.92             | $43.39             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $442961.37         | $446241.12         | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $905879.83         | $916742.00         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $42.92             | $43.92             | U.S. Treasuries (including strips) |
| GNMA GNHA AL DL4966 H     | 2075-07-20      | 6.7290%  |  | $429.18            | $457.38            | Agency Mortgage-Backed Securities  |
| GNMA GNHA RM DL1794 H     | 2075-07-20      | 5.7650%  |  | $429.18            | $447.80            | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $42.92             | $43.75             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $2601287.55        | $2655761.55        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $128.76            | $133.20            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $42.92             | $44.76             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $42.92             | $44.13             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $2574978.54        | $2649735.78        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $5922703.86        | $6035524.90        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $4334849.79        | $4408829.18        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $2246266.09        | $2367099.38        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $21459184.55       | $21853898.46       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $9658884.12        | $10131582.19       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $128.76            | $136.21            | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $4273605.15        | $4385993.16        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $472.10            | $460.71            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $3202403.43        | $3129081.13        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $1716695.28        | $1689704.13        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $2223862.66        | $2262589.95        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $6437296.14        | $5602985.69        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $42.92             | $44.21             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $16094.42          | $16435.34          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $42.92             | $41.29             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $128.76            | $127.91            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $42.92             | $44.41             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2145922.75        | $2080463.19        | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $214.59            | $214.79            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $2804978.54        | $2931404.41        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $13495879.83       | $13703103.31       | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $85.84             | $88.91             | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26     | 2026-04-30      | 4.2934%  |  | $42.92             | $43.06             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $24892660.94       | $25527360.55       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $10085.84          | $10347.17          | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $30470815.45       | $28413847.95       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $42.92             | $43.27             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $1663175.97        | $1730964.02        | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $8727811.16        | $8588689.85        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $815.45            | $810.21            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $9023433.48        | $9321494.65        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $42.92             | $43.85             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $4136051.50        | $4255890.75        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $42.92             | $44.36             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $257.51            | $268.19            | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $4621201.72        | $4692101.00        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $42.92             | $43.25             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $42.92             | $43.23             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $429.18            | $438.85            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $2145751.07        | $2260439.78        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $10729613.73       | $11249477.30       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $1716695.28        | $1783637.49        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $42.92             | $43.33             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $29559871.24       | $30080529.62       | U.S. Treasuries (including strips) |

### Security 121: ING (U.S.) Funding LLC

- **C.1 - Title:** ING (U.S.) Funding LLC,  4.390%, 9/18/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QWJ4, C.4 - ISIN: US45685Q0013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $264360873.00
- **C.18.a - Value (excl. sponsor support):** $264360873.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Ivy Row at South, LLC

- **C.1 - Title:** Ivy Row at South, LLC,  4.450%, 6/1/2052
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 466006AA1, C.4 - ISIN: US466006AA13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11100000.00
- **C.18.a - Value (excl. sponsor support):** $11100000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2052-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 123: Ivy Row at Southern Miss, LLC

- **C.1 - Title:** Ivy Row at Southern Miss, LLC,  4.450%, 9/1/2052
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 466011AA1, C.4 - ISIN: US466011AA16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13645000.00
- **C.18.a - Value (excl. sponsor support):** $13645000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2052-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 124: Ivy Row at Jax St, LLC

- **C.1 - Title:** Ivy Row at Jax St, LLC,  4.450%, 11/1/2053
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46604TAA7, C.4 - ISIN: US46604TAA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15900000.00
- **C.18.a - Value (excl. sponsor support):** $15900000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2053-11-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 125: Ivy Row at LA Tech, LLC

- **C.1 - Title:** Ivy Row at LA Tech, LLC, Series 2023,  4.450%, 12/1/2053
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46605AAA7, C.4 - ISIN: US46605AAA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14730000.00
- **C.18.a - Value (excl. sponsor support):** $14730000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 126: The J.G. Aguirre Master Trust

- **C.1 - Title:** The J.G. Aguirre Master Trust,  4.450%, 2/1/2049
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46653AAA8, C.4 - ISIN: US46653AAA88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2560000.00
- **C.18.a - Value (excl. sponsor support):** $2560000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2049-02-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 127: JWM Family Trust

- **C.1 - Title:** JWM Family Trust,  4.450%, 11/11/2046
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46654HAA2, C.4 - ISIN: US46654HAA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5985000.00
- **C.18.a - Value (excl. sponsor support):** $5985000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2046-11-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 128: JCW 2022 Heritage Trust dated December 13, 2022

- **C.1 - Title:** JCW 2022 Heritage Trust dated December 13, 2022, Series 2023,  4.450%, 2/2/2043
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46656FAA4, C.4 - ISIN: US46656FAA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5260000.00
- **C.18.a - Value (excl. sponsor support):** $5260000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2043-02-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 129: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC,  4.650%, 4/8/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HHJ4, C.4 - ISIN: US46656HHJ41, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $175016843.75
- **C.18.a - Value (excl. sponsor support):** $175016843.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC,  4.650%, 4/10/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HHL9, C.4 - ISIN: US46656HHL96, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $355033842.15
- **C.18.a - Value (excl. sponsor support):** $355033842.15
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC,  4.650%, 4/17/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HHS4, C.4 - ISIN: US46656HHS40, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $150015070.50
- **C.18.a - Value (excl. sponsor support):** $150015070.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC,  4.550%, 10/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.4 - ISIN: US6169940003, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01BOAOCCIDENTAL PETE CORP  | 2031-05-01      | 7.5000%  |  | $1555615.38        | $1774495.65        | Corporate Debt Securities |
| 02G8JNOVA CHEMICALS CORP M | 2028-11-15      | 8.5000%  |  | $5217692.31        | $5591621.13        | Corporate Debt Securities |
| 034FMMAGIC MERGECO INC     | 2029-05-01      | 7.8750%  |  | $877153.85         | $621816.56         | Corporate Debt Securities |
| 04S81WARNERMEDIA HLDGS INC | 2052-03-15      | 5.1410%  |  | $13976307.69       | $9079989.37        | Corporate Debt Securities |
| 04S81WARNERMEDIA HLDGS INC | 2032-03-15      | 4.2790%  |  | $1234961.54        | $1086004.46        | Corporate Debt Securities |
| 01BFGLUMEN TECHNOLOGIES IN | 2029-04-15      | 4.1250%  |  | $6075093.23        | $5963336.83        | Corporate Debt Securities |
| 01BLAKOHLS CORP            | 2045-07-17      | 5.5500%  |  | $126000.00         | $78832.53          | Corporate Debt Securities |
| 01C0HIHEARTCOMMUNICATIONS  | 2030-05-01      | 10.8750% |  | $4243356.92        | $2661712.81        | Corporate Debt Securities |
| 01TU6HUDSON PAC PPTYS L P  | 2027-11-01      | 3.9500%  |  | $1003961.54        | $972153.25         | Corporate Debt Securities |
| 03NKYHILTON DOMESTIC OPER  | 2029-05-01      | 3.7500%  |  | $3090230.77        | $3009395.49        | Corporate Debt Securities |
| 028KTGRUPO AEROMEXICO SAB  | 2029-11-15      | 8.2500%  |  | $1213961.54        | $1230026.30        | Corporate Debt Securities |
| 02M1LGRAN TIERRA ENERGY IN | 2029-10-15      | 9.5000%  |  | $700269.23         | $594655.40         | Corporate Debt Securities |
| 04EINGO DADDY OPER CO LLC  | 2029-03-01      | 3.5000%  |  | $1701807.69        | $1641692.28        | Corporate Debt Securities |
| 02FTWGETTY IMAGES INC      | 2027-03-01      | 9.7500%  |  | $516923.08         | $505870.40         | Corporate Debt Securities |
| 01PR0GTE NORTH INC         | 2028-02-15      | 6.7300%  |  | $5233846.15        | $5404559.68        | Corporate Debt Securities |
| 01NCZGEO GROUP INC         | 2029-04-15      | 8.6250%  |  | $2830961.54        | $3092610.80        | Corporate Debt Securities |
| 04RXIFRONTIER COMMUNICATIO | 2031-03-15      | 8.6250%  |  | $4244423.08        | $4676172.87        | Corporate Debt Securities |
| 01R7GFORD MOTOR CREDIT COM | 2033-11-07      | 7.1220%  |  | $1558038.46        | $1671506.25        | Corporate Debt Securities |
| 03WRBFIVE POINT OPERATING  | 2028-01-15      | 10.5000% |  | $8269321.85        | $8578787.43        | Corporate Debt Securities |
| 01T6RFERRELLGAS L P / FERR | 2029-04-01      | 5.8750%  |  | $1357730.77        | $1289101.25        | Corporate Debt Securities |
| 01EUVFORVIA SE             | 2030-06-15      | 8.0000%  |  | $395769.23         | $423557.95         | Corporate Debt Securities |
| 01C6MFAIR ISAAC CORP       | 2028-06-15      | 4.0000%  |  | $3069230.77        | $3011750.89        | Corporate Debt Securities |
| 01BGGDYCOM INDS INC        | 2029-04-15      | 4.5000%  |  | $2409346.15        | $2391420.62        | Corporate Debt Securities |
| 02GFQDIVERSIFIED HEALTHCAR | 2031-03-01      | 4.3750%  |  | $7593115.38        | $6639055.20        | Corporate Debt Securities |
| 01NN2DISCOVERY COMMUNICATI | 2037-09-20      | 5.0000%  |  | $9149538.46        | $6895854.65        | Corporate Debt Securities |
| 01BOPPG&E CORP             | 2030-07-01      | 5.2500%  |  | $557307.69         | $548467.86         | Corporate Debt Securities |
| 04GKDALGOMA STL INC        | 2029-04-15      | 9.1250%  |  | $5233846.15        | $4774656.12        | Corporate Debt Securities |
| 044OPALBERTSONS INC        | 2029-08-01      | 7.4500%  |  | $5653.85           | $6093.00           | Corporate Debt Securities |
| 03WO1AKUMIN INC            | 2028-08-01      | 8.0000%  |  | $6023769.23        | $5448271.70        | Corporate Debt Securities |
| 04QPYAADVANTAGE LOYALTY IP | 2026-04-20      | 5.5000%  |  | $18126230.77       | $4562546.00        | Corporate Debt Securities |
| 01TAEECOPETROL S A         | 2043-09-18      | 7.3750%  |  | $1094423.08        | $1010253.89        | Corporate Debt Securities |
| 02K9RPRESTIGE BRANDS IN    | 2031-04-01      | 3.7500%  |  | $1347230.77        | $1263724.92        | Corporate Debt Securities |
| 01BMKM D C HLDGS INC       | 2043-01-15      | 6.0000%  |  | $1591961.54        | $1471439.44        | Corporate Debt Securities |
| 01GAFCVR ENERGY INC        | 2028-02-15      | 5.7500%  |  | $1322192.31        | $1290732.21        | Corporate Debt Securities |
| 02KZXLAS VEGAS SANDS CORP  | 2029-08-08      | 3.9000%  |  | $6228115.38        | $6019504.66        | Corporate Debt Securities |
| 033PALIONS GATE CAPITAL HO | 2029-04-15      | 5.5000%  |  | $1218807.69        | $984762.76         | Corporate Debt Securities |
| 01BFLCLEVELAND-CLIFFS INC  | 2040-10-01      | 6.2500%  |  | $969230.77         | $832718.92         | Corporate Debt Securities |
| 04SEYTRUMP MEDIA & TECHNOL | 2028-05-29      | 0.0000%  |  | $7721538.46        | $7296853.85        | Corporate Debt Securities |
| 01KV0DARLING INGREDIENTS I | 2027-04-15      | 5.2500%  |  | $3903576.92        | $3974238.18        | Corporate Debt Securities |
| 02MA3CROCS INC             | 2031-08-15      | 4.1250%  |  | $2746153.85        | $2474323.52        | Corporate Debt Securities |
| 02G3BCOSTAR GROUP INC      | 2030-07-15      | 2.8000%  |  | $1034653.85        | $952121.81         | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2028-10-01      | 3.3750%  |  | $5181346.15        | $4995465.36        | Corporate Debt Securities |
| 01BCJENERGY TRANSFER L P   | 2056-02-15      | 6.7500%  |  | $30128538.46       | $30003203.74       | Corporate Debt Securities |
| 02JC7LEVEL 3 FING INC      | 2032-10-15      | 10.0000% |  | $6336846.12        | $6581082.25        | Corporate Debt Securities |
| 02LILWMG ACQUISITION CORP  | 2029-12-01      | 3.7500%  |  | $13971461.54       | $13367149.26       | Corporate Debt Securities |
| 01TD0ATI INC               | 2031-10-01      | 5.1250%  |  | $451500.00         | $449738.90         | Corporate Debt Securities |
| 02APCCALUMET SPECIALTY PRO | 2026-04-15      | 11.0000% |  | $1083923.08        | $1134688.01        | Corporate Debt Securities |
| 01RBHWYNN MACAU LTD        | 2027-10-01      | 5.5000%  |  | $2340692.31        | $2389147.24        | Corporate Debt Securities |
| 026RIDISH DBS CORPORATION  | 2029-06-01      | 5.1250%  |  | $4220192.31        | $3539423.71        | Corporate Debt Securities |
| 01BZTBAUSCH HEALTH COS INC | 2030-01-30      | 5.2500%  |  | $3696000.00        | $2713711.00        | Corporate Debt Securities |
| 026RIDISH DBS CORPORATION  | 2026-07-01      | 7.7500%  |  | $4573961.54        | $4505288.59        | Corporate Debt Securities |
| 01BTQV F CORP              | 2037-11-01      | 6.4500%  |  | $406269.23         | $383689.47         | Corporate Debt Securities |
| 04HE1VIATRIS INC           | 2027-06-22      | 2.3000%  |  | $3741230.77        | $3602582.83        | Corporate Debt Securities |
| 061W3MOHEGAN ESCROW ISSUER | 2031-04-15      | 11.8750% |  | $2341500.00        | $2567948.09        | Corporate Debt Securities |
| 02MBSUNDER ARMOUR INC      | 2026-06-15      | 3.2500%  |  | $4043307.69        | $4020707.85        | Corporate Debt Securities |
| 01BOAOCCIDENTAL PETE CORP  | 2045-06-15      | 4.6250%  |  | $1227692.31        | $950721.17         | Corporate Debt Securities |
| 01BOAOCCIDENTAL PETE CORP  | 2046-03-15      | 6.6000%  |  | $1301192.31        | $1350750.39        | Corporate Debt Securities |
| 04G9KINFRABUILD AUSTRALIA  | 2028-11-15      | 14.5000% |  | $21226153.85       | $23809353.18       | Corporate Debt Securities |
| 04WQ9AVIANCA MIDCO 2 LTD   | 2028-12-01      | 9.0000%  |  | $8222307.69        | $8300912.95        | Corporate Debt Securities |
| 01BMFMBIA INC              | 2028-10-01      | 6.6250%  |  | $1558038.46        | $1580218.87        | Corporate Debt Securities |
| 01BMBTRAVEL PLUS LEISURE C | 2030-03-01      | 4.6250%  |  | $159115.38         | $156976.57         | Corporate Debt Securities |
| 01BGVWORLDWIDE MEDIA SVCS  | 2025-10-31      | 0.0000%  |  | $40189961.54       | $39989011.73       | Corporate Debt Securities |
| 01BURWOLVERINE WORLD WIDE  | 2029-08-15      | 4.0000%  |  | $3766269.23        | $3467399.03        | Corporate Debt Securities |
| 01HZNVIAVI SOLUTIONS INC   | 2029-10-01      | 3.7500%  |  | $936923.08         | $887834.55         | Corporate Debt Securities |
| 01MISVERMILION ENERGY INC  | 2030-05-01      | 6.8750%  |  | $1292307.69        | $1279649.18        | Corporate Debt Securities |
| 04K7GVERICAST CORPORATION  | 2030-12-15      | 13.0000% |  | $162163936.85      | $198623795.31      | Corporate Debt Securities |
| 04RWVVALARIS LTD           | 2030-04-30      | 8.3750%  |  | $26117538.46       | $27845841.18       | Corporate Debt Securities |
| 01BTJUNITED STATES STL COR | 2029-03-01      | 6.8750%  |  | $431307.69         | $449505.88         | Corporate Debt Securities |
| 02JMIUNITED RENTALS NORTH  | 2030-07-15      | 4.0000%  |  | $8832923.08        | $8481451.25        | Corporate Debt Securities |
| 01MIEUNITED PARCEL SVCS IN | 2053-02-28      | 3.9874%  |  | $4035230.77        | $3999767.80        | Corporate Debt Securities |
| 01TUXUNITED NAT FOODS INC  | 2028-10-15      | 6.7500%  |  | $1416692.31        | $1452187.53        | Corporate Debt Securities |
| 028KCTAYLOR MORRISON CMNTY | 2027-06-15      | 5.8750%  |  | $1161461.54        | $1185406.68        | Corporate Debt Securities |
| 01BQHSERVICE CORP INTL     | 2030-08-15      | 3.3750%  |  | $263307.69         | $244015.80         | Corporate Debt Securities |
| 02FU6SEALED AIR CORP NEW   | 2033-07-15      | 6.8750%  |  | $920769.23         | $1001541.67        | Corporate Debt Securities |
| 026Q3ROLLER BEARING CO AME | 2029-10-15      | 4.3750%  |  | $2652461.54        | $2622527.78        | Corporate Debt Securities |
| 04W77RIVIAN HOLDINGS LLC / | 2031-01-15      | 10.0000% |  | $54200192.31       | $52334019.47       | Corporate Debt Securities |
| 05QH7RACKSPACE FIN LLC     | 2028-05-15      | 3.5000%  |  | $3235583.08        | $1493192.83        | Corporate Debt Securities |
| 04TQVPREMIER ENTMT SUB LLC | 2029-09-01      | 5.6250%  |  | $1927153.85        | $1176166.09        | Corporate Debt Securities |
| 01U1TPOSTMEDIA NETWORK INC | 2027-08-17      | 10.2500% |  | $173813769.23      | $176431723.65      | Corporate Debt Securities |
| 04O61PETSMART INC / PETSMA | 2032-09-15      | 7.5000%  |  | $1575000.00        | $1556323.13        | Corporate Debt Securities |
| 01O9HPERU LNG S.R.L.       | 2030-03-22      | 5.3750%  |  | $3289730.77        | $2676357.91        | Corporate Debt Securities |
| 01DCIPAN AMERN ENERGY S L  | 2032-04-30      | 8.5000%  |  | $755192.31         | $819570.35         | Corporate Debt Securities |
| 01U0ACITGO PETE CORP       | 2029-01-15      | 8.3750%  |  | $4498038.46        | $4743254.02        | Corporate Debt Securities |
| 02FQOCSC HLDGS LLC         | 2031-11-15      | 4.5000%  |  | $4179000.00        | $2765286.09        | Corporate Debt Securities |
| 02I6OCOMMUNITY HEALTH SYS  | 2030-05-15      | 5.2500%  |  | $1901307.69        | $1722046.06        | Corporate Debt Securities |
| 033H4BROOKFIELD RESIDENTIA | 2030-02-15      | 4.8750%  |  | $585576.92         | $538382.84         | Corporate Debt Securities |
| 02IF9BRAND INDL SVCS INC   | 2030-08-01      | 10.3750% |  | $5481807.69        | $5389326.55        | Corporate Debt Securities |
| 01FWWBOYD GAMING CORP      | 2027-12-01      | 4.7500%  |  | $3765461.54        | $3779586.20        | Corporate Debt Securities |
| 01BZTBAUSCH HEALTH COS INC | 2028-01-30      | 5.0000%  |  | $149423.08         | $130623.83         | Corporate Debt Securities |
| 01BDOBALL CORP             | 2030-08-15      | 2.8750%  |  | $1402961.54        | $1270841.92        | Corporate Debt Securities |
| 03HS2AVATION CAP S A       | 2026-10-31      | 8.2500%  |  | $5120769.23        | $5202411.36        | Corporate Debt Securities |
| 05KCOARSENAL AIC PARENT LL | 2031-10-01      | 11.5000% |  | $2385923.08        | $2770337.70        | Corporate Debt Securities |
| 04QJMARDAGH METAL PACKAGIN | 2028-09-01      | 3.2500%  |  | $2455384.62        | $2344373.95        | Corporate Debt Securities |
| 04B9XAMERICAN NEWS CO LLC  | 2026-09-01      | 8.5000%  |  | $198005523.69      | $231077946.31      | Other Instrument          |
| 055A0CONNECT HLDG II LLC   | 2031-04-03      | 10.5000% |  | $31479807.69       | $31615118.40       | Other Instrument          |
| 02FQOCSC HLDGS LLC         | 2028-02-01      | 5.3750%  |  | $546807.69         | $505502.15         | Other Instrument          |
| 02GCUSAMARCO MINERACAO SA  | 2031-06-30      | 9.5000%  |  | $2162912.77        | $2182141.06        | Other Instrument          |
| 01E30TULLOW OIL PLC        | 2026-05-15      | 10.2500% |  | $1831846.15        | $1588414.15        | Other Instrument          |
| 04D8AXEROX HOLDINGS CORP   | 2030-07-01      | 13.0000% |  | $6459115.38        | $4818141.24        | Other Instrument          |
| 02K87SIGNATURE BK NEW YORK | 2030-10-15      | 4.0000%  |  | $4141846.15        | $2339682.87        | Other Instrument          |

### Security 133: The Jerry L. Hodge and Francis M. Hodge 2018 Irrevocable Trust

- **C.1 - Title:** The Jerry L. Hodge and Francis M. Hodge 2018 Irrevocable Trust, Series 2019,  4.450%, 1/1/2049
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 47653LAA2, C.4 - ISIN: US47653LAA26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13385000.00
- **C.18.a - Value (excl. sponsor support):** $13385000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 134: LEO@Bethel Place, LLC

- **C.1 - Title:** LEO@Bethel Place, LLC,  4.450%, 12/1/2062
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 52637LAA3, C.4 - ISIN: US52637LAA35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24515000.00
- **C.18.a - Value (excl. sponsor support):** $24515000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2062-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 135: Lion Bay Funding LLC

- **C.1 - Title:** Lion Bay Funding LLC,  4.350%, 9/2/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619XW21, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $99951760.00
- **C.18.a - Value (excl. sponsor support):** $99951760.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC,  4.400%, 10/17/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXH8, C.4 - ISIN: US53944R0013, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $29823369.00
- **C.18.a - Value (excl. sponsor support):** $29823369.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC,  4.390%, 10/30/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QXW5, C.4 - ISIN: US53944R0013, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $33103176.65
- **C.18.a - Value (excl. sponsor support):** $33103176.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: MBW Legacy Investments, LLC

- **C.1 - Title:** MBW Legacy Investments, LLC, Series 2024,  4.450%, 7/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55285MAB7, C.4 - ISIN: US55285MAB72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10920000.00
- **C.18.a - Value (excl. sponsor support):** $10920000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 139: MUFG Bank Ltd.

- **C.1 - Title:** MUFG Bank Ltd.,  4.450%, 9/3/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJA7, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $50000370.00
- **C.18.a - Value (excl. sponsor support):** $50000370.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.,  4.460%, 10/29/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2C4, C.4 - ISIN: US60688R0018, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $300034740.00
- **C.18.a - Value (excl. sponsor support):** $300034740.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.,  4.450%, 10/31/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2E0, C.4 - ISIN: US60688R0018, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $500056750.00
- **C.18.a - Value (excl. sponsor support):** $500056750.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.,  4.360%, 9/4/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T3U3, C.4 - ISIN: US60688R0018, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $857998884.60
- **C.18.a - Value (excl. sponsor support):** $857998884.60
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.,  4.450%, 10/21/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY96, C.4 - ISIN: US60688R0018, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $125009787.50
- **C.18.a - Value (excl. sponsor support):** $125009787.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.,  4.450%, 10/22/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TZ20, C.4 - ISIN: US60688R0018, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $500039900.00
- **C.18.a - Value (excl. sponsor support):** $500039900.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Morofsky Legacy Irrevocable Trust

- **C.1 - Title:** Morofsky Legacy Irrevocable Trust, (Series 2024),  4.450%, 8/1/2049
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 61773VAB4, C.4 - ISIN: US61773VAB45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6980000.00
- **C.18.a - Value (excl. sponsor support):** $6980000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2049-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 146: The Murray D. Berry Trust

- **C.1 - Title:** The Murray D. Berry Trust,  4.450%, 9/1/2045
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62704LAB8, C.4 - ISIN: US62704LAB80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7395000.00
- **C.18.a - Value (excl. sponsor support):** $7395000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2045-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 147: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd.,  4.540%, 11/3/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GR80, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $175022662.50
- **C.18.a - Value (excl. sponsor support):** $175022662.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd.,  4.560%, 1/21/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GU78, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $425086317.50
- **C.18.a - Value (excl. sponsor support):** $425086317.50
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.330%, 10/7/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307LX71, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $218978276.00
- **C.18.a - Value (excl. sponsor support):** $218978276.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.310%, 10/21/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307LXM8, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $248423875.00
- **C.18.a - Value (excl. sponsor support):** $248423875.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.340%, 11/5/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307LY54, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $468691980.75
- **C.18.a - Value (excl. sponsor support):** $468691980.75
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.300%, 1/9/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MA90, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $221531467.50
- **C.18.a - Value (excl. sponsor support):** $221531467.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.305%, 1/16/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAG4, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $359090394.50
- **C.18.a - Value (excl. sponsor support):** $359090394.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.305%, 1/20/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAL3, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $206507280.00
- **C.18.a - Value (excl. sponsor support):** $206507280.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.305%, 1/21/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAM1, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $73744342.50
- **C.18.a - Value (excl. sponsor support):** $73744342.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.310%, 1/30/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAW9, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $171895255.00
- **C.18.a - Value (excl. sponsor support):** $171895255.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.320%, 2/3/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MB32, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $40254189.50
- **C.18.a - Value (excl. sponsor support):** $40254189.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.305%, 2/5/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MB57, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $431897488.00
- **C.18.a - Value (excl. sponsor support):** $431897488.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.210%, 5/11/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MEB1, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $291429180.00
- **C.18.a - Value (excl. sponsor support):** $291429180.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.200%, 5/12/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MEC9, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $121416787.50
- **C.18.a - Value (excl. sponsor support):** $121416787.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.230%, 6/4/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MF46, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $203492310.00
- **C.18.a - Value (excl. sponsor support):** $203492310.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.215%, 6/5/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MF53, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $450539058.00
- **C.18.a - Value (excl. sponsor support):** $450539058.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.140%, 7/8/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MG86, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $151566905.10
- **C.18.a - Value (excl. sponsor support):** $151566905.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.210%, 7/29/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MGV5, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $120410950.00
- **C.18.a - Value (excl. sponsor support):** $120410950.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.640%, 4/1/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNH6, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $550216205.00
- **C.18.a - Value (excl. sponsor support):** $550216205.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.640%, 4/7/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNM5, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $215081227.00
- **C.18.a - Value (excl. sponsor support):** $215081227.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: Nationwide Building Society

- **C.1 - Title:** Nationwide Building Society,  4.400%, 9/4/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0W41, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $85937813.40
- **C.18.a - Value (excl. sponsor support):** $85937813.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.340%, 9/2/2025
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CL890858 | 2048-06-01      | 4.0000%  |  | $77078.42          | $73649.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0726 | 2055-07-01      | 6.0000%  |  | $12455564.65       | $12855782.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM0016 | 2046-01-01      | 4.0000%  |  | $413184.05         | $403573.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIFA2587 | 2040-08-01      | 5.0000%  |  | $611695.00         | $620825.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0554 | 2055-01-01      | 5.5000%  |  | $5309147.47        | $5398525.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8717 | 2054-06-01      | 6.5000%  |  | $11644400.33       | $12353946.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $10654507.57       | $10371097.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4851 | 2052-10-01      | 4.5000%  |  | $2420465.12        | $2338193.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5270 | 2052-12-01      | 5.0000%  |  | $80350.91          | $80837.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8935 | 2051-02-01      | 2.0000%  |  | $28782029.09       | $23112129.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  |  | $11401498.30       | $9169695.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $194674.79         | $164877.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY5588 | 2053-08-01      | 4.5000%  |  | $1919494.70        | $1860932.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX8969 | 2053-06-01      | 6.0000%  |  | $475343.66         | $491524.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0282 | 2052-07-01      | 4.5000%  |  | $3343763.75        | $3234432.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR3771 | 2051-04-01      | 2.0000%  |  | $216456.79         | $172969.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP5140 | 2050-04-01      | 4.0000%  |  | $375766.16         | $360299.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $6452376.38        | $6180719.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM4730 | 2032-05-01      | 2.5000%  |  | $57799.77          | $55998.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBJ2716 | 2033-04-01      | 4.0000%  |  | $78163.59          | $78318.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8267 | 2055-09-01      | 5.5000%  |  | $2845401.42        | $2888471.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3513 | 2055-07-01      | 6.0000%  |  | $1126605.09        | $1176069.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0999 | 2055-06-01      | 6.0000%  |  | $2786543.59        | $2876182.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8125 | 2055-05-01      | 5.5000%  |  | $3952512.16        | $4014020.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6275 | 2054-08-01      | 5.5000%  |  | $1840685.29        | $1860001.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4627 | 2045-03-01      | 3.5000%  |  | $3188492.14        | $2985966.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8593 | 2043-06-01      | 3.5000%  |  | $7443981.72        | $7023696.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9282 | 2054-11-01      | 5.5000%  |  | $19536375.95       | $19831781.15       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  |  | $17132384.43       | $16550054.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD6167 | 2054-08-01      | 7.0000%  |  | $14240793.38       | $15223941.36       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6039 | 2054-08-01      | 6.0000%  |  | $11074544.01       | $11380718.24       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $130782303.84      | $129756302.15      | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.000 CISB1627 | 2036-10-01      | 1.0000%  |  | $577914.17         | $515893.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7372 | 2050-10-01      | 2.5000%  |  | $32147522.42       | $27174797.20       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM2885 | 2047-03-01      | 4.5000%  |  | $49657.76          | $48438.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  |  | $1677845.78        | $1697971.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0671 | 2051-06-01      | 2.5000%  |  | $2869703.85        | $2448960.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8819 | 2053-04-01      | 5.5000%  |  | $140823.17         | $143109.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3967 | 2046-11-01      | 4.0000%  |  | $37944.56          | $36701.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7139 | 2052-07-01      | 5.0000%  |  | $1240673.21        | $1235034.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1502 | 2055-06-01      | 6.5000%  |  | $602166.60         | $637988.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0391 | 2055-05-01      | 5.5000%  |  | $2447227.19        | $2509112.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $5320698.60        | $5257930.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL4936 | 2043-02-01      | 3.5000%  |  | $24507.22          | $23065.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $6096964.34        | $6174242.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4991 | 2055-07-01      | 6.0000%  |  | $1466225.28        | $1506318.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2991 | 2055-06-01      | 6.0000%  |  | $2511119.98        | $2607179.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  |  | $38019.86          | $37721.63          | Agency Mortgage-Backed Securities |

### Security 169: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc.,  4.530%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.4 - ISIN: US6439960021, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 028A3ZAYO GROUP HLDGS INC  | 2027-03-01      | 4.0000%  |  | $1000000.00        | $987697.78         | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2500-12-31      | 7.6250%  |  | $2000.00           | $2161.49           | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2029-11-15      | 7.9500%  |  | $4452000.00        | $5093874.52        | Corporate Debt Securities |
| 01D5BPARAMOUNT GLOBAL      | 2062-03-30      | 6.3750%  |  | $3385000.00        | $3480543.04        | Corporate Debt Securities |
| 03NNSTALLGRASS ENERGY PART | 2030-12-31      | 6.0000%  |  | $4000.00           | $3986.25           | Corporate Debt Securities |
| 04HHGSBL HOLDINGS LLC      | 2500-12-31      | 9.5080%  |  | $4471000.00        | $4643240.80        | Corporate Debt Securities |
| 05KP1ROGERS COMMUNICATIONS | 2055-04-15      | 7.1250%  |  | $52000.00          | $56038.30          | Corporate Debt Securities |
| 01BORPACIFICORP            | 2055-09-15      | 7.3750%  |  | $650000.00         | $694708.90         | Corporate Debt Securities |
| 04S81WARNERMEDIA HLDGS INC | 2042-03-15      | 5.0500%  |  | $5000000.00        | $3490377.78        | Corporate Debt Securities |
| 039D2MPH ACQUISITION HLDGS | 2030-12-31      | 5.7500%  |  | $114.00            | $99.14             | Corporate Debt Securities |
| 01BLAKOHLS CORP            | 2031-05-01      | 5.1250%  |  | $800000.00         | $649366.89         | Corporate Debt Securities |
| 065SLINVERSION ESCROW ISSU | 2032-08-01      | 6.7500%  |  | $5130000.00        | $5105042.55        | Corporate Debt Securities |
| 01C0HIHEARTCOMMUNICATIONS  | 2030-05-01      | 10.8750% |  | $45000.00          | $28226.96          | Corporate Debt Securities |
| 01C0HIHEARTCOMMUNICATIONS  | 2029-05-01      | 9.1250%  |  | $3156248.00        | $2733270.44        | Corporate Debt Securities |
| 01C8TGRAY MEDIA INC        | 2030-10-15      | 4.7500%  |  | $3000000.00        | $2318251.67        | Corporate Debt Securities |
| 01XDFGENESIS ENERGY LP & G | 2029-01-15      | 8.2500%  |  | $371000.00         | $390912.81         | Corporate Debt Securities |
| 01DKCENBRIDGE INC          | 2080-07-15      | 5.7500%  |  | $1364000.00        | $1371048.85        | Corporate Debt Securities |
| 01BQ5EDISON INTL           | 2500-12-31      | 5.0000%  |  | $6493000.00        | $5961923.10        | Corporate Debt Securities |
| 01NN2DISCOVERY COMMUNICATI | 2030-05-15      | 3.6250%  |  | $12000.00          | $9638.91           | Corporate Debt Securities |
| 04WRRDIRECTV FING LLC / DI | 2027-08-15      | 5.8750%  |  | $5950000.00        | $5945268.10        | Corporate Debt Securities |
| 04UFMOLYMPUS WTR US HLDG C | 2028-11-15      | 9.7500%  |  | $1372000.00        | $1497926.73        | Corporate Debt Securities |
| 046CCDELEK LOGISTICS PARTN | 2029-03-15      | 8.6250%  |  | $2000000.00        | $2171183.33        | Corporate Debt Securities |
| 02KJVCOOPER-STANDARD AUTOM | 2027-05-15      | 5.6250%  |  | $1971000.00        | $1836109.69        | Corporate Debt Securities |
| 02KJVCOOPER-STANDARD AUTOM | 2027-03-31      | 13.5000% |  | $5002000.00        | $5401659.80        | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2500-12-31      | 6.7500%  |  | $625000.00         | $632978.13         | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2500-12-31      | 7.1250%  |  | $7336000.00        | $7532464.19        | Corporate Debt Securities |
| 02KDSCHARTER COMMUNICATION | 2062-06-30      | 3.9500%  |  | $31647000.00       | $20125074.52       | Corporate Debt Securities |
| 02KDSCHARTER COMMUNICATION | 2038-04-01      | 5.3750%  |  | $3292000.00        | $3171108.61        | Corporate Debt Securities |
| 01BFMCMS ENERGY CORP       | 2050-12-01      | 3.7500%  |  | $95000.00          | $87008.28          | Corporate Debt Securities |
| 05RLDBLH ESCROW 1 LLC      | 2030-01-31      | 11.0000% |  | $3546000.00        | $2101438.40        | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2500-12-31      | 4.1500%  |  | $7943000.00        | $7774639.29        | Corporate Debt Securities |
| 028A3ZAYO GROUP HLDGS INC  | 2028-03-01      | 6.1250%  |  | $1468000.00        | $1409360.33        | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2500-12-31      | 6.9500%  |  | $15342000.00       | $15615743.90       | Corporate Debt Securities |
| 02G54GOLDMAN SACHS GROUP I | 2500-12-31      | 6.8500%  |  | $6478000.00        | $6692650.33        | Corporate Debt Securities |
| 01TFSINEOS FINANCE PLC     | 2028-05-15      | 6.7500%  |  | $1237000.00        | $1241354.24        | Corporate Debt Securities |
| 01BMBTRAVEL PLUS LEISURE C | 2029-12-01      | 4.5000%  |  | $3000000.00        | $2941320.00        | Corporate Debt Securities |
| 01YVCVOYA FINANCIAL INC    | 2500-12-31      | 7.7580%  |  | $4296000.00        | $4687822.88        | Corporate Debt Securities |
| 02FP6HILLENBRAND INC       | 2031-03-01      | 3.7500%  |  | $3900000.00        | $3654540.50        | Corporate Debt Securities |
| 03E4VUBS GROUP AG          | 2500-12-31      | 7.1250%  |  | $2500000.00        | $2553001.04        | Corporate Debt Securities |
| 02G54GOLDMAN SACHS GROUP I | 2500-12-31      | 7.5000%  |  | $3137000.00        | $3366936.87        | Corporate Debt Securities |
| 01BNSNISOURCE INC          | 2055-03-31      | 6.3750%  |  | $50000.00          | $52612.77          | Corporate Debt Securities |
| 01C0HIHEARTCOMMUNICATIONS  | 2030-08-15      | 7.7500%  |  | $893280.00         | $708365.58         | Corporate Debt Securities |
| 02G8JNOVA CHEMICALS CORP M | 2027-06-01      | 5.2500%  |  | $759000.00         | $771639.88         | Corporate Debt Securities |
| 01DAXAIRCASTLE LTD         | 2500-12-31      | 5.2500%  |  | $4991000.00        | $5090853.27        | Corporate Debt Securities |
| 01NN2DISCOVERY COMMUNICATI | 2040-06-01      | 6.3500%  |  | $3500000.00        | $2740927.78        | Corporate Debt Securities |
| 046P5UNIGEL LUXEMBOURG SA  | 2028-12-31      | 11.0000% |  | $26748032.00       | $5831813.98        | Other Instrument          |
| 046P5UNIGEL LUXEMBOURG SA  | 2027-12-31      | 13.5000% |  | $10695152.00       | $8418421.52        | Other Instrument          |
| 04N6WSPIRIT IP CAYMAN LTD  | 2030-03-12      | 11.0000% |  | $4472544.00        | $2121849.42        | Other Instrument          |
| 04AG4GDB DEBT RECOVERY AUT | 2040-08-20      | 7.5000%  |  | $3668.58           | $3516.65           | Other Instrument          |

### Security 170: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc.,  4.430%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.4 - ISIN: US6439960021, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                |
|:---|:---|:---|:---|:---|:---|:---|
| 05IGFWORLD OMNI AUT LEA SE | 2026-09-15      | 5.0700%  |  | $51509.52          | $51620.66          | Asset-Backed Securities |
| 030N0SLM PRIVATE ST LN TR  | 2033-06-15      | 4.9801%  |  | $1745001.66        | $1757289.05        | Asset-Backed Securities |
| 04S2DNELNET STUDENT LN TR  | 2062-04-20      | 5.2549%  |  | $6868214.11        | $6868762.67        | Asset-Backed Securities |
| 05ZJ7HYUNDAI AUTO LEASE TR | 2027-06-15      | 4.6000%  |  | $10019055.10       | $10056304.84       | Asset-Backed Securities |
| 048OGSOFI PRFSSNAL LN PRGR | 2048-01-25      | 3.5900%  |  | $2454958.24        | $2431876.45        | Asset-Backed Securities |
| 0622QSCULPTOR CLO LTD 2025 | 2038-04-27      | 5.5561%  |  | $4263076.00        | $4334146.37        | Other Instrument        |

### Security 171: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc.,  4.430%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.4 - ISIN: US6439960021, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03TN8VICI PROPERTIES LP    | 2054-04-01      | 6.1250%  |  | $9072735.29        | $9121460.92        | Corporate Debt Securities |
| 01BE7VERIZON COMMUNICATION | 2033-08-10      | 4.5000%  |  | $16205.88          | $15928.04          | Corporate Debt Securities |
| 01BT7RTX CORPORATION       | 2029-09-15      | 7.5000%  |  | $852941.18         | $984811.57         | Corporate Debt Securities |
| 01CZESYNOPSYS INC          | 2030-04-01      | 4.8500%  |  | $15973882.35       | $16651414.57       | Corporate Debt Securities |
| 01CWPROPER TECHNOLOGIES IN | 2025-09-15      | 1.0000%  |  | $725000.00         | $726997.78         | Corporate Debt Securities |
| 01BT7RTX CORPORATION       | 2033-02-27      | 5.1500%  |  | $132205.88         | $136061.82         | Corporate Debt Securities |
| 01BT7RTX CORPORATION       | 2047-04-15      | 4.3500%  |  | $597058.82         | $510289.26         | Corporate Debt Securities |
| 01CRJPAYCHEX INC           | 2032-04-15      | 5.3500%  |  | $42647.06          | $45082.08          | Corporate Debt Securities |
| 02LVSPACIFIC GAS & ELEC CO | 2052-03-01      | 5.2500%  |  | $1494352.94        | $1325339.13        | Corporate Debt Securities |
| 01OW8MCKESSON CORP         | 2032-05-30      | 4.9500%  |  | $144147.06         | $149000.13         | Corporate Debt Securities |
| 01OW8MCKESSON CORP         | 2033-07-15      | 5.1000%  |  | $465705.88         | $480721.79         | Corporate Debt Securities |
| 01BLOELI LILLY & CO        | 2035-02-12      | 5.1000%  |  | $3781088.24        | $3896556.37        | Corporate Debt Securities |
| 04V7YKYNDRYL HLDGS INC     | 2031-10-15      | 3.1500%  |  | $4093264.71        | $3760339.03        | Corporate Debt Securities |
| 02G5DKILROY RLTY L P       | 2035-10-15      | 5.8750%  |  | $852941.18         | $854755.45         | Corporate Debt Securities |
| 01BKEINTERNATIONAL BUSINES | 2039-05-15      | 4.1500%  |  | $2989558.82        | $2683903.01        | Corporate Debt Securities |
| 02L8NHYATT HOTELS CORP     | 2026-03-15      | 4.8500%  |  | $400882.35         | $409831.83         | Corporate Debt Securities |
| 028CPHUNTINGTON INGALLS IN | 2027-12-01      | 3.4830%  |  | $2185235.29        | $2164112.81        | Corporate Debt Securities |
| 01CAXHASBRO INC            | 2034-05-14      | 6.0500%  |  | $5757352.94        | $6110081.96        | Corporate Debt Securities |
| 02G54GOLDMAN SACHS GROUP I | 2056-01-28      | 5.7340%  |  | $51637058.82       | $52279300.48       | Corporate Debt Securities |
| 01BI9GENERAL MILLS INC     | 2030-01-30      | 4.8750%  |  | $149264.71         | $153231.73         | Corporate Debt Securities |
| 05495FOUNDRY JV HOLDCO LLC | 2033-01-25      | 5.9000%  |  | $5137264.71        | $5417051.55        | Corporate Debt Securities |
| 05495FOUNDRY JV HOLDCO LLC | 2035-01-25      | 6.2500%  |  | $3326470.59        | $3554010.41        | Corporate Debt Securities |
| 01BHWFMC CORP              | 2049-10-01      | 4.5000%  |  | $7565588.24        | $5825654.25        | Corporate Debt Securities |
| 01BH3EQT CORP              | 2027-07-01      | 6.5000%  |  | $3198529.41        | $3301721.08        | Corporate Debt Securities |
| 02FR8CROWN CASTLE INC      | 2029-06-01      | 5.6000%  |  | $5970588.24        | $6288754.25        | Corporate Debt Securities |
| 02FR8CROWN CASTLE INC      | 2027-09-01      | 3.6500%  |  | $3082529.41        | $3099443.93        | Corporate Debt Securities |
| 01BEWCADENCE DESIGN SYSTEM | 2034-09-10      | 4.7000%  |  | $7039323.53        | $7143603.29        | Corporate Debt Securities |
| 01BETBURLINGTON NORTHN SAN | 2053-01-15      | 4.4500%  |  | $315588.24         | $266043.69         | Corporate Debt Securities |
| 01DL9ASHTEAD CAP INC       | 2032-08-11      | 5.5000%  |  | $1705882.35        | $1755182.35        | Corporate Debt Securities |
| 02MD2AMERICAN INTL GROUP I | 2048-04-01      | 4.7500%  |  | $1049117.65        | $949512.09         | Corporate Debt Securities |
| 01BCKAMERICAN EXPRESS CO   | 2036-01-30      | 5.4420%  |  | $4264705.88        | $4410361.94        | Corporate Debt Securities |
| 01BCKAMERICAN EXPRESS CO   | 2033-08-03      | 4.4200%  |  | $2713205.88        | $2677478.99        | Corporate Debt Securities |
| 02FTMAMEREN CORP           | 2029-01-15      | 5.0000%  |  | $387235.29         | $398465.54         | Corporate Debt Securities |
| 01BP1ALTRIA GROUP INC      | 2059-02-14      | 6.2000%  |  | $2428323.53        | $2439817.59        | Corporate Debt Securities |
| 01BR3AT&T INC              | 2033-12-01      | 2.5500%  |  | $2812147.06        | $2390278.13        | Corporate Debt Securities |
| 01BR3AT&T INC              | 2045-06-15      | 4.3500%  |  | $2265411.76        | $1910153.67        | Corporate Debt Securities |
| 01BUZAES CORP              | 2030-07-15      | 3.9500%  |  | $3411764.71        | $3308483.01        | Corporate Debt Securities |
| 02YKPAEP TRANSMISSION CO L | 2052-06-15      | 4.5000%  |  | $32352911.76       | $27742945.37       | Corporate Debt Securities |
| 01BEKBOEING CO             | 2040-05-01      | 5.7050%  |  | $45828529.41       | $47000810.45       | Corporate Debt Securities |
| 01BE7VERIZON COMMUNICATION | 2032-03-15      | 2.3550%  |  | $2601470.59        | $2291787.20        | Corporate Debt Securities |
| 01BDGATMOS ENERGY CORP     | 2035-08-15      | 5.2000%  |  | $148411.76         | $152243.76         | Corporate Debt Securities |
| 01BE7VERIZON COMMUNICATION | 2046-08-21      | 4.8620%  |  | $276352.94         | $248176.11         | Corporate Debt Securities |
| 01MSPPHILLIPS 66 CO        | 2054-06-15      | 5.6500%  |  | $11441352.94       | $10874020.75       | Corporate Debt Securities |
| 01NB2WILLIS NORTH AMER INC | 2054-03-05      | 5.9000%  |  | $1995882.35        | $2037170.51        | Corporate Debt Securities |
| 02IK2EQUINIX INC           | 2030-07-15      | 2.1500%  |  | $1735735.29        | $1570610.94        | Corporate Debt Securities |
| 03OVCBAYER US FIN II LLC   | 2038-06-25      | 4.6250%  |  | $14507676.47       | $13146598.50       | Corporate Debt Securities |
| 01SXDKINDER MORGAN INC DEL | 2033-02-01      | 4.8000%  |  | $4264705.88        | $4241818.63        | Corporate Debt Securities |
| 01PQRCAPITAL ONE FINL CORP | 2033-05-10      | 5.2680%  |  | $5614058.82        | $5813977.33        | Corporate Debt Securities |
| 01D4FWASTE MGMT INC DEL    | 2035-03-15      | 4.9500%  |  | $2314029.41        | $2384075.08        | Corporate Debt Securities |
| 01BOTPARKER-HANNIFIN CORP  | 2049-06-14      | 4.0000%  |  | $852941.18         | $686782.55         | Corporate Debt Securities |
| 01PQRCATERPILLAR FINL SVCS | 2026-10-16      | 5.0640%  |  | $5117.65           | $5171.33           | Corporate Debt Securities |
| 01BSZUNION ELEC CO         | 2045-04-15      | 3.6500%  |  | $585970.59         | $459627.19         | Corporate Debt Securities |
| 01BKHINTERNATIONAL PAPER C | 2048-08-15      | 4.3500%  |  | $7919558.82        | $6413509.53        | Corporate Debt Securities |
| 01CE8BIOGEN INC            | 2055-05-15      | 6.4500%  |  | $3659117.65        | $3839588.37        | Corporate Debt Securities |
| 01BMPCVS HEALTH CORP       | 2032-09-15      | 5.0000%  |  | $2558823.53        | $2581352.55        | Corporate Debt Securities |
| 02FSVREPUBLIC OF COLOMBIA  | 2034-02-02      | 7.5000%  |  | $2558823.53        | $2657658.09        | Other Instrument          |
| 02FSVREPUBLIC OF COLOMBIA  | 2053-11-14      | 8.7500%  |  | $2090558.82        | $2266669.24        | Other Instrument          |
| 03KNPPARAGUAY (REPUBLIC OF | 2036-02-09      | 6.0000%  |  | $870000.00         | $905090.00         | Other Instrument          |
| 02FSVCOSTA RICA REP        | 2031-02-19      | 6.1250%  |  | $852941.18         | $885951.19         | Other Instrument          |

### Security 172: Nicolai Legacy Irrevocable Trust

- **C.1 - Title:** Nicolai Legacy Irrevocable Trust,  4.450%, 5/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 65412NAA2, C.4 - ISIN: US65412NAA28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4785000.00
- **C.18.a - Value (excl. sponsor support):** $4785000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 173: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp,  4.540%, 10/31/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGF9, C.4 - ISIN: US65558WGF95, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $180043866.00
- **C.18.a - Value (excl. sponsor support):** $180043866.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp,  4.540%, 11/3/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGG7, C.4 - ISIN: US65558WGG78, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $150037995.00
- **C.18.a - Value (excl. sponsor support):** $150037995.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp,  4.540%, 11/4/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGH5, C.4 - ISIN: US65558WGH51, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $274995957.50
- **C.18.a - Value (excl. sponsor support):** $274995957.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: The CLC Irrevocable Insurance Trust

- **C.1 - Title:** The CLC Irrevocable Insurance Trust, Series 2024,  4.450%, 1/1/2049
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 66981LAB3, C.4 - ISIN: US66981LAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11110000.00
- **C.18.a - Value (excl. sponsor support):** $11110000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2049-01-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 177: Old Line Funding, LLC

- **C.1 - Title:** Old Line Funding, LLC,  4.600%, 12/15/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VLJ7, C.4 - ISIN: US67984VLJ79, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $85010540.85
- **C.18.a - Value (excl. sponsor support):** $85010540.85
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding, LLC

- **C.1 - Title:** Old Line Funding, LLC,  4.610%, 3/6/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985BJZ7, C.4 - ISIN: US67985BJZ76, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $60001779.00
- **C.18.a - Value (excl. sponsor support):** $60001779.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding, LLC

- **C.1 - Title:** Old Line Funding, LLC,  4.610%, 11/20/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985FFJ8, C.4 - ISIN: US67985FFJ84, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $80007876.00
- **C.18.a - Value (excl. sponsor support):** $80007876.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding, LLC

- **C.1 - Title:** Old Line Funding, LLC,  4.590%, 11/24/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985FFP4, C.4 - ISIN: US67985FFP45, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $35003136.00
- **C.18.a - Value (excl. sponsor support):** $35003136.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Olive Development Bond I LLC

- **C.1 - Title:** Olive Development Bond I LLC, (San Marcos Project) Series 2024,  4.900%, 8/1/2054
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 680912AA0, C.4 - ISIN: US680912AA04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.9000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2054-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 182: 1320 W Jefferson LLC

- **C.1 - Title:** 1320 W Jefferson LLC,  4.450%, 9/1/2060
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 68247YAA3, C.4 - ISIN: US68247YAA38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13965000.00
- **C.18.a - Value (excl. sponsor support):** $13965000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2060-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 183: Osprey Properties Limited Partnership, LLLP & Nighthawk Properties, LLC

- **C.1 - Title:** Osprey Properties Limited Partnership, LLLP & Nighthawk Properties, LLC, Series 2008,  4.480%, 9/1/2033
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 68840NAA8, C.4 - ISIN: US68840NAA81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19670000.00
- **C.18.a - Value (excl. sponsor support):** $19670000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2033-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **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 184: Our Family IV, LLC

- **C.1 - Title:** Our Family IV, LLC,  4.450%, 1/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689878AA4, C.4 - ISIN: US689878AA49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13790000.00
- **C.18.a - Value (excl. sponsor support):** $13790000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-01-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 185: Trustwell 4 Borrowers

- **C.1 - Title:** Trustwell 4 Borrowers,  4.450%, 7/1/2065
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 689921AA2, C.4 - ISIN: US689921AA20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37840000.00
- **C.18.a - Value (excl. sponsor support):** $37840000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 186: Panel Rey S.A.

- **C.1 - Title:** Panel Rey S.A., Series 2016,  4.530%, 3/1/2046
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 69838QAA3, C.4 - ISIN: US69838QAA31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29435000.00
- **C.18.a - Value (excl. sponsor support):** $29435000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2046-03-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **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 187: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC,  3.970%, 9/25/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MWR3, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124592125.00
- **C.18.a - Value (excl. sponsor support):** $124592125.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC,  4.050%, 10/2/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MX27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79673144.00
- **C.18.a - Value (excl. sponsor support):** $79673144.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC,  4.340%, 10/30/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MXW1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44667009.00
- **C.18.a - Value (excl. sponsor support):** $44667009.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC,  4.210%, 3/19/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NCK8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244212450.00
- **C.18.a - Value (excl. sponsor support):** $244212450.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC,  4.230%, 5/12/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NEC4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72819495.00
- **C.18.a - Value (excl. sponsor support):** $72819495.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-05-12
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC,  4.800%, 4/22/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2Z9, C.4 - ISIN: US69901Q2Z92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85079033.00
- **C.18.a - Value (excl. sponsor support):** $85079033.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: Paradelle Funding LLC

- **C.1 - Title:** Paradelle Funding LLC,  4.700%, 7/22/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3R6, C.4 - ISIN: US69901Q3R67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179498940.95
- **C.18.a - Value (excl. sponsor support):** $179498940.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC,  4.620%, 12/22/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RAN3, C.4 - ISIN: US70018RAN35, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $175004684.75
- **C.18.a - Value (excl. sponsor support):** $175004684.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC,  4.640%, 4/28/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RCA9, C.4 - ISIN: US70018RCA95, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $100007127.00
- **C.18.a - Value (excl. sponsor support):** $100007127.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: Park Stanton Place LP

- **C.1 - Title:** Park Stanton Place LP,  4.450%, 12/1/2058
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70086PAA2, C.4 - ISIN: US70086PAA21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35960000.00
- **C.18.a - Value (excl. sponsor support):** $35960000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2058-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 197: Pittsburg Fox Creek Associates, LP

- **C.1 - Title:** Pittsburg Fox Creek Associates, LP, Series 2011-A,  4.450%, 10/1/2051
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 724624AA9, C.4 - ISIN: US724624AA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21000000.00
- **C.18.a - Value (excl. sponsor support):** $21000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2051-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 198: Plaza Fitzsimons Owner, LLC

- **C.1 - Title:** Plaza Fitzsimons Owner, LLC,  4.450%, 8/1/2061
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 72818VAB8, C.4 - ISIN: US72818VAB80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32015000.00
- **C.18.a - Value (excl. sponsor support):** $32015000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2061-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 199: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust,  4.580%, 9/22/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BDG2, C.4 - ISIN: US73044BDG23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175015662.50
- **C.18.a - Value (excl. sponsor support):** $175015662.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust,  4.590%, 11/18/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BDR8, C.4 - ISIN: US73044BDR87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225037485.00
- **C.18.a - Value (excl. sponsor support):** $225037485.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust,  4.390%, 9/17/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DWH5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $94780702.00
- **C.18.a - Value (excl. sponsor support):** $94780702.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust,  4.395%, 10/27/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DXT8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49646790.00
- **C.18.a - Value (excl. sponsor support):** $49646790.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: The Raymon Lee Ince Irrevocable Trust

- **C.1 - Title:** The Raymon Lee Ince Irrevocable Trust,  4.450%, 5/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75150RAB6, C.4 - ISIN: US75150RAB69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4635000.00
- **C.18.a - Value (excl. sponsor support):** $4635000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 204: Randall S. Raner Irrevocable Life Insurance Trust Dated March 19, 2024

- **C.1 - Title:** Randall S. Raner Irrevocable Life Insurance Trust Dated March 19, 2024,  4.450%, 4/1/2045
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75233GAA3, C.4 - ISIN: US75233GAA31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4390000.00
- **C.18.a - Value (excl. sponsor support):** $4390000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2045-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 205: The Ray L. Berry Trust

- **C.1 - Title:** The Ray L. Berry Trust,  4.450%, 9/1/2045
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 75456MAB8, C.4 - ISIN: US75456MAB81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7490000.00
- **C.18.a - Value (excl. sponsor support):** $7490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2045-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 206: Richard F. Wilks Spousal Gifting Trust

- **C.1 - Title:** Richard F. Wilks Spousal Gifting Trust,  4.450%, 7/1/2045
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76307RAB6, C.4 - ISIN: US76307RAB69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9840000.00
- **C.18.a - Value (excl. sponsor support):** $9840000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2045-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 207: Riverview Project

- **C.1 - Title:** Riverview Project, Series 2021,  4.450%, 5/1/2051
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76563LAA0, C.4 - ISIN: US76563LAA08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2051-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 208: Ridgefield Funding Company, LLC Series A

- **C.1 - Title:** Ridgefield Funding Company, LLC Series A,  4.400%, 10/1/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JX17, C.4 - ISIN: US76582J0011, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124504200.00
- **C.18.a - Value (excl. sponsor support):** $124504200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+ sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 209: Ridgefield Funding Company, LLC Series A

- **C.1 - Title:** Ridgefield Funding Company, LLC Series A,  4.400%, 10/2/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JX25, C.4 - ISIN: US76582J0011, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $258236594.33
- **C.18.a - Value (excl. sponsor support):** $258236594.33
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+ sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 210: Robert Kinsala 2009 Trust

- **C.1 - Title:** Robert Kinsala 2009 Trust,  4.450%, 5/1/2043
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77033CAA0, C.4 - ISIN: US77033CAA09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7020000.00
- **C.18.a - Value (excl. sponsor support):** $7020000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 211: Rohnert Park 668, L.P.

- **C.1 - Title:** Rohnert Park 668, L.P.,  4.450%, 6/1/2058
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77540BAA8, C.4 - ISIN: US77540BAA89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28250000.00
- **C.18.a - Value (excl. sponsor support):** $28250000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2058-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 212: Rooney Holdings, LLC

- **C.1 - Title:** Rooney Holdings, LLC,  4.500%, 12/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 775919AA1, C.4 - ISIN: US775919AA13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23920000.00
- **C.18.a - Value (excl. sponsor support):** $23920000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: Baa1; FITCH: F1+; DOMINION BOND: R-1 M
- **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 213: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada,  4.400%, 9/5/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VW57, C.4 - ISIN: US78014X0082, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $349706000.00
- **C.18.a - Value (excl. sponsor support):** $349706000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada,  4.320%, 10/9/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX98, C.4 - ISIN: US78014X0082, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $629917100.10
- **C.18.a - Value (excl. sponsor support):** $629917100.10
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada,  4.350%, 11/6/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VY63, C.4 - ISIN: US78014X0082, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $396737840.00
- **C.18.a - Value (excl. sponsor support):** $396737840.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada,  4.215%, 5/27/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78014X0082, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $82460064.00
- **C.18.a - Value (excl. sponsor support):** $82460064.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada,  4.720%, 5/1/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQF7, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $269235778.50
- **C.18.a - Value (excl. sponsor support):** $269235778.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada,  4.215%, 5/28/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78015DEU0, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $208552537.00
- **C.18.a - Value (excl. sponsor support):** $208552537.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch,  4.460%, 10/8/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JX36, C.4 - ISIN: US78009J0012, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $209995338.00
- **C.18.a - Value (excl. sponsor support):** $209995338.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SMZ Holdings, LLC

- **C.1 - Title:** SMZ Holdings, LLC,  4.450%, 6/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78460YAB0, C.4 - ISIN: US78460YAB02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7110000.00
- **C.18.a - Value (excl. sponsor support):** $7110000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 221: San Antonio, TX Electric & Gas System (CPS Energy)

- **C.1 - Title:** San Antonio, TX Electric & Gas System (CPS Energy), (Series A-1),  4.400%, 9/17/2025
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 79627EAA4, C.4 - ISIN: US79627E0074, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100002360.00
- **C.18.a - Value (excl. sponsor support):** $100002360.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 222: San Antonio, TX Electric & Gas System (CPS Energy)

- **C.1 - Title:** San Antonio, TX Electric & Gas System (CPS Energy), (Series J),  4.420%, 9/19/2025
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 79627JAG0, C.4 - ISIN: US79627J0061, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $65001703.00
- **C.18.a - Value (excl. sponsor support):** $65001703.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 223: San Antonio, TX Electric & Gas System (CPS Energy)

- **C.1 - Title:** San Antonio, TX Electric & Gas System (CPS Energy), (Series D),  4.420%, 9/19/2025
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 79627QAA7, C.4 - ISIN: US79627Q0005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50001310.00
- **C.18.a - Value (excl. sponsor support):** $50001310.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 224: San Antonio, TX Electric & Gas System (CPS Energy)

- **C.1 - Title:** San Antonio, TX Electric & Gas System (CPS Energy), (Series F),  4.400%, 9/18/2025
- **C.6 - Investment Category:** Other Municipal Security
- **Identifiers:** C.3 - CUSIP: 79627UAA8, C.4 - ISIN: US79627U0017, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50001245.00
- **C.18.a - Value (excl. sponsor support):** $50001245.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 225: Sandy Jacobs Irrevocable Insurance Trust

- **C.1 - Title:** Sandy Jacobs Irrevocable Insurance Trust,  4.450%, 7/1/2049
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 800330AB8, C.4 - ISIN: US800330AB84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11455000.00
- **C.18.a - Value (excl. sponsor support):** $11455000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2049-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 226: Shawn R. Trapuzzano Irrevocable Insurance Trust

- **C.1 - Title:** Shawn R. Trapuzzano Irrevocable Insurance Trust,  4.450%, 12/1/2048
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 820495AA7, C.4 - ISIN: US820495AA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11260000.00
- **C.18.a - Value (excl. sponsor support):** $11260000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2048-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 227: Sheffield Receivables Company LLC

- **C.1 - Title:** Sheffield Receivables Company LLC,  4.400%, 9/22/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LWN8, C.4 - ISIN: US82124M0019, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $54839834.50
- **C.18.a - Value (excl. sponsor support):** $54839834.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sibley Family Irrevocable Insurance Trust

- **C.1 - Title:** Sibley Family Irrevocable Insurance Trust,  4.450%, 6/1/2049
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82574RAB0, C.4 - ISIN: US82574RAB06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2049-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 229: Societe Generale SA

- **C.1 - Title:** Societe Generale SA,  4.340%, 9/2/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83369XZ43, C.4 - ISIN: US83369T0014, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $399999920.00
- **C.18.a - Value (excl. sponsor support):** $399999920.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 230: Spingola Insurance Trust

- **C.1 - Title:** Spingola Insurance Trust,  4.450%, 3/1/2041
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 84857DAA7, C.4 - ISIN: US84857DAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4860000.00
- **C.18.a - Value (excl. sponsor support):** $4860000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2041-03-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 231: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.340%, 9/2/2025
- **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: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORPORATION BNYM

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLSD7574 | 2054-09-01      | 6.0000%  |  | $5136057.30        | $5335293.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5880 | 2054-07-01      | 6.0000%  |  | $91148176.41       | $95235503.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  |  | $17593733.39       | $17833743.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8716 | 2054-06-01      | 6.5000%  |  | $21930392.44       | $23315462.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  |  | $91596375.56       | $95517952.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  |  | $23637493.98       | $24569228.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8358 | 2054-04-01      | 6.5000%  |  | $23350809.30       | $24343722.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  |  | $22266122.63       | $23038616.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8154 | 2054-03-01      | 6.0000%  |  | $101289288.21      | $104232417.32      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7518 | 2053-11-01      | 6.5000%  |  | $79868520.80       | $84486323.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  |  | $23243686.37       | $23894246.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  |  | $15071290.23       | $15735024.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  |  | $45535352.38       | $47640477.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  |  | $38765278.43       | $39845808.89       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8750 | 2051-02-01      | 2.0000%  |  | $37133484.25       | $29825858.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8455 | 2051-01-01      | 1.5000%  |  | $134402921.46      | $102166201.59      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7875 | 2050-11-01      | 2.0000%  |  | $28888657.15       | $23206678.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  |  | $121768733.46      | $97983958.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  |  | $746.06            | $780.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8943 | 2047-03-01      | 3.0000%  |  | $117309528.50      | $105097997.57      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  |  | $810.74            | $862.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  |  | $27463177.03       | $27809152.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  |  | $1246946.12        | $1302112.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  |  | $18501712.24       | $19300422.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5903 | 2053-03-01      | 5.5000%  |  | $49915097.49       | $50782261.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5138 | 2052-11-01      | 5.5000%  |  | $98902345.50       | $100364594.72      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  |  | $104557455.82      | $104585465.61      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  |  | $1471234.85        | $1240082.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  |  | $125124239.79      | $100592325.78      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  |  | $21214.47          | $21898.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  |  | $49316493.45       | $52976144.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  |  | $43817316.61       | $45747191.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7301 | 2053-10-01      | 5.5000%  |  | $106672039.35      | $108757454.04      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8807 | 2051-01-01      | 2.0000%  |  | $121995279.95      | $98161373.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1445 | 2036-08-01      | 2.0000%  |  | $26216474.26       | $24321588.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  |  | $24801300.05       | $25112848.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8688 | 2051-01-01      | 2.0000%  |  | $28625856.93       | $23032895.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8819 | 2051-02-01      | 2.0000%  |  | $31916835.31       | $25747999.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLFS8837 | 2054-07-01      | 7.5000%  |  | $34479469.40       | $37277248.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  |  | $64515695.57       | $64124271.68       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  |  | $24066467.63       | $25250791.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  |  | $28008843.95       | $24617100.55       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0918 | 2052-01-01      | 3.5000%  |  | $17848676.89       | $16356156.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  |  | $122982286.78      | $99212461.75       | Agency Mortgage-Backed Securities |

### Security 232: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 4.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORPORATION BNYM

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $145934600.00      | $152684976.33      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $303855000.00      | $312144544.60      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $5024000.00        | $5111490.08        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $8831000.00        | $9045636.73        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $1053000.00        | $1092201.62        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $50000000.00       | $50778541.00       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $1567000.00        | $1456990.64        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $3832000.00        | $3758319.06        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $2187000.00        | $2230516.59        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $5541000.00        | $5633496.90        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $2341000.00        | $2414444.61        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $634250000.00      | $646331769.26      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $2578000.00        | $2604104.56        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $100000000.00      | $101706619.60      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $5873000.00        | $5771539.14        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $3581000.00        | $3607562.75        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $910000.00         | $933628.11         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $908000.00         | $949040.71         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $5629000.00        | $5666153.05        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $918000.00         | $945594.48         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $552821000.00      | $523947850.20      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $9668000.00        | $8414971.82        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AS 25 | 2025-09-15      | 3.5000%  |  | $13000000.00       | $13202190.98       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $1127000.00        | $1152389.07        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $70471500.00       | $50716889.27       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $2994000.00        | $2983107.05        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $600000.00         | $609205.30         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $1715000.00        | $1728190.59        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $100000000.00      | $100627013.00      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $800000.00         | $812884.13         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $31013000.00       | $29931223.58       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $1895000.00        | $1879413.98        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $3803000.00        | $3684287.33        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $1762000.00        | $1710936.40        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $1690000.00        | $1729430.73        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $4250000.00        | $4186773.26        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $3421000.00        | $3033234.15        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $14898000.00       | $12929476.58       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $1142000.00        | $1071059.03        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $10300000.00       | $10010992.02       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $4000000.00        | $3905118.52        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $702389000.00      | $613464437.71      | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $2179000.00        | $1892874.16        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $2532000.00        | $2181287.04        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $2205000.00        | $2083430.01        | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $911706.60         | $909869.49         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $9125000.00        | $9071028.90        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $100327200.00      | $57509367.82       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $500000.00         | $494159.96         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $932000.00         | $985928.50         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $6091000.00        | $6248822.77        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $5279000.00        | $5176765.57        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $1180000.00        | $1167355.42        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $5640000.00        | $5494798.08        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $25000000.00       | $24562801.63       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $50000000.00       | $49692103.25       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $38827260.00       | $37054971.57       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $400000000.00      | $403516026.00      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $121613100.00      | $63792340.68       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $55947400.00       | $55208078.83       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $150000000.00      | $138052827.75      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $100000000.00      | $99718095.70       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $13929200.00       | $13028661.33       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $280504314.33      | $235765867.23      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $3178000.00        | $2842548.46        | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  |  | $37293000.00       | $37263740.79       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $52071000.00       | $54872052.75       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  |  | $78478400.00       | $61346747.84       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $3412000.00        | $3469225.55        | U.S. Treasuries (including strips) |

### Security 233: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORPORATION SSB

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $44698029.89       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $26477600.00       | $27365463.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50173062.61       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $40655300.00       | $40796018.25       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $50000000.00       | $53032189.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  |  | $22826600.00       | $24210891.40       | U.S. Treasuries (including strips) |

### Security 234: State Street Bank and Trust Co.

- **C.1 - Title:** State Street Bank and Trust Co.,  4.610%, 5/28/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1QB5, C.4 - ISIN: US8574P1QB56, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $149975355.00
- **C.18.a - Value (excl. sponsor support):** $149975355.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 9/4/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TAG8, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $435007960.50
- **C.18.a - Value (excl. sponsor support):** $435007960.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.460%, 9/11/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TAM5, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $385016439.50
- **C.18.a - Value (excl. sponsor support):** $385016439.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 9/19/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TAT0, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $397525758.00
- **C.18.a - Value (excl. sponsor support):** $397525758.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 9/18/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TAU7, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $250015575.00
- **C.18.a - Value (excl. sponsor support):** $250015575.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 9/15/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBA0, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $125006762.50
- **C.18.a - Value (excl. sponsor support):** $125006762.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 9/26/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBK8, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $275025465.00
- **C.18.a - Value (excl. sponsor support):** $275025465.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 10/1/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBM4, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $200020000.00
- **C.18.a - Value (excl. sponsor support):** $200020000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 10/8/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBY8, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $105010699.50
- **C.18.a - Value (excl. sponsor support):** $105010699.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 10/8/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TBZ5, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $222522806.25
- **C.18.a - Value (excl. sponsor support):** $222522806.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 10/9/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TCA9, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $225022860.00
- **C.18.a - Value (excl. sponsor support):** $225022860.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.450%, 10/21/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TCN1, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $360031572.00
- **C.18.a - Value (excl. sponsor support):** $360031572.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Trust Bank Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank Ltd.,  4.350%, 11/14/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDR1, C.4 - ISIN: US86564E0017, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $175011882.50
- **C.18.a - Value (excl. sponsor support):** $175011882.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Susan D. Travers Heritage Trust

- **C.1 - Title:** Susan D. Travers Heritage Trust, Series 2023,  4.450%, 7/1/2043
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 869050AA2, C.4 - ISIN: US869050AA21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8825000.00
- **C.18.a - Value (excl. sponsor support):** $8825000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2043-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 248: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB,  4.560%, 11/3/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TKX3, C.4 - ISIN: US86959TKX36, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $150019680.00
- **C.18.a - Value (excl. sponsor support):** $150019680.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TBD Hide, LLC

- **C.1 - Title:** TBD Hide, LLC,  4.450%, 5/1/2065
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 878043AA6, C.4 - ISIN: US878043AA63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2065-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 250: Taxable Tender Option Bond Trust 2024-XF3219TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2024-XF3219TX, 2024-XF3219TX,  4.600%, 1/1/2043
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88035HSG2, C.4 - ISIN: US88035HSG29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45923000.00
- **C.18.a - Value (excl. sponsor support):** $45923000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2043-01-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: VMIG1; FITCH: F1; DOMINION BOND: R-1 M
- **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 251: Thomas Bently Durant Irrevocable Life Insurance Trust

- **C.1 - Title:** Thomas Bently Durant Irrevocable Life Insurance Trust,  4.450%, 3/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88434TAA5, C.4 - ISIN: US88434TAA51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10190000.00
- **C.18.a - Value (excl. sponsor support):** $10190000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-03-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 252: Thunder Bay Funding, LLC

- **C.1 - Title:** Thunder Bay Funding, LLC,  4.020%, 9/25/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602TWR0, C.4 - ISIN: US88602T0044, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $24918925.00
- **C.18.a - Value (excl. sponsor support):** $24918925.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: Thunder Bay Funding, LLC

- **C.1 - Title:** Thunder Bay Funding, LLC,  4.600%, 12/19/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603KHA2, C.4 - ISIN: US88603KHA25, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $69009152.16
- **C.18.a - Value (excl. sponsor support):** $69009152.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Thunder Bay Funding, LLC

- **C.1 - Title:** Thunder Bay Funding, LLC,  4.590%, 11/24/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GDV8, C.4 - ISIN: US88604GDV86, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $49999815.00
- **C.18.a - Value (excl. sponsor support):** $49999815.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Thunder Bay Funding, LLC

- **C.1 - Title:** Thunder Bay Funding, LLC,  4.590%, 2/18/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GEA3, C.4 - ISIN: US88604GEA31, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $74999467.50
- **C.18.a - Value (excl. sponsor support):** $74999467.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.810%, 4/27/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D6C5, C.4 - ISIN: US89115D6C54, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $260314106.00
- **C.18.a - Value (excl. sponsor support):** $260314106.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.200%, 10/3/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D7K6, C.4 - ISIN: US89112X0015, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $45986094.20
- **C.18.a - Value (excl. sponsor support):** $45986094.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.480%, 10/8/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DBB1, C.4 - ISIN: US89112X0015, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $149994105.00
- **C.18.a - Value (excl. sponsor support):** $149994105.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.550%, 10/22/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DC79, C.4 - ISIN: US89112X0015, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $100008040.00
- **C.18.a - Value (excl. sponsor support):** $100008040.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.560%, 1/14/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DM37, C.4 - ISIN: US89112X0015, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $140111132.00
- **C.18.a - Value (excl. sponsor support):** $140111132.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.500%, 1/22/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DMX1, C.4 - ISIN: US89112X0015, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50032245.00
- **C.18.a - Value (excl. sponsor support):** $50032245.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.000%, 10/1/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AX11, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $219126908.00
- **C.18.a - Value (excl. sponsor support):** $219126908.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.305%, 10/8/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AX86, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $128878555.40
- **C.18.a - Value (excl. sponsor support):** $128878555.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.350%, 11/10/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AYA0, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $396543920.00
- **C.18.a - Value (excl. sponsor support):** $396543920.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.300%, 1/7/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BA71, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $467795770.00
- **C.18.a - Value (excl. sponsor support):** $467795770.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.210%, 3/19/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BCK0, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $24429390.00
- **C.18.a - Value (excl. sponsor support):** $24429390.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.210%, 5/13/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BED4, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $362828096.55
- **C.18.a - Value (excl. sponsor support):** $362828096.55
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.810%, 4/23/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FC28, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $285343254.00
- **C.18.a - Value (excl. sponsor support):** $285343254.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.740%, 7/31/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FDW1, C.4 - ISIN: US89120FDW14, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $237113565.66
- **C.18.a - Value (excl. sponsor support):** $237113565.66
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.400%, 7/17/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FE26, C.4 - ISIN: US89120FE266, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $215425893.50
- **C.18.a - Value (excl. sponsor support):** $215425893.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TotalEnergies Capital

- **C.1 - Title:** TotalEnergies Capital,  4.370%, 10/10/2025
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EXA1, C.4 - ISIN: US89152E0019, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $191037696.00
- **C.18.a - Value (excl. sponsor support):** $191037696.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.,  4.355%, 11/10/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GYA8, C.4 - ISIN: US8923310002, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $49569400.00
- **C.18.a - Value (excl. sponsor support):** $49569400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1; DOMINION BOND: AA L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 273: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.,  4.710%, 9/17/2025
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TMM4, C.4 - ISIN: US89236TMM44, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $585047940.75
- **C.18.a - Value (excl. sponsor support):** $585047940.75
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1; DOMINION BOND: AA L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 274: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.,  4.660%, 2/24/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TND3, C.4 - ISIN: US89236TND36, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $230066391.80
- **C.18.a - Value (excl. sponsor support):** $230066391.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1; DOMINION BOND: AA L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 275: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.,  4.690%, 8/18/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TNN1, C.4 - ISIN: US89236TNN18, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $350027804.00
- **C.18.a - Value (excl. sponsor support):** $350027804.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1; DOMINION BOND: AA L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 276: Truist Bank

- **C.1 - Title:** Truist Bank,  4.460%, 11/10/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEW0, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $250047250.00
- **C.18.a - Value (excl. sponsor support):** $250047250.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: Truist Bank

- **C.1 - Title:** Truist Bank,  4.460%, 10/8/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEY6, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $350018060.00
- **C.18.a - Value (excl. sponsor support):** $350018060.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Truist Bank

- **C.1 - Title:** Truist Bank,  4.450%, 9/8/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LF41, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $650006630.00
- **C.18.a - Value (excl. sponsor support):** $650006630.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Truist Bank

- **C.1 - Title:** Truist Bank,  4.450%, 12/8/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LF66, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $349117927.10
- **C.18.a - Value (excl. sponsor support):** $349117927.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 280: Truist Bank

- **C.1 - Title:** Truist Bank,  4.450%, 10/16/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFM1, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $848077083.20
- **C.18.a - Value (excl. sponsor support):** $848077083.20
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 12th & Yesler Owner, LLC

- **C.1 - Title:** 12th & Yesler Owner, LLC,  4.450%, 9/1/2060
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90117LAA2, C.4 - ISIN: US90117LAA26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $23100000.00
- **C.18.a - Value (excl. sponsor support):** $23100000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2060-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 282: 2-D Max Enterprises LLC

- **C.1 - Title:** 2-D Max Enterprises LLC,  4.450%, 6/1/2045
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 90188CAA6, C.4 - ISIN: US90188CAA62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7445000.00
- **C.18.a - Value (excl. sponsor support):** $7445000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2045-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 283: VSL Property Holdings (AB), LLC

- **C.1 - Title:** VSL Property Holdings (AB), LLC,  4.450%, 5/1/2054
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17400000.00
- **C.18.a - Value (excl. sponsor support):** $17400000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 284: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.340%, 9/2/2025
- **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: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $8394.79           | $7903.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $492484.31         | $463657.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $134223.48         | $131000.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $27.50             | $27.30             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $1495283.46        | $1494876.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $10378759.33       | $10513971.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $19429686.14       | $19321246.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $18847227.73       | $19077122.03       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $18969123.18       | $18347505.01       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $19301231.14       | $18109594.57       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $9524813.25        | $9478083.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $18498230.00       | $17890748.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $26187718.30       | $25434638.08       | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  |  | $95111.06          | $100578.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  |  | $5436176.94        | $5811503.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ3489 | 2048-05-01      | 3.5000%  |  | $803287.24         | $738871.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $11128360.21       | $11034179.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $18386373.18       | $18614488.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $23116533.90       | $23075800.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $981270.33         | $936383.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $273119.77         | $260960.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $30.35             | $29.72             | Agency Mortgage-Backed Securities  |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $32219590.91       | $32545843.17       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $23772090.91       | $23315005.80       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $28895363.64       | $29672495.34       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $31026363.64       | $30826991.95       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $24630818.18       | $25100008.35       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $23689818.18       | $23280557.26       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $24167818.18       | $24795334.54       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $23292727.27       | $24640519.03       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $22727272.73       | $23068731.23       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $10327136.36       | $10493456.59       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $25046090.91       | $24937119.17       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $11249409.09       | $11249253.31       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $27164954.55       | $25477469.20       | U.S. Treasuries (including strips) |

### Security 285: Victory Receivables Corp.

- **C.1 - Title:** Victory Receivables Corp.,  4.400%, 9/4/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KW40, C.4 - ISIN: US92646K0019, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $224836605.00
- **C.18.a - Value (excl. sponsor support):** $224836605.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 286: Victory Receivables Corp.

- **C.1 - Title:** Victory Receivables Corp.,  4.400%, 9/29/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KWV0, C.4 - ISIN: US92646K0019, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $139475784.00
- **C.18.a - Value (excl. sponsor support):** $139475784.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 287: Victory Receivables Corp.

- **C.1 - Title:** Victory Receivables Corp.,  4.400%, 9/30/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KWW8, C.4 - ISIN: US92646K0019, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $49806815.00
- **C.18.a - Value (excl. sponsor support):** $49806815.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 288: Victory Receivables Corp.

- **C.1 - Title:** Victory Receivables Corp.,  4.400%, 10/1/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KX15, C.4 - ISIN: US92646K0019, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $149402565.00
- **C.18.a - Value (excl. sponsor support):** $149402565.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 289: Victory Receivables Corp.

- **C.1 - Title:** Victory Receivables Corp.,  4.400%, 10/9/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KX98, C.4 - ISIN: US92646K0019, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $213939340.50
- **C.18.a - Value (excl. sponsor support):** $213939340.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 290: Victory Receivables Corp.

- **C.1 - Title:** Victory Receivables Corp.,  4.400%, 10/10/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KXA5, C.4 - ISIN: US92646K0019, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $213913884.50
- **C.18.a - Value (excl. sponsor support):** $213913884.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 291: Victory Receivables Corp.

- **C.1 - Title:** Victory Receivables Corp.,  4.350%, 10/10/2025
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KXA5, C.4 - ISIN: US92646K0019, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $174115952.50
- **C.18.a - Value (excl. sponsor support):** $174115952.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1 sf; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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? No, C.23 Categorized at Level 3? No

### Security 292: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  4.340%, 9/2/2025
- **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: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $296000.00         | $223325.33         | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-41 F    | 2041-03-15      | 2.5800%  |  | $113333.33         | $83469.59          | Agency Debentures and Agency Strips |
| FCSB 2.50 FCOR 22-41 M    | 2041-07-15      | 2.5000%  |  | $16666.67          | $11937.54          | Agency Debentures and Agency Strips |
| FCSB 2.34 FCOR 22-41 D    | 2041-02-25      | 2.3400%  |  | $255333.33         | $179240.17         | Agency Debentures and Agency Strips |
| FCSB 0.91 FCOR 23-26 IU   | 2026-06-30      | 0.9100%  |  | $226666.67         | $218710.98         | Agency Debentures and Agency Strips |
| FCSB 2.10 FCOR 22-41 B    | 2041-01-28      | 2.1000%  |  | $93333.33          | $63370.29          | Agency Debentures and Agency Strips |
| FCSB 2.60 FCOR 22-39 W    | 2039-06-28      | 2.6000%  |  | $18000.00          | $13579.35          | Agency Debentures and Agency Strips |
| FHLB 5.625 FHOR 25-34 FP  | 2034-02-14      | 5.6250%  |  | $6666.67           | $3117.67           | Agency Debentures and Agency Strips |
| FHLB 3.30 FHOR 24-27 CX   | 2027-05-24      | 3.3000%  |  | $166666.67         | $166721.39         | Agency Debentures and Agency Strips |
| FHLB 3.25 FHOR 23-26 L5   | 2026-04-28      | 3.2500%  |  | $43333.33          | $43548.85          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 22-26 EE   | 2026-08-27      | 1.0000%  |  | $810000.00         | $788499.00         | Agency Debentures and Agency Strips |
| FHLB 1.35 FHOR 21-27 9R   | 2027-11-26      | 1.3500%  |  | $100000.00         | $27215.36          | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-26 R4   | 2026-04-29      | 1.1000%  |  | $66666.67          | $65645.11          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-26 K3        | 2026-03-30      | 1.2000%  |  | $500000.00         | $494205.33         | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 22-41 RR   | 2041-02-22      | 2.1500%  |  | $33333.33          | $22667.60          | Agency Debentures and Agency Strips |
| FHLB 2.25 FHOR 21-41 MM   | 2041-03-01      | 2.2500%  |  | $33333.33          | $23351.47          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-31 JN        | 2031-02-25      | 1.2500%  |  | $66666.67          | $59877.93          | Agency Debentures and Agency Strips |
| FHLB FHOR 21-31 IY        | 2031-02-10      | 1.0000%  |  | $100000.00         | $88976.78          | Agency Debentures and Agency Strips |
| FHLB 0.75 FHOR 21-27 7H   | 2027-05-12      | 0.7500%  |  | $33333.33          | $31678.47          | Agency Debentures and Agency Strips |
| FHLB 0.80 FHOR 21-27 6L   | 2027-10-29      | 0.8000%  |  | $33333.33          | $31256.55          | Agency Debentures and Agency Strips |
| FHLB 0.60 FHOR 22-26 WS   | 2026-12-30      | 0.6000%  |  | $20000.00          | $19160.43          | Agency Debentures and Agency Strips |
| FHLB 2.08 FHOR 21-40 YY   | 2040-12-28      | 2.0800%  |  | $16666.67          | $11332.41          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 22-26 UR   | 2026-10-14      | 1.0000%  |  | $56666.67          | $55058.01          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 22-26 D8   | 2026-09-30      | 1.0000%  |  | $500000.00         | $486524.45         | Agency Debentures and Agency Strips |
| FHLB 0.73 FHOR 23-27 5L   | 2027-09-22      | 0.7300%  |  | $13333.33          | $12580.26          | Agency Debentures and Agency Strips |
| FCSB 1.99 FCOR 21-40 T    | 2040-09-24      | 1.9900%  |  | $434666.67         | $295750.27         | Agency Debentures and Agency Strips |
| FHLB 0.89 FHOR 21-27 6F   | 2027-12-21      | 0.8900%  |  | $53333.33          | $50091.26          | Agency Debentures and Agency Strips |
| FHLB FHDN 11/26/25        | 2025-11-26      | 0.0000%  |  | $441333.33         | $436831.73         | Agency Debentures and Agency Strips |
| FCSB 0.94 FCOR 22-26 JD   | 2026-09-28      | 0.9400%  |  | $420000.00         | $408292.83         | Agency Debentures and Agency Strips |
| FHLB 1.25 FHOR 22-26 5546 | 2026-10-26      | 1.2500%  |  | $1250000.00        | $1217568.54        | Agency Debentures and Agency Strips |
| FCSB 1.30 FCOR 22-27 HM   | 2027-03-30      | 1.3000%  |  | $33333.33          | $32223.35          | Agency Debentures and Agency Strips |
| FCSB 0.75 FCOR 21-26 HX   | 2026-12-16      | 0.7500%  |  | $18666.67          | $17944.39          | Agency Debentures and Agency Strips |
| FHLB 1.18 FHOR 21-26 XH   | 2026-10-26      | 1.1800%  |  | $56666.67          | $55139.25          | Agency Debentures and Agency Strips |
| FHLB 0.875 FHOR 21-27 6J  | 2027-12-29      | 0.8750%  |  | $56666.67          | $53024.04          | Agency Debentures and Agency Strips |
| FHLB 3.00 FHOR 24-27 RR   | 2027-04-29      | 3.0000%  |  | $30000.00          | $29878.20          | Agency Debentures and Agency Strips |
| FCSB 2.07 FCOR 21-40 Y    | 2040-12-21      | 2.0700%  |  | $68000.00          | $46160.44          | Agency Debentures and Agency Strips |
| FHLB 3.23 FHOR 23-27 VV   | 2027-04-28      | 3.2300%  |  | $13333.33          | $13335.42          | Agency Debentures and Agency Strips |
| FHLB 0.90 FHOR 22-26 QT   | 2026-09-16      | 0.9000%  |  | $143333.33         | $139470.07         | Agency Debentures and Agency Strips |
| FHLB 1.75 FHOR 22-26 D7   | 2026-08-18      | 1.7500%  |  | $33333.33          | $32653.16          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-26 K9        | 2026-03-30      | 1.0500%  |  | $466666.67         | $460519.19         | Agency Debentures and Agency Strips |
| FCSB 1.30 FCOR 21-27 HL   | 2027-03-23      | 1.3000%  |  | $16666.67          | $16125.81          | Agency Debentures and Agency Strips |
| FHLB 5.00 FHLB 29 M       | 2029-09-28      | 5.0000%  |  | $60000.00          | $64073.53          | Agency Debentures and Agency Strips |
| FHLB 1.125 FHOR 22-26 T9  | 2026-10-29      | 1.1250%  |  | $106666.67         | $103668.16         | Agency Debentures and Agency Strips |
| FCSB 4.16 FCOR 26-29 JK   | 2029-05-25      | 4.1600%  |  | $8103333.33        | $8099518.47        | Agency Debentures and Agency Strips |
| FHLB 2.07 FHOR 20-40 HH   | 2040-06-29      | 2.0700%  |  | $113333.33         | $77965.97          | Agency Debentures and Agency Strips |
| FHLB 1.20 FHOR 21-26 1P   | 2026-10-26      | 1.2000%  |  | $16666.67          | $16221.00          | Agency Debentures and Agency Strips |
| FCSB 2.00 FCOR 25-40 J    | 2040-05-14      | 2.0000%  |  | $100000.00         | $68538.03          | Agency Debentures and Agency Strips |
| FCSB 2.09 FCOR 22-41 A    | 2041-01-07      | 2.0900%  |  | $33333.33          | $22620.96          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 MG   | 2026-08-26      | 1.0000%  |  | $30000.00          | $29145.40          | Agency Debentures and Agency Strips |
| FMAC 0.85 FMNT 21-26 X5   | 2026-12-23      | 0.8500%  |  | $22000.00          | $21185.72          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 SY   | 2026-09-30      | 1.0000%  |  | $23333.33          | $22704.24          | Agency Debentures and Agency Strips |
| FCSB 2.05 FCOR 23-28 DR   | 2028-02-03      | 2.0500%  |  | $16666.67          | $16038.51          | Agency Debentures and Agency Strips |
| FHLB 1.50 FHOR 22-26 5R   | 2026-12-10      | 1.5000%  |  | $10000.00          | $9711.22           | Agency Debentures and Agency Strips |
| FMAC 2.67 FMNT 22-27 M2   | 2027-03-25      | 2.6700%  |  | $20000.00          | $19876.23          | Agency Debentures and Agency Strips |
| FNMA 1.00 FNNT M 21-28    | 2028-06-22      | 1.0000%  |  | $666.67            | $620.47            | Agency Debentures and Agency Strips |
| FCSB 1.29 FCOR 23-26 JR   | 2026-12-22      | 1.2900%  |  | $16666.67          | $16158.18          | Agency Debentures and Agency Strips |
| FHLB 2.17 FHOR 20-40 DD   | 2040-06-08      | 2.1700%  |  | $180000.00         | $125528.13         | Agency Debentures and Agency Strips |
| FHLB FHOR 21-33 EN        | 2033-03-24      | 2.0000%  |  | $96666.67          | $86630.84          | Agency Debentures and Agency Strips |
| FNMA FNMS 05.500 CLDA3518 | 2053-10-01      | 5.5000%  |  | $60257.62          | $61053.31          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 RE683516 | 2033-02-01      | 5.5000%  |  | $2775.86           | $2806.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX1868 | 2044-11-01      | 4.0000%  |  | $429645.61         | $411588.09         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  |  | $24062.03          | $22668.60          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAL9397 | 2046-10-01      | 3.0000%  |  | $146330.47         | $131084.06         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL608045 | 2031-10-01      | 7.5000%  |  | $22.33             | $22.48             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 CL323703 | 2028-01-01      | 8.0000%  |  | $27.76             | $27.98             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 CL250409 | 2025-11-01      | 8.0000%  |  | $1.06              | $1.07              | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6653 C     | 2055-08-20      | 5.0000%  |  | $889332.67         | $885925.53         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6495 C     | 2055-08-20      | 6.0000%  |  | $6672488.00        | $6888067.19        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 687924 X     | 2038-09-15      | 6.0000%  |  | $1017.30           | $1065.24           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 682229 X     | 2049-07-15      | 4.0000%  |  | $1231.99           | $1163.01           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 677202 X     | 2038-08-15      | 6.5000%  |  | $60128.07          | $63751.61          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 664352 X     | 2037-09-15      | 6.5000%  |  | $904.95            | $961.47            | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 662584 X     | 2037-09-15      | 6.5000%  |  | $37562.54          | $39210.25          | Agency Mortgage-Backed Securities   |
| GNMA GNMI BD 621752 X     | 2033-11-15      | 6.5000%  |  | $5291.69           | $5337.14           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4837 M     | 2047-11-20      | 3.5000%  |  | $54621.32          | $50715.80          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA4708 M     | 2047-09-20      | 2.5000%  |  | $120448.50         | $103340.05         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA4645 M     | 2047-08-20      | 4.5000%  |  | $54760.41          | $53284.99          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  |  | $1031476.00        | $1022749.71        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDE5790 | 2055-07-01      | 5.0000%  |  | $1109027.36        | $1105248.78        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AT2378 X     | 2046-09-15      | 2.5000%  |  | $7053.74           | $6047.03           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AS9216 C     | 2046-05-20      | 3.0000%  |  | $4991.45           | $4445.34           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI3496 C     | 2055-04-20      | 6.5000%  |  | $4850015.61        | $5057041.23        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0553 M     | 2055-08-20      | 4.0000%  |  | $1357530.00        | $1270595.29        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  |  | $24745320.50       | $25604615.51       | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA3204       | 2059-10-15      | 6.2500%  |  | $9935967.00        | $10703461.94       | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA3196       | 2059-05-15      | 6.2700%  |  | $5281639.47        | $5767421.78        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA0182       | 2059-05-15      | 5.8500%  |  | $329663.01         | $351538.79         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA0180       | 2059-03-15      | 5.5200%  |  | $326366.66         | $341767.03         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CZ3707 C     | 2054-01-20      | 7.0000%  |  | $1044063.56        | $1102582.74        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ2391       | 2059-02-15      | 5.6000%  |  | $328788.79         | $346352.21         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ2401       | 2059-08-15      | 5.9500%  |  | $330575.15         | $356004.24         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CX6384       | 2059-01-15      | 6.2000%  |  | $658258.86         | $719302.64         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW8884       | 2058-12-15      | 6.1400%  |  | $328835.57         | $358000.51         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW8879       | 2058-11-15      | 6.7300%  |  | $3621116.66        | $4080742.98        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW8878       | 2058-10-15      | 5.7900%  |  | $327954.56         | $349539.33         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW2330       | 2059-02-15      | 5.6200%  |  | $328808.94         | $345998.78         | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL CW0775       | 2066-12-15      | 5.8100%  |  | $997204.00         | $1023412.41        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW0769       | 2059-05-15      | 5.7000%  |  | $1316245.05        | $1391767.69        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4651       | 2059-02-15      | 5.5400%  |  | $328727.89         | $344136.64         | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL CR4178       | 2066-02-15      | 5.2100%  |  | $1135978.67        | $1048004.19        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4638       | 2058-12-15      | 5.9600%  |  | $327093.82         | $352165.75         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4857       | 2058-03-15      | 5.1600%  |  | $325060.60         | $333668.64         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CRCA4697 | 2049-02-01      | 5.0000%  |  | $147732.09         | $149628.37         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM5211 C     | 2048-03-20      | 3.0000%  |  | $14634.63          | $12928.65          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE5285 | 2055-09-01      | 5.5000%  |  | $956013.33         | $969510.12         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD4704       | 2060-03-15      | 6.1700%  |  | $4069612.94        | $4428702.92        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ2014       | 2058-02-15      | 5.1000%  |  | $324645.27         | $332126.94         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CT8116       | 2058-09-15      | 5.4300%  |  | $327230.90         | $341154.03         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP7954       | 2057-12-15      | 5.6300%  |  | $3900272.28        | $4110020.69        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFA2675 | 2052-03-01      | 3.0000%  |  | $3575860.67        | $3186836.83        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG2922 C     | 2054-12-20      | 5.5000%  |  | $661110.19         | $670985.04         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4452 M     | 2047-05-20      | 4.0000%  |  | $44260.70          | $42086.66          | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC U99126 G | 2043-11-01      | 3.0000%  |  | $186095.34         | $169540.92         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2434 | 2051-12-01      | 3.0000%  |  | $184351.62         | $161082.81         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE7622 | 2055-09-01      | 5.5000%  |  | $876711.33         | $896531.83         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7423 C     | 2055-07-20      | 6.0000%  |  | $10231814.54       | $10556108.49       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CICB7203 | 2038-07-01      | 6.0000%  |  | $65771.91          | $68179.47          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BG0317 C     | 2048-02-20      | 3.0000%  |  | $37899.32          | $33773.20          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC4407       | 2059-08-15      | 5.5300%  |  | $330300.79         | $345060.65         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8042 M     | 2052-05-20      | 2.5000%  |  | $1758835.92        | $1502539.13        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $55766.02          | $56549.41          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF BF1120 X     | 2048-01-15      | 3.5000%  |  | $64698.27          | $59541.97          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4609       | 2059-02-15      | 6.4700%  |  | $329598.57         | $360276.69         | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 787362 M     | 2051-05-20      | 2.5000%  |  | $20835.22          | $17436.84          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4848       | 2057-12-15      | 5.5400%  |  | $649719.17         | $681116.77         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP1109       | 2058-03-15      | 4.7900%  |  | $324384.83         | $326561.31         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFM7991 | 2051-07-01      | 2.5000%  |  | $368548.82         | $310975.39         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA4584 | 2037-04-01      | 3.0000%  |  | $27003.37          | $25872.29          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1565 C     | 2055-08-20      | 5.5000%  |  | $2704240.00        | $2742220.45        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH8357 C     | 2055-02-20      | 6.5000%  |  | $653901.87         | $681797.69         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO9673 C     | 2046-12-20      | 3.0000%  |  | $24092.39          | $21283.78          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA0301       | 2059-10-15      | 5.3900%  |  | $661476.37         | $685761.29         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC7236       | 2055-03-15      | 5.8400%  |  | $3714881.86        | $3969173.77        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ8774       | 2058-07-15      | 5.3500%  |  | $1306205.33        | $1355287.45        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  |  | $39989.72          | $39746.10          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DB4181       | 2059-07-15      | 5.8300%  |  | $330254.95         | $352647.70         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  |  | $6195541.33        | $6357138.26        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL DF4992       | 2067-01-15      | 5.8500%  |  | $145638.67         | $153716.37         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH3898 C     | 2055-01-20      | 6.5000%  |  | $1182249.24        | $1232688.20        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8490       | 2059-09-15      | 5.4800%  |  | $661057.91         | $689726.82         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3247 | 2052-04-01      | 3.0000%  |  | $6449463.07        | $5611441.33        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3497 | 2052-05-01      | 3.5000%  |  | $1730354.94        | $1595529.53        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $3883.07           | $3246.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB2375 | 2051-12-01      | 2.5000%  |  | $356328.46         | $301801.10         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $5187.02           | $4557.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA3372 | 2049-04-01      | 3.5000%  |  | $785.38            | $726.08            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBY1920 | 2053-05-01      | 5.0000%  |  | $2070.14           | $2064.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBW9903 | 2052-10-01      | 4.5000%  |  | $547.81            | $529.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIBV5999 | 2040-08-01      | 5.0000%  |  | $1140330.67        | $1159450.47        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM4478 | 2048-09-01      | 4.0000%  |  | $74481.23          | $71331.35          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBK7936 | 2048-11-01      | 4.0000%  |  | $258016.71         | $246369.60         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  |  | $157043.29         | $150020.18         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  |  | $434286.67         | $392960.91         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  |  | $19197.89          | $18706.42          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8637 | 2055-09-01      | 6.0000%  |  | $2340140.00        | $2406426.03        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDE8405 | 2055-08-01      | 5.0000%  |  | $676209.33         | $677011.24         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7777 | 2055-08-01      | 6.0000%  |  | $20150160.67       | $20781438.34       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7295 | 2055-08-01      | 6.0000%  |  | $10026974.67       | $10367677.90       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7996 | 2055-09-01      | 6.0000%  |  | $2492465.33        | $2573703.92        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4815 | 2055-08-01      | 6.0000%  |  | $773133.33         | $796309.29         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4617 | 2055-08-01      | 6.5000%  |  | $884418.67         | $936524.69         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1918 C     | 2055-08-20      | 6.0000%  |  | $2553057.33        | $2641713.95        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1071 C     | 2055-08-20      | 5.5000%  |  | $988605.33         | $1006935.83        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1018 C     | 2055-08-20      | 6.0000%  |  | $2694761.33        | $2808290.73        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8012 C     | 2055-08-20      | 6.0000%  |  | $689720.67         | $715811.88         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6827 C     | 2055-08-20      | 6.0000%  |  | $3646787.33        | $3762371.05        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL5937 C     | 2055-08-20      | 6.0000%  |  | $1142854.00        | $1180474.09        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL0474 C     | 2055-08-20      | 6.0000%  |  | $4506891.33        | $4639780.03        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK9988 C     | 2055-07-20      | 6.0000%  |  | $1675295.93        | $1731474.75        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK9987 C     | 2055-07-20      | 6.0000%  |  | $838711.83         | $872242.41         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ7744 C     | 2055-04-20      | 5.5000%  |  | $734840.30         | $748012.15         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4693       | 2060-06-15      | 4.8600%  |  | $351602.78         | $350020.92         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ3743 C     | 2055-03-20      | 6.5000%  |  | $1738986.87        | $1813228.67        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ2899 C     | 2055-07-20      | 5.5000%  |  | $881116.00         | $894033.85         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ3549 C     | 2055-03-20      | 6.5000%  |  | $4204849.90        | $4384365.69        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH8359 C     | 2055-02-20      | 6.5000%  |  | $1445024.21        | $1506672.64        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE3962 | 2055-07-01      | 6.5000%  |  | $732219.43         | $764220.76         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE3091 | 2055-08-01      | 5.5000%  |  | $928592.03         | $947525.82         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4648       | 2059-01-15      | 6.5300%  |  | $1317735.04        | $1456466.04        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4641       | 2058-12-15      | 5.7300%  |  | $3940836.76        | $4185171.27        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4637       | 2058-11-15      | 5.7400%  |  | $3281549.50        | $3487172.85        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  |  | $1234.86           | $1287.97           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AU0334 C     | 2046-07-20      | 3.0000%  |  | $71928.81          | $63968.33          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3034 M     | 2045-08-20      | 3.5000%  |  | $151484.12         | $141475.14         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2892 M     | 2045-06-20      | 3.5000%  |  | $137448.00         | $128366.84         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2891 M     | 2045-06-20      | 3.0000%  |  | $62012.11          | $55915.91          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1091 M     | 2043-06-20      | 4.0000%  |  | $60779.54          | $58356.02          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  |  | $64516.25          | $59279.69          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 764579 X     | 2041-08-15      | 5.0000%  |  | $4835.93           | $4927.04           | Agency Mortgage-Backed Securities   |
| FMAC 06.000 FGPC P51408 G | 2027-11-01      | 6.0000%  |  | $2738.56           | $2755.57           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4596       | 2058-09-15      | 5.0000%  |  | $326634.62         | $332528.38         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU2409       | 2058-07-15      | 5.0900%  |  | $326159.57         | $333000.41         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CT8130       | 2059-01-15      | 6.5900%  |  | $329487.02         | $362797.69         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6540       | 2058-07-15      | 4.8000%  |  | $3257009.37        | $3276803.30        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6537       | 2058-06-15      | 5.1300%  |  | $325919.65         | $333769.43         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6549       | 2058-09-15      | 5.4500%  |  | $1963545.18        | $2049626.78        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS2719       | 2058-04-15      | 5.1200%  |  | $325295.68         | $333103.82         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS2718       | 2058-04-15      | 5.1200%  |  | $325295.68         | $333103.82         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ9718       | 2060-01-15      | 5.5300%  |  | $663171.27         | $689831.49         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ9714       | 2059-09-15      | 5.5500%  |  | $1322290.64        | $1383106.31        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW8882       | 2053-11-15      | 6.4600%  |  | $326907.11         | $362044.21         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ9706       | 2058-03-15      | 4.7400%  |  | $324290.17         | $325468.86         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ8787       | 2059-08-15      | 5.6700%  |  | $330394.68         | $348695.91         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ8775       | 2058-07-15      | 5.3500%  |  | $653102.67         | $677643.73         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4858       | 2058-03-15      | 5.1600%  |  | $325060.60         | $333668.64         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4856       | 2058-03-15      | 5.1600%  |  | $325060.60         | $333668.63         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4851       | 2058-01-15      | 5.3800%  |  | $644734.71         | $670817.09         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4845       | 2057-12-15      | 5.0000%  |  | $323824.75         | $330468.63         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CP9544 C     | 2047-07-20      | 3.0000%  |  | $32397.04          | $28623.22          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AJ6281 C     | 2044-09-20      | 4.0000%  |  | $63627.62          | $60580.43          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AJ2723 C     | 2044-08-20      | 4.0000%  |  | $6395.64           | $6084.31           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AH6627 C     | 2044-05-20      | 4.0000%  |  | $81233.63          | $76440.53          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF7905 X     | 2043-10-15      | 2.4900%  |  | $219535.53         | $188749.55         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AD8811 C     | 2043-03-20      | 3.0000%  |  | $47860.33          | $43720.05          | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL DF8955       | 2067-09-15      | 5.5500%  |  | $3362162.00        | $3471935.47        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DE5570       | 2055-02-15      | 5.7100%  |  | $6626039.27        | $7013391.63        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD4685       | 2059-10-15      | 5.8800%  |  | $4229408.61        | $4523992.55        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2253       | 2059-10-15      | 5.3400%  |  | $900613.23         | $929562.85         | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL DC7252       | 2067-10-15      | 5.3000%  |  | $1375102.00        | $1376753.80        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE5460 | 2040-10-01      | 4.0000%  |  | $6793602.95        | $6667385.35        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CKMA5846 | 2055-08-01      | 7.0000%  |  | $2735161.33        | $2815598.17        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  |  | $73799361.47       | $74550105.99       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5251 | 2039-01-01      | 6.0000%  |  | $27088.45          | $28094.93          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  |  | $428.18            | $439.69            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $7586.25           | $7107.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  |  | $2115.91           | $1993.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA4017 | 2040-05-01      | 3.0000%  |  | $7277.15           | $6807.65           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 617332 X     | 2036-12-15      | 6.5000%  |  | $1824.50           | $1915.87           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783356 C     | 2041-06-20      | 6.0000%  |  | $1131.57           | $1202.54           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782451 X     | 2038-10-15      | 6.5000%  |  | $5128.74           | $5485.33           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781969 X     | 2035-08-15      | 5.0000%  |  | $6956.58           | $7056.37           | Agency Mortgage-Backed Securities   |
| GNMA GNII EP 787882 C     | 2062-08-20      | 6.0000%  |  | $2063086.14        | $2099987.87        | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 786793 M     | 2052-12-20      | 2.0000%  |  | $377589.23         | $300356.21         | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 786552 M     | 2052-12-20      | 2.0000%  |  | $4244554.02        | $3360602.54        | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 786236 M     | 2052-01-20      | 2.5000%  |  | $17802.29          | $14964.51          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  |  | $17311.79          | $17757.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783637 M     | 2042-06-20      | 3.0000%  |  | $78140.66          | $71561.95          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC7179       | 2059-09-15      | 5.9200%  |  | $6775702.53        | $7266218.97        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC4413       | 2059-09-15      | 5.8400%  |  | $2315233.76        | $2473688.87        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC4410       | 2054-08-15      | 5.5000%  |  | $5264723.95        | $5486230.77        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC4400       | 2059-06-15      | 5.8000%  |  | $329987.10         | $351795.65         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC1792       | 2059-10-15      | 5.3000%  |  | $1984112.84        | $2044259.68        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DC0109 C     | 2054-04-20      | 6.5000%  |  | $2041160.20        | $2128227.03        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DB4183       | 2059-08-15      | 5.5000%  |  | $1321121.37        | $1377132.66        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DB4202       | 2060-01-15      | 5.3800%  |  | $6630509.67        | $6863939.71        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8489       | 2059-09-15      | 5.4800%  |  | $1983173.74        | $2064284.00        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA4285       | 2054-09-15      | 5.4000%  |  | $1733968.57        | $1797270.56        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA4283       | 2059-08-15      | 5.1400%  |  | $330025.90         | $336546.15         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA4275       | 2059-07-15      | 5.6900%  |  | $330156.20         | $348828.37         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 780994 X     | 2029-03-15      | 6.0000%  |  | $75.92             | $77.57             | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 513655 X     | 2029-08-15      | 6.5000%  |  | $173.34            | $177.18            | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 723437 X     | 2039-11-15      | 5.0000%  |  | $511.03            | $522.64            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005116 M     | 2041-07-20      | 5.0000%  |  | $42536.43          | $43419.44          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004976 M     | 2041-03-20      | 3.5000%  |  | $1190.59           | $1119.35           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004918 M     | 2041-01-20      | 4.0000%  |  | $7858.55           | $7395.50           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781038 X     | 2029-05-15      | 6.5000%  |  | $18.27             | $18.79             | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004945 M     | 2041-02-20      | 4.0000%  |  | $123766.10         | $119066.71         | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC T65238 G | 2044-08-01      | 4.5000%  |  | $143848.16         | $137373.69         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005269 M     | 2041-12-20      | 6.0000%  |  | $3765.50           | $3976.45           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004310 M     | 2038-12-20      | 6.0000%  |  | $54705.42          | $55574.45          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004488 M     | 2039-07-20      | 4.5000%  |  | $1863.57           | $1845.36           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004461 M     | 2039-06-20      | 4.5000%  |  | $4423.68           | $4365.25           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 002181 M     | 2026-03-20      | 6.0000%  |  | $6.34              | $6.49              | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 575495 X     | 2032-02-15      | 6.0000%  |  | $86.75             | $88.16             | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AX4344 C     | 2046-10-20      | 3.5000%  |  | $4488.68           | $4136.68           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004879 M     | 2040-12-20      | 4.0000%  |  | $9209.59           | $8666.93           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004850 M     | 2040-11-20      | 4.5000%  |  | $7285.32           | $7313.44           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004796 M     | 2040-09-20      | 4.5000%  |  | $1356.23           | $1328.06           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004767 M     | 2040-08-20      | 4.5000%  |  | $4963.91           | $4879.13           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004631 M     | 2040-02-20      | 4.5000%  |  | $691.38            | $677.02            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CT928367 | 2027-05-01      | 5.5000%  |  | $462.70            | $467.40            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  |  | $3297.54           | $3036.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  |  | $32840.85          | $34219.03          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS5495 | 2047-03-01      | 2.5000%  |  | $440755.98         | $376758.41         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS4931 | 2053-06-01      | 6.0000%  |  | $375107.61         | $385605.62         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS4347 | 2051-12-01      | 4.0000%  |  | $337313.41         | $318457.97         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS3368 | 2052-03-01      | 2.5000%  |  | $215203.59         | $181544.56         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS3327 | 2037-02-01      | 2.5000%  |  | $5094.25           | $4789.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS3080 | 2051-05-01      | 3.0000%  |  | $344595.55         | $306211.16         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS2768 | 2052-01-01      | 2.0000%  |  | $162538.35         | $130770.97         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1204 | 2048-02-01      | 3.0000%  |  | $226118.54         | $203059.73         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  |  | $149495.27         | $133960.07         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  |  | $6225.64           | $5764.15           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFM4874 | 2050-11-01      | 2.5000%  |  | $56450.04          | $48277.40          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFM3778 | 2050-08-01      | 2.5000%  |  | $33998.36          | $28816.69          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFA2682 | 2055-08-01      | 6.5000%  |  | $16588103.33       | $17524179.23       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFA2664 | 2055-08-01      | 6.5000%  |  | $10208122.67       | $10726425.35       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFA2656 | 2055-08-01      | 6.0000%  |  | $12679990.67       | $13182114.07       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB8102 | 2054-02-01      | 5.5000%  |  | $2021892.17        | $2047561.67        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $46966.30          | $47172.25          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BP3637 C     | 2049-08-20      | 4.5000%  |  | $283473.15         | $276814.36         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3750       | 2059-01-15      | 5.7400%  |  | $2629702.97        | $2788869.53        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3663       | 2057-12-15      | 6.0200%  |  | $325783.03         | $344913.73         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CP3380 C     | 2047-11-20      | 3.0000%  |  | $67188.59          | $59356.37          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP1102       | 2058-02-15      | 5.5000%  |  | $3904315.16        | $4090218.26        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP1092       | 2057-12-15      | 5.0900%  |  | $648008.08         | $662886.27         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO8601 C     | 2048-12-20      | 4.0000%  |  | $24078.88          | $22748.79          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO7380 C     | 2047-05-20      | 3.0000%  |  | $103834.42         | $92005.95          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO7019 C     | 2047-01-20      | 3.0000%  |  | $42662.06          | $37688.96          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CO1754       | 2058-05-15      | 4.7900%  |  | $325037.49         | $326949.87         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CN9873 C     | 2043-08-20      | 3.0000%  |  | $28593.82          | $25545.21          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CN5874 C     | 2048-01-20      | 3.0000%  |  | $86744.50          | $76632.11          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  |  | $166703.82         | $171150.09         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  |  | $19465.87          | $19742.22          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA9472 M     | 2054-02-20      | 4.0000%  |  | $1201679.58        | $1106929.69        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9362 M     | 2053-12-20      | 5.5000%  |  | $462392.34         | $469593.99         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8431 M     | 2052-11-20      | 6.5000%  |  | $1028.98           | $1067.08           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA8417 M     | 2052-11-20      | 4.0000%  |  | $473942.77         | $437757.77         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA8309 M     | 2052-09-20      | 5.5000%  |  | $1061832.98        | $1069057.46        | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7638 M     | 2051-10-20      | 2.0000%  |  | $14104.85          | $11219.99          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7409 M     | 2051-06-20      | 2.0000%  |  | $41611.69          | $33101.08          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7303 M     | 2051-04-20      | 2.0000%  |  | $46661.05          | $37118.19          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $49477.63          | $40604.98          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7042 M     | 2050-12-20      | 2.0000%  |  | $57995.40          | $46135.08          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6921 M     | 2050-10-20      | 2.0000%  |  | $745296.29         | $589816.72         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6885 M     | 2050-09-20      | 2.0000%  |  | $52828.23          | $42024.63          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6702 M     | 2050-06-20      | 4.0000%  |  | $205919.32         | $190218.21         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6648 M     | 2050-05-20      | 4.0000%  |  | $936.66            | $865.23            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6645 M     | 2050-05-20      | 2.5000%  |  | $12396.82          | $10420.45          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6533 M     | 2050-03-20      | 4.0000%  |  | $199029.18         | $183853.03         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6476 M     | 2050-02-20      | 4.0000%  |  | $15883.20          | $15005.34          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7184 M     | 2051-02-20      | 2.0000%  |  | $112957.11         | $89856.65          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6153 M     | 2049-09-20      | 3.0000%  |  | $53817.48          | $47975.66          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5874 M     | 2049-04-20      | 3.0000%  |  | $223601.76         | $201336.24         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5763 M     | 2049-02-20      | 4.0000%  |  | $4486.55           | $4257.83           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5594 M     | 2048-11-20      | 3.5000%  |  | $256844.71         | $237646.13         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 705406 X     | 2039-01-15      | 6.5000%  |  | $1433.63           | $1437.83           | Agency Mortgage-Backed Securities   |
| GNMA GNII FS 004436 M     | 2039-05-20      | 4.5000%  |  | $25740.53          | $25039.62          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6209 M     | 2049-10-20      | 3.0000%  |  | $4007.64           | $3529.22           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA4287       | 2059-09-15      | 4.8200%  |  | $7435425.45        | $7422724.91        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3104 M     | 2045-09-20      | 3.0000%  |  | $150643.30         | $135818.39         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $692.12            | $637.42            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004554 M     | 2039-10-20      | 5.0000%  |  | $2377.95           | $2393.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  |  | $325718.18         | $313539.29         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  |  | $68500.75          | $60958.09          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6220 M     | 2049-10-20      | 4.0000%  |  | $25650.41          | $24150.58          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA5321 M     | 2048-07-20      | 4.5000%  |  | $136812.13         | $133122.99         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004770 M     | 2040-08-20      | 4.0000%  |  | $493.67            | $475.21            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G60198 G | 2044-09-01      | 4.5000%  |  | $143230.27         | $142041.17         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA8865 M     | 2053-05-20      | 4.5000%  |  | $523478.65         | $500941.84         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004829 M     | 2040-10-20      | 5.0000%  |  | $1081.31           | $1088.56           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004880 M     | 2040-12-20      | 4.5000%  |  | $16265.57          | $15927.67          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $74831.32          | $71990.06          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2304 M     | 2044-10-20      | 4.0000%  |  | $4594.80           | $4391.80           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005018 M     | 2041-04-20      | 5.0000%  |  | $44956.86          | $45630.05          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005189 M     | 2041-09-20      | 6.0000%  |  | $10525.85          | $11052.27          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784789 M     | 2046-02-20      | 3.0000%  |  | $90888.12          | $82744.57          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005312 M     | 2042-02-20      | 3.0000%  |  | $1321.99           | $1210.09           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4644       | 2058-12-15      | 5.8300%  |  | $4082085.72        | $4361159.33        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN0095       | 2058-06-15      | 4.8200%  |  | $1301649.35        | $1311216.33        | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6756 M     | 2050-07-20      | 2.5000%  |  | $25947.31          | $21810.62          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5762 M     | 2049-02-20      | 3.5000%  |  | $97460.90          | $90433.90          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP7958       | 2053-02-15      | 4.8500%  |  | $641563.62         | $648919.93         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL252717 | 2029-09-01      | 7.5000%  |  | $90.99             | $94.37             | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA0529 M     | 2042-11-20      | 4.0000%  |  | $214804.82         | $204026.15         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5595 M     | 2048-11-20      | 4.0000%  |  | $110923.90         | $105313.05         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN2885       | 2059-02-15      | 5.2700%  |  | $5914496.40        | $6096017.55        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL CV1943       | 2065-12-15      | 5.7400%  |  | $5579436.67        | $5946214.57        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AS9259 C     | 2046-07-20      | 3.0000%  |  | $9449.96           | $8410.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  |  | $51390.93          | $47295.31          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS8164       | 2053-02-15      | 5.0900%  |  | $3212952.70        | $3286532.17        | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6080 M     | 2049-08-20      | 3.0000%  |  | $395.48            | $348.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL677442 | 2033-01-01      | 5.5000%  |  | $377.32            | $387.55            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL6620 | 2042-08-01      | 4.5000%  |  | $429510.88         | $427539.43         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $1111.91           | $1051.53           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI8959       | 2059-10-15      | 5.1500%  |  | $661191.29         | $674451.85         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ7769       | 2059-02-15      | 5.4900%  |  | $328676.62         | $343639.95         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8166 | 2051-06-01      | 3.0000%  |  | $161493.66         | $143557.09         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  |  | $18551.19          | $19425.25          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF BT3502 X     | 2050-02-15      | 3.5000%  |  | $812.46            | $744.72            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ7770       | 2059-02-15      | 5.9900%  |  | $329168.43         | $355101.27         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  |  | $20700.62          | $19641.71          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 617710 X     | 2037-09-15      | 6.5000%  |  | $1635.51           | $1705.53           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA5388 M     | 2048-08-20      | 4.0000%  |  | $94780.17          | $87548.55          | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A75744 G | 2038-04-01      | 4.5000%  |  | $84.28             | $84.82             | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782365 X     | 2038-07-15      | 6.0000%  |  | $11388.69          | $12075.05          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 696528 X     | 2038-08-15      | 6.0000%  |  | $147.35            | $152.12            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004260 M     | 2038-10-20      | 6.0000%  |  | $6708.14           | $6936.53           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782517 X     | 2038-12-15      | 6.0000%  |  | $4151.27           | $4401.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFS4061 | 2037-10-01      | 3.0000%  |  | $18677.17          | $17894.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784106 M     | 2046-01-20      | 3.5000%  |  | $100274.40         | $93650.10          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM0989 C     | 2055-08-20      | 6.0000%  |  | $6072023.33        | $6290565.57        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DE7030       | 2055-01-15      | 5.5100%  |  | $5296444.92        | $5538405.36        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA0297       | 2059-06-15      | 5.9800%  |  | $330120.57         | $356346.71         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2249       | 2059-10-15      | 5.3000%  |  | $1984112.84        | $2042656.51        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBQ6334 | 2050-11-01      | 2.0000%  |  | $122869.89         | $98754.41          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO7322 C     | 2047-04-20      | 3.0000%  |  | $44275.09          | $39201.31          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM3246 C     | 2046-12-20      | 3.0000%  |  | $26728.17          | $23687.93          | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 787823 M     | 2043-05-20      | 6.5000%  |  | $1229354.12        | $1312459.14        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE6580 | 2055-08-01      | 5.5000%  |  | $3295946.00        | $3357668.45        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ3593 C     | 2055-04-20      | 6.5000%  |  | $2129506.78        | $2220418.74        | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CN6482 C     | 2048-01-20      | 3.0000%  |  | $43576.14          | $38545.64          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AX4343 C     | 2046-10-20      | 3.5000%  |  | $1757.22           | $1621.59           | Agency Mortgage-Backed Securities   |
| GNMA GNII FS MA5425 M     | 2041-08-20      | 4.5000%  |  | $62268.21          | $60573.65          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL7043 C     | 2055-08-20      | 5.0000%  |  | $1472612.67        | $1470693.69        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CW1889 C     | 2054-02-20      | 7.0000%  |  | $534331.80         | $561406.63         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CK9447 C     | 2047-04-20      | 3.0000%  |  | $52060.54          | $46505.81          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4113 | 2055-08-01      | 6.5000%  |  | $1614871.33        | $1685025.47        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4205 | 2055-08-01      | 6.5000%  |  | $668643.18         | $708036.67         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB5131 | 2052-11-01      | 5.0000%  |  | $4984.70           | $4963.58           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ7061       | 2058-06-15      | 5.2000%  |  | $1956182.68        | $2011899.55        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA1199 | 2048-02-01      | 4.0000%  |  | $12705.93          | $12134.38          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDE4071 | 2055-08-01      | 5.0000%  |  | $1087462.00        | $1077349.57        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $1038409.93        | $1050805.20        | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM4722 C     | 2049-10-20      | 3.5000%  |  | $53238.11          | $48487.15          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3808       | 2059-10-15      | 5.6300%  |  | $661748.94         | $695943.42         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3807       | 2059-09-15      | 5.3300%  |  | $330433.35         | $340946.93         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM3361 C     | 2046-10-20      | 3.0000%  |  | $20476.76          | $18130.40          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM3318 C     | 2047-01-20      | 3.0000%  |  | $71671.80          | $63458.16          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM2623 C     | 2043-06-20      | 3.0000%  |  | $95070.88          | $84934.74          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CL3644 C     | 2048-02-20      | 3.0000%  |  | $66709.85          | $58936.17          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CK9415 C     | 2047-09-20      | 3.0000%  |  | $54036.20          | $47737.32          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CK9357 C     | 2047-03-20      | 3.0000%  |  | $64640.21          | $57105.70          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI8982       | 2058-01-15      | 5.0400%  |  | $2593759.60        | $2645492.13        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CH0824       | 2038-01-15      | 5.6000%  |  | $293567.50         | $308360.24         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003899 M     | 2036-09-20      | 6.0000%  |  | $5142.03           | $5415.45           | Agency Mortgage-Backed Securities   |
| FNMA 0.80 FNNT A 22-27    | 2027-08-05      | 0.8000%  |  | $50000.00          | $47268.61          | Agency Debentures and Agency Strips |
| FNMA 0.70 FNNT B 21-26    | 2026-10-29      | 0.7000%  |  | $42000.00          | $40558.66          | Agency Debentures and Agency Strips |
| FNMA 0.70 FNNT B 21-27    | 2027-09-30      | 0.7000%  |  | $46666.67          | $43964.26          | Agency Debentures and Agency Strips |
| FNMA 2.125 FNSM A 04/26   | 2026-04-24      | 2.1250%  |  | $566000.00         | $563123.85         | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 21-26   | 2026-12-18      | 0.8750%  |  | $30000.00          | $28911.47          | Agency Debentures and Agency Strips |
| FNMA 0.56 FNSM A 21-25    | 2025-10-22      | 0.5600%  |  | $36666.67          | $36530.40          | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $156000.00         | $115586.79         | Agency Debentures and Agency Strips |
| FCSB 0.74 FCOR 21-26 HS   | 2026-11-24      | 0.7400%  |  | $5333.33           | $5141.45           | Agency Debentures and Agency Strips |
| FCSB 1.00 FCOR 21-28 EO   | 2028-10-19      | 1.0000%  |  | $6666.67           | $6156.83           | Agency Debentures and Agency Strips |
| FCSB 2.00 FCOR 21-40 U    | 2040-10-15      | 2.0000%  |  | $516666.67         | $350937.79         | Agency Debentures and Agency Strips |
| FCSB 2 1/8 FCOR 21-40 K   | 2040-05-21      | 2.1250%  |  | $54000.00          | $37693.17          | Agency Debentures and Agency Strips |
| FCSB 1.99 FCOR 21-40 P    | 2040-07-30      | 1.9900%  |  | $163333.33         | $110444.37         | Agency Debentures and Agency Strips |
| FCSB 2.44 FCOR 21-40 H    | 2040-04-23      | 2.4400%  |  | $43333.33          | $31842.46          | Agency Debentures and Agency Strips |
| FCSB 1.55 FCOR 23-27 FP   | 2027-03-30      | 1.5500%  |  | $5333.33           | $5181.09           | Agency Debentures and Agency Strips |
| TVDB 5.98 TVBD 36 A       | 2036-04-01      | 5.9800%  |  | $667333.33         | $758467.34         | Agency Debentures and Agency Strips |
| FHLB 0.875 FHOR 21-27 5Z  | 2027-11-17      | 0.8750%  |  | $10000.00          | $9419.99           | Agency Debentures and Agency Strips |
| FHLB 2.04 FHOR 21-40 VV   | 2040-11-30      | 2.0400%  |  | $20000.00          | $13570.03          | Agency Debentures and Agency Strips |
| FHLB 0.79 FHOR 21-27 5P   | 2027-10-05      | 0.7900%  |  | $23333.33          | $22003.73          | Agency Debentures and Agency Strips |
| FHLB 0.70 FHOR 21-26 WL   | 2026-09-18      | 0.7000%  |  | $6666.67           | $6464.04           | Agency Debentures and Agency Strips |
| FHLB 2.01 FHOR 21-40 JJ   | 2040-07-16      | 2.0100%  |  | $66666.67          | $45058.72          | Agency Debentures and Agency Strips |
| FHLB 2.25 FHOR 20-40 BB   | 2040-05-18      | 2.2500%  |  | $96666.67          | $68800.03          | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 21-40 Z    | 2040-05-07      | 2.1500%  |  | $73333.33          | $51495.10          | Agency Debentures and Agency Strips |
| FHLB 2.47 FHOR 20-40 Y    | 2040-04-30      | 2.4700%  |  | $16666.67          | $12287.58          | Agency Debentures and Agency Strips |
| FHLB 2.40 FHOR 21-40 X    | 2040-04-23      | 2.4000%  |  | $83333.33          | $60209.17          | Agency Debentures and Agency Strips |
| FHLB 2.125 FHLB 29 IG     | 2029-12-14      | 2.1250%  |  | $16666.67          | $15647.45          | Agency Debentures and Agency Strips |
| FHLB 2.82 FHOR 22-29 FH   | 2029-06-27      | 2.8200%  |  | $16666.67          | $16145.11          | Agency Debentures and Agency Strips |
| FCSB 2.04 FCOR 21-40 F    | 2040-03-19      | 2.0400%  |  | $136666.67         | $95059.41          | Agency Debentures and Agency Strips |
| FCSB 2.02 FCOR 21-40 O    | 2040-07-02      | 2.0200%  |  | $251333.33         | $171480.79         | Agency Debentures and Agency Strips |
| FCSB 1.95 FCOR 25-40 N    | 2040-06-25      | 1.9500%  |  | $41333.33          | $27922.76          | Agency Debentures and Agency Strips |
| FCSB 1.85 FCSB 29 BZ      | 2029-02-14      | 1.8500%  |  | $70000.00          | $65789.56          | Agency Debentures and Agency Strips |
| FCSB 2.09 FCOR 21-40 M    | 2040-06-18      | 2.0900%  |  | $29333.33          | $20280.33          | Agency Debentures and Agency Strips |
| FCSB 2.12 FCOR 21-40 L    | 2040-06-04      | 2.1200%  |  | $64666.67          | $45126.70          | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 24-39 T    | 2039-11-29      | 2.7400%  |  | $166666.67         | $128160.50         | Agency Debentures and Agency Strips |
| FCSB 2.60 FCOR 24-39 P    | 2039-09-06      | 2.6000%  |  | $219333.33         | $167555.63         | Agency Debentures and Agency Strips |
| FCSB 2.84 FCOR 22-27 CK   | 2027-04-26      | 2.8400%  |  | $33333.33          | $33111.45          | Agency Debentures and Agency Strips |
| FHLB 3.25 FHOR 23-27 BB   | 2027-04-21      | 3.2500%  |  | $30000.00          | $30042.11          | Agency Debentures and Agency Strips |
| FHLB 3.00 FHOR 23-27 W    | 2027-04-21      | 3.0000%  |  | $16666.67          | $16610.95          | Agency Debentures and Agency Strips |
| FHLB 3.175 FHOR 22-27 L   | 2027-04-19      | 3.1750%  |  | $23333.33          | $23327.15          | Agency Debentures and Agency Strips |
| FHLB 4.00 FHOR 24-27 K    | 2027-04-19      | 4.0000%  |  | $100000.00         | $101116.45         | Agency Debentures and Agency Strips |
| FHLB 2.60 FHOR 23-27 92   | 2027-03-30      | 2.6000%  |  | $16666.67          | $16529.19          | Agency Debentures and Agency Strips |
| FHLB 3.00 FHOR 22-27 83   | 2027-03-25      | 3.0000%  |  | $60000.00          | $60006.80          | Agency Debentures and Agency Strips |
| FHLB 2.30 FHOR 23-27 64   | 2027-03-29      | 2.3000%  |  | $16666.67          | $16436.72          | Agency Debentures and Agency Strips |
| FHLB 2.35 FHOR 22-27 57   | 2027-03-29      | 2.3500%  |  | $33333.33          | $32905.39          | Agency Debentures and Agency Strips |
| FHLB 2.75 FHOR 22-27 54   | 2027-03-25      | 2.7500%  |  | $50000.00          | $49736.69          | Agency Debentures and Agency Strips |
| FHLB 1.70 FHOR 22-27 P7   | 2027-01-28      | 1.7000%  |  | $73333.33          | $71214.29          | Agency Debentures and Agency Strips |
| FMAC 0.625 FMNT 21-26 D4  | 2026-05-27      | 0.6250%  |  | $23333.33          | $22786.97          | Agency Debentures and Agency Strips |
| FMAC 2.00 FMNT 20-40 F4   | 2040-08-24      | 2.0000%  |  | $33333.33          | $22420.63          | Agency Debentures and Agency Strips |
| FMAC 1.00 FMNT 20-27 H7   | 2027-11-19      | 1.0000%  |  | $3333.33           | $3140.54           | Agency Debentures and Agency Strips |
| FMAC 1.00 FMNT 21-27 Z1   | 2027-05-13      | 1.0000%  |  | $16666.67          | $15956.01          | Agency Debentures and Agency Strips |
| FHLB 1.50 FHOR 22-26 4L   | 2026-11-24      | 1.5000%  |  | $50000.00          | $48749.07          | Agency Debentures and Agency Strips |
| FHLB 1.45 FHOR 21-26 3Y   | 2026-11-23      | 1.4500%  |  | $43333.33          | $42224.72          | Agency Debentures and Agency Strips |
| FHLB 1.50 FHOR 22-27 J2   | 2027-05-18      | 1.5000%  |  | $33333.33          | $32205.28          | Agency Debentures and Agency Strips |
| FHLB 1.31 FHOR 22-26 2U   | 2026-10-28      | 1.3100%  |  | $50000.00          | $48743.65          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-26 1H        | 2026-10-28      | 1.2500%  |  | $100000.00         | $97408.14          | Agency Debentures and Agency Strips |
| FHLB 1.15 FHOR 22-26 1B   | 2026-10-28      | 1.1500%  |  | $6666.67           | $6482.26           | Agency Debentures and Agency Strips |
| FHLB 1.15 FHOR 22-26 ZY   | 2026-10-28      | 1.1500%  |  | $50000.00          | $48563.77          | Agency Debentures and Agency Strips |
| FHLB 1.25 FHOR 22-26 YE   | 2026-10-28      | 1.2500%  |  | $16666.67          | $16229.99          | Agency Debentures and Agency Strips |
| FHLB FHOR 21-26 UZ        | 2026-09-30      | 1.5000%  |  | $106666.67         | $104573.69         | Agency Debentures and Agency Strips |
| FHLB 0.90 FHOR 22-26 TL   | 2026-09-30      | 0.9000%  |  | $26666.67          | $25908.67          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 TJ   | 2026-09-30      | 1.0000%  |  | $26666.67          | $25945.84          | Agency Debentures and Agency Strips |
| FHLB 0.90 FHOR 23-26 NX   | 2026-08-27      | 0.9000%  |  | $6666.67           | $6469.60           | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  |  | $50000.00          | $35303.23          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 5507 | 2026-07-27      | 1.0000%  |  | $50000.00          | $48735.95          | Agency Debentures and Agency Strips |
| FHLB FHOR 21-26 GZ        | 2026-07-29      | 2.5000%  |  | $766666.67         | $758228.22         | Agency Debentures and Agency Strips |
| FHLB FHOR 21-26 FB        | 2026-06-30      | 2.0000%  |  | $66666.67          | $65787.19          | Agency Debentures and Agency Strips |
| FHLB 2.625 FHOR 22-41 AE  | 2041-06-21      | 2.6250%  |  | $23333.33          | $16975.64          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 DE   | 2026-09-30      | 1.0000%  |  | $33333.33          | $32434.63          | Agency Debentures and Agency Strips |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $73333.33          | $51620.55          | Agency Debentures and Agency Strips |
| FCSB 2.75 FCOR 24-27 IU   | 2027-04-01      | 2.7500%  |  | $26666.67          | $26524.15          | Agency Debentures and Agency Strips |
| FCSB 1.54 FCOR 22-26 JN   | 2026-11-30      | 1.5400%  |  | $12000.00          | $11697.83          | Agency Debentures and Agency Strips |
| FCSB 1.43 FCOR 22-26 JL   | 2026-11-23      | 1.4300%  |  | $33333.33          | $32412.11          | Agency Debentures and Agency Strips |
| FCSB 1.27 FCOR 23-26 JK   | 2026-11-16      | 1.2700%  |  | $13333.33          | $12963.30          | Agency Debentures and Agency Strips |
| FCSB 1.52 FCOR 22-28 GB   | 2028-10-12      | 1.5200%  |  | $16000.00          | $15032.45          | Agency Debentures and Agency Strips |
| FCSB 1.20 FCOR 22-27 HP   | 2027-04-28      | 1.2000%  |  | $152666.67         | $146949.81         | Agency Debentures and Agency Strips |

### Security 293: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC,  4.730%, 10/3/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.4 - ISIN: US65999B0027, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FTRA 5008IB 12/15/46 | 2046-12-15      | 2.1385%  |  | $6898496.20        | $741952.26         | Agency Collateralized Mortgage Obligation |
| 01UGYCALIFORNIA ST        | 2055-03-01      | 5.0000%  |  | $4242000.00        | $4482884.33        | Other Instrument                          |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $202308036.00      | $205414389.71      | U.S. Treasuries (including strips)        |
| FNMA MNRA CL006X1 R22M006 | 2028-10-25      | 1.2145%  |  | $176752602.55      | $4376963.93        | Other Instrument                          |

### Security 294: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC,  4.730%, 10/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.4 - ISIN: US65999B0027, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FHLMC STACR 2020-DNA6 | 2050-12-27      | 9.9984%  |  | $14400000.00       | $16392296.62       | Private Label Collateralized Mortgage Obligations |
| 04ECYFHLMC STACR 2019-DNA3 | 2049-07-26      | 12.6129% |  | $16162200.00       | $18364484.48       | Private Label Collateralized Mortgage Obligations |
| 052BGFHLMC STACR REMIC TR  | 2042-06-25      | 8.8484%  |  | $18773100.00       | $19940864.81       | Private Label Collateralized Mortgage Obligations |
| 051CRFHLMC STACR REMIC TR  | 2042-05-27      | 9.5984%  |  | $19350000.00       | $20656850.37       | Private Label Collateralized Mortgage Obligations |
| 04TGGFHLMC STARC 2021-DNA5 | 2034-01-25      | 9.8484%  |  | $13086000.00       | $15604966.88       | Private Label Collateralized Mortgage Obligations |
| 04GZAFHLMC SCRTT SERIES 20 | 2059-02-25      | 4.8679%  |  | $32556110.91       | $15207714.81       | Private Label Collateralized Mortgage Obligations |
| 046PGFHLMC STACR 2018-HRP1 | 2043-05-25      | 16.2129% |  | $15461827.36       | $18679100.12       | Private Label Collateralized Mortgage Obligations |
| 04JKNCONN AVE SECS 2020-SB | 2040-02-27      | 8.1129%  |  | $22500000.00       | $23339957.18       | Private Label Collateralized Mortgage Obligations |
| 04JKNCONN AVE SECS 2020-SB | 2040-02-27      | 8.1129%  |  | $18900000.00       | $19606887.03       | Private Label Collateralized Mortgage Obligations |
| 05P7CFHLMC STACR 2018-SPI2 | 2048-05-25      | 3.8487%  |  | $26161337.89       | $18922050.46       | Private Label Collateralized Mortgage Obligations |
| 052BGFHLMC STACR REMIC TR  | 2042-06-25      | 11.0984% |  | $14400000.00       | $15802015.03       | Private Label Collateralized Mortgage Obligations |
| 04JKNCONN AVE SECS 2020-SB | 2040-02-27      | 11.0629% |  | $18900000.00       | $20004501.03       | Private Label Collateralized Mortgage Obligations |
| 04DURFHLMC STACR 2019-FTR1 | 2048-01-27      | 12.8129% |  | $17591400.00       | $21023089.01       | Private Label Collateralized Mortgage Obligations |
| 05J2SFHLMC REMIC 2020-HQA5 | 2050-11-25      | 11.7484% |  | $12896118.00       | $15755488.83       | Private Label Collateralized Mortgage Obligations |
| 044QXFHLMC SCRTT SERIES 20 | 2057-05-25      | 3.4910%  |  | $3420009.87        | $1558671.47        | Private Label Collateralized Mortgage Obligations |
| 04BDSFHLMC STACR 2019-DNA1 | 2049-01-25      | 15.2129% |  | $12600000.00       | $15590412.42       | Private Label Collateralized Mortgage Obligations |

### Security 295: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC,  4.730%, 10/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.4 - ISIN: US65999B0027, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 05J2SFHLMC REMIC 2020-HQA5 | 2050-11-25      | 11.7484% |  | $15670980.00       | $19145602.61       | Private Label Collateralized Mortgage Obligations |
| 04YQKFHLMC STACR REMIC TR  | 2042-02-25      | 12.8484% |  | $35100000.00       | $38203282.19       | Private Label Collateralized Mortgage Obligations |
| FMAC FHLMC STACR 2020-DNA5 | 2050-10-25      | 15.8484% |  | $32126835.00       | $45039764.37       | Private Label Collateralized Mortgage Obligations |

### Security 296: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC,  4.480%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.4 - ISIN: US65999B0027, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $1190000000.00
- **C.18.a - Value (excl. sponsor support):** $1190000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| 01BFACATERPILLAR INC       | 2500-12-31      | 0.0000%  |  | $1293133.33        | $5623966.18        | Equities   |
| 01PQRCAPITAL ONE FINL CORP | 2500-12-31      | 0.0000%  |  | $4600381.33        | $10449306.16       | Equities   |
| 01BMPCVS HEALTH CORP       | 2500-12-31      | 0.0000%  |  | $8616790.00        | $6216152.31        | Equities   |
| 045S6BROADCOM INC          | 2500-12-31      | 0.0000%  |  | $18320922.67       | $56547527.81       | Equities   |
| 01BENBOSTON SCIENTIFIC COR | 2500-12-31      | 0.0000%  |  | $11199407.33       | $11843373.26       | Equities   |
| 02GFPBOOKING HOLDINGS INC  | 2500-12-31      | 0.0000%  |  | $146687.33         | $8290753.41        | Equities   |
| 01BEKBOEING CO             | 2500-12-31      | 0.0000%  |  | $4104151.33        | $9692363.79        | Equities   |
| 01BEBBERKSHIRE HATHAWAY IN | 2500-12-31      | 0.0000%  |  | $8048366.67        | $40230565.62       | Equities   |
| 01BNABANK AMERICA CORP     | 2500-12-31      | 0.0000%  |  | $26337159.33       | $13297631.75       | Equities   |
| 01BDOBALL CORP             | 2500-12-31      | 0.0000%  |  | $17941709.33       | $9342248.05        | Equities   |
| 01BDKAUTOMATIC DATA PROCES | 2500-12-31      | 0.0000%  |  | $1723675.33        | $5241696.69        | Equities   |
| 01BWYAPPLIED MATLS INC     | 2500-12-31      | 0.0000%  |  | $4007920.00        | $6623889.38        | Equities   |
| 01BD2ANALOG DEVICES INC    | 2500-12-31      | 0.0000%  |  | $4625926.67        | $11761418.55       | Equities   |
| 01BV0AMGEN INC             | 2500-12-31      | 0.0000%  |  | $2653700.00        | $7579232.57        | Equities   |
| 01BCKAMERICAN ELEC PWR CO  | 2500-12-31      | 0.0000%  |  | $13671592.67       | $15282106.28       | Equities   |
| 03IZSALPHABET INC          | 2500-12-31      | 0.0000%  |  | $28897484.00       | $61369586.77       | Equities   |
| 02DM8AIRBNB INC            | 2500-12-31      | 0.0000%  |  | $3832990.00        | $5000518.75        | Equities   |
| 01BBXADVANCED MICRO DEVICE | 2500-12-31      | 0.0000%  |  | $3131842.00        | $5279659.24        | Equities   |
| 01BUYADOBE INC             | 2500-12-31      | 0.0000%  |  | $2109711.33        | $7467534.24        | Equities   |
| 02MMZABBVIE INC            | 2500-12-31      | 0.0000%  |  | $6542699.33        | $13603580.45       | Equities   |
| 01BBTABBOTT LABS           | 2500-12-31      | 0.0000%  |  | $7970223.33        | $10470482.39       | Equities   |
| 01DGHANI PHARMACEUTICALS I | 2500-12-31      | 0.0000%  |  | $13149976.00       | $12167672.79       | Equities   |
| 01D5TVERTEX PHARMACEUTICAL | 2500-12-31      | 0.0000%  |  | $1262669.33        | $4950295.12        | Equities   |
| 02FP2PROLOGIS INC.         | 2500-12-31      | 0.0000%  |  | $4729536.00        | $5327349.35        | Equities   |
| 01F6JMORGAN STANLEY        | 2500-12-31      | 0.0000%  |  | $5102006.00        | $7662192.61        | Equities   |
| 03IZSALPHABET INC          | 2500-12-31      | 0.0000%  |  | $19667526.67       | $41624353.44       | Equities   |
| 01BMXMICRON TECHNOLOGY INC | 2500-12-31      | 0.0000%  |  | $5918266.67        | $7220285.33        | Equities   |
| 01F6TMICROCHIP TECHNOLOGY  | 2500-12-31      | 0.0000%  |  | $1645928.67        | $1073968.46        | Equities   |
| 01BMQMERCK & CO INC        | 2500-12-31      | 0.0000%  |  | $11851606.67       | $9861721.91        | Equities   |
| 01BMIMCDONALDS CORP        | 2500-12-31      | 0.0000%  |  | $3236641.33        | $10105441.57       | Equities   |
| 01RWKMASTERCARD INCORPORAT | 2500-12-31      | 0.0000%  |  | $2583410.67        | $15254523.30       | Equities   |
| 01BM9MARSH & MCLENNAN COS  | 2500-12-31      | 0.0000%  |  | $2440214.00        | $5037577.78        | Equities   |
| 01BLOELI LILLY & CO        | 2500-12-31      | 0.0000%  |  | $1354378.67        | $9913510.09        | Equities   |
| 02MHVLIFE360 INC           | 2500-12-31      | 0.0000%  |  | $9575930.00        | $8743781.68        | Equities   |
| 01BJ1L3HARRIS TECHNOLOGIES | 2500-12-31      | 0.0000%  |  | $6761738.67        | $18732720.80       | Equities   |
| 01BKTJOHNSON & JOHNSON     | 2500-12-31      | 0.0000%  |  | $8470816.67        | $14862047.84       | Equities   |
| 01BFHJPMORGAN CHASE & CO.  | 2500-12-31      | 0.0000%  |  | $14854611.33       | $44722778.34       | Equities   |
| 02FU8INTUITIVE SURGICAL IN | 2500-12-31      | 0.0000%  |  | $1768816.00        | $8381357.73        | Equities   |
| 01F6IINTUIT                | 2500-12-31      | 0.0000%  |  | $1141210.00        | $7625565.22        | Equities   |
| 01BKEINTERNATIONAL BUSINES | 2500-12-31      | 0.0000%  |  | $2121452.67        | $5213045.64        | Equities   |
| 02GKAINTERCONTINENTAL EXCH | 2500-12-31      | 0.0000%  |  | $3067820.00        | $5434336.35        | Equities   |
| 01ND3IMAX CORP             | 2500-12-31      | 0.0000%  |  | $34532927.33       | $9917856.73        | Equities   |
| 01BCEHONEYWELL INTL INC    | 2500-12-31      | 0.0000%  |  | $4760079.33        | $10536435.60       | Equities   |
| 01BJHHOME DEPOT INC        | 2500-12-31      | 0.0000%  |  | $2135336.00        | $8700426.53        | Equities   |
| 0317ZHA SUSTAINABLE INFRA  | 2500-12-31      | 0.0000%  |  | $18161621.33       | $5076173.16        | Equities   |
| 02G54GOLDMAN SACHS GROUP I | 2500-12-31      | 0.0000%  |  | $1894480.00        | $14231712.66       | Equities   |
| 01BI8GE AEROSPACE          | 2500-12-31      | 0.0000%  |  | $5119142.00        | $14128831.92       | Equities   |
| 04W09GE VERNOVA INC        | 2500-12-31      | 0.0000%  |  | $969612.00         | $6144334.28        | Equities   |
| 01DSEMETA PLATFORMS INC    | 2500-12-31      | 0.0000%  |  | $13839620.67       | $103950774.79      | Equities   |
| 01BH6EXXON MOBIL CORP      | 2500-12-31      | 0.0000%  |  | $7440673.33        | $8434003.22        | Equities   |
| 047KODISNEY WALT CO        | 2500-12-31      | 0.0000%  |  | $4674478.67        | $5499056.70        | Equities   |
| 02J3ZDEVON ENERGY CORP NEW | 2500-12-31      | 0.0000%  |  | $29343654.67       | $10528503.29       | Equities   |
| 01LHHDANA INC              | 2500-12-31      | 0.0000%  |  | $31312866.67       | $6372168.37        | Equities   |
| 01BVICOSTCO WHSL CORP NEW  | 2500-12-31      | 0.0000%  |  | $1477900.67        | $13965570.14       | Equities   |
| 01BFUCORNING INC           | 2500-12-31      | 0.0000%  |  | $12390835.33       | $8541002.80        | Equities   |
| 01BV9COMCAST CORP NEW      | 2500-12-31      | 0.0000%  |  | $25770164.00       | $8651044.05        | Equities   |
| 04QJJCOINBASE GLOBAL INC   | 2500-12-31      | 0.0000%  |  | $18072926.67       | $55749556.89       | Equities   |
| 01BFNCOCA COLA CO          | 2500-12-31      | 0.0000%  |  | $18708624.67       | $12789215.82       | Equities   |
| 01F7ACHUBB LIMITED         | 2500-12-31      | 0.0000%  |  | $1907728.67        | $5212868.58        | Equities   |
| 05GJDLINDE PLC             | 2500-12-31      | 0.0000%  |  | $1352316.00        | $6520191.59        | Equities   |
| 01BUCWESTERN DIGITAL CORP  | 2500-12-31      | 0.0000%  |  | $11453274.00       | $9396265.99        | Equities   |
| 0509ZWELLTOWER INC         | 2500-12-31      | 0.0000%  |  | $3609111.33        | $6041652.37        | Equities   |
| 01BE7VERIZON COMMUNICATION | 2500-12-31      | 0.0000%  |  | $19773198.67       | $8686366.17        | Equities   |
| 01BT3UNITEDHEALTH GROUP IN | 2500-12-31      | 0.0000%  |  | $4812280.67        | $14547043.23       | Equities   |
| 01BSZUNION PAC CORP        | 2500-12-31      | 0.0000%  |  | $2951200.00        | $6561993.20        | Equities   |
| 01BSATHERMO FISHER SCIENTI | 2500-12-31      | 0.0000%  |  | $2760958.67        | $13521518.97       | Equities   |
| 01BS8TEXAS INSTRS INC      | 2500-12-31      | 0.0000%  |  | $4177772.67        | $8526416.24        | Equities   |
| 01FWDTESLA INC             | 2500-12-31      | 0.0000%  |  | $7414731.33        | $25653487.47       | Equities   |
| 01BVKSTRYKER CORPORATION   | 2500-12-31      | 0.0000%  |  | $1335497.33        | $5204032.46        | Equities   |
| 01BQKSHERWIN WILLIAMS CO   | 2500-12-31      | 0.0000%  |  | $1350094.67        | $4943776.65        | Equities   |
| 01BQ8SCHWAB CHARLES CORP   | 2500-12-31      | 0.0000%  |  | $7701838.67        | $7477715.16        | Equities   |
| 01DCPSALESFORCE INC        | 2500-12-31      | 0.0000%  |  | $2689638.00        | $6845935.60        | Equities   |
| 01S2BRIOT PLATFORMS INC    | 2500-12-31      | 0.0000%  |  | $34602740.67       | $4775178.21        | Equities   |
| 01BT7RTX CORPORATION       | 2500-12-31      | 0.0000%  |  | $4041398.67        | $6492911.10        | Equities   |
| 01CUKQUALCOMM INC          | 2500-12-31      | 0.0000%  |  | $5422116.00        | $8718762.53        | Equities   |
| 01BPCPROCTER AND GAMBLE CO | 2500-12-31      | 0.0000%  |  | $9059152.67        | $14100571.13       | Equities   |
| 02N4NPHILLIPS 66           | 2500-12-31      | 0.0000%  |  | $5611722.67        | $7454051.22        | Equities   |
| 02LVTPHILIP MORRIS INTL IN | 2500-12-31      | 0.0000%  |  | $7418380.67        | $12297449.63       | Equities   |
| 01BOZPFIZER INC            | 2500-12-31      | 0.0000%  |  | $23948670.67       | $5891372.98        | Equities   |
| 01BOXPEPSICO INC           | 2500-12-31      | 0.0000%  |  | $68523928.67       | $100716470.35      | Equities   |
| 01BVHORACLE CORP           | 2500-12-31      | 0.0000%  |  | $5591810.00        | $13438237.79       | Equities   |
| 01BI0NEXTERA ENERGY INC    | 2500-12-31      | 0.0000%  |  | $19313938.00       | $13923417.90       | Equities   |
| 02K4DNETFLIX INC           | 2500-12-31      | 0.0000%  |  | $1194522.00        | $14709941.17       | Equities   |
| 04PVYCISCO SYS INC         | 2500-12-31      | 0.0000%  |  | $11757200.00       | $8163023.96        | Equities   |
| 01BFHCHEVRON CORP NEW      | 2500-12-31      | 0.0000%  |  | $3915893.33        | $6238801.26        | Equities   |

### Security 297: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC,  4.430%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.4 - ISIN: US65999B0027, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 064CNANCHOR MTG TR 2025-RT | 2040-05-25      | 7.9640%  |  | $1420833.33        | $1445469.48        | Private Label Collateralized Mortgage Obligations |
| 030M9RASC SERIES TRUST 200 | 2037-05-25      | 5.1870%  |  | $2921117.94        | $2419849.14        | Private Label Collateralized Mortgage Obligations |
| 01YK9NEW YORK N Y CITY MUN | 2055-06-15      | 5.2500%  |  | $11004583.33       | $11473066.79       | Other Instrument                                  |
| 01T8JNEW YORK N Y          | 2053-08-01      | 5.0000%  |  | $9166666.67        | $9215881.48        | Other Instrument                                  |
| 01T8JNEW YORK N Y          | 2050-08-01      | 5.0000%  |  | $14666666.67       | $14784423.70       | Other Instrument                                  |
| 01YI5MICHIGAN ST BLDG AUTH | 2060-04-15      | 5.2500%  |  | $5958333.33        | $6134253.13        | Other Instrument                                  |
| 026PQMETROPOLITAN WTR DIST | 2053-04-01      | 5.0000%  |  | $13259583.33       | $13954459.16       | Other Instrument                                  |
| 01CN9MEDINA VALLEY TEX IND | 2060-02-15      | 5.2500%  |  | $5724583.33        | $5889832.97        | Other Instrument                                  |
| 01EB1MASSACHUSETTS ST DEV  | 2055-05-15      | 5.0000%  |  | $5972083.33        | $6883449.80        | Other Instrument                                  |
| 04TV6MASSACHUSETTS BAY TRA | 2055-07-01      | 5.2500%  |  | $30877916.67       | $32232427.95       | Other Instrument                                  |
| 05V1MLOS ANGELES CNTY CALI | 2054-06-01      | 5.2500%  |  | $9120833.33        | $9510140.91        | Other Instrument                                  |
| 01BYKLOS ANGELES CNTY CALI | 2049-12-01      | 5.5000%  |  | $6095833.33        | $6555181.47        | Other Instrument                                  |
| 01BYMLOS ANGELES CALIF DEP | 2055-05-15      | 5.2500%  |  | $39132500.00       | $41339605.61       | Other Instrument                                  |
| 01BYMLOS ANGELES CALIF DEP | 2051-05-15      | 5.2500%  |  | $8754166.67        | $9278198.38        | Other Instrument                                  |
| 02MFJLOS ANGELES CALIF WAS | 2050-06-01      | 5.2500%  |  | $6270000.00        | $6639726.23        | Other Instrument                                  |
| 038QOEAST BAY CALIF MUN UT | 2055-06-01      | 5.0000%  |  | $10312500.00       | $10806102.08       | Other Instrument                                  |
| 038QOEAST BAY CALIF MUN UT | 2055-06-01      | 5.0000%  |  | $5655833.33        | $5921047.93        | Other Instrument                                  |
| 01C8UDISTRICT COLUMBIA WTR | 2054-10-01      | 5.2500%  |  | $6082083.33        | $6298017.57        | Other Instrument                                  |
| 02MOQCOLORADO SPRINGS COLO | 2055-11-15      | 5.2500%  |  | $36391666.67       | $37567026.52       | Other Instrument                                  |
| 02X73CHARLOTTE N C ARPT RE | 2055-07-01      | 5.2500%  |  | $5747500.00        | $6028351.59        | Other Instrument                                  |
| 01BXICALIFORNIA ST PUB WKS | 2050-04-01      | 5.0000%  |  | $21596666.67       | $22560597.89       | Other Instrument                                  |
| 01UGYCALIFORNIA ST         | 2055-03-01      | 5.0000%  |  | $48491666.67       | $51245292.90       | Other Instrument                                  |
| 01UGYCALIFORNIA ST         | 2053-09-01      | 5.0000%  |  | $11618750.00       | $12305095.39       | Other Instrument                                  |
| 01CO8ROYSE CITY TEX INDPT  | 2058-02-15      | 5.2500%  |  | $5958333.33        | $6153091.39        | Other Instrument                                  |
| 01C4OOKLAHOMA CAP IMP AUTH | 2055-07-01      | 5.2500%  |  | $5605416.67        | $5857805.22        | Other Instrument                                  |
| 043AIOZLM XXII 2018-22     | 2031-01-17      | 9.8840%  |  | $1090655.50        | $1024644.56        | Other Instrument                                  |
| 02WIJBUILD NYC RESOURCE CO | 2050-07-01      | 5.5000%  |  | $1237500.00        | $1259605.88        | Other Instrument                                  |
| 01D2STRIBOROUGH BRDG & TUN | 2047-11-15      | 5.0000%  |  | $6141666.67        | $6264192.92        | Other Instrument                                  |
| 01CORTERRELL TEX INDPT SCH | 2055-08-01      | 5.2500%  |  | $9166666.67        | $9470518.75        | Other Instrument                                  |
| 01CWKTARRANT CNTY TEX CULT | 2055-11-15      | 5.0000%  |  | $8250000.00        | $8132043.33        | Other Instrument                                  |
| 0539QSNOHOMISH CNTY WASH P | 2055-12-01      | 5.2500%  |  | $6031666.67        | $6275557.11        | Other Instrument                                  |
| 01BZMSAN MATEO FOSTER CITY | 2051-08-01      | 5.0000%  |  | $15491666.67       | $15979826.30       | Other Instrument                                  |
| 0280DPUBLIC FIN AUTH WIS T | 2065-12-31      | 6.5000%  |  | $6875000.00        | $7267654.17        | Other Instrument                                  |
| 0280DPUBLIC FIN AUTH WIS T | 2060-06-30      | 5.7500%  |  | $18333333.33       | $18030711.11       | Other Instrument                                  |
| 0280DPUBLIC FIN AUTH WIS T | 2060-06-30      | 6.5000%  |  | $6875000.00        | $7272947.92        | Other Instrument                                  |
| 01CO0PRINCETON TEX INDPT S | 2055-02-15      | 5.2500%  |  | $6416666.67        | $6615652.84        | Other Instrument                                  |
| 01CO0PRINCETON TEX INDPT S | 2054-02-15      | 5.0000%  |  | $14254166.67       | $14384798.18       | Other Instrument                                  |
| 01BFRPEACE RIVER/MANASOTA  | 2055-10-01      | 5.5000%  |  | $13337500.00       | $14069958.45       | Other Instrument                                  |
| 01W09ORLANDO FLA CONTRACT  | 2055-11-01      | 5.5000%  |  | $26455000.00       | $27318638.17       | Other Instrument                                  |
| 01W09ORLANDO FLA CONTRACT  | 2050-11-01      | 5.5000%  |  | $7677083.33        | $7936688.17        | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2046-03-15      | 5.0000%  |  | $7842083.33        | $8103050.44        | Other Instrument                                  |
| 01D20NEW YORK N Y CITY TRA | 2046-05-01      | 5.2500%  |  | $6829166.67        | $7137702.72        | Other Instrument                                  |
| 01D20NEW YORK N Y CITY TRA | 2055-05-01      | 5.2500%  |  | $11632500.00       | $12087970.54       | Other Instrument                                  |
| 01D20NEW YORK N Y CITY TRA | 2053-05-01      | 5.5000%  |  | $7686250.00        | $8169561.40        | Other Instrument                                  |
| 01D20NEW YORK N Y CITY TRA | 2052-05-01      | 5.5000%  |  | $16014166.67       | $17070425.52       | Other Instrument                                  |
| 01D20NEW YORK N Y CITY TRA | 2053-02-01      | 5.2500%  |  | $14492500.00       | $14907613.51       | Other Instrument                                  |

### Security 298: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.340%, 9/2/2025
- **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: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA7192 M | 2051-02-20      | 2.0000%  |  | $15855457.45       | $13012154.64       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5086 C | 2055-05-20      | 5.5000%  |  | $718317.63         | $728406.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7863 C | 2055-07-20      | 7.5000%  |  | $1220202.43        | $1322503.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9105 C | 2055-01-20      | 5.5000%  |  | $1440388.04        | $1460617.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1488 C | 2054-01-20      | 6.0000%  |  | $1242180.42        | $1281533.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6936 M | 2050-10-20      | 5.0000%  |  | $9490.10           | $9634.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3448 C | 2055-02-20      | 6.0000%  |  | $1082714.64        | $1119219.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2987 C | 2055-07-20      | 6.0000%  |  | $485128.98         | $503481.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3451 C | 2054-01-20      | 7.5000%  |  | $341569.16         | $364395.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3960 C | 2054-02-20      | 5.5000%  |  | $776932.77         | $793225.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $1953737.57        | $1977058.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4983 C | 2054-09-20      | 6.5000%  |  | $297259.86         | $309941.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3098 C | 2055-08-20      | 6.0000%  |  | $743717.57         | $775734.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6874 C | 2053-12-20      | 6.0000%  |  | $1002858.37        | $1034013.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9910 M | 2054-09-20      | 7.5000%  |  | $240856.52         | $251474.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4108 C | 2055-08-20      | 5.5000%  |  | $484988.38         | $492621.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0502 C | 2055-08-20      | 5.5000%  |  | $341148.38         | $347347.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8213 C | 2055-07-20      | 6.0000%  |  | $292074.77         | $302407.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8929 C | 2055-08-20      | 6.5000%  |  | $6134339.19        | $6557906.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3004 C | 2054-06-20      | 6.5000%  |  | $397722.91         | $415436.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  |  | $452848.72         | $459106.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9803 C | 2051-04-20      | 4.0000%  |  | $18630.94          | $17526.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4455 M | 2047-05-20      | 5.5000%  |  | $353345.17         | $366142.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9537 M | 2054-03-20      | 3.5000%  |  | $94061.55          | $85972.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2830 M | 2045-05-20      | 5.5000%  |  | $5536.00           | $5736.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9476 C | 2055-05-20      | 7.0000%  |  | $3747675.89        | $4026193.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7825 M | 2052-01-20      | 1.5000%  |  | $426369.07         | $334842.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  |  | $4283294.22        | $3814330.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M | 2046-12-20      | 3.0000%  |  | $1213664.24        | $1092127.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6284 C | 2055-02-20      | 6.5000%  |  | $434929.43         | $462979.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4822 C | 2054-09-20      | 6.5000%  |  | $1379946.56        | $1443771.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7001 C | 2047-09-20      | 4.0000%  |  | $5860.20           | $5471.04           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0551 M | 2055-08-20      | 3.0000%  |  | $223590.00         | $198693.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8724 M | 2053-03-20      | 4.5000%  |  | $900820.95         | $877795.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0149 M | 2055-01-20      | 6.5000%  |  | $270270.47         | $279482.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003295 M | 2032-10-20      | 5.5000%  |  | $516.53            | $538.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003187 M | 2032-01-20      | 6.0000%  |  | $173.12            | $180.36            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  |  | $257.13            | $270.42            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003500 M | 2034-01-20      | 5.5000%  |  | $465.56            | $488.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ6849 C | 2047-05-20      | 3.5000%  |  | $107504.54         | $99071.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3151 C | 2047-03-20      | 3.5000%  |  | $113642.34         | $104727.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AX3410 C | 2047-03-20      | 3.5000%  |  | $70563.82          | $65290.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1516 C | 2055-03-20      | 5.5000%  |  | $563437.11         | $573674.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1035 C | 2055-02-20      | 7.0000%  |  | $408961.19         | $440851.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0554 M | 2055-08-20      | 4.5000%  |  | $99758134.59       | $96447162.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0425 M | 2055-06-20      | 6.0000%  |  | $40132866.46       | $41128710.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0306 M | 2055-04-20      | 4.5000%  |  | $12259183.14       | $11852300.85       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0284 M | 2040-04-20      | 6.0000%  |  | $3121277.98        | $3238874.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0204 M | 2055-02-20      | 5.0000%  |  | $73350487.76       | $72869887.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9712 C | 2055-08-20      | 7.0000%  |  | $343203.78         | $360745.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2370 M | 2044-11-20      | 3.0000%  |  | $128796.20         | $116576.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1223 M | 2043-08-20      | 3.0000%  |  | $72795.49          | $66331.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1091 M | 2043-06-20      | 4.0000%  |  | $43572.15          | $41834.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1676 M | 2044-02-20      | 3.0000%  |  | $3415.55           | $3109.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0535 M | 2042-11-20      | 4.0000%  |  | $148197.76         | $142551.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0317 M | 2042-08-20      | 3.0000%  |  | $38559.32          | $35429.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0089 M | 2042-05-20      | 4.0000%  |  | $162948.16         | $156757.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6825 C | 2055-08-20      | 6.0000%  |  | $6699076.49        | $6911401.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4934 C | 2055-08-20      | 7.0000%  |  | $281196.22         | $297629.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4098 C | 2055-08-20      | 6.0000%  |  | $1013108.92        | $1043314.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2050 C | 2055-07-20      | 6.0000%  |  | $346428.11         | $362192.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6881 C | 2053-12-20      | 6.0000%  |  | $899449.88         | $927999.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8076 C | 2053-09-20      | 6.5000%  |  | $214943.09         | $224164.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6245 C | 2053-08-20      | 7.0000%  |  | $2246863.62        | $2400410.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9689 C | 2053-11-20      | 6.5000%  |  | $242391.08         | $251894.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU6443 C | 2053-05-20      | 6.5000%  |  | $1495138.83        | $1558916.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1168 C | 2053-07-20      | 6.5000%  |  | $1296152.64        | $1357518.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ3551 C | 2046-03-20      | 3.5000%  |  | $109791.18         | $101318.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5503 C | 2045-03-20      | 3.5000%  |  | $10875.77          | $9868.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9940 M | 2039-10-20      | 6.0000%  |  | $721311.70         | $745552.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6773 C | 2051-10-20      | 3.0000%  |  | $353503.93         | $313937.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH6427 C | 2051-11-20      | 2.5000%  |  | $2179563.75        | $1826654.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9926 C | 2051-08-20      | 2.5000%  |  | $352595.28         | $300309.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ2572 C | 2050-11-20      | 2.5000%  |  | $96824.42          | $82462.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX9609 C | 2051-03-20      | 2.0000%  |  | $1113286.48        | $913149.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT1865 C | 2050-11-20      | 3.0000%  |  | $646555.14         | $554996.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7589 C | 2050-03-20      | 4.0000%  |  | $27588.10          | $25927.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP8087 C | 2050-02-20      | 3.5000%  |  | $65452.51          | $60320.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF1069 C | 2048-01-20      | 3.5000%  |  | $215145.11         | $198532.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC4840 C | 2047-09-20      | 3.5000%  |  | $38038.35          | $35195.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9749 M | 2039-11-20      | 5.5000%  |  | $51620.57          | $52955.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9723 M | 2054-06-20      | 4.5000%  |  | $8051276.56        | $7791775.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9306 M | 2053-11-20      | 6.0000%  |  | $155752.23         | $160256.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9098 M | 2053-08-20      | 1.5000%  |  | $312381.93         | $245324.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9874 M | 2035-04-20      | 3.0000%  |  | $43085.25          | $41151.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8798 M | 2053-04-20      | 4.0000%  |  | $3209868.72        | $3026200.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M | 2053-02-20      | 5.5000%  |  | $1425377.89        | $1449121.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  |  | $1773857.89        | $1673755.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M | 2052-10-20      | 5.5000%  |  | $13318102.66       | $13592292.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8269 M | 2052-09-20      | 5.0000%  |  | $1400054.04        | $1397278.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7851 M | 2037-02-20      | 1.5000%  |  | $47497.68          | $42787.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7832 M | 2052-01-20      | 5.0000%  |  | $46673.56          | $46792.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7771 M | 2051-12-20      | 4.5000%  |  | $350326.66         | $343491.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7736 M | 2036-12-20      | 1.5000%  |  | $18228.36          | $16421.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $15589035.18       | $13846544.79       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M | 2050-12-20      | 2.0000%  |  | $13878322.10       | $11389571.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M | 2050-11-20      | 3.5000%  |  | $578068.43         | $531725.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7841 C | 2055-06-20      | 7.5000%  |  | $1503886.69        | $1629974.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3236 C | 2055-07-20      | 6.0000%  |  | $1951735.60        | $2016466.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9916 C | 2055-07-20      | 7.0000%  |  | $292352.54         | $310508.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9904 C | 2055-07-20      | 7.0000%  |  | $1924825.33        | $2048769.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6580 C | 2055-05-20      | 6.5000%  |  | $386527.94         | $403030.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3185 C | 2055-08-20      | 5.5000%  |  | $2168817.84        | $2202618.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3166 C | 2055-08-20      | 5.5000%  |  | $2378720.81        | $2412129.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2919 C | 2055-07-20      | 5.5000%  |  | $4112309.38        | $4213129.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0746 C | 2055-04-20      | 7.0000%  |  | $415280.29         | $436909.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0740 C | 2055-05-20      | 5.5000%  |  | $610340.19         | $624363.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0733 C | 2055-05-20      | 6.0000%  |  | $372842.45         | $385722.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7181 C | 2054-12-20      | 5.5000%  |  | $659583.09         | $672299.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5673 C | 2055-02-20      | 5.5000%  |  | $353945.01         | $358915.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8881 C | 2054-09-20      | 6.5000%  |  | $618553.62         | $644942.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4855 C | 2054-11-20      | 6.5000%  |  | $3193157.82        | $3337202.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6968 M | 2035-11-20      | 2.5000%  |  | $130156.76         | $122501.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  |  | $33148160.22       | $27203818.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6654 M | 2050-05-20      | 2.0000%  |  | $13908.99          | $11437.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $11797691.32       | $9682053.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6039 M | 2049-07-20      | 3.5000%  |  | $1985304.82        | $1826703.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5880 M | 2049-04-20      | 6.0000%  |  | $3089.05           | $3262.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 759449 C | 2041-01-20      | 4.0000%  |  | $220133.27         | $210457.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004978 M | 2041-03-20      | 4.5000%  |  | $1200.24           | $1201.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004747 M | 2040-07-20      | 5.0000%  |  | $10706.75          | $10948.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004545 M | 2039-02-20      | 7.0000%  |  | $4639.68           | $4817.87           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005280 M | 2042-01-20      | 4.0000%  |  | $1126975.35        | $1078613.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004005 M | 2037-07-20      | 5.5000%  |  | $174.47            | $180.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003890 M | 2036-08-20      | 6.0000%  |  | $276.52            | $291.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004471 M | 2039-06-20      | 6.0000%  |  | $5377.44           | $5678.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003414 M | 2033-07-20      | 5.0000%  |  | $633.23            | $641.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5793 M | 2034-03-20      | 4.5000%  |  | $20828.01          | $20912.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5766 M | 2049-02-20      | 5.5000%  |  | $24520.63          | $25188.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5598 M | 2048-11-20      | 5.5000%  |  | $44031.07          | $45301.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5437 M | 2033-09-20      | 4.0000%  |  | $7733.76           | $7765.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6224 M | 2049-10-20      | 6.0000%  |  | $4417.22           | $4664.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5138 M | 2048-04-20      | 4.5000%  |  | $15078.24          | $14894.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M | 2048-02-20      | 4.0000%  |  | $2859.21           | $2718.71           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4900 M | 2047-12-20      | 3.5000%  |  | $37792.99          | $35232.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4589 M | 2047-07-20      | 5.0000%  |  | $26408.25          | $26810.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4261 M | 2047-02-20      | 3.0000%  |  | $1647530.32        | $1482461.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3664 M | 2046-05-20      | 4.0000%  |  | $119227.11         | $113681.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4848 C | 2054-11-20      | 6.0000%  |  | $1081045.01        | $1119943.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8715 C | 2054-09-20      | 6.5000%  |  | $2380936.27        | $2512077.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3181 C | 2054-09-20      | 6.0000%  |  | $473679.40         | $490140.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7429 C | 2054-08-20      | 6.5000%  |  | $581510.87         | $614181.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2911 C | 2054-05-20      | 6.5000%  |  | $348846.23         | $363730.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2905 C | 2054-05-20      | 6.5000%  |  | $329197.81         | $344545.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1246 C | 2054-03-20      | 6.5000%  |  | $607845.81         | $641325.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0023 C | 2054-05-20      | 6.5000%  |  | $728867.51         | $765524.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7258 C | 2054-06-20      | 6.0000%  |  | $1304611.52        | $1349145.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7165 C | 2054-05-20      | 6.0000%  |  | $346224.23         | $356290.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5256 C | 2054-01-20      | 7.5000%  |  | $236207.30         | $248823.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3989 C | 2054-01-20      | 6.5000%  |  | $289908.86         | $304488.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3715 C | 2054-01-20      | 7.5000%  |  | $57695.03          | $60276.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3343 C | 2053-12-20      | 6.5000%  |  | $538163.18         | $564238.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1870 C | 2054-01-20      | 7.5000%  |  | $79921.28          | $83313.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9137 C | 2054-04-20      | 6.0000%  |  | $42128.59          | $43566.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2875 C | 2054-02-20      | 6.5000%  |  | $287524.75         | $299789.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6928 C | 2053-10-20      | 6.0000%  |  | $186375.81         | $191690.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6884 C | 2053-12-20      | 6.0000%  |  | $164990.22         | $169772.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3244 M | 2045-11-20      | 3.5000%  |  | $7240954.86        | $6762488.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2798 M | 2030-05-20      | 3.5000%  |  | $20017.09          | $19864.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ1318 C | 2049-05-20      | 5.0000%  |  | $15085.11          | $15339.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2583 C | 2054-08-20      | 6.5000%  |  | $363266.66         | $378764.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M | 2040-06-20      | 5.0000%  |  | $17809.40          | $18255.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M | 2040-08-20      | 5.0000%  |  | $162939.35         | $166125.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7624 C | 2045-09-20      | 3.5000%  |  | $29369.19          | $27065.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7283 M | 2036-04-20      | 2.0000%  |  | $4557.77           | $4231.62           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5684 M | 2034-01-20      | 4.0000%  |  | $6838.27           | $6865.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7454 C | 2054-04-20      | 6.0000%  |  | $643330.72         | $667658.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005174 M | 2041-09-20      | 4.0000%  |  | $2260764.62        | $2174898.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3532 C | 2047-11-20      | 4.5000%  |  | $182368.66         | $182454.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0221 M | 2042-07-20      | 4.0000%  |  | $179210.86         | $172402.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9665 M | 2054-05-20      | 4.0000%  |  | $102327.66         | $95776.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AC6285 C | 2043-02-20      | 3.5000%  |  | $700218.51         | $643194.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT8347 C | 2053-04-20      | 6.5000%  |  | $383049.64         | $399389.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0223 C | 2054-09-20      | 5.5000%  |  | $341658.38         | $349065.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7134 M | 2051-01-20      | 1.5000%  |  | $12784688.30       | $10051279.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB3559 C | 2054-09-20      | 5.5000%  |  | $686208.19         | $699647.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6284 M | 2049-11-20      | 3.5000%  |  | $44310.95          | $40759.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M | 2054-06-20      | 6.5000%  |  | $45613617.50       | $47209435.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M | 2048-12-20      | 4.5000%  |  | $10521413.00       | $10367453.16       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6840 M | 2035-09-20      | 2.5000%  |  | $46671.58          | $43926.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CF8441 C | 2051-10-20      | 3.5000%  |  | $679481.79         | $611881.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1194 C | 2053-08-20      | 6.5000%  |  | $1062583.70        | $1112890.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9481 C | 2055-07-20      | 6.5000%  |  | $490136.22         | $515266.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8150 M | 2052-07-20      | 4.0000%  |  | $684423.90         | $645696.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8491 M | 2052-12-20      | 5.5000%  |  | $1095132.42        | $1116605.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9600 C | 2053-11-20      | 6.5000%  |  | $1110854.53        | $1159392.82        | Agency Mortgage-Backed Securities |

### Security 299: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.890%, 11/28/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 04F3OUPSTART HLDGS INC     | 2029-10-01      | 2.0000%  |  | $5030000.00        | $9188412.78        | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2030-06-15      | 0.0000%  |  | $52794000.00       | $55364539.86       | Corporate Debt Securities |
| 04QPEINTUITIVE MACHINES IN | 2030-10-01      | 2.5000%  |  | $9440000.00        | $9404542.31        | Corporate Debt Securities |
| 028MZCLEANSPARK INC        | 2030-06-15      | 0.0000%  |  | $45513000.00       | $41665330.98       | Corporate Debt Securities |
| 02G4WCENTRUS ENERGY CORP   | 2030-11-01      | 2.2500%  |  | $3256000.00        | $7562629.80        | Corporate Debt Securities |
| 01NMQIMPINJ INC            | 2027-05-15      | 1.1250%  |  | $31127000.00       | $55411662.86       | Corporate Debt Securities |

### Security 300: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.890%, 11/28/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01T85ENCORE ENERGY CORP    | 2030-08-15      | 5.5000%  |  | $13533000.00       | $14251188.79       | Corporate Debt Securities |
| 02L0IDYNAVAX TECHNOLOGIES  | 2030-03-15      | 2.0000%  |  | $35534000.00       | $33639050.74       | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2029-10-01      | 0.0000%  |  | $87290000.00       | $88974697.00       | Corporate Debt Securities |
| 02G4WCENTRUS ENERGY CORP   | 2030-11-01      | 2.2500%  |  | $545000.00         | $1265857.88        | Corporate Debt Securities |
| 01QLMBLOOM ENERGY CORP     | 2029-06-01      | 3.0000%  |  | $281000.00         | $771298.17         | Corporate Debt Securities |
| 01QLMBLOOM ENERGY CORP     | 2028-06-01      | 3.0000%  |  | $68903000.00       | $205154088.94      | Corporate Debt Securities |
| 02IS0TRAVERE THERAPEUTICS  | 2029-03-01      | 2.2500%  |  | $439000.00         | $446649.58         | Corporate Debt Securities |
| 01C6AWISDOMTREE INC        | 2030-08-15      | 4.6250%  |  | $18489000.00       | $19339994.74       | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2028-07-15      | 2.2500%  |  | $1186000.00        | $1291470.98        | Corporate Debt Securities |
| 028AIMARRIOTT VACATIONS WO | 2027-12-15      | 3.2500%  |  | $3000.00           | $2882.04           | Corporate Debt Securities |
| 04Q0OINDIE SEMICONDUCTOR I | 2029-12-15      | 3.5000%  |  | $38223000.00       | $43084753.25       | Corporate Debt Securities |

### Security 301: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.890%, 11/26/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01QLMBLOOM ENERGY CORP     | 2029-06-01      | 3.0000%  |  | $344000.00         | $944222.67         | Corporate Debt Securities |
| 01FGVOMNICELL COM          | 2025-09-15      | 0.2500%  |  | $82000.00          | $81519.39          | Corporate Debt Securities |
| 03I2MRAPID7 INC            | 2027-03-15      | 0.2500%  |  | $3522000.00        | $3279823.37        | Corporate Debt Securities |
| 03KAFXOMETRY INC           | 2030-06-15      | 0.7500%  |  | $22788000.00       | $29877897.51       | Corporate Debt Securities |
| 01OWJTRANSOCEAN INC        | 2025-12-15      | 4.0000%  |  | $4000.00           | $4122.89           | Corporate Debt Securities |
| 04TV6TERAWULF INC          | 2031-09-01      | 1.0000%  |  | $783000.00         | $808071.66         | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2029-03-01      | 3.5000%  |  | $28693000.00       | $29201296.49       | Corporate Debt Securities |
| 04F7OHIMS & HERS HEALTH IN | 2030-05-15      | 0.0000%  |  | $18168000.00       | $17986320.00       | Corporate Debt Securities |
| 01S3EFIVE9 INC             | 2029-03-15      | 1.0000%  |  | $2000.00           | $1779.11           | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2032-10-01      | 0.0000%  |  | $116540000.00      | $121376410.00      | Corporate Debt Securities |
| 02G4WCENTRUS ENERGY CORP   | 2032-08-15      | 0.0000%  |  | $5531000.00        | $6316402.00        | Corporate Debt Securities |
| 02G30CABLE ONE INC         | 2028-03-15      | 1.1250%  |  | $339000.00         | $271920.38         | Corporate Debt Securities |
| 01QLMBLOOM ENERGY CORP     | 2029-06-01      | 3.0000%  |  | $4536000.00        | $12450564.00       | Corporate Debt Securities |
| 01OWJTRANSOCEAN INC        | 2029-09-30      | 4.6250%  |  | $1617000.00        | $1922034.70        | Other Instrument          |

### Security 302: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.890%, 11/24/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03Q4QPELOTON INTERACTIVE I | 2029-12-01      | 5.5000%  |  | $11100000.00       | $21856060.33       | Corporate Debt Securities |
| 01BOPPG&E CORP             | 2027-12-01      | 6.0000%  |  | $21023.00          | $824101.60         | Corporate Debt Securities |
| 04BHCLUMINAR TECHNOLOGIES  | 2030-01-15      | 9.0000%  |  | $289000.00         | $103895.50         | Corporate Debt Securities |
| 02K1HKOSMOS ENERGY LTD     | 2030-03-15      | 3.1250%  |  | $2316000.00        | $1488576.83        | Corporate Debt Securities |
| 02FWGEL PASO ENERGY CAP TR | 2028-03-31      | 4.7500%  |  | $8000.00           | $392800.00         | Corporate Debt Securities |
| 02GDBCORPORATE OFFICE PPTY | 2028-09-15      | 5.2500%  |  | $2650000.00        | $3077065.17        | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2029-10-01      | 0.0000%  |  | $2097000.00        | $2137472.10        | Corporate Debt Securities |
| 01CWICHART INDS INC        | 2025-12-15      | 6.7500%  |  | $6589.00           | $470388.71         | Corporate Debt Securities |
| 01BUTALLIANT ENERGY CORP   | 2026-03-15      | 3.8750%  |  | $7795000.00        | $8382998.50        | Corporate Debt Securities |
| 03KAFXOMETRY INC           | 2027-02-01      | 1.0000%  |  | $2000.00           | $2308.84           | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2030-06-15      | 0.0000%  |  | $119513000.00      | $125332087.97      | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2028-07-15      | 2.2500%  |  | $5722000.00        | $6230857.46        | Corporate Debt Securities |
| 01TDNSEAGATE HDD CAYMAN    | 2028-06-01      | 3.5000%  |  | $1292000.00        | $2751708.78        | Corporate Debt Securities |
| 01DPISSR MINING IN         | 2039-04-01      | 2.5000%  |  | $7210000.00        | $8426887.78        | Corporate Debt Securities |
| 04F3OUPSTART HLDGS INC     | 2030-11-15      | 1.0000%  |  | $483000.00         | $536684.91         | Corporate Debt Securities |
| 04DN7TRANSMEDICS GROUP INC | 2028-06-01      | 1.5000%  |  | $5439000.00        | $7931349.23        | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2032-10-01      | 0.0000%  |  | $3979000.00        | $4144128.50        | Corporate Debt Securities |
| 01C8SGRANITE CONSTR INC    | 2028-05-15      | 3.7500%  |  | $23188000.00       | $56285005.33       | Corporate Debt Securities |
| 01KGWALBEMARLE CORP        | 2027-03-01      | 7.2500%  |  | $6660.00           | $264735.00         | Corporate Debt Securities |
| 03502EVOLENT HEALTH INC    | 2031-08-15      | 4.5000%  |  | $100000.00         | $106304.00         | Corporate Debt Securities |
| 01DQAOMEROS CORP           | 2029-06-15      | 9.5000%  |  | $4962000.00        | $4393148.05        | Other Instrument          |

### Security 303: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.740%, 11/28/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $630000000.00
- **C.18.a - Value (excl. sponsor support):** $630000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 021TIWELLS FARGO BANK NATL | 2028-12-01      | 6.5000%  |  | $278000.00         | $297915.61         | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2038-01-31      | 4.3967%  |  | $106000.00         | $95021.37          | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2028-04-22      | 5.7070%  |  | $2510000.00        | $2617435.60        | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2033-07-25      | 4.8970%  |  | $59425000.00       | $60147307.55       | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2036-04-23      | 5.6050%  |  | $24218000.00       | $25672714.72       | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2029-07-25      | 5.5740%  |  | $5545000.00        | $5777304.08        | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2028-03-24      | 3.5260%  |  | $63000.00          | $63255.87          | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2027-10-20      | 4.1608%  |  | $423000.00         | $414437.45         | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2026-06-03      | 4.1000%  |  | $592000.00         | $596501.83         | Corporate Debt Securities |
| 021TIWELLS FARGO BANK NATL | 2037-02-01      | 5.8500%  |  | $326000.00         | $344278.82         | Corporate Debt Securities |
| IADB 2.375 IABD 07/07/27   | 2027-07-07      | 2.3750%  |  | $300000.00         | $293811.17         | Other Instrument          |
| IADB 2.00 IABD 06/02/26    | 2026-06-02      | 2.0000%  |  | $77262000.00       | $76478048.21       | Other Instrument          |
| WLDB 0.750 WBGB 11/24/27   | 2027-11-24      | 0.7500%  |  | $1927000.00        | $1810646.13        | Other Instrument          |
| WLDB 0.750 WBGB 08/26/30   | 2030-08-26      | 0.7500%  |  | $9515000.00        | $8228786.09        | Other Instrument          |
| WLDB 3.875 WBGB 02/14/30   | 2030-02-14      | 3.8750%  |  | $12596000.00       | $12704761.21       | Other Instrument          |
| IADB 6.75 IABD 07/15/27    | 2027-07-15      | 6.7500%  |  | $900000.00         | $949581.00         | Other Instrument          |
| WLDB 4.5 WBGB 04/10/31     | 2031-04-10      | 4.5000%  |  | $6050000.00        | $6358761.75        | Other Instrument          |
| WLDB 4.000 WBGB 07/25/30   | 2030-07-25      | 4.0000%  |  | $38237000.00       | $38843353.86       | Other Instrument          |
| WLDB 0.875 WBGB 07/15/26   | 2026-07-15      | 0.8750%  |  | $119592000.00      | $116586586.55      | Other Instrument          |
| WLDB 1.375 WBGB 04/20/28   | 2028-04-20      | 1.3750%  |  | $229077000.00      | $217251377.04      | Other Instrument          |
| WLDB 0.875 WBGB 05/14/30   | 2030-05-14      | 0.8750%  |  | $8214000.00        | $7237372.51        | Other Instrument          |
| WLDB 4.375 WBGB 08/27/35   | 2035-08-27      | 4.3750%  |  | $9097000.00        | $9179719.53        | Other Instrument          |
| IADB 3.750 IABD 06/14/30   | 2030-06-14      | 3.7500%  |  | $3970000.00        | $4020763.07        | Other Instrument          |
| IADB 4.125 IABD 02/15/29   | 2029-02-15      | 4.1250%  |  | $8000000.00        | $8133793.34        | Other Instrument          |
| IADB 3.50 IABD 04/12/33    | 2033-04-12      | 3.5000%  |  | $1600000.00        | $1564703.11        | Other Instrument          |
| IADB 4.00 IABD 01/12/28    | 2028-01-12      | 4.0000%  |  | $21902000.00       | $22186555.65       | Other Instrument          |
| IADB 0.625 IABD 09/16/27   | 2027-09-16      | 0.6250%  |  | $9515000.00        | $8971787.33        | Other Instrument          |
| IADB 2.00 IABD 07/23/26    | 2026-07-23      | 2.0000%  |  | $6056000.00        | $5963464.32        | Other Instrument          |
| IADB 3.125 IABD 09/18/28   | 2028-09-18      | 3.1250%  |  | $149000.00         | $148828.01         | Other Instrument          |

### Security 304: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.480%, 9/3/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible 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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 020Y0VARONIS SYS INC       | 2029-09-15      | 1.0000%  |  | $10771000.00       | $11810999.89       | Corporate Debt Securities |
| 04TV6TERAWULF INC          | 2030-02-01      | 2.7500%  |  | $93899000.00       | $131687139.74      | Corporate Debt Securities |
| 03GO2LIVANOVA PLC          | 2029-03-15      | 2.5000%  |  | $759000.00         | $842777.58         | Corporate Debt Securities |
| 04F7OHIMS & HERS HEALTH IN | 2030-05-15      | 0.0000%  |  | $2617000.00        | $2590830.00        | Corporate Debt Securities |
| 01FLGFLUOR CORP            | 2029-08-15      | 1.1250%  |  | $2270000.00        | $2646678.13        | Corporate Debt Securities |
| 01T7VEVENTBRITE INC        | 2026-09-15      | 0.7500%  |  | $3809000.00        | $3536339.08        | Corporate Debt Securities |

### Security 305: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.480%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 04EK2BRIDGEBIO PHARMA INC  | 2027-03-15      | 2.5000%  |  | $2175750.00        | $3084710.66        | Corporate Debt Securities |
| 01BEZBLACKSTONE MORTGAGE T | 2027-03-15      | 5.5000%  |  | $2272500.00        | $2283988.75        | Corporate Debt Securities |
| 02MNYA10 NETWORKS INC      | 2030-04-01      | 2.7500%  |  | $44250.00          | $46279.97          | Corporate Debt Securities |
| 04HHOPORCH GROUP INC       | 2028-10-01      | 6.7500%  |  | $59176500.00       | $61819914.26       | Corporate Debt Securities |
| 02XLJBEYOND MEAT INC       | 2027-03-15      | 0.0000%  |  | $11731500.00       | $1319793.75        | Corporate Debt Securities |
| 03CAPALARM COM HLDGS INC   | 2026-01-15      | 0.0000%  |  | $35250.00          | $34456.88          | Corporate Debt Securities |
| 01S3EFIVE9 INC             | 2029-03-15      | 1.0000%  |  | $4795500.00        | $4265863.67        | Corporate Debt Securities |
| 020Y0VARONIS SYS INC       | 2029-09-15      | 1.0000%  |  | $5640750.00        | $6185395.75        | Corporate Debt Securities |
| 0326VTHE REALREAL INC      | 2031-02-15      | 4.0000%  |  | $5121750.00        | $5268567.81        | Corporate Debt Securities |
| 03I2MRAPID7 INC            | 2029-03-15      | 1.2500%  |  | $67500.00          | $60290.63          | Corporate Debt Securities |
| 02KD8PLUG PWR INC          | 2026-06-01      | 7.0000%  |  | $23489250.00       | $20934350.38       | Corporate Debt Securities |
| 02G8BON SEMICONDUCTOR CORP | 2027-05-01      | 0.0000%  |  | $5311500.00        | $6137438.25        | Corporate Debt Securities |
| 028CSMARA HOLDINGS INC     | 2031-09-01      | 2.1250%  |  | $342750.00         | $365373.88         | Corporate Debt Securities |
| 03GO2LIVANOVA PLC          | 2029-03-15      | 2.5000%  |  | $1444500.00        | $1603942.31        | Corporate Debt Securities |
| 04Q0OINDIE SEMICONDUCTOR I | 2029-12-15      | 3.5000%  |  | $1440000.00        | $1623160.00        | Corporate Debt Securities |
| 02IAWHERBALIFE LTD         | 2028-06-15      | 4.2500%  |  | $4237500.00        | $4037219.27        | Corporate Debt Securities |
| 01FLGFLUOR CORP            | 2029-08-15      | 1.1250%  |  | $62250.00          | $72579.61          | Corporate Debt Securities |
| 02L8OCRYOPORT INC          | 2026-12-01      | 0.7500%  |  | $21208500.00       | $19550702.25       | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2026-06-01      | 0.5000%  |  | $7601250.00        | $8207238.54        | Corporate Debt Securities |
| 028MZCLEANSPARK INC        | 2030-06-15      | 0.0000%  |  | $6745500.00        | $6175235.43        | Corporate Debt Securities |

### Security 306: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.450%, 9/8/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 01BE2TEMASEK FINL LTD      | 2061-08-02      | 2.7500%  |  | $21357000.00       | $13478456.09       | Corporate Debt Securities           |
| 01YVBINDIAN RAILWAY FINANC | 2031-02-10      | 2.8000%  |  | $908000.00         | $835294.42         | Corporate Debt Securities           |
| 01YVBINDIAN RAILWAY FINANC | 2050-02-13      | 3.9500%  |  | $5000000.00        | $3900177.78        | Corporate Debt Securities           |
| 03D9DPERUSAHAAN PENERBIT S | 2035-07-23      | 5.2000%  |  | $66965000.00       | $68499168.15       | Agency Debentures and Agency Strips |
| 02MESKREDITANSTALT FUR WIE | 2030-07-15      | 3.7500%  |  | $23619000.00       | $23760084.15       | Agency Debentures and Agency Strips |
| 01RDPEXPORT-IMPORT BK INDI | 2033-01-18      | 5.5000%  |  | $2215000.00        | $2336302.01        | Agency Debentures and Agency Strips |
| 01T8CEXPORT IMPORT BANK KO | 2030-01-14      | 4.8750%  |  | $2090000.00        | $2175467.94        | Agency Debentures and Agency Strips |
| 01T8CEXPORT IMPORT BANK KO | 2028-01-11      | 5.0000%  |  | $1003000.00        | $1032976.33        | Agency Debentures and Agency Strips |
| 01T8CEXPORT IMPORT BANK KO | 2026-08-12      | 3.2500%  |  | $8500000.00        | $8445130.14        | Agency Debentures and Agency Strips |
| 02MESKREDITANSTALT FUR WIE | 2027-08-27      | 3.5000%  |  | $12167000.00       | $12126537.96       | Agency Debentures and Agency Strips |
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $8568000.00        | $8646023.54        | Agency Debentures and Agency Strips |
| 03D9DPERUSAHAAN PENERBIT S | 2030-07-23      | 4.5500%  |  | $20744000.00       | $20968035.20       | Agency Debentures and Agency Strips |
| 02FSZPHILIPPINE GOVERNMENT | 2047-03-29      | 4.2000%  |  | $3047000.00        | $2607622.60        | Other Instrument                    |
| 03D9DPERUSAHAAN PENERBIT S | 2054-11-25      | 5.6500%  |  | $13849000.00       | $14001654.45       | Other Instrument                    |
| 03D9DPERUSAHAAN PENERBIT S | 2034-07-02      | 5.2000%  |  | $2098000.00        | $2157254.51        | Other Instrument                    |
| 03H1BMALAYSIA SOVEREIGN SU | 2045-04-22      | 4.2360%  |  | $240000.00         | $216008.08         | Other Instrument                    |
| 01TLZMALAYSIA SUKUK GLOBAL | 2046-04-27      | 4.0800%  |  | $339000.00         | $296820.49         | Other Instrument                    |
| 02K1PKOREA EXPRESSWAY CORP | 2027-05-14      | 5.0000%  |  | $5000000.00        | $5148916.67        | Other Instrument                    |
| 02KJDKOREA HOUSING FINANCE | 2030-01-21      | 5.1250%  |  | $450000.00         | $470812.37         | Other Instrument                    |
| 04E6UHONG KONG GOVT SPL    | 2027-07-24      | 4.2500%  |  | $782000.00         | $792042.40         | Other Instrument                    |
| 04E6UHONG KONG GOVT SPL    | 2033-01-11      | 4.6250%  |  | $328000.00         | $337478.11         | Other Instrument                    |
| 04E6UHONG KONG GOVT SPL    | 2026-01-11      | 4.3750%  |  | $300000.00         | $302314.00         | Other Instrument                    |
| 02FSXINDONESIA REP         | 2035-10-12      | 8.5000%  |  | $7600000.00        | $9907414.89        | Other Instrument                    |
| 02MESKREDITANSTALT FUR WIE | 2028-06-15      | 3.8750%  |  | $145000.00         | $147119.22         | Other Instrument                    |
| 04PJ3LSEGA FING PLC DISC C | 2025-09-23      | 0.0000%  |  | $35525660.00       | $35348031.70       | Other Instrument                    |
| 01RDPEXPORT-IMPORT BK INDI | 2026-08-05      | 3.3750%  |  | $580000.00         | $575841.40         | Other Instrument                    |
| 04E6UHONG KONG GOVT SPL    | 2031-02-02      | 1.3750%  |  | $1127000.00        | $996303.22         | Other Instrument                    |
| 02FSZREPUBLIC OF THE PHILI | 2050-02-04      | 5.9000%  |  | $22350000.00       | $23390106.91       | Other Instrument                    |
| 02FSZREPUBLIC OF THE PHILI | 2037-01-13      | 5.0000%  |  | $987000.00         | $1002751.42        | Other Instrument                    |
| 02FSZREPUBLIC OF THE PHILI | 2031-01-14      | 7.7500%  |  | $4800000.00        | $5626692.00        | Other Instrument                    |
| 03KP5KOREA REP             | 2025-11-03      | 5.6250%  |  | $180000.00         | $183708.23         | Other Instrument                    |
| 02FSXINDONESIA REP         | 2034-09-10      | 4.7500%  |  | $26300000.00       | $26729442.47       | Other Instrument                    |
| 02FSXINDONESIA REP         | 2028-01-11      | 4.5500%  |  | $357000.00         | $362689.39         | Other Instrument                    |
| 02FSXINDONESIA REP         | 2051-03-12      | 3.0500%  |  | $9596000.00        | $6467306.83        | Other Instrument                    |
| 02FSXINDONESIA REP         | 2070-04-15      | 4.4500%  |  | $770000.00         | $631094.99         | Other Instrument                    |
| 02FSXINDONESIA REP         | 2050-02-14      | 3.5000%  |  | $200000.00         | $145419.67         | Other Instrument                    |
| 02FSXINDONESIA REP         | 2052-09-20      | 5.4500%  |  | $2106000.00        | $2102800.63        | Other Instrument                    |

### Security 307: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.450%, 9/8/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible 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? 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         |
|:---|:---|:---|:---|:---|:---|:---|
| 01BVKSONOCO PRODS CO       | 2025-09-10      | 0.0000%  |  | $28000000.00       | $27949516.00       | Other Instrument |
| 04PJ3LSEGA FING PLC DISC C | 2025-09-23      | 0.0000%  |  | $34474340.00       | $34301968.30       | Other Instrument |
| 01BF1THE CAMPBELLS COMPANY | 2025-11-05      | 0.0000%  |  | $22000000.00       | $21807038.00       | Other Instrument |
| 01FCNEXTRA SPACE STORAGE L | 2025-09-23      | 0.0000%  |  | $18051554.00       | $17991911.67       | Other Instrument |

### Security 308: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.450%, 9/3/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible 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? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 01U4RBMO BK NATL ASSN CHIC | 2025-10-03      | 0.0000%  |  | $1000.00           | $1201.73           | Corporate Debt Securities           |
| 01U4RBMO BK NATL ASSN CHIC | 2025-09-05      | 0.0000%  |  | $232000.00         | $283675.68         | Corporate Debt Securities           |
| 02L1HBMO BK NATL ASSN CHIC | 2029-03-01      | 0.0000%  |  | $5000.00           | $4685.48           | Corporate Debt Securities           |
| 02LHAHSBC BANK USA NA      | 2026-03-05      | 0.0000%  |  | $278000.00         | $276610.00         | Corporate Debt Securities           |
| 03D9DPERUSAHAAN PENERBIT S | 2030-07-23      | 4.5500%  |  | $70256000.00       | $71014764.80       | Agency Debentures and Agency Strips |
| 02MCFBAYERISCHE LANDESBANK | 2026-01-28      | 4.7500%  |  | $1302000.00        | $1303500.56        | Other Instrument                    |
| 01W1QSVENSKA HANDELSBANKEN | 2025-11-05      | 4.6900%  |  | $186000.00         | $186650.02         | Other Instrument                    |
| 048X7LLOYDS BK CORPORATE M | 2026-05-01      | 4.8000%  |  | $68747000.00       | $69003655.47       | Other Instrument                    |
| 01W0RSHINHAN BK NEW YORK B | 2026-01-05      | 4.7300%  |  | $50000000.00       | $50157666.67       | Other Instrument                    |
| 03D9DPERUSAHAAN PENERBIT S | 2028-03-01      | 4.4000%  |  | $3900000.00        | $4012146.67        | Other Instrument                    |
| 01KQ9GOLDMAN SACHS BK USA  | 2030-11-01      | 0.0000%  |  | $1000.00           | $1110.21           | Other Instrument                    |
| 01KQ9GOLDMAN SACHS BK USA  | 2029-12-03      | 0.0000%  |  | $150000.00         | $163751.10         | Other Instrument                    |
| 01KQ9GOLDMAN SACHS BK USA  | 2027-03-04      | 0.0000%  |  | $43000.00          | $42785.00          | Other Instrument                    |
| 02KXKFIRST EXCHANGE BK WHI | 2025-09-08      | 4.9500%  |  | $40000.00          | $40132.77          | Other Instrument                    |
| 02FSZREPUBLIC OF THE PHILI | 2035-03-05      | 4.7500%  |  | $1800000.00        | $1832289.00        | Other Instrument                    |
| 02FSZREPUBLIC OF THE PHILI | 2030-05-05      | 2.4570%  |  | $4550000.00        | $4234960.27        | Other Instrument                    |
| 02FSXINDONESIA REP         | 2049-10-30      | 3.7000%  |  | $2080000.00        | $1592553.16        | Other Instrument                    |

### Security 309: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.,  4.480%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.4 - ISIN: US05560H0042, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 02896MASTER CR CRD TR II 2 | 2028-07-21      | 1.9800%  |  | $450000.00         | $435784.95         | Asset-Backed Securities                           |
| 05M53LOBEL AUT RECEIVABLES | 2029-05-15      | 8.6700%  |  | $3844733.37        | $3901049.75        | Asset-Backed Securities                           |
| 01BE6BECTON DICKINSON & CO | 2047-06-06      | 4.6690%  |  | $638000.00         | $562967.78         | Corporate Debt Securities                         |
| 02MEXSBA PC           VAR  | 2035-03-25      | 8.2790%  |  | $686386.24         | $778949.93         | Other Instrument                                  |
| 0614CHOMEWARD OPTU FD TR 2 | 2040-03-26      | 8.0890%  |  | $1000000.00        | $1007434.78        | Private Label Collateralized Mortgage Obligations |
| 0614CHOMEWARD OPTU FD TR 2 | 2040-03-26      | 6.8280%  |  | $1000000.00        | $1007383.67        | Private Label Collateralized Mortgage Obligations |
| GNMA GNRA 2025-069 SY      | 2055-04-20      | 0.0000%  |  | $22418484.71       | $890282.86         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-069 LS      | 2055-04-20      | 0.0000%  |  | $39561048.40       | $461598.31         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-069 ST      | 2065-04-20      | 0.5550%  |  | $1811371.14        | $71008.91          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-069 SU      | 2055-04-20      | 1.0550%  |  | $3320269.67        | $174904.31         | Agency Collateralized Mortgage Obligation         |
| FNMA FNRA CL016FM R25F016  | 2055-01-25      | 5.2984%  |  | $125685.07         | $126042.73         | Agency Collateralized Mortgage Obligation         |
| 066DXPRPM LLC 2025-RCF4    | 2055-08-25      | 4.5000%  |  | $1554000.00        | $1404411.96        | Private Label Collateralized Mortgage Obligations |
| GNMA GNRA 2025-069 TN      | 2055-04-20      | 0.1000%  |  | $29884179.90       | $87411.23          | Agency Collateralized Mortgage Obligation         |
| 066W6PRPM 2025-7 LLC       | 2030-08-25      | 7.4490%  |  | $759818.00         | $764387.29         | Private Label Collateralized Mortgage Obligations |
| GNMA GNRA 2025-089 KS      | 2055-05-20      | 0.0550%  |  | $32589160.98       | $802336.74         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-069 TH      | 2055-04-20      | 0.0900%  |  | $88032127.30       | $189577.19         | Agency Collateralized Mortgage Obligation         |
| 04UR4STARWOOD MTG RES TR 2 | 2056-08-25      | 1.1620%  |  | $57490.93          | $50938.33          | Private Label Collateralized Mortgage Obligations |
| 02GK4CWABS INC 2004-SD2    | 2032-08-25      | 8.4870%  |  | $1412365.38        | $1486391.69        | Private Label Collateralized Mortgage Obligations |
| 03IDASMALL BUSINESS ADMIN  | 2031-09-01      | 1.3040%  |  | $97086.05          | $86847.98          | Other Instrument                                  |
| 05SKZBMO SBA COOF TR SER 2 | 2050-04-25      | 1.9738%  |  | $98112.95          | $7146.09           | Other Instrument                                  |
| 04TXLKNDR TRUST 2021-KIND  | 2038-08-16      | 5.4300%  |  | $11158912.66       | $11085025.79       | Other Instrument                                  |
| GNMA GNRA 2022-216 IO      | 2065-07-16      | 0.7497%  |  | $1464905.25        | $87516.55          | Other Instrument                                  |
| GNMA GNRA 2022-059 IO      | 2062-02-16      | 0.5704%  |  | $3287020.77        | $140591.16         | Other Instrument                                  |
| GNMA GNRA 2017-11 IO       | 2059-02-16      | 0.5256%  |  | $461466.27         | $13983.26          | Other Instrument                                  |
| 060QSBMO MTG TR 2025-C11   | 2058-02-15      | 5.6874%  |  | $8386242.00        | $8882108.20        | Other Instrument                                  |
| 03K39JPMBB COML MTG SEC TR | 2048-11-18      | 4.3888%  |  | $10176.00          | $8827.26           | Other Instrument                                  |
| 04NNXBFLD TRUST 2020-EYP   | 2035-10-15      | 8.1785%  |  | $13234.00          | $207.53            | Other Instrument                                  |
| 0326SMORGAN STANLEY CAP I  | 2035-02-07      | 0.0000%  |  | $1298423.51        | $12.98             | Other Instrument                                  |
| 030KUMASTER CR CARD TR II  | 2028-01-21      | 5.0927%  |  | $1200000.00        | $1203865.21        | Asset-Backed Securities                           |

### Security 310: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.,  4.430%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.4 - ISIN: US05560H0042, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-184 PZ      | 2054-11-20      | 6.5000%  |  | $74143.51          | $78079.61          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-001 MZ      | 2055-01-20      | 7.0000%  |  | $63113.02          | $69794.83          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2019-140 DI      | 2049-11-20      | 5.5000%  |  | $3079905.49        | $709551.03         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2024-151 PZ      | 2054-09-20      | 6.5000%  |  | $198979.42         | $207443.12         | Agency Collateralized Mortgage Obligation         |
| 04UHHVERUS SECURITIZATION  | 2066-09-25      | 1.2180%  |  | $130373.87         | $113493.10         | Private Label Collateralized Mortgage Obligations |
| GNMA GNRA 2009-032 ZE      | 2039-05-16      | 4.5000%  |  | $42160.29          | $41342.46          | Agency Collateralized Mortgage Obligation         |
| 06637J P MORGAN MTG TR 202 | 2055-11-20      | 5.8464%  |  | $2679375.00        | $2683276.86        | Private Label Collateralized Mortgage Obligations |
| GNMA GNRA 2017-017 BZ      | 2047-02-20      | 3.0000%  |  | $849364.51         | $741515.88         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2009-075 GZ      | 2039-09-20      | 4.5000%  |  | $45175.70          | $44514.33          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2017-2O IC       | 2067-11-20      | 2.7291%  |  | $14494.50          | $552.18            | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2009-035 DZ      | 2039-05-20      | 4.5000%  |  | $46938.20          | $47257.89          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2005-082 YZ      | 2035-10-20      | 5.5000%  |  | $587503.12         | $603045.98         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-089 ZA      | 2053-02-20      | 5.0000%  |  | $2163349.94        | $1906062.49        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-089 FZ      | 2055-05-20      | 5.9450%  |  | $217543.41         | $195521.98         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-069 PM      | 2055-01-20      | 5.2500%  |  | $2893269.79        | $2938643.01        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-069 ZU      | 2065-04-20      | 6.5000%  |  | $4120408.71        | $4136031.47        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-069 ZK      | 2065-04-20      | 6.5000%  |  | $95797.81          | $102104.24         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-069 NA      | 2050-04-20      | 4.5000%  |  | $2976564.88        | $2945879.47        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-069 EZ      | 2065-04-20      | 6.0000%  |  | $431754.58         | $432304.49         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-041 NY      | 2055-03-20      | 5.0000%  |  | $3341473.13        | $3255075.63        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-025 PL      | 2055-02-20      | 5.2500%  |  | $4029375.00        | $3982635.59        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-025 LZ      | 2055-02-20      | 6.0000%  |  | $496651.63         | $493081.53         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-001 LC      | 2051-02-20      | 4.0000%  |  | $2539999.84        | $2487706.60        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-001 MT      | 2055-01-20      | 5.0000%  |  | $2746098.61        | $2747073.17        | Agency Collateralized Mortgage Obligation         |
| 0646BFIGRE TRUST 2025-HE3  | 2055-05-25      | 5.7100%  |  | $3076512.81        | $3120725.72        | Private Label Collateralized Mortgage Obligations |
| FMAC FGRA 04769Z 06/15/47  | 2047-06-15      | 4.0000%  |  | $8432409.63        | $7690240.47        | Agency Collateralized Mortgage Obligation         |
| FNMA FNRM CL081ZC R14F081  | 2044-12-25      | 3.0000%  |  | $4970225.19        | $4558786.63        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-001 DY      | 2055-01-20      | 5.0000%  |  | $4311040.00        | $4164606.43        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-001 CL      | 2055-01-20      | 5.0000%  |  | $3883988.75        | $3830940.80        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-001 SM      | 2054-11-20      | 1.5050%  |  | $11799735.65       | $741651.64         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-001 ZN      | 2052-08-20      | 7.0000%  |  | $3704406.43        | $3729831.43        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-001 HZ      | 2055-01-20      | 7.0000%  |  | $51338.89          | $56720.82          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-001 PZ      | 2055-01-20      | 5.5000%  |  | $433016.37         | $409845.57         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2024-197 NY      | 2054-12-20      | 4.5000%  |  | $4807369.38        | $4358288.96        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2024-197 SE      | 2064-12-20      | 0.2050%  |  | $22749619.50       | $711750.10         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2024-197 Z       | 2054-12-20      | 5.3950%  |  | $31889.46          | $30596.21          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2023-066 Z       | 2052-07-20      | 4.5000%  |  | $1342611.71        | $1114334.15        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2023-040 SP      | 2053-03-20      | 1.3050%  |  | $14052285.84       | $677351.68         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2022-078 VL      | 2052-04-20      | 1.5000%  |  | $3986250.00        | $2623724.50        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2022-018 KF      | 2052-01-20      | 4.0000%  |  | $227819.49         | $180150.57         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2022-005 HI      | 2052-01-20      | 6.0000%  |  | $6166050.00        | $687759.16         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2022-16O FB      | 2072-08-20      | 5.2450%  |  | $3258041.13        | $3255324.76        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2021-077 ZG      | 2050-07-20      | 3.0000%  |  | $7824.36           | $4334.23           | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2020-191 WI      | 2050-12-20      | 4.5000%  |  | $3603083.66        | $660383.98         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2020-191 EZ      | 2050-12-20      | 6.1000%  |  | $118652.62         | $124608.68         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 TP      | 2055-08-20      | 0.0300%  |  | $12500000.00       | $31293.75          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 TX      | 2055-04-20      | 0.1000%  |  | $18874045.63       | $47619.22          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 TB      | 2055-08-20      | 0.0600%  |  | $62500000.00       | $156937.50         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 IT      | 2055-08-20      | 0.1100%  |  | $13217463.13       | $66384.71          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 SU      | 2055-08-20      | 0.9615%  |  | $31250000.00       | $1679386.79        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-139 NI      | 2052-04-20      | 6.0000%  |  | $2929687.50        | $475080.08         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 TI      | 2065-08-20      | 0.0500%  |  | $15625000.00       | $39210.94          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 TE      | 2065-08-20      | 0.0500%  |  | $109375000.00      | $274476.56         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 SG      | 2055-08-20      | 0.0832%  |  | $93750000.00       | $3282919.22        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-105 HS      | 2055-06-20      | 0.1550%  |  | $50172496.18       | $785838.91         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-105 ZP      | 2055-06-20      | 7.0000%  |  | $71451.36          | $77315.69          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-105 Z       | 2050-05-20      | 5.0000%  |  | $107908.65         | $82215.05          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2018-15 SJ       | 2048-08-20      | 1.7451%  |  | $5896885.61        | $696930.94         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 EZ      | 2065-08-20      | 5.0000%  |  | $406875.00         | $402482.74         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2015-063 ZP      | 2045-05-20      | 3.5000%  |  | $1789986.98        | $1609603.23        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  |  | $3538635.33        | $3561919.16        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-025 ZN      | 2055-02-20      | 7.0000%  |  | $703701.90         | $780545.76         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-001 ML      | 2055-01-20      | 5.0000%  |  | $2975267.50        | $2913619.63        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2024-126 PZ      | 2054-08-20      | 6.0000%  |  | $303241.72         | $312992.66         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-139 OG      | 2055-08-20      | 0.0000%  |  | $2329545.63        | $1677254.21        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 TG      | 2055-08-20      | 5.5000%  |  | $795454.38         | $701022.01         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 TJ      | 2055-08-20      | 0.0500%  |  | $50000000.00       | $125325.00         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 TL      | 2055-08-20      | 0.0500%  |  | $12500000.00       | $31381.25          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-139 NS      | 2055-08-20      | 0.0573%  |  | $50000000.00       | $800316.25         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-041 PM      | 2053-10-20      | 5.0000%  |  | $307995.63         | $300692.71         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2019-159 P       | 2049-09-20      | 2.5000%  |  | $3658475.26        | $3154514.59        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-124 GA      | 2053-08-20      | 5.0000%  |  | $2585482.91        | $2615120.01        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-105 FZ      | 2055-06-20      | 5.8450%  |  | $325639.21         | $286790.86         | Agency Collateralized Mortgage Obligation         |
| FMAC FERA 05250Z 08/25/52  | 2052-08-25      | 3.5000%  |  | $18327615.93       | $13441532.58       | Agency Collateralized Mortgage Obligation         |
| 05JGKFORD CR AUTO OWNER TR | 2028-05-15      | 5.2300%  |  | $24241.23          | $24448.28          | Asset-Backed Securities                           |
| 04RK7FORD CR AUTO OWN 2021 | 2033-10-17      | 1.9100%  |  | $197500.00         | $194110.66         | Asset-Backed Securities                           |
| 064N3AASET MT-1 LTD 2025-2 | 2050-02-16      | 6.0100%  |  | $3087173.43        | $3118870.81        | Asset-Backed Securities                           |
| 05ZR0CARMAX AUTO OWNER TRU | 2028-03-15      | 4.6300%  |  | $27009.69          | $27101.94          | Asset-Backed Securities                           |
| 04YZNJOHN DEERE OWNER TR 2 | 2029-01-16      | 2.4900%  |  | $1875.00           | $1873.78           | Asset-Backed Securities                           |
| 04P29GLS AUTO RECEIVABLES  | 2027-10-15      | 3.5100%  |  | $2873386.49        | $2865398.48        | Asset-Backed Securities                           |
| 05MFUBHG SECURITIZATION TR | 2036-12-17      | 6.9200%  |  | $1207406.56        | $1266793.65        | Asset-Backed Securities                           |
| 063RCWESTLAKE AM RECEVIBAL | 2029-06-15      | 4.5800%  |  | $625000.00         | $630766.32         | Asset-Backed Securities                           |
| 05LB7VOLKSW AUTO LEASE TR  | 2026-10-20      | 5.8100%  |  | $348566.07         | $350210.08         | Asset-Backed Securities                           |
| 04S9AVERIZON MASTER TR 202 | 2029-01-22      | 4.4900%  |  | $14375.00          | $14402.68          | Asset-Backed Securities                           |
| 05MMPTOYOTA AUTO REC TR 20 | 2028-08-15      | 5.5400%  |  | $187500.00         | $190113.08         | Asset-Backed Securities                           |
| 053BASANTANDER AUTO REC TR | 2029-11-15      | 5.0000%  |  | $4896875.00        | $4931282.63        | Asset-Backed Securities                           |
| 0612YGM FINL REVOL RECEV T | 2037-12-11      | 4.6400%  |  | $158750.00         | $162193.76         | Asset-Backed Securities                           |
| 05LDDHYUNDAI AUTO LS SEC T | 2027-09-15      | 5.8400%  |  | $312500.00         | $315403.79         | Asset-Backed Securities                           |
| 065PAGREENSKY HOME IMPRV 2 | 2060-06-25      | 5.0700%  |  | $625000.00         | $630897.08         | Asset-Backed Securities                           |
| 05U58GREATAMERICA LS REC F | 2027-03-15      | 5.2800%  |  | $192478.51         | $193731.99         | Asset-Backed Securities                           |
| 05ZQTGLS AT SELECT REC IS  | 2031-03-17      | 5.2600%  |  | $156250.00         | $159448.21         | Asset-Backed Securities                           |
| 05S1GGM FINA AUTO LEASE TR | 2026-09-21      | 5.4300%  |  | $183105.55         | $183696.34         | Asset-Backed Securities                           |
| 055DIFORD CR AUTO OWNER TR | 2027-12-15      | 4.5900%  |  | $358750.00         | $360001.32         | Asset-Backed Securities                           |
| 05KRZFLAGSHIP CR AUTO TR 2 | 2028-04-17      | 5.4400%  |  | $11139105.33       | $11200120.41       | Asset-Backed Securities                           |
| 065T7EXETER SELECT AUTOM0B | 2031-12-15      | 4.9100%  |  | $1676875.00        | $1693953.04        | Asset-Backed Securities                           |
| 04RHJDT AUTO OWNER TRUST 2 | 2027-02-16      | 1.5000%  |  | $136954.61         | $136823.59         | Asset-Backed Securities                           |
| 05IMACR ACCEP AUTO LN TR   | 2033-09-15      | 7.1500%  |  | $875000.00         | $898873.99         | Asset-Backed Securities                           |
| 05L8FCTZNS AUTO REC TR 202 | 2028-02-15      | 5.8300%  |  | $855518.60         | $864038.04         | Asset-Backed Securities                           |
| 05UI0CLI FUNDING IX LLC 20 | 2050-06-21      | 5.3500%  |  | $3378776.04        | $3433845.03        | Asset-Backed Securities                           |
| 062FAAMERICAN CR ACCEP REC | 2031-08-12      | 5.5000%  |  | $131250.00         | $134049.73         | Asset-Backed Securities                           |
| 066OWACM AUTO TRUST 2025-3 | 2032-07-20      | 6.0800%  |  | $1406250.00        | $1407961.25        | Asset-Backed Securities                           |
| 05T9UAUXILIOR  TERM FDG LL | 2031-07-15      | 5.4900%  |  | $121875.00         | $124559.18         | Asset-Backed Securities                           |
| 065XFHPEFS EQUIP TR 2025-1 | 2032-09-20      | 4.7900%  |  | $1250000.00        | $1263088.26        | Asset-Backed Securities                           |
| 05XFSLAD AUTO RECEIVABLES  | 2029-03-15      | 4.5200%  |  | $625000.00         | $627788.61         | Asset-Backed Securities                           |
| 02MEXSBA PC           VAR  | 2042-08-25      | 7.3250%  |  | $2961127.68        | $3189814.04        | Other Instrument                                  |
| 02MEXSBA PC           VAR  | 2031-02-25      | 8.1330%  |  | $780.80            | $823.61            | Other Instrument                                  |
| 02MEXSBA PC           VAR  | 2035-03-25      | 8.2790%  |  | $2460308.30        | $2792097.03        | Other Instrument                                  |
| 02MEXSBA PC           VAR  | 2049-03-25      | 7.3250%  |  | $7424287.78        | $7985567.41        | Other Instrument                                  |
| 02MEXSBA PC           VAR  | 2029-07-25      | 7.8250%  |  | $12.15             | $13.48             | Other Instrument                                  |
| 01M7GXCEL ENERGY INC       | 2032-06-01      | 4.6000%  |  | $1000000.00        | $999024.44         | Corporate Debt Securities                         |
| 01RD4WISCONSIN ELEC PWR CO | 2042-12-15      | 3.6500%  |  | $375000.00         | $294327.29         | Corporate Debt Securities                         |
| 01BULWILLIAMS PARTNERS L.P | 2040-04-15      | 6.3000%  |  | $269375.00         | $293772.29         | Corporate Debt Securities                         |
| 01D4FWASTE MGMT INC DEL    | 2034-02-15      | 4.8750%  |  | $1109375.00        | $1130171.16        | Corporate Debt Securities                         |
| 01ND3VMWARE LLC            | 2030-05-15      | 4.7000%  |  | $3187500.00        | $3273555.42        | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2054-01-15      | 5.3500%  |  | $746250.00         | $708145.64         | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2032-03-15      | 2.3550%  |  | $812500.00         | $715778.64         | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2031-04-15      | 4.9000%  |  | $2656250.00        | $2771979.86        | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2051-10-01      | 3.7990%  |  | $493750.00         | $379381.76         | Corporate Debt Securities                         |
| 01BR2TRUIST FINL CORP      | 2028-06-06      | 4.1230%  |  | $198125.00         | $199899.37         | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2031-01-24      | 5.1400%  |  | $7031250.00        | $7288785.16        | Corporate Debt Securities                         |
| 01EWBSOCIETE GENERALE      | 2026-12-14      | 1.4880%  |  | $6903750.00        | $6860808.68        | Corporate Debt Securities                         |
| 01D0DSANTANDER HOLDINGS US | 2031-03-20      | 5.7410%  |  | $112500.00         | $119774.93         | Corporate Debt Securities                         |
| 03Q7CSAFEHOLD OPER PARTNER | 2031-06-15      | 2.8000%  |  | $2284375.00        | $2099741.66        | Corporate Debt Securities                         |
| 01DP2ROYAL BK CDA          | 2027-10-18      | 4.5100%  |  | $10625.00          | $10821.58          | Corporate Debt Securities                         |
| 027KQPUGET ENERGY INC      | 2041-04-15      | 5.6380%  |  | $990625.00         | $1005153.39        | Corporate Debt Securities                         |
| 01RD2PUBLIC SVC ELEC & GAS | 2042-05-01      | 3.9500%  |  | $167500.00         | $141121.64         | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2031-06-15      | 1.8750%  |  | $11000000.00       | $9647375.84        | Corporate Debt Securities                         |
| 01BOGONEOK INC NEW         | 2032-10-15      | 4.9500%  |  | $3684375.00        | $3678802.38        | Corporate Debt Securities                         |
| 01BOGONEOK INC NEW         | 2034-11-01      | 5.0500%  |  | $5000.00           | $4971.86           | Corporate Debt Securities                         |
| 040NLNUTRIEN LTD           | 2041-01-15      | 6.1250%  |  | $385000.00         | $401865.35         | Corporate Debt Securities                         |
| 0653UJBS USA HOLDING LUX   | 2056-03-01      | 6.2500%  |  | $4705625.00        | $4717823.03        | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2036-07-23      | 5.5760%  |  | $6250.00           | $6425.48           | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2031-04-23      | 5.2180%  |  | $5537500.00        | $5822199.49        | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2030-07-23      | 5.0490%  |  | $12500000.00       | $12869112.50       | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2052-08-05      | 4.9000%  |  | $6918125.00        | $5717392.17        | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2051-03-15      | 2.3750%  |  | $571250.00         | $330804.84         | Corporate Debt Securities                         |
| 01BJDHELMERICH & PAYNE INC | 2027-12-01      | 4.6500%  |  | $201250.00         | $203106.87         | Corporate Debt Securities                         |
| 028BLELEMENT FLEET MGMT CO | 2030-03-25      | 5.0370%  |  | $5965000.00        | $6223207.95        | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2042-06-15      | 3.9500%  |  | $187500.00         | $155360.52         | Corporate Debt Securities                         |
| 01KSMDNB BANK ASA          | 2027-05-25      | 1.5350%  |  | $750000.00         | $737848.54         | Corporate Debt Securities                         |
| 03E4VUBS GROUP AG          | 2032-05-14      | 3.0910%  |  | $4121250.00        | $3833938.78        | Corporate Debt Securities                         |
| 01E4ICOMMONWEALTH BANK OF  | 2026-11-27      | 4.8640%  |  | $118750.00         | $119024.15         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2030-10-15      | 4.2500%  |  | $122500.00         | $124633.88         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2040-03-01      | 6.4000%  |  | $2690000.00        | $3006840.16        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2027-01-28      | 1.1220%  |  | $2421875.00        | $2391083.69        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2033-03-17      | 3.7850%  |  | $983125.00         | $943173.26         | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2055-03-15      | 5.5000%  |  | $28750.00          | $28952.56          | Corporate Debt Securities                         |
| 02GG5BROOKLYN UNION GAS CO | 2033-09-15      | 6.3880%  |  | $150000.00         | $164554.63         | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2027-01-13      | 1.3230%  |  | $5833750.00        | $5773840.31        | Corporate Debt Securities                         |
| 01DCJBANK NOVA SCOTIA B C  | 2026-12-07      | 5.3500%  |  | $28125.00          | $28853.04          | Corporate Debt Securities                         |
| 01DCJBANK NOVA SCOTIA B C  | 2026-06-24      | 1.3500%  |  | $56250.00          | $55097.86          | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2029-01-27      | 5.0040%  |  | $11250.00          | $11522.56          | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2026-06-05      | 5.3000%  |  | $18750.00          | $19120.81          | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2027-09-10      | 5.2403%  |  | $312500.00         | $317393.83         | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2027-09-10      | 4.5670%  |  | $1344375.00        | $1376531.81        | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2027-06-04      | 5.3700%  |  | $28750.00          | $29747.60          | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2027-03-08      | 2.6500%  |  | $60000.00          | $59574.45          | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2027-01-22      | 0.9490%  |  | $175000.00         | $172701.44         | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2037-01-10      | 3.0880%  |  | $1250.00           | $1104.94           | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2031-01-24      | 5.1620%  |  | $62500.00          | $64805.54          | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2025-11-19      | 5.1790%  |  | $125000.00         | $126928.26         | Corporate Debt Securities                         |
| 044GTAVOLON HLDGS FDG LTD  | 2030-10-10      | 4.9000%  |  | $108750.00         | $110052.76         | Corporate Debt Securities                         |
| 044GTAVOLON HLDGS FDG LTD  | 2030-01-15      | 5.1500%  |  | $61875.00          | $63305.83          | Corporate Debt Securities                         |
| 044GTAVOLON HLDGS FDG LTD  | 2029-03-01      | 5.7500%  |  | $28750.00          | $30537.41          | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2027-03-25      | 5.5160%  |  | $34375.00          | $35770.84          | Corporate Debt Securities                         |
| 05UDCAIRCASTLE LTD / AIRCA | 2030-09-15      | 5.0000%  |  | $1349375.00        | $1367542.09        | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2056-08-15      | 6.0500%  |  | $1587500.00        | $1636780.41        | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2041-08-01      | 4.9000%  |  | $301875.00         | $273879.45         | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2030-09-10      | 4.6400%  |  | $25625.00          | $26549.35          | Corporate Debt Securities                         |
| 01BSZUNION ELEC CO         | 2049-10-01      | 3.2500%  |  | $195625.00         | $134582.39         | Corporate Debt Securities                         |
| 01DE3CANADIAN IMPERIAL BAN | 2029-03-30      | 5.4041%  |  | $156250.00         | $158335.27         | Corporate Debt Securities                         |
| 01BULWILLIAMS PARTNERS L.P | 2045-01-15      | 4.9000%  |  | $283125.00         | $251788.41         | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2026-12-11      | 4.5880%  |  | $60625.00          | $61286.46          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2027-11-17      | 5.1250%  |  | $1750000.00        | $1812178.96        | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2033-03-01      | 6.8750%  |  | $511250.00         | $593971.81         | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2026-09-15      | 4.9836%  |  | $89375.00          | $90540.10          | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2028-02-01      | 5.2030%  |  | $21875.00          | $22537.09          | Corporate Debt Securities                         |
| 01BM9MARSH & MCLENNAN COS  | 2031-11-15      | 4.8500%  |  | $1768750.00        | $1837379.46        | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2027-01-20      | 5.0800%  |  | $14599375.00       | $14716656.64       | Corporate Debt Securities                         |
| 01DRJTORONTO DOMINION BK O | 2030-06-03      | 4.8080%  |  | $1488750.00        | $1538631.73        | Corporate Debt Securities                         |
| 01BE6BECTON DICKINSON & CO | 2047-06-06      | 4.6690%  |  | $263125.00         | $232180.09         | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2034-11-01      | 4.4000%  |  | $89375.00          | $86920.96          | Corporate Debt Securities                         |
| GNMA GNRA 2024-110 TS      | 2064-07-20      | 1.7050%  |  | $17438753.44       | $694816.48         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2013-079 BZ      | 2043-05-20      | 3.0000%  |  | $699174.80         | $621902.23         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-089 IB      | 2052-12-20      | 6.0000%  |  | $78134.04          | $12343.67          | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-069 XD      | 2065-04-20      | 0.9550%  |  | $27106819.88       | $718621.91         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-089 AN      | 2053-07-20      | 5.0000%  |  | $3668606.25        | $3571960.08        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2022-093 HS      | 2052-05-20      | 0.0000%  |  | $20834512.50       | $662037.47         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRM 2025-069 H       | 2055-04-20      | 5.0000%  |  | $4458110.85        | $4473785.08        | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-089 ZF      | 2055-05-20      | 5.9450%  |  | $385827.94         | $349959.93         | Agency Collateralized Mortgage Obligation         |
| GNMA GNRA 2025-089 ZB      | 2055-05-20      | 6.0000%  |  | $815329.27         | $815833.69         | Agency Collateralized Mortgage Obligation         |
| 01BFHJPMORGAN CHASE & CO   | 2031-11-19      | 1.7640%  |  | $8250000.00        | $7279305.00        | Corporate Debt Securities                         |
| 01DAXAIRCASTLE LTD         | 2028-01-26      | 2.8500%  |  | $62500.00          | $60237.66          | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2027-06-04      | 5.1170%  |  | $1980625.00        | $2015772.87        | Corporate Debt Securities                         |
| 0653UJBS USA HOLDING LUX   | 2066-04-15      | 6.3750%  |  | $1015000.00        | $1022030.57        | Corporate Debt Securities                         |
| 02WRRMPLX LP               | 2035-09-15      | 5.4000%  |  | $8265625.00        | $8228347.03        | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2035-02-20      | 5.7380%  |  | $1875000.00        | $1956420.94        | Corporate Debt Securities                         |
| 01DIXTELEDYNE TECHNOLOGIES | 2031-04-01      | 2.7500%  |  | $1062500.00        | $987249.03         | Corporate Debt Securities                         |
| 03OVCBAYER US FIN II LLC   | 2034-07-15      | 4.2000%  |  | $3205000.00        | $2954411.73        | Corporate Debt Securities                         |
| 02MEXSMALL BUSINESS ADMIN  | 2035-11-01      | 2.7000%  |  | $125888.81         | $118754.69         | Other Instrument                                  |
| 02MEXSMALL BUSINESS ADMIN  | 2028-12-01      | 6.2200%  |  | $4609.32           | $4791.73           | Other Instrument                                  |
| 03IDASMALL BUSINESS ADMIN  | 2033-03-01      | 5.1680%  |  | $42936740.62       | $44817696.88       | Other Instrument                                  |
| 03IDASMALL BUSINESS ADMIN  | 2033-09-01      | 5.6880%  |  | $21225604.96       | $22654433.01       | Other Instrument                                  |
| 03IDASMALL BUSINESS ADMIN  | 2032-09-01      | 4.2620%  |  | $3400682.72        | $3472793.68        | Other Instrument                                  |
| 03IDASMALL BUSINESS ADMIN  | 2031-09-01      | 1.3040%  |  | $8109719.51        | $7254520.48        | Other Instrument                                  |
| 02MEXSMALL BUSINESS ADMIN  | 2034-04-01      | 3.1100%  |  | $753248.12         | $736153.58         | Other Instrument                                  |
| 02MEXSMALL BUSINESS ADMIN  | 2033-01-01      | 2.1300%  |  | $14832.57          | $13935.37          | Other Instrument                                  |
| 03IDASMALL BUSINESS ADMIN  | 2031-03-10      | 1.6670%  |  | $8448399.39        | $7739126.63        | Other Instrument                                  |
| 0343FCIFC FDG LTD 2013-2R  | 2030-10-18      | 5.5906%  |  | $12952148.50       | $13041678.65       | Other Instrument                                  |
| 04A1JBLUEMOUNTAIN CLO LTD  | 2030-10-25      | 5.5085%  |  | $6525993.64        | $6561595.85        | Other Instrument                                  |
| 04RUSBATTALION CLO LTD 202 | 2037-10-15      | 9.3176%  |  | $1250000.00        | $1239714.93        | Other Instrument                                  |
| 05TLZAPEX CREDIT CLO 2024- | 2037-07-27      | 6.7185%  |  | $1312500.00        | $1323999.91        | Other Instrument                                  |
| 04E8EAPEX CREDIT CLO LTD   | 2037-07-20      | 9.4790%  |  | $1875000.00        | $1909216.56        | Other Instrument                                  |
| 04E1ECEDAR FUNDING CLO LTD | 2032-06-01      | 5.2589%  |  | $16350670.52       | $17666082.88       | Other Instrument                                  |
| 04TGFLCM LTD 2021-33R      | 2034-07-20      | 5.4892%  |  | $22656250.00       | $22752977.37       | Other Instrument                                  |
| GNMA GNRA 2025-144 Z       | 2066-05-16      | 5.0000%  |  | $3125000.00        | $3147205.90        | Other Instrument                                  |
| GNMA GNRA 2020-091 IU      | 2062-05-16      | 0.9649%  |  | $2141005.74        | $144465.33         | Other Instrument                                  |
| 03E4VUBS GROUP AG          | 2032-05-14      | 3.0910%  |  | $468750.00         | $436071.29         | Other Instrument                                  |
| GNMA GNRA 2021-037 IO      | 2061-01-16      | 0.7985%  |  | $1686793.89        | $100219.20         | Other Instrument                                  |
| GNMA GNRA 2020-109 AI      | 2060-05-16      | 0.8357%  |  | $1275772.39        | $75394.33          | Other Instrument                                  |
| GNMA GNRA 2007-015 Z       | 2047-03-16      | 4.2970%  |  | $337683.41         | $322925.33         | Other Instrument                                  |
| 04FGZFRESB MORTGAGE TR 201 | 2039-04-25      | 5.1555%  |  | $440674.69         | $440285.49         | Other Instrument                                  |
| 055O2BMO MTG TR 2022-C3    | 2054-09-17      | 5.5027%  |  | $937500.00         | $955741.79         | Other Instrument                                  |
| GNMA GNRA 2023-179 IO      | 2063-09-16      | 0.6112%  |  | $5003709.64        | $213750.36         | Other Instrument                                  |
| 03LEYMS BOFA ML TRUST 2016 | 2049-01-15      | 3.9510%  |  | $3125000.00        | $3071600.00        | Other Instrument                                  |
| GNMA GNRA 2020-184 IO      | 2060-11-16      | 0.9114%  |  | $1675518.53        | $109551.89         | Other Instrument                                  |
| GNMA GNRA 2020-054 IO      | 2063-09-16      | 1.6006%  |  | $2039279.82        | $239849.78         | Other Instrument                                  |
| GNMA GNRA 2021-068 IO      | 2062-10-16      | 0.8773%  |  | $1698711.88        | $108935.61         | Other Instrument                                  |
| GNMA GNRA 2021-060 IO      | 2063-05-16      | 0.8262%  |  | $1356733.13        | $83909.32          | Other Instrument                                  |
| GNMA GNRA 2018-162 IO      | 2060-10-16      | 0.6816%  |  | $15503423.85       | $708260.37         | Other Instrument                                  |
| GNMA GNRA 2018-56 IO       | 2059-11-16      | 0.6039%  |  | $21833652.65       | $693976.78         | Other Instrument                                  |
| GNMA GNRA 2017-57 IO       | 2059-12-16      | 0.5196%  |  | $479805.03         | $15904.64          | Other Instrument                                  |
| GNMA GNRA 2016-52 IO       | 2058-08-16      | 0.7676%  |  | $4401496.00        | $190989.84         | Other Instrument                                  |
| GNMA GNRA 2017-041 IO      | 2058-07-16      | 0.5593%  |  | $127341.38         | $3093.25           | Other Instrument                                  |
| GNMA GNRA 2015-098 IO      | 2055-04-16      | 0.2018%  |  | $667667.29         | $4281.71           | Other Instrument                                  |
| GNMA GNRA 2014-047 IA      | 2048-02-16      | 0.1626%  |  | $38333.07          | $161.17            | Other Instrument                                  |
| GNMA GNRA 2012-027 IO      | 2053-04-16      | 0.2033%  |  | $327811.40         | $749.41            | Other Instrument                                  |
| GNMA GNRA 2010-083 Z       | 2052-01-16      | 4.3000%  |  | $375270.04         | $348774.27         | Other Instrument                                  |
| FMAC FRESB MTG TR 2017-SB3 | 2037-06-25      | 5.1555%  |  | $944540.73         | $944325.19         | Other Instrument                                  |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 4.1300%  |  | $33689.96          | $33552.98          | Other Instrument                                  |
| FMAC FRESB MTG TR 2021-SB8 | 2031-04-25      | 1.4600%  |  | $831780.69         | $732206.19         | Other Instrument                                  |
| FMAC FRESB MTG TR 2020-SB8 | 2030-10-25      | 1.1100%  |  | $3396099.43        | $2961776.80        | Other Instrument                                  |
| FMAC FRESB MTG TR 2016-SB2 | 2036-10-25      | 2.5700%  |  | $2373734.52        | $2317127.81        | Other Instrument                                  |
| 03NAQDBJPM MTG TR 2016-C3  | 2049-08-12      | 3.2640%  |  | $386071.25         | $364170.07         | Other Instrument                                  |
| 05V91BENCHMARK MORTGAGE TR | 2057-08-17      | 5.6019%  |  | $79375.00          | $82994.19          | Other Instrument                                  |
| GNMA GNRA 2025-144 IO      | 2067-09-16      | 0.0000%  |  | $10585388.13       | $789362.98         | Other Instrument                                  |
| GNMA GNRA 2025-144 BH      | 2067-09-16      | 5.0000%  |  | $4687500.00        | $4723307.29        | Other Instrument                                  |
| GNMA GNRM 2022-082 Z       | 2064-02-16      | 2.0000%  |  | $1600651.92        | $759889.58         | Other Instrument                                  |
| GNMA GNRA 2022-003 IO      | 2061-02-16      | 0.6398%  |  | $2214274.30        | $104439.81         | Other Instrument                                  |
| GNMA GNRA 2022-004 Z       | 2064-03-16      | 1.9000%  |  | $401398.83         | $161978.79         | Other Instrument                                  |
| GNMA GNRM 2020-182 IA      | 2063-06-16      | 0.7000%  |  | $17835731.18       | $650048.99         | Other Instrument                                  |
| 05M7DBMO MORTGAGE TR 2023- | 2056-11-17      | 7.2963%  |  | $65625.00          | $70914.76          | Other Instrument                                  |
| 02MEVFHLMC REMIC TRUST K-1 | 2031-11-25      | 0.4911%  |  | $22443814.70       | $403717.75         | Other Instrument                                  |
| GNMA GNRA 2018-150 IO      | 2060-02-16      | 0.6018%  |  | $21410165.87       | $724542.69         | Other Instrument                                  |
| GNMA GNRA 2014-186 IO      | 2054-08-16      | 0.3665%  |  | $306728.63         | $2459.06           | Other Instrument                                  |
| GNMA GNRA 2023-092 IA      | 2064-06-16      | 0.6110%  |  | $2473929.18        | $132219.71         | Other Instrument                                  |
| FMAC FRESB MORTGAGE TR 201 | 2039-03-25      | 2.8900%  |  | $644652.34         | $587692.65         | Other Instrument                                  |
| FMAC FRESB MTG TR 2020-SB8 | 2040-10-25      | 1.2600%  |  | $6067865.15        | $5209371.45        | Other Instrument                                  |
| FMAC FRESB MTG TR 2021-SB8 | 2041-02-25      | 1.3200%  |  | $513524.68         | $476272.40         | Other Instrument                                  |
| WLDB 4.0 WBGB 05/06/32     | 2032-05-06      | 4.0000%  |  | $266250.00         | $270138.73         | Other Instrument                                  |
| WLDB 4.625 WBGB 01/15/32   | 2032-01-15      | 4.6250%  |  | $856250.00         | $894184.26         | Other Instrument                                  |
| IADB 4.375 IABD 07/16/35   | 2035-07-16      | 4.3750%  |  | $416875.00         | $423338.94         | Other Instrument                                  |

### Security 311: Walker Manufacturing Company

- **C.1 - Title:** Walker Manufacturing Company,  4.450%, 4/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 931685AA9, C.4 - ISIN: US931685AA97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10740000.00
- **C.18.a - Value (excl. sponsor support):** $10740000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2044-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 312: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.340%, 9/2/2025
- **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: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-139 JT     | 2055-08-20      | 5.0000%  |  | $22222222.22       | $22388286.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.6450%  |  | $21347861.78       | $21312942.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS     | 2065-04-20      | 5.4950%  |  | $74130744.00       | $74370539.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FD     | 2055-04-20      | 5.6450%  |  | $21978360.22       | $21973157.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.5450%  |  | $20747777.96       | $20682241.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FA     | 2055-06-20      | 6.0000%  |  | $22096562.22       | $22289995.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.8550%  |  | $22135356.89       | $22210921.64       | Agency Collateralized Mortgage Obligation |
| FMAC FMAR 841162 G        | 2050-12-01      | 2.2700%  |  | $2614203.83        | $2530140.33        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0146 | 2028-12-01      | 5.0000%  |  | $2558666.67        | $2632171.76        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 4.1880%  |  | $11972.06          | $11751.46          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0147 | 2029-01-01      | 4.8150%  |  | $2275555.56        | $2337926.26        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6486 | 2030-04-01      | 2.3100%  |  | $12222.22          | $11295.15          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0593 | 2029-03-01      | 4.3900%  |  | $2683555.56        | $2722417.32        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  |  | $44409.24          | $44510.65          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3009 | 2035-01-01      | 5.0200%  |  | $222222.22         | $228097.88         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4355 | 2030-07-01      | 4.4600%  |  | $4369111.11        | $4434642.92        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1813 | 2029-09-01      | 4.1900%  |  | $6666666.67        | $6721872.59        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  |  | $64224.88          | $62401.76          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  |  | $5241497.78        | $5264410.69        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WNWN2587 | 2033-03-01      | 4.7200%  |  | $172793.78         | $175770.00         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7273 | 2032-12-01      | 5.2900%  |  | $448222.22         | $470037.40         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0932 | 2029-06-01      | 4.6400%  |  | $2750222.22        | $2811590.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4651 | 2032-08-01      | 4.3400%  |  | $3097111.11        | $3096409.79        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9849 | 2028-11-01      | 4.9700%  |  | $4204444.44        | $4326522.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1258 | 2029-07-01      | 4.7200%  |  | $2418666.67        | $2476668.98        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  |  | $6044444.44        | $5988752.95        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  |  | $6666666.67        | $6843648.15        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  |  | $2209935.80        | $2241754.46        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4403 | 2032-07-01      | 4.4200%  |  | $2111111.11        | $2121577.53        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0068 | 2029-01-01      | 4.8600%  |  | $3139111.11        | $3229081.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2216 | 2029-11-01      | 3.9800%  |  | $4473333.33        | $4467932.03        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  |  | $47424.52          | $44123.14          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.260 WNWN2707 | 2032-07-01      | 4.2600%  |  | $4409111.11        | $4389046.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0723 | 2026-09-01      | 3.8400%  |  | $61849.48          | $61680.92          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  |  | $10000.00          | $9169.78           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  |  | $5555555.56        | $5623936.42        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.870 WNWN2267 | 2032-10-01      | 3.8700%  |  | $96666.67          | $93198.07          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.5530%  |  | $12446.36          | $12885.79          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  |  | $5562888.89        | $5590660.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3866 | 2029-09-01      | 2.7100%  |  | $3850000.00        | $3669846.10        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3766 | 2030-05-01      | 4.1900%  |  | $5555555.56        | $5587327.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1520 | 2029-09-01      | 4.5700%  |  | $3333333.33        | $3405571.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0380 | 2034-01-01      | 4.2600%  |  | $44444.44          | $43924.86          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0197 | 2029-01-01      | 5.1600%  |  | $4000000.00        | $4131497.33        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  |  | $5476.08           | $4230.14           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0066 | 2028-12-01      | 5.2800%  |  | $3410000.00        | $3533451.10        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0892 | 2029-05-01      | 4.6500%  |  | $4633333.33        | $4724650.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9592 | 2028-09-01      | 4.8150%  |  | $1629333.33        | $1671373.39        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9591 | 2028-09-01      | 4.8150%  |  | $3195777.78        | $3279155.62        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9589 | 2028-09-01      | 4.8150%  |  | $3493333.33        | $3584474.40        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9586 | 2028-09-01      | 4.8150%  |  | $3827555.56        | $3927416.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9371 | 2028-08-01      | 4.9400%  |  | $4044760.55        | $4155280.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9235 | 2028-08-01      | 4.7600%  |  | $2211111.11        | $2260399.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9065 | 2028-07-01      | 4.6200%  |  | $111111.11         | $112043.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8635 | 2028-05-01      | 4.4220%  |  | $222040.26         | $222592.55         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7278 | 2027-11-01      | 4.9000%  |  | $45555.56          | $45984.56          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0140 | 2028-12-01      | 4.8700%  |  | $2373333.33        | $2437446.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6962 | 2032-10-01      | 4.7900%  |  | $857298.78         | $878847.46         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  |  | $44444.44          | $45238.42          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  |  | $3333333.33        | $3339975.93        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  |  | $12165.32          | $10791.60          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.5020%  |  | $10195.84          | $10580.70          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7352 | 2052-05-01      | 2.1470%  |  | $6683730.63        | $6604860.38        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7128 | 2052-12-01      | 3.7170%  |  | $4892513.29        | $4735468.50        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.8010%  |  | $413135.37         | $431004.85         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.5710%  |  | $343650.48         | $355822.58         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3348 | 2025-12-01      | 3.0000%  |  | $24583.46          | $24515.05          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL8941 | 2030-11-01      | 1.1700%  |  | $4437555.56        | $3820451.33        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3863 | 2029-09-01      | 2.7100%  |  | $4903555.56        | $4674102.39        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  |  | $5080.93           | $5028.54           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8133 | 2033-01-01      | 3.2400%  |  | $241727.25         | $226873.35         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  |  | $14662.67          | $14126.27          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM3347 | 2033-05-01      | 3.3100%  |  | $16750.74          | $15897.18          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM2127 | 2033-01-01      | 3.3100%  |  | $29070.75          | $27234.36          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.8800%  |  | $493.82            | $491.41            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 6.3690%  |  | $19475.07          | $19444.96          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.6640%  |  | $859.60            | $847.99            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.4440%  |  | $40.48             | $40.25             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.850 WSWS4021 | 2041-05-01      | 4.8500%  |  | $191172.07         | $186330.11         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4752 | 2035-08-01      | 4.8100%  |  | $5387777.78        | $5504655.44        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4716 | 2032-08-01      | 4.4100%  |  | $1440444.44        | $1445288.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4548 | 2030-08-01      | 4.2500%  |  | $2306222.22        | $2321103.25        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4190 | 2032-06-01      | 4.8000%  |  | $1660888.89        | $1704721.96        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4185 | 2035-06-01      | 5.0100%  |  | $720444.44         | $737319.18         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HIBZ4044 | 2040-06-01      | 5.3300%  |  | $485818.95         | $508185.35         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  |  | $5806666.67        | $5791913.22        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3731 | 2032-06-01      | 4.5400%  |  | $5429555.56        | $5512025.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  |  | $6165777.78        | $6258610.41        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  |  | $7386888.89        | $7449201.40        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  |  | $6138888.89        | $6283245.54        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.6210%  |  | $12190.88          | $12119.82          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.3470%  |  | $61.41             | $60.97             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.4150%  |  | $8571.39           | $8872.92           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  |  | $6666666.67        | $6749496.29        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.260 WNWN2001 | 2027-09-01      | 3.2600%  |  | $439283.17         | $433706.72         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.310 WNWN1542 | 2030-02-01      | 4.3100%  |  | $1867111.11        | $1880694.76        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  |  | $5555555.56        | $5635212.96        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841116 G        | 2050-08-01      | 2.2990%  |  | $2042247.71        | $1973128.06        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6319 | 2032-08-01      | 3.8300%  |  | $900000.00         | $875748.50         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  |  | $6735555.56        | $6896098.27        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3871 | 2029-09-01      | 2.7100%  |  | $2112888.89        | $2014020.01        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.400 WNWN1250 | 2028-05-01      | 4.4000%  |  | $222222.22         | $222308.72         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  |  | $3164444.44        | $3199851.06        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B6490 G        | 2050-08-01      | 2.0330%  |  | $3297297.61        | $3172334.06        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.5980%  |  | $9668.54           | $10008.77          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.5890%  |  | $10482.81          | $10873.76          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.5430%  |  | $8610.85           | $8912.74           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.5820%  |  | $11071.24          | $11463.66          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.5820%  |  | $8852.61           | $9166.37           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.5820%  |  | $10623.13          | $10999.65          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9670%  |  | $10316.34          | $10655.66          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  |  | $6933333.33        | $6979047.88        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3529 | 2032-05-01      | 4.7100%  |  | $2194666.67        | $2241277.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  |  | $6040000.00        | $6181979.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2508 | 2031-12-01      | 4.7100%  |  | $1728222.22        | $1774523.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2299 | 2029-11-01      | 4.8900%  |  | $3505555.56        | $3624864.80        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1913 | 2029-09-01      | 4.4100%  |  | $4231111.11        | $4300116.30        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1400 | 2029-07-01      | 4.7900%  |  | $3312222.22        | $3405141.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1398 | 2029-07-01      | 4.7900%  |  | $2334444.44        | $2399933.91        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1266 | 2029-07-01      | 4.6900%  |  | $3964333.33        | $4061006.69        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  |  | $7805555.56        | $8024529.14        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  |  | $7695555.56        | $7908342.80        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0714 | 2029-04-01      | 4.7400%  |  | $3213555.56        | $3296579.91        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0693 | 2029-04-01      | 4.7500%  |  | $2986666.67        | $3060504.37        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0677 | 2029-03-01      | 5.0400%  |  | $2186767.11        | $2255132.01        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0615 | 2029-03-01      | 4.8900%  |  | $2124666.67        | $2184833.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  |  | $6500000.00        | $6667952.78        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2879 | 2030-01-01      | 4.7100%  |  | $3403111.11        | $3495425.04        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0946 | 2029-06-01      | 4.6350%  |  | $3540000.00        | $3618354.36        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0538 | 2029-02-01      | 4.7100%  |  | $1144444.44        | $1172204.47        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0399 | 2029-02-01      | 4.6700%  |  | $3334444.44        | $3405782.29        | Agency Mortgage-Backed Securities         |

### Security 313: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  4.350%, 9/2/2025
- **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: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.8549%  |  | $4021395.13        | $3929798.71        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5572JA 08/25/49 | 2049-08-25      | 5.0000%  |  | $5211695.60        | $5244189.94        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0208 10/25/53 | 2053-10-25      | 5.7484%  |  | $902095.32         | $908425.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $800000.00         | $835625.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 DB     | 2053-07-20      | 6.0000%  |  | $1000000.00        | $1043078.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.7450%  |  | $8964166.11        | $9009948.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 5.3950%  |  | $3110355.84        | $3110734.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.4950%  |  | $1999382.02        | $1998751.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF     | 2054-11-20      | 5.4450%  |  | $1150824.62        | $1151934.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.4050%  |  | $2983653.68        | $2988061.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $2000000.00        | $2087635.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FA     | 2053-10-20      | 5.5250%  |  | $2879451.90        | $2900930.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $2000000.00        | $2087621.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 FK     | 2053-08-20      | 5.5950%  |  | $4095921.92        | $4125358.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 BF     | 2053-08-20      | 5.5450%  |  | $4095921.92        | $4120371.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 5.3950%  |  | $2627258.80        | $2632289.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-096 FA     | 2053-07-20      | 5.3950%  |  | $1311221.82        | $1313732.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $1400000.00        | $1461770.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.4950%  |  | $2529563.44        | $2533739.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-063 LB     | 2053-05-20      | 6.0000%  |  | $1199999.60        | $1239689.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-093 FA     | 2053-06-20      | 5.3450%  |  | $5149935.20        | $5156796.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $587834.40         | $500807.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.4050%  |  | $298411.75         | $297141.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-179 F      | 2051-10-20      | 3.0000%  |  | $12529686.03       | $10542502.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.8549%  |  | $2206901.09        | $2149860.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-132 PJ     | 2055-01-20      | 4.0000%  |  | $3589742.00        | $3502156.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NU     | 2055-06-20      | 5.0000%  |  | $1600000.00        | $1540321.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.7549%  |  | $2690478.24        | $2616831.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FJ     | 2054-11-20      | 5.5950%  |  | $7003920.56        | $7022738.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $800000.00         | $831290.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.7549%  |  | $3907000.17        | $3797462.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 FE     | 2053-09-20      | 5.6950%  |  | $3871558.16        | $3910350.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $2318582.64        | $2183933.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.3450%  |  | $4379034.24        | $4392947.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $14334233.20       | $12376664.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 PV     | 2036-06-20      | 5.0000%  |  | $4744962.53        | $4817934.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $4000000.00        | $4148938.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $1600000.00        | $1668911.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $1200000.00        | $1253405.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 5.4450%  |  | $11110403.52       | $11138637.92       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  |  | $32036.45          | $32666.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $161566.90         | $160579.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4723 | 2047-06-01      | 4.0000%  |  | $59961.97          | $57292.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBP6481 | 2050-07-01      | 4.5000%  |  | $8163.52           | $7981.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ1441 | 2026-09-01      | 3.5000%  |  | $430.89            | $429.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  |  | $6320.54           | $6564.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  |  | $99.66             | $99.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $29702.19          | $27569.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2324 | 2035-02-01      | 5.5000%  |  | $2467.63           | $2541.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8604 | 2045-04-01      | 3.5000%  |  | $3626.31           | $3397.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI4377 | 2036-04-01      | 5.5000%  |  | $37.68             | $39.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM7464 | 2040-06-01      | 4.5000%  |  | $4698.91           | $4755.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6651 | 2026-07-01      | 4.5000%  |  | $19.85             | $19.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $7656550.81        | $7619775.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $1704812.20        | $1427736.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $198126.14         | $172380.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1927 | 2038-01-01      | 5.5000%  |  | $123.68            | $128.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  |  | $4717137.23        | $3818242.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB4617 | 2042-03-01      | 4.0000%  |  | $161463.19         | $157670.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2198 | 2047-07-01      | 5.0000%  |  | $65169.39          | $66649.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $144624.30         | $140095.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  |  | $18108.60          | $16437.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6888 | 2050-11-01      | 2.5000%  |  | $8453.88           | $7221.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  |  | $2015.12           | $1753.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAY3416 | 2030-04-01      | 2.5000%  |  | $8451.56           | $8207.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX5218 | 2039-10-01      | 3.5000%  |  | $2091.98           | $2056.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  |  | $20.84             | $19.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX3123 | 2044-10-01      | 4.0000%  |  | $12267.25          | $11773.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL730727 | 2033-08-01      | 5.0000%  |  | $3357.28           | $3386.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW3064 | 2029-04-01      | 3.0000%  |  | $6720.42           | $6608.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  |  | $26.56             | $26.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  |  | $157.77            | $156.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL906734 | 2037-01-01      | 6.0000%  |  | $807.70            | $844.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888692 | 2036-09-01      | 5.5000%  |  | $604.71            | $627.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $2351.28           | $2407.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9723 | 2054-03-01      | 5.5000%  |  | $6480741.82        | $6561756.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  |  | $3319.79           | $3261.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  |  | $58441.29          | $51364.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  |  | $6284843.76        | $6394035.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8344 | 2049-06-01      | 4.0000%  |  | $121621.06         | $116174.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  |  | $100837.68         | $88627.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1306 | 2037-04-01      | 2.5000%  |  | $150563.49         | $142461.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  |  | $1479562.73        | $1496701.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5372 | 2039-05-01      | 6.0000%  |  | $820.23            | $851.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6614 | 2052-01-01      | 2.5000%  |  | $1028265.93        | $858594.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $365610.64         | $356455.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4667 | 2046-06-01      | 3.0000%  |  | $1186.12           | $1064.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $18187.37          | $18706.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4085 | 2044-12-01      | 4.0000%  |  | $5380.23           | $5159.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA2871 | 2032-01-01      | 3.0000%  |  | $899.11            | $878.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $5262482.25        | $5412792.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0808 | 2047-11-01      | 4.0000%  |  | $40527.36          | $38860.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9390 | 2052-06-01      | 3.5000%  |  | $3678556.99        | $3374532.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2547 | 2052-08-01      | 3.0000%  |  | $1366204.80        | $1203574.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  |  | $20567.59          | $21109.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ9177 | 2045-09-01      | 4.0000%  |  | $6409.01           | $6122.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $17462.04          | $16177.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH7010 | 2053-12-01      | 6.0000%  |  | $551214.30         | $565680.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5586 | 2053-01-01      | 6.0000%  |  | $11227.58          | $11623.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  |  | $8300.97           | $7763.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $5163436.53        | $5230704.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2219 | 2051-08-01      | 2.5000%  |  | $15947.09          | $13422.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0980 | 2051-07-01      | 3.5000%  |  | $1211068.37        | $1110978.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7312 | 2053-09-01      | 5.0000%  |  | $3345300.44        | $3348698.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $168774.54         | $146960.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  |  | $526292.96         | $446501.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA3033 | 2038-10-01      | 4.0000%  |  | $906.93            | $896.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4603 | 2045-02-01      | 3.5000%  |  | $1067.40           | $999.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  |  | $1313841.96        | $1349403.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0846 | 2040-12-01      | 4.0000%  |  | $773.03            | $756.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $5294894.03        | $5441264.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8200 | 2054-06-01      | 6.0000%  |  | $174024.25         | $178635.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  |  | $58195.03          | $50885.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  |  | $1062427.91        | $890786.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $982102.05         | $869100.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  |  | $464649.98         | $394996.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $21536.29          | $19135.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7313 | 2053-09-01      | 5.0000%  |  | $1108494.16        | $1108192.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7310 | 2053-10-01      | 4.5000%  |  | $411769.57         | $403509.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $13705.45          | $11546.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM1382 | 2031-03-01      | 4.0000%  |  | $66.62             | $66.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  |  | $3820.72           | $3573.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  |  | $29163.74          | $29466.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0400 | 2047-11-01      | 4.0000%  |  | $36688.75          | $34960.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $45657.67          | $36489.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL7781 | 2044-02-01      | 4.0000%  |  | $1793.53           | $1731.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  |  | $576165.92         | $481359.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAP2088 | 2042-08-01      | 4.0000%  |  | $20693.33          | $20168.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB6670 | 2042-10-01      | 3.0000%  |  | $3124.81           | $2867.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3091 | 2041-01-01      | 4.0000%  |  | $59986.36          | $58645.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD3154 | 2049-02-01      | 3.5000%  |  | $1039660.95        | $963154.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ0546 | 2042-11-01      | 3.5000%  |  | $3662.89           | $3457.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  |  | $121602.98         | $118692.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  |  | $13227.65          | $12362.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9262 | 2054-10-01      | 5.5000%  |  | $7389.73           | $7475.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3737 | 2034-08-01      | 2.5000%  |  | $759.17            | $720.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS8241 | 2031-11-01      | 2.5000%  |  | $58.43             | $56.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7596 | 2038-06-01      | 5.5000%  |  | $56.74             | $58.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7958 | 2043-02-01      | 3.5000%  |  | $9827.22           | $9270.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  |  | $5592.75           | $4912.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6694 | 2048-06-01      | 4.0000%  |  | $2518946.71        | $2439393.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725948 | 2034-10-01      | 5.5000%  |  | $37.40             | $38.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735144 | 2034-09-01      | 6.5000%  |  | $54.53             | $56.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  |  | $58549.73          | $59943.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL3353 | 2027-06-01      | 4.0000%  |  | $189.01            | $188.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  |  | $15717.14          | $15339.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  |  | $1169.99           | $1142.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $67395.95          | $59344.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6693 | 2053-06-01      | 4.0000%  |  | $481451.61         | $453297.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6659 | 2049-09-01      | 4.5000%  |  | $691849.67         | $682671.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6542 | 2052-04-01      | 2.5000%  |  | $2231.60           | $1898.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6151 | 2054-01-01      | 6.0000%  |  | $11319996.23       | $11638140.95       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6127 | 2050-11-01      | 3.0000%  |  | $1261334.62        | $1108394.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $6009.19           | $6114.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  |  | $137109.72         | $135078.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS7346 | 2054-02-01      | 7.0000%  |  | $5039330.67        | $5388765.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  |  | $407778.20         | $361630.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  |  | $3956822.92        | $4133363.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $3561.04           | $3101.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $390384.24         | $339657.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFS6853 | 2039-07-01      | 4.5000%  |  | $2887.72           | $2892.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  |  | $3534.88           | $3544.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL609592 | 2031-11-01      | 6.0000%  |  | $405.07            | $415.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL589499 | 2031-08-01      | 6.5000%  |  | $303.29            | $315.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  |  | $2602.23           | $2676.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL555285 | 2033-03-01      | 6.0000%  |  | $104.32            | $108.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257522 | 2028-11-01      | 5.0000%  |  | $11467.63          | $11538.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL256851 | 2037-08-01      | 7.0000%  |  | $5320.90           | $5695.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254262 | 2032-04-01      | 6.0000%  |  | $30.70             | $31.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL254767 | 2033-06-01      | 5.5000%  |  | $34.88             | $35.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8407 | 2054-03-01      | 5.0000%  |  | $1780.18           | $1765.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5632 | 2047-12-01      | 3.0000%  |  | $6121.59           | $5481.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $3554780.03        | $3653047.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1460 | 2052-05-01      | 3.0000%  |  | $494467.73         | $436624.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3184 | 2047-11-01      | 4.5000%  |  | $701.89            | $689.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB9512 | 2043-05-01      | 3.5000%  |  | $2420.30           | $2274.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $49541.97          | $50170.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1242 | 2036-12-01      | 5.5000%  |  | $2859.90           | $2979.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4387 | 2039-07-01      | 5.0000%  |  | $79189.14          | $80992.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  |  | $8669.97           | $8461.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256514 | 2036-12-01      | 6.0000%  |  | $2005.88           | $2121.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL903803 | 2036-11-01      | 6.0000%  |  | $3671.99           | $3872.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  |  | $88773.40          | $81065.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  |  | $42501.64          | $39987.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  |  | $4355.03           | $4102.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK6600 | 2029-04-01      | 3.0000%  |  | $18072.78          | $17720.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CJMA3347 | 2033-03-01      | 3.0000%  |  | $150000.91         | $145381.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4379 | 2039-05-01      | 4.5000%  |  | $53.54             | $53.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7592 | 2050-03-01      | 3.5000%  |  | $5118.50           | $4693.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1378 | 2041-05-01      | 5.0000%  |  | $9894.32           | $10118.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2737 | 2046-09-01      | 3.0000%  |  | $262593.53         | $235430.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6095 | 2049-07-01      | 4.5000%  |  | $358781.62         | $351504.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940907 | 2037-07-01      | 6.0000%  |  | $476.89            | $498.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL4242 | 2041-10-01      | 5.0000%  |  | $100.01            | $102.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  |  | $2577.19           | $2556.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2835 | 2051-12-01      | 3.5000%  |  | $931681.46         | $858014.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  |  | $111.79            | $118.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  |  | $5554.03           | $4913.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9306 | 2053-06-01      | 6.0000%  |  | $226299.91         | $233248.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $96244.55          | $93102.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  |  | $6460.88           | $6548.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7384 | 2052-05-01      | 3.5000%  |  | $23764.79          | $21625.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  |  | $185304.65         | $162866.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9485 | 2055-08-01      | 5.5000%  |  | $445980.49         | $451285.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2047 | 2054-12-01      | 5.5000%  |  | $5505681.41        | $5561689.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  |  | $981.84            | $1037.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $8943.98           | $9177.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA3756 | 2034-07-01      | 4.5000%  |  | $18557.88          | $18767.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $107041.97         | $104788.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3688 | 2049-06-01      | 4.5000%  |  | $186539.08         | $182869.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $108.79            | $107.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  |  | $313.01            | $298.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $117323.30         | $93954.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $1213237.04        | $1017644.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $372.83            | $368.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $158170.72         | $145379.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3310 | 2038-03-01      | 4.0000%  |  | $6262.95           | $6191.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3283 | 2033-02-01      | 3.0000%  |  | $1056.63           | $1031.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3278 | 2048-02-01      | 4.5000%  |  | $456.13            | $447.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA3245 | 2038-01-01      | 4.5000%  |  | $36547.02          | $37081.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3237 | 2048-01-01      | 3.0000%  |  | $2155.90           | $1917.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  |  | $7944.34           | $7496.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  |  | $12232.94          | $11281.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  |  | $44024.96          | $39470.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $2659.13           | $2469.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647 | 2046-01-01      | 3.5000%  |  | $50287.46          | $46896.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $46833.09          | $43693.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $6076.63           | $5676.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  |  | $10317.31          | $9644.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4579 | 2044-08-01      | 4.0000%  |  | $206.30            | $197.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  |  | $5896.44           | $5523.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4125 | 2049-08-01      | 4.0000%  |  | $77310.57          | $73607.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  |  | $6192007.61        | $5700307.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  |  | $4869.00           | $4768.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2963 | 2049-01-01      | 4.5000%  |  | $40624.70          | $39886.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2709 | 2045-09-01      | 4.0000%  |  | $428398.61         | $413317.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  |  | $18398.98          | $17989.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA1675 | 2048-04-01      | 3.0000%  |  | $566774.65         | $501795.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  |  | $144253.76         | $138151.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4259 | 2053-06-01      | 5.5000%  |  | $149246.83         | $151235.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $58726.77          | $58710.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $100298.31         | $105088.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $88043.02          | $89127.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0091 | 2052-10-01      | 5.0000%  |  | $507101.21         | $503748.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6309 | 2052-08-01      | 5.0000%  |  | $104408.78         | $103680.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1478 | 2052-06-01      | 4.5000%  |  | $2844.97           | $2751.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $20426.13          | $20975.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $1398.66           | $1269.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $2678916.74        | $2753587.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  |  | $1822.57           | $1654.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $2991.49           | $2949.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA4991 | 2038-04-01      | 5.5000%  |  | $50391.41          | $51746.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $115450.31         | $114835.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $6365154.17        | $6447377.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  |  | $59107.98          | $59990.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  |  | $132616.29         | $130717.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  |  | $358120.55         | $299475.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $1796345.90        | $1787626.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $1256581.67        | $1250611.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $94071.64          | $90979.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $10122.55          | $9789.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $35606.61          | $32348.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $583417.30         | $466740.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4514 | 2052-01-01      | 3.5000%  |  | $76942.00          | $70241.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $9742.41           | $9142.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  |  | $21607.58          | $21732.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM5660 | 2049-08-01      | 4.5000%  |  | $27273.05          | $26922.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6289 | 2051-02-01      | 3.0000%  |  | $120303.92         | $105604.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4956 | 2050-08-01      | 3.0000%  |  | $10515.65          | $9375.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4735 | 2047-04-01      | 3.0000%  |  | $10445.14          | $9303.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9900 | 2052-05-01      | 4.0000%  |  | $55474.09          | $52482.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9851 | 2052-05-01      | 4.0000%  |  | $690443.12         | $656840.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $3223.58           | $2696.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV0295 | 2052-02-01      | 3.5000%  |  | $5654.97           | $5193.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  |  | $814033.08         | $835790.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS4336 | 2038-04-01      | 6.0000%  |  | $2254.58           | $2384.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS4275 | 2037-01-01      | 6.0000%  |  | $332.88            | $352.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4167 | 2035-02-01      | 5.0000%  |  | $276.40            | $282.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS4134 | 2034-08-01      | 6.0000%  |  | $562.37            | $592.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4003 | 2041-06-01      | 5.5000%  |  | $1013.51           | $1055.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3934 | 2044-03-01      | 4.5000%  |  | $2463.73           | $2438.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3343 | 2041-10-01      | 5.0000%  |  | $68984.97          | $70549.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3149 | 2040-08-01      | 5.5000%  |  | $16592.32          | $17219.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3094 | 2040-12-01      | 4.0000%  |  | $95.35             | $93.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  |  | $177983.18         | $142296.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4507 | 2051-11-01      | 4.0000%  |  | $781125.44         | $733344.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  |  | $207098.61         | $194430.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  |  | $4664.05           | $4669.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $39668.73          | $40735.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $181532.26         | $183579.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  |  | $23540.64          | $21492.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  |  | $528972.82         | $443683.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  |  | $5365510.21        | $4717428.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $1153256.88        | $1014673.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  |  | $17240.61          | $15803.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  |  | $532.73            | $466.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  |  | $47816.38          | $41981.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  |  | $244491.16         | $215226.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  |  | $76532.10          | $76746.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM3321 | 2038-11-01      | 4.5000%  |  | $2757.80           | $2784.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3244 | 2045-07-01      | 5.0000%  |  | $33321.76          | $34078.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $78754.37          | $74072.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM3066 | 2038-11-01      | 4.5000%  |  | $1630.76           | $1639.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $1821168.91        | $1759267.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $6262.07           | $6430.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $13241.95          | $13426.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5479 | 2044-09-01      | 5.0000%  |  | $122070.47         | $123891.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $62230.08          | $63875.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5424 | 2039-07-01      | 5.0000%  |  | $5391.79           | $5466.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $800157.97         | $794664.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  |  | $118379.34         | $114381.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5178 | 2038-10-01      | 6.0000%  |  | $9311.47           | $9660.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $84963.16          | $88152.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5145 | 2038-09-01      | 6.0000%  |  | $2371.44           | $2460.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167 | 2053-10-01      | 6.5000%  |  | $9572.21           | $9976.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $2498849.42        | $2529579.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  |  | $1287.46           | $1249.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $34540.09          | $35041.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $101713.06         | $94369.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2959 | 2047-04-01      | 3.5000%  |  | $176.78            | $164.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV1823 | 2028-12-01      | 3.5000%  |  | $74.16             | $73.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  |  | $10806.09          | $9899.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1636 | 2043-07-01      | 3.5000%  |  | $207.32            | $195.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU1632 | 2043-07-01      | 3.0000%  |  | $16790.19          | $15386.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU1629 | 2043-07-01      | 3.0000%  |  | $5630.16           | $5158.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAT6033 | 2028-05-01      | 3.0000%  |  | $2068.56           | $2038.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  |  | $36985.72          | $33922.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2724 | 2043-05-01      | 3.0000%  |  | $1664.94           | $1525.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  |  | $17988.23          | $17628.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  |  | $89.05             | $87.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  |  | $15662.49          | $14500.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  |  | $10764.52          | $9996.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  |  | $1154.69           | $1109.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS7276 | 2031-06-01      | 3.0000%  |  | $4980.36           | $4870.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS5786 | 2030-09-01      | 2.5000%  |  | $14470.88          | $14040.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2852 | 2046-05-01      | 4.5000%  |  | $1173.31           | $1176.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1165 | 2032-09-01      | 3.0000%  |  | $58763.75          | $56848.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA0932 | 2041-12-01      | 3.5000%  |  | $247.93            | $232.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $786.64            | $784.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0667 | 2031-03-01      | 4.0000%  |  | $6993.46           | $6974.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA0624 | 2026-01-01      | 4.0000%  |  | $0.73              | $0.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  |  | $10240.99          | $9813.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  |  | $44.48             | $44.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0150 | 2042-06-01      | 4.0000%  |  | $2315.45           | $2248.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO7627 | 2027-06-01      | 3.0000%  |  | $11450.91          | $11338.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD5204 | 2052-01-01      | 2.5000%  |  | $219536.64         | $183028.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2938 | 2040-02-01      | 5.5000%  |  | $3493.82           | $3625.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3509 | 2042-02-01      | 5.0000%  |  | $29792.52          | $30468.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2485 | 2033-10-01      | 5.0000%  |  | $168.55            | $171.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2320 | 2038-09-01      | 5.5000%  |  | $107.97            | $112.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2262 | 2031-06-01      | 5.5000%  |  | $1009.43           | $1027.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN1436 | 2048-11-01      | 5.0000%  |  | $4694.98           | $4731.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1279 | 2051-08-01      | 2.5000%  |  | $100970.49         | $85078.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  |  | $181076.89         | $152238.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7325 | 2051-05-01      | 2.5000%  |  | $8687200.45        | $7287904.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA5269 | 2048-02-01      | 3.0000%  |  | $127747.36         | $113349.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV9273 | 2029-02-01      | 3.5000%  |  | $4669.70           | $4615.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9070 | 2053-05-01      | 6.0000%  |  | $11098.99          | $11506.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  |  | $8726.86           | $8052.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1011 | 2052-04-01      | 2.5000%  |  | $3216937.24        | $2687861.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  |  | $49429.24          | $50117.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4728 | 2047-07-01      | 4.5000%  |  | $1511.37           | $1483.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL7434 | 2041-05-01      | 6.0000%  |  | $25966.18          | $27465.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7351 | 2029-01-01      | 4.0000%  |  | $41.86             | $41.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7375 | 2029-01-01      | 4.0000%  |  | $265.05            | $264.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7207 | 2045-08-01      | 4.5000%  |  | $274.63            | $272.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3111 | 2052-09-01      | 5.0000%  |  | $3130220.23        | $3124785.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  |  | $442879.96         | $424788.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4721 | 2052-02-01      | 2.5000%  |  | $3928027.35        | $3344410.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2489 | 2038-01-01      | 3.5000%  |  | $2515.61           | $2434.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFM3499 | 2039-07-01      | 5.0000%  |  | $1565.55           | $1600.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $1659.94           | $1585.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $611.32            | $554.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6113 | 2041-06-01      | 5.0000%  |  | $778494.11         | $796247.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6059 | 2047-09-01      | 3.5000%  |  | $372268.75         | $347976.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  |  | $61575.61          | $64609.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5144 | 2054-04-01      | 6.0000%  |  | $218807.96         | $226291.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  |  | $32860.59          | $33317.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM2976 | 2035-01-01      | 2.5000%  |  | $43717.70          | $42212.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5385 | 2054-02-01      | 6.0000%  |  | $32863.40          | $34008.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5279 | 2052-08-01      | 3.0000%  |  | $19317.91          | $17035.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3443 | 2053-05-01      | 5.5000%  |  | $1521360.23        | $1537925.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  |  | $230016.02         | $233577.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3189 | 2053-06-01      | 6.0000%  |  | $193146.52         | $199662.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  |  | $45865.29          | $40019.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD3105 | 2052-10-01      | 4.0000%  |  | $1791601.55        | $1694194.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6234 | 2045-11-01      | 4.5000%  |  | $4856.68           | $4815.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6230 | 2045-11-01      | 4.5000%  |  | $5268.58           | $5218.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  |  | $109006.72         | $108088.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  |  | $3224931.87        | $3263617.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2770 | 2049-02-01      | 6.0000%  |  | $1548.63           | $1637.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  |  | $148150.00         | $147834.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2762 | 2053-05-01      | 5.5000%  |  | $32397.88          | $32942.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  |  | $175252.46         | $169491.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2347 | 2053-02-01      | 5.5000%  |  | $210723.25         | $215549.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3026 | 2053-06-01      | 5.0000%  |  | $199155.17         | $198164.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD1258 | 2051-11-01      | 2.0000%  |  | $874002.73         | $707457.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC8184 | 2051-10-01      | 3.0000%  |  | $4135646.12        | $3682868.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2156 | 2050-08-01      | 2.5000%  |  | $329646.98         | $278111.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6780 | 2053-07-01      | 5.0000%  |  | $103382.38         | $102805.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6620 | 2053-06-01      | 6.0000%  |  | $4242702.00        | $4361941.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6317 | 2053-05-01      | 5.0000%  |  | $157380.19         | $157069.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $68222.99          | $69404.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5902 | 2053-03-01      | 5.5000%  |  | $91532.26          | $92884.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  |  | $55051.30          | $54793.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6248 | 2053-05-01      | 5.0000%  |  | $60408.66          | $60308.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  |  | $5390.30           | $5207.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4835 | 2052-10-01      | 5.0000%  |  | $139532.60         | $139398.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB4542 | 2037-06-01      | 3.0000%  |  | $31248.47          | $29939.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5316 | 2052-12-01      | 6.0000%  |  | $351971.32         | $362117.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  |  | $97492.28          | $91494.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $29837.99          | $30080.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  |  | $138691.91         | $140390.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3361 | 2052-04-01      | 3.0000%  |  | $28261.79          | $24799.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  |  | $23224.02          | $19663.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $227534.84         | $197967.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9330 | 2039-10-01      | 5.0000%  |  | $736697.98         | $748921.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7562 | 2038-05-01      | 5.5000%  |  | $177.26            | $183.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6892 | 2037-12-01      | 6.0000%  |  | $14687.80          | $15536.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6859 | 2037-11-01      | 6.0000%  |  | $119.92            | $126.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9748 | 2040-02-01      | 5.0000%  |  | $3894.64           | $3958.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2261 | 2034-10-01      | 5.5000%  |  | $3362.51           | $3419.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1989 | 2037-09-01      | 5.5000%  |  | $2598.88           | $2707.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1895 | 2038-02-01      | 6.0000%  |  | $2581.03           | $2730.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2581 | 2037-01-01      | 5.0000%  |  | $1368.56           | $1402.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1486 | 2037-06-01      | 5.5000%  |  | $308.42            | $321.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS1414 | 2037-05-01      | 4.5000%  |  | $3952.24           | $3970.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT7914 | 2052-10-01      | 5.0000%  |  | $39721.50          | $39611.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $5033.51           | $4567.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT5132 | 2051-07-01      | 2.5000%  |  | $2969484.76        | $2494555.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR9750 | 2051-04-01      | 2.0000%  |  | $1217788.35        | $973305.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4051 | 2051-02-01      | 2.0000%  |  | $27939.26          | $22560.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9687 | 2051-01-01      | 2.0000%  |  | $4179.85           | $3357.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4169 | 2050-11-01      | 2.0000%  |  | $7074.59           | $5689.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  |  | $72316.14          | $64215.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN1628 | 2048-11-01      | 4.5000%  |  | $76143.01          | $74774.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  |  | $595.18            | $594.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $96542.74          | $85843.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5021 | 2044-05-01      | 5.5000%  |  | $1395.94           | $1454.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4781 | 2048-10-01      | 4.5000%  |  | $26073.54          | $25685.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  |  | $8101.91           | $7737.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  |  | $2872.45           | $2879.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM3860 | 2032-06-01      | 2.5000%  |  | $237772.36         | $230033.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM4434 | 2048-06-01      | 5.0000%  |  | $33183.74          | $33533.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3022 | 2047-10-01      | 3.5000%  |  | $233374.62         | $216222.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1687 | 2037-11-01      | 5.5000%  |  | $214.61            | $223.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6368 | 2049-02-01      | 4.5000%  |  | $14908.94          | $14640.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL8153 | 2031-03-01      | 3.0000%  |  | $282.97            | $277.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8921 | 2029-03-01      | 2.5000%  |  | $163259.80         | $160288.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  |  | $155.22            | $155.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  |  | $3649.80           | $3802.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  |  | $8.46              | $8.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9672 | 2045-12-01      | 4.0000%  |  | $415025.82         | $399124.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL9264 | 2036-10-01      | 4.0000%  |  | $12321.94          | $12174.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7767 | 2044-06-01      | 4.5000%  |  | $319.49            | $319.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7661 | 2045-10-01      | 4.5000%  |  | $3656.02           | $3620.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7387 | 2029-07-01      | 4.0000%  |  | $73.18             | $73.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7970 | 2029-04-01      | 4.0000%  |  | $31.63             | $31.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6889 | 2045-02-01      | 4.5000%  |  | $907.83            | $899.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $4039.29           | $3771.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  |  | $236.80            | $235.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM1353 | 2039-08-01      | 4.5000%  |  | $2192.46           | $2218.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1239 | 2048-11-01      | 3.5000%  |  | $579.35            | $534.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1198 | 2049-07-01      | 3.0000%  |  | $169822.67         | $150427.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA2709 | 2042-01-01      | 2.0000%  |  | $3739974.40        | $3222210.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2728 | 2054-02-01      | 5.0000%  |  | $6664792.00        | $6631407.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  |  | $1883862.64        | $1869081.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA1239 | 2037-02-01      | 2.5000%  |  | $571043.51         | $537562.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4336 | 2052-05-01      | 2.5000%  |  | $358736.74         | $303366.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4136 | 2053-04-01      | 5.0000%  |  | $103309.62         | $103281.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  |  | $205256.08         | $171142.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $2651126.43        | $2725187.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAC3263 | 2029-09-01      | 4.5000%  |  | $10705.41          | $10723.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1045 | 2040-02-01      | 4.5000%  |  | $344923.66         | $345891.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  |  | $3929.38           | $3733.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1759 | 2046-11-01      | 4.0000%  |  | $148614.31         | $144572.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6367 | 2049-12-01      | 4.0000%  |  | $6750.90           | $6450.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0041 | 2050-11-01      | 3.0000%  |  | $23755.70          | $21176.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $10600.86          | $10693.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8497 | 2047-12-01      | 3.0000%  |  | $4000876.90        | $3599754.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6551 | 2053-01-01      | 5.5000%  |  | $200653.88         | $203177.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT0066 | 2041-05-01      | 5.0000%  |  | $4370.36           | $4469.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0037 | 2045-01-01      | 3.5000%  |  | $17990.27          | $16964.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8049 | 2035-06-01      | 2.5000%  |  | $56391.15          | $53190.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $16370.16          | $16119.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $298.46            | $281.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3303 | 2052-05-01      | 2.5000%  |  | $9978.92           | $8401.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBE2924 | 2031-12-01      | 3.5000%  |  | $29158.07          | $28818.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2455 | 2047-01-01      | 3.0000%  |  | $59816.39          | $53628.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  |  | $121574.29         | $112922.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $14420.08          | $12938.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA0535 | 2025-10-01      | 4.0000%  |  | $6.75              | $6.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  |  | $51841.51          | $49441.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1348 | 2050-11-01      | 4.0000%  |  | $69684.76          | $66448.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  |  | $21674.78          | $20222.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1044 | 2048-10-01      | 4.0000%  |  | $398283.48         | $380531.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0439 | 2052-01-01      | 2.5000%  |  | $71264.49          | $60118.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  |  | $327288.36         | $285035.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA7477 | 2050-03-01      | 3.0000%  |  | $20114.72          | $17891.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4175 | 2052-06-01      | 2.5000%  |  | $541259.17         | $452216.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZA3822 | 2030-08-01      | 2.5000%  |  | $19213.12          | $18650.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZA2862 | 2028-02-01      | 2.5000%  |  | $5114.93           | $5029.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2322 | 2033-11-01      | 4.0000%  |  | $7474.02           | $7436.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2238 | 2032-01-01      | 4.0000%  |  | $3826.98           | $3816.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2215 | 2031-08-01      | 4.0000%  |  | $2520.99           | $2514.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA2063 | 2028-05-01      | 5.0000%  |  | $1102.20           | $1111.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZA2629 | 2026-06-01      | 4.0000%  |  | $700.12            | $698.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1281 | 2043-01-01      | 3.0000%  |  | $1421.16           | $1303.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1133 | 2042-02-01      | 3.5000%  |  | $7194.23           | $6782.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZA1032 | 2040-03-01      | 5.0000%  |  | $7010.87           | $7169.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZN2332 | 2038-11-01      | 4.5000%  |  | $62392.37          | $62496.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN2082 | 2048-12-01      | 4.5000%  |  | $755424.43         | $741381.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN1258 | 2048-11-01      | 4.5000%  |  | $615.54            | $600.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  |  | $157160.02         | $152855.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $95515.31          | $95233.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $237048.32         | $206521.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  |  | $588.70            | $571.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTBM1257 | 2037-04-01      | 2.5000%  |  | $2938.67           | $2741.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM1753 | 2037-05-01      | 4.0000%  |  | $5279.34           | $5226.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK4770 | 2048-08-01      | 4.5000%  |  | $155629.17         | $152264.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5750 | 2047-11-01      | 3.5000%  |  | $5404144.48        | $4992193.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $123013.24         | $128184.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD3806 | 2051-08-01      | 4.0000%  |  | $663142.98         | $628219.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2645 | 2052-06-01      | 3.0000%  |  | $739783.93         | $650203.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  |  | $915770.58         | $796819.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZS9065 | 2033-06-01      | 4.0000%  |  | $187592.30         | $187070.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9888 | 2044-12-01      | 5.0000%  |  | $121.11            | $123.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  |  | $548.92            | $542.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8686 | 2033-02-01      | 3.0000%  |  | $741.22            | $723.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  |  | $6888.51           | $6644.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1489 | 2046-08-01      | 3.0000%  |  | $2538.66           | $2281.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA7194 | 2045-12-01      | 3.5000%  |  | $21671.74          | $20424.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5716 | 2054-11-01      | 4.5000%  |  | $379651.53         | $368462.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2785 | 2054-05-01      | 5.5000%  |  | $14655.94          | $14868.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL870829 | 2036-10-01      | 5.5000%  |  | $1031.72           | $1071.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL847053 | 2035-12-01      | 5.0000%  |  | $92.65             | $93.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL816268 | 2035-03-01      | 5.5000%  |  | $113.35            | $117.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL796243 | 2034-11-01      | 6.0000%  |  | $51.20             | $52.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBC2837 | 2046-09-01      | 4.5000%  |  | $13131.80          | $13024.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0427 | 2030-05-01      | 4.0000%  |  | $3027.35           | $3016.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0273 | 2029-12-01      | 4.0000%  |  | $4580.50           | $4578.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA0082 | 2029-05-01      | 5.0000%  |  | $50354.82          | $50773.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5445 | 2039-11-01      | 5.0000%  |  | $42026.46          | $42991.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9441 | 2043-05-01      | 3.0000%  |  | $23678.33          | $21691.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB8839 | 2043-03-01      | 3.0000%  |  | $34131.66          | $31294.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB7391 | 2042-12-01      | 2.5000%  |  | $70015.92          | $62251.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5501 | 2042-07-01      | 3.5000%  |  | $3655.87           | $3453.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  |  | $23560.79          | $21692.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB1149 | 2040-06-01      | 5.0000%  |  | $8772.24           | $8971.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $12953.03          | $12023.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146 | 2030-01-01      | 3.5000%  |  | $53.56             | $53.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9137 | 2048-06-01      | 4.0000%  |  | $3361.51           | $3223.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $8682773.41        | $7559859.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBC2628 | 2031-11-01      | 2.5000%  |  | $3967.98           | $3818.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $251132.58         | $225090.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2142 | 2052-06-01      | 3.5000%  |  | $11363.40          | $10461.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBC9040 | 2031-11-01      | 2.0000%  |  | $7566.11           | $7217.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS5405 | 2030-07-01      | 2.5000%  |  | $794.18            | $770.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943 | 2040-12-01      | 4.0000%  |  | $4745.85           | $4641.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB2052 | 2026-01-01      | 3.5000%  |  | $16.70             | $16.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL9628 | 2044-12-01      | 4.0000%  |  | $1611.22           | $1576.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2354 | 2035-08-01      | 3.5000%  |  | $5188.82           | $5061.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  |  | $6168.08           | $6044.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2221 | 2052-06-01      | 3.0000%  |  | $846301.38         | $744985.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $440.63            | $436.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $1162.55           | $1174.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  |  | $633412.82         | $640195.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  |  | $1038925.41        | $1066389.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $33363.36          | $34731.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  |  | $589230.33         | $605046.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1173 | 2039-03-01      | 5.5000%  |  | $7841.88           | $8046.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  |  | $53012.98          | $50966.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  |  | $5093.36           | $4835.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZT1804 | 2039-02-01      | 4.0000%  |  | $95164.82          | $94067.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1639 | 2048-02-01      | 4.0000%  |  | $42753.29          | $40849.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT0962 | 2041-09-01      | 5.5000%  |  | $805.02            | $838.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1779 | 2049-03-01      | 5.0000%  |  | $77326.79          | $78247.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  |  | $9260.33           | $9116.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4525 | 2043-08-01      | 3.0000%  |  | $7708.11           | $7060.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI2193 | 2034-07-01      | 5.0000%  |  | $2829.15           | $2846.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0574 | 2051-04-01      | 2.5000%  |  | $1450631.71        | $1215779.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  |  | $159755.11         | $152651.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7155 | 2046-05-01      | 3.0000%  |  | $96623.90          | $86768.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $1916.88           | $1793.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  |  | $48373.02          | $47518.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6018 | 2050-06-01      | 3.0000%  |  | $20399.91          | $17929.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $15528.24          | $13668.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5266 | 2054-03-01      | 5.0000%  |  | $52597.98          | $52346.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4681 | 2050-11-01      | 2.5000%  |  | $17785.52          | $15100.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4311 | 2050-08-01      | 3.0000%  |  | $91302.66          | $80588.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  |  | $3613.42           | $3312.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  |  | $25721.36          | $25491.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  |  | $3069.66           | $2869.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5996 | 2053-10-01      | 6.0000%  |  | $26941.17          | $27695.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  |  | $32264.90          | $32889.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  |  | $33597.35          | $34343.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  |  | $2812080.01        | $2348178.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  |  | $32448.90          | $28736.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6239 | 2053-07-01      | 5.0000%  |  | $47337.99          | $47346.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5215 | 2052-12-01      | 4.5000%  |  | $39797.29          | $39042.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5014 | 2053-01-01      | 4.0000%  |  | $2558998.56        | $2432203.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  |  | $56370.69          | $51217.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  |  | $15271.10          | $12821.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4695 | 2053-05-01      | 5.0000%  |  | $616412.53         | $618859.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $221776.60         | $227622.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM2993 | 2044-07-01      | 3.5000%  |  | $15219.46          | $14347.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH8423 | 2041-04-01      | 4.5000%  |  | $854.37            | $856.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA3519 | 2053-10-01      | 5.5000%  |  | $1494556.61        | $1511665.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ1908 | 2047-11-01      | 3.5000%  |  | $10146.31          | $9366.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $1383.17           | $1111.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6691 | 2053-02-01      | 4.0000%  |  | $2155157.32        | $2045022.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFS6660 | 2039-01-01      | 4.0000%  |  | $4970.53           | $4896.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $826.79            | $788.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $6314.38           | $6193.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5546 | 2051-07-01      | 3.0000%  |  | $36225.34          | $31518.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLRA4537 | 2051-02-01      | 1.5000%  |  | $548497.64         | $417222.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  |  | $58587.94          | $49897.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA2854 | 2050-06-01      | 2.5000%  |  | $67816.57          | $56638.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $9253.79           | $8220.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG8863 | 2053-08-01      | 6.0000%  |  | $8608.75           | $8912.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8401 | 2053-08-01      | 5.5000%  |  | $41425.33          | $41930.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  |  | $60620.51          | $60202.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3223 | 2052-11-01      | 5.0000%  |  | $27188.87          | $27096.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  |  | $90632.27          | $87656.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0454 | 2052-09-01      | 4.5000%  |  | $4181231.43        | $4053243.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9908 | 2052-09-01      | 5.5000%  |  | $48087.36          | $48930.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8517 | 2052-08-01      | 4.5000%  |  | $1449.66           | $1415.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  |  | $651829.27         | $591992.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0768 | 2052-04-01      | 3.5000%  |  | $4793.79           | $4351.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0764 | 2052-04-01      | 3.0000%  |  | $20419.00          | $17782.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  |  | $1549297.22        | $1291655.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0491 | 2049-08-01      | 3.5000%  |  | $108603.87         | $101718.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD0422 | 2045-07-01      | 4.5000%  |  | $8501.27           | $8525.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  |  | $98795.65          | $93294.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  |  | $4702.53           | $4875.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8368 | 2040-02-01      | 6.0000%  |  | $18417.23          | $19093.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $57057.57          | $59150.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB5463 | 2042-06-01      | 3.0000%  |  | $938.65            | $862.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB3900 | 2026-11-01      | 3.0000%  |  | $25.88             | $25.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0511 | 2030-09-01      | 4.5000%  |  | $371.94            | $374.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  |  | $10064.65          | $10460.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $65.42             | $69.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  |  | $4283.85           | $4442.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL962062 | 2038-03-01      | 5.0000%  |  | $16240.05          | $16653.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL959983 | 2037-11-01      | 6.0000%  |  | $3.81              | $4.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  |  | $13080.29          | $11570.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4530 | 2037-08-01      | 5.5000%  |  | $3235.30           | $3366.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  |  | $68826.71          | $68807.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  |  | $6526.97           | $6229.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  |  | $357346.82         | $320640.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $681.28            | $673.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3564 | 2049-01-01      | 4.5000%  |  | $320.28            | $313.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3547 | 2033-12-01      | 3.0000%  |  | $2607.12           | $2541.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $4884.67           | $4793.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5960 | 2037-05-01      | 6.0000%  |  | $2208.74           | $2285.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI5411 | 2036-11-01      | 5.5000%  |  | $3289.15           | $3455.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6632 | 2053-07-01      | 2.5000%  |  | $61752.81          | $51503.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6498 | 2053-11-01      | 6.0000%  |  | $35206.16          | $36379.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM6968 | 2048-06-01      | 4.0000%  |  | $509.82            | $486.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM4908 | 2047-11-01      | 3.5000%  |  | $35909.07          | $33173.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5397 | 2048-01-01      | 3.5000%  |  | $12018.94          | $11127.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM4054 | 2047-08-01      | 4.0000%  |  | $12114.31          | $11569.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  |  | $9165.80           | $7397.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  |  | $59300.88          | $52120.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1637 | 2051-09-01      | 3.0000%  |  | $138937.73         | $121815.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  |  | $7669.32           | $6448.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  |  | $5557334.02        | $4835232.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  |  | $162980.03         | $145236.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7528 | 2050-10-01      | 2.5000%  |  | $344548.34         | $288528.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7248 | 2050-10-01      | 2.5000%  |  | $214542.66         | $179536.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $204982.20         | $174740.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA6441 | 2049-12-01      | 4.0000%  |  | $243520.58         | $231551.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  |  | $35873.08          | $29960.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $2863.24           | $2515.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6349 | 2050-07-01      | 3.0000%  |  | $30178.85          | $26356.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $120078.31         | $102001.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  |  | $2863.79           | $2640.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5504 | 2050-04-01      | 2.5000%  |  | $7402.00           | $6250.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4629 | 2049-11-01      | 5.0000%  |  | $315615.07         | $319525.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  |  | $91911.37          | $89660.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7666 | 2029-07-01      | 4.0000%  |  | $51839.50          | $51834.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7568 | 2029-01-01      | 4.0000%  |  | $5.84              | $5.82              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6606 | 2027-09-01      | 4.0000%  |  | $92.20             | $91.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS6602 | 2027-11-01      | 2.5000%  |  | $542.19            | $533.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4740 | 2047-10-01      | 4.0000%  |  | $51517.11          | $49058.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL953927 | 2037-12-01      | 6.0000%  |  | $1791.20           | $1894.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $125270.88         | $126676.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $141945.14         | $141060.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $3169.90           | $2877.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $2494621.23        | $2563289.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  |  | $1737.48           | $1511.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $329617.61         | $339198.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  |  | $924516.93         | $771282.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $48862.84          | $45846.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  |  | $156643.02         | $125391.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  |  | $167500.35         | $153047.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1089 | 2052-03-01      | 2.5000%  |  | $475407.97         | $403765.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1047 | 2052-06-01      | 3.5000%  |  | $6192877.19        | $5710335.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1052 | 2050-03-01      | 3.5000%  |  | $1742220.11        | $1583368.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  |  | $4206315.43        | $3962358.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0532 | 2046-06-01      | 4.5000%  |  | $1904785.21        | $1887383.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0529 | 2049-05-01      | 3.5000%  |  | $4192689.98        | $3892511.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK6784 | 2027-03-01      | 3.0000%  |  | $19532.22          | $19361.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAI8186 | 2041-08-01      | 4.0000%  |  | $10175.02          | $9939.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI4891 | 2041-06-01      | 4.5000%  |  | $259122.11         | $259849.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  |  | $2098.34           | $2123.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1892 | 2041-05-01      | 5.0000%  |  | $2425.58           | $2480.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  |  | $448.06            | $449.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1200 | 2041-04-01      | 5.0000%  |  | $14.95             | $15.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  |  | $58.54             | $58.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI4867 | 2026-06-01      | 4.0000%  |  | $124.54            | $124.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  |  | $5118.16           | $5033.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  |  | $27529.16          | $23390.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8779 | 2051-09-01      | 2.5000%  |  | $8482.23           | $7211.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  |  | $53701.89          | $49512.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8588 | 2030-11-01      | 3.0000%  |  | $14803.51          | $14510.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8455 | 2027-02-01      | 3.0000%  |  | $52.19             | $51.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745751 | 2035-09-01      | 5.5000%  |  | $12264.96          | $12732.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL739503 | 2033-09-01      | 5.5000%  |  | $31698.85          | $32581.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $51360.47          | $52583.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735212 | 2034-12-01      | 5.0000%  |  | $1287.66           | $1307.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  |  | $38303.06          | $39173.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  |  | $5093.92           | $5307.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8320 | 2051-08-01      | 2.5000%  |  | $635082.26         | $530676.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  |  | $16049.92          | $14710.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  |  | $11755.63          | $10901.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  |  | $126403.31         | $113245.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995240 | 2037-08-01      | 4.5000%  |  | $924.79            | $929.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1822 | 2038-01-01      | 5.5000%  |  | $7925.47           | $8247.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  |  | $8538.43           | $7831.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  |  | $433.32            | $434.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6310 | 2026-05-01      | 4.5000%  |  | $47.33             | $47.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS7156 | 2026-11-01      | 4.5000%  |  | $95.60             | $95.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $9904131.80        | $8360121.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  |  | $6085.65           | $5955.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $525479.12         | $462780.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  |  | $83853.09          | $83883.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZA3758 | 2030-01-01      | 3.0000%  |  | $4741.00           | $4661.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $281217.82         | $237166.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $6171.13           | $6260.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  |  | $24718.16          | $21511.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8464 | 2046-11-01      | 3.0000%  |  | $45952.43          | $41270.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS5616 | 2030-08-01      | 2.5000%  |  | $16541.24          | $16064.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5385 | 2050-03-01      | 4.5000%  |  | $6525.80           | $6369.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8463 | 2027-05-01      | 3.0000%  |  | $50.36             | $49.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2243 | 2036-11-01      | 2.5000%  |  | $9509.84           | $8992.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  |  | $638954.14         | $560676.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0440 | 2051-05-01      | 2.5000%  |  | $47499.83          | $40225.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5158 | 2043-09-01      | 6.0000%  |  | $69312.61          | $71458.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  |  | $376.79            | $341.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4419 | 2052-06-01      | 3.0000%  |  | $5420671.25        | $4785495.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5302 | 2053-07-01      | 5.0000%  |  | $1352094.69        | $1350185.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  |  | $43169.30          | $36346.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5115 | 2053-06-01      | 5.5000%  |  | $2977430.50        | $3010771.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2319 | 2053-02-01      | 4.5000%  |  | $6268.82           | $6093.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM2968 | 2026-05-01      | 4.0000%  |  | $7694.64           | $7685.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5658 | 2050-05-01      | 2.5000%  |  | $558365.78         | $471335.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8665 | 2032-08-01      | 3.0000%  |  | $19171.00          | $18706.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL8861 | 2031-07-01      | 3.0000%  |  | $104873.65         | $102610.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8320 | 2039-08-01      | 6.0000%  |  | $5251.82           | $5449.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9580 | 2045-12-01      | 3.5000%  |  | $3627.37           | $3388.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4658 | 2046-04-01      | 3.0000%  |  | $2679.55           | $2407.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $4517.53           | $4227.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2551 | 2054-05-01      | 5.5000%  |  | $785625.94         | $795208.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL7139 | 2030-07-01      | 3.0000%  |  | $11590.19          | $11372.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $318482.03         | $292060.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $31606.58          | $28967.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  |  | $14115.02          | $13945.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8310 | 2039-06-01      | 6.0000%  |  | $1550.00           | $1608.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8269 | 2038-10-01      | 6.0000%  |  | $5137.26           | $5330.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8288 | 2039-03-01      | 5.5000%  |  | $4113.78           | $4224.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  |  | $18531.79          | $18568.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  |  | $8491.64           | $8501.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3885 | 2047-08-01      | 3.5000%  |  | $31397.00          | $29110.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9693 | 2045-06-01      | 3.0000%  |  | $2362.40           | $2137.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL6010 | 2043-05-01      | 3.0000%  |  | $2078.12           | $1903.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL5667 | 2043-04-01      | 3.0000%  |  | $2118.62           | $1942.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL6179 | 2043-06-01      | 3.0000%  |  | $52082.97          | $47716.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL5076 | 2043-02-01      | 3.5000%  |  | $1145.42           | $1080.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL4444 | 2042-12-01      | 4.0000%  |  | $21606.35          | $21058.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2023 | 2041-09-01      | 4.0000%  |  | $8774.20           | $8573.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZK6571 | 2029-04-01      | 3.5000%  |  | $401.53            | $396.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZK3462 | 2026-08-01      | 3.5000%  |  | $30.94             | $30.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZK3261 | 2026-05-01      | 4.0000%  |  | $32.93             | $32.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ7116 | 2033-05-01      | 5.0000%  |  | $23.46             | $23.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0743 | 2040-11-01      | 4.0000%  |  | $330.39            | $322.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $157.27            | $150.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  |  | $74.95             | $68.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2258 | 2045-05-01      | 3.5000%  |  | $5261.18           | $4921.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2198 | 2035-03-01      | 3.5000%  |  | $232165.92         | $226602.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2164 | 2035-02-01      | 3.5000%  |  | $220213.20         | $214939.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA1959 | 2034-07-01      | 3.5000%  |  | $2028.90           | $1983.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA1599 | 2043-09-01      | 3.0000%  |  | $90458.81          | $81133.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA1314 | 2033-01-01      | 2.5000%  |  | $2089.60           | $1990.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7682 | 2053-12-01      | 6.0000%  |  | $279573.42         | $287607.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  |  | $27549.71          | $27332.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  |  | $64049.53          | $63959.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $15673.60          | $14335.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  |  | $83807.18          | $78843.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1456 | 2052-05-01      | 3.0000%  |  | $5787024.58        | $5124510.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $60813.55          | $55989.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1143 | 2050-09-01      | 4.5000%  |  | $559405.78         | $548276.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL952003 | 2037-11-01      | 6.0000%  |  | $7.99              | $8.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948849 | 2037-08-01      | 6.0000%  |  | $42407.47          | $44721.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6092 | 2043-07-01      | 3.5000%  |  | $63756.02          | $60691.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  |  | $108026.06         | $97205.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  |  | $269382.49         | $235799.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2617 | 2042-01-01      | 4.0000%  |  | $39838.64          | $38931.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6658 | 2052-04-01      | 2.0000%  |  | $2092495.69        | $1684765.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW8994 | 2052-10-01      | 4.5000%  |  | $340299.72         | $330784.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  |  | $415938.67         | $401800.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  |  | $6193.07           | $5626.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  |  | $2213.78           | $2107.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $4559.77           | $4623.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAY0828 | 2030-05-01      | 2.5000%  |  | $4221.59           | $4077.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  |  | $1860360.12        | $1855056.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX1356 | 2052-11-01      | 5.0000%  |  | $3241993.06        | $3235074.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7102 | 2048-01-01      | 3.5000%  |  | $12211506.15       | $11188917.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAX8875 | 2045-02-01      | 4.5000%  |  | $337.76            | $333.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8205 | 2038-01-01      | 4.5000%  |  | $982.65            | $984.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4707 | 2031-08-01      | 4.0000%  |  | $2635.12           | $2627.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  |  | $18932.62          | $17404.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  |  | $1073.15           | $985.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4837 | 2053-05-01      | 4.5000%  |  | $8241.47           | $7970.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8807 | 2047-02-01      | 3.5000%  |  | $15355.09          | $14467.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7190 | 2054-12-01      | 5.0000%  |  | $35637.43          | $35336.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL2360 | 2053-07-01      | 4.5000%  |  | $5652544.00        | $5467129.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1953 | 2055-09-01      | 5.5000%  |  | $2868764.80        | $2909973.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN6257 | 2049-04-01      | 3.5000%  |  | $60088.79          | $56106.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2320 | 2035-07-01      | 3.0000%  |  | $148942.57         | $141956.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD2452 | 2053-02-01      | 6.5000%  |  | $304080.89         | $319253.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1302 | 2052-07-01      | 5.0000%  |  | $118064.71         | $118032.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  |  | $2098.89           | $1882.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9485 | 2044-12-01      | 4.5000%  |  | $62.34             | $61.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $79.56             | $75.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2446 | 2052-11-01      | 5.0000%  |  | $2572503.75        | $2554621.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA3525 | 2038-11-01      | 4.5000%  |  | $730.02            | $740.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  |  | $69899.22          | $72047.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0718 | 2052-10-01      | 4.5000%  |  | $794103.58         | $771844.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM5304 | 2032-09-01      | 3.0000%  |  | $88237.43          | $86346.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $2788.48           | $2621.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  |  | $95000.94          | $85112.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM3388 | 2034-03-01      | 4.0000%  |  | $28229.18          | $28188.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $1319523.91        | $1102911.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $245733.02         | $196563.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6031 | 2044-10-01      | 4.0000%  |  | $6411.25           | $6228.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  |  | $94.38             | $93.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  |  | $302.43            | $298.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5123 | 2043-07-01      | 4.0000%  |  | $1377.42           | $1345.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL3646 | 2042-02-01      | 5.0000%  |  | $9347.97           | $9556.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  |  | $705.74            | $703.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL1371 | 2027-01-01      | 4.0000%  |  | $1075.84           | $1074.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1204 | 2026-09-01      | 4.5000%  |  | $22.12             | $22.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  |  | $389.53            | $390.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  |  | $3928.49           | $3939.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  |  | $822.47            | $820.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9351 | 2054-10-01      | 6.5000%  |  | $5722054.39        | $6070725.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $130636.69         | $135704.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8840 | 2054-07-01      | 5.5000%  |  | $366766.31         | $371108.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7290 | 2051-05-01      | 3.0000%  |  | $61074.48          | $54035.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  |  | $590.78            | $545.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8033 | 2048-11-01      | 3.5000%  |  | $32565.21          | $30487.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8579 | 2051-09-01      | 2.5000%  |  | $6683.56           | $5655.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8029 | 2051-07-01      | 2.5000%  |  | $114580.83         | $96880.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $1766.82           | $1630.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6411 | 2045-11-01      | 3.5000%  |  | $166197.23         | $155317.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7126 | 2048-08-01      | 4.5000%  |  | $16070.43          | $15830.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $5132806.58        | $4298430.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8174 | 2051-10-01      | 3.0000%  |  | $397894.66         | $347345.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  |  | $44608.84          | $45062.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $8366.85           | $8586.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2412 | 2054-09-01      | 5.5000%  |  | $1408822.80        | $1436333.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1899 | 2054-06-01      | 6.0000%  |  | $1431417.59        | $1476689.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  |  | $247762.57         | $254697.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2134 | 2052-01-01      | 2.5000%  |  | $5587308.80        | $4732045.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0799 | 2055-03-01      | 5.0000%  |  | $19584.59          | $19402.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL725866 | 2034-09-01      | 4.5000%  |  | $4235.10           | $4236.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $66396.78          | $69054.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL725027 | 2033-11-01      | 5.0000%  |  | $269.62            | $274.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL709225 | 2033-05-01      | 5.5000%  |  | $137.78            | $141.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682963 | 2033-02-01      | 5.5000%  |  | $0.65              | $0.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8189 | 2045-04-01      | 4.0000%  |  | $198216.70         | $189580.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4688 | 2031-08-01      | 4.0000%  |  | $1295.09           | $1291.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU9893 | 2052-01-01      | 3.0000%  |  | $1092654.19        | $960315.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1306 | 2048-07-01      | 4.5000%  |  | $29190.71          | $28840.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $46983.97          | $39321.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1026 | 2048-02-01      | 3.5000%  |  | $68009.68          | $63623.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $3561.30           | $3104.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4902 | 2054-05-01      | 5.5000%  |  | $832960.40         | $842095.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  |  | $35839.13          | $30156.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1276 | 2055-04-01      | 5.5000%  |  | $900252.90         | $909927.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5359 | 2039-05-01      | 5.0000%  |  | $6316.84           | $6408.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $231355.39         | $224129.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $108231.32         | $94276.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6117 | 2049-10-01      | 5.0000%  |  | $1164596.91        | $1175265.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3937 | 2047-08-01      | 3.5000%  |  | $22128.17          | $20516.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $14602.42          | $12951.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  |  | $2987.19           | $2993.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS4206 | 2030-01-01      | 3.0000%  |  | $2660.16           | $2615.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3377 | 2048-05-01      | 3.0000%  |  | $2746.30           | $2437.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  |  | $47.49             | $47.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $5491.83           | $4999.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7504 | 2049-06-01      | 3.5000%  |  | $166554.42         | $153626.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  |  | $147.51            | $139.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  |  | $593.36            | $580.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $1259323.12        | $1250997.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2652 | 2036-12-01      | 5.0000%  |  | $2792.74           | $2863.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1341 | 2051-09-01      | 4.5000%  |  | $494755.41         | $484998.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  |  | $7704201.66        | $7454785.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $1328.70           | $1343.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  |  | $689.78            | $642.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4573 | 2053-05-01      | 6.0000%  |  | $95799.00          | $99132.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5416 | 2048-01-01      | 3.5000%  |  | $69226.23          | $63907.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9928 | 2047-07-01      | 4.5000%  |  | $15951.12          | $15753.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5200 | 2038-11-01      | 5.0000%  |  | $6336.66           | $6428.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  |  | $108099.18         | $109131.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7715 | 2054-05-01      | 6.0000%  |  | $544684.29         | $563893.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  |  | $233579.06         | $235026.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  |  | $35419.31          | $34844.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6887 | 2051-05-01      | 2.5000%  |  | $33200.52          | $28122.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM5952 | 2048-03-01      | 4.5000%  |  | $941817.18         | $929841.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL5957 | 2027-05-01      | 4.0000%  |  | $93.14             | $93.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1459 | 2046-07-01      | 3.0000%  |  | $472493.81         | $423958.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $368.74            | $294.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  |  | $267.67            | $247.35            | Agency Mortgage-Backed Securities         |

### Security 314: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc.,  4.480%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $254000000.00
- **C.18.a - Value (excl. sponsor support):** $254000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 02IG7SUMITOMO MITSUI FIN G | 2029-07-09      | 5.3160%  |  | $11131126.67       | $11617482.69       | Corporate Debt Securities |
| 01BFHJPMORGAN CHASE & CO   | 2028-04-22      | 5.5710%  |  | $2660226.67        | $2768878.97        | Corporate Debt Securities |
| 01BFHJPMORGAN CHASE & CO   | 2028-06-01      | 2.1820%  |  | $219286.67         | $213075.11         | Corporate Debt Securities |
| 01BFHJPMORGAN CHASE & CO   | 2051-04-22      | 3.1090%  |  | $2540.00           | $1744.46           | Corporate Debt Securities |
| 01BCEHONEYWELL INTL INC    | 2030-02-01      | 4.7000%  |  | $4128346.67        | $4224972.91        | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2028-05-07      | 4.6430%  |  | $11386820.00       | $11609601.87       | Corporate Debt Securities |
| 01Z92NTT FINANCE CORP      | 2028-07-16      | 4.6200%  |  | $8237220.00        | $8367024.85        | Corporate Debt Securities |
| 01FV2YPF SOCIEDAD ANONIMA  | 2500-12-31      | 0.0000%  |  | $52916666.67       | $16319500.00       | Equities                  |
| 02LQ1VERONA PHARMA PLC     | 2500-12-31      | 0.0000%  |  | $4277360.00        | $4528868.77        | Equities                  |
| 041T9SPROTT ASSET MANAGEME | 2500-12-31      | 0.0000%  |  | $91016666.67       | $28915995.00       | Other Instrument          |
| 01S2ZSPROTT ASSET MANAGEME | 2500-12-31      | 0.0000%  |  | $169333333.33      | $44466933.33       | Other Instrument          |
| 04NLNMINISO GROUP HLDG LTD | 2500-12-31      | 0.0000%  |  | $677333.33         | $166488.53         | Equities                  |
| 04L9LISHARES TR            | 2500-12-31      | 0.0000%  |  | $14652244.00       | $14751879.26       | Other Instrument          |
| 01EINISHARES TR            | 2500-12-31      | 0.0000%  |  | $20879816.00       | $11064214.50       | Other Instrument          |
| 02I8DISHARES TR            | 2500-12-31      | 0.0000%  |  | $7238661.33        | $6001574.11        | Other Instrument          |
| 02I8BISHARES TR            | 2500-12-31      | 0.0000%  |  | $12711599.33       | $14008182.47       | Other Instrument          |
| 02IQ9ISHARES TR            | 2500-12-31      | 0.0000%  |  | $41269073.33       | $20675805.74       | Other Instrument          |
| 02LAAISHARES GOLD TR       | 2500-12-31      | 0.0000%  |  | $9414340.67        | $6071308.30        | Other Instrument          |
| 01BJHHOME DEPOT INC        | 2500-12-31      | 0.0000%  |  | $1404620.00        | $5723124.19        | Equities                  |
| 01KUYCORNERSTONE STRATEGIC | 2500-12-31      | 0.0000%  |  | $3810000.00        | $310515.00         | Other Instrument          |
| 01QZEALIBABA GROUP HLDG LT | 2500-12-31      | 0.0000%  |  | $9481481.33        | $11337007.23       | Equities                  |
| 01D1ATEVA PHARMACEUTICAL I | 2500-12-31      | 0.0000%  |  | $14257358.67       | $2572027.50        | Equities                  |
| 02FU1NVIDIA CORPORATION    | 2500-12-31      | 0.0000%  |  | $17570788.67       | $31657289.94       | Equities                  |
| 01SUCH WORLD GROUP LTD     | 2500-12-31      | 0.0000%  |  | $1143000.00        | $423824.40         | Equities                  |
| 02IMWMIZUHO FINANCIAL GROU | 2500-12-31      | 0.0000%  |  | $21166666.67       | $1411816.67        | Equities                  |

### Security 315: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc., REPO,  4.340%, 9/2/2025
- **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: 933FLA004, C.3 - LEI: 549300QJJX6CVVUXLE15
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $7072700.72        | $5926530.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  |  | $54.95             | $54.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2292 | 2055-08-01      | 5.0000%  |  | $76581.25          | $76279.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $26363.84          | $26118.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB7592 | 2051-01-01      | 2.5000%  |  | $154.36            | $130.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3468 | 2055-07-01      | 6.0000%  |  | $10340608.71       | $10622107.66       | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59742 G | 2048-11-01      | 4.0000%  |  | $58.86             | $56.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4422 | 2052-02-01      | 3.0000%  |  | $1376268.24        | $1207659.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  |  | $7158497.46        | $7279002.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0376 | 2055-02-01      | 6.0000%  |  | $254.35            | $261.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  |  | $2087585.14        | $2142371.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $16372.38          | $14733.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  |  | $164642.43         | $168532.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  |  | $15239077.97       | $15693136.46       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3839 | 2053-09-01      | 5.5000%  |  | $244.03            | $248.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $2707.47           | $2742.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  |  | $1295530.86        | $1316190.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  |  | $1882423.65        | $1877261.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $6161102.14        | $5425025.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8000 | 2049-07-01      | 3.0000%  |  | $5437182.04        | $4789017.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6965 | 2054-11-01      | 5.5000%  |  | $270908.45         | $275290.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  |  | $226837.11         | $236835.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  |  | $61204.34          | $55558.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $186.77            | $189.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  |  | $412.76            | $431.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $271.98            | $248.77            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $2.37              | $2.51              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC D98606 G | 2031-04-01      | 3.5000%  |  | $7.79              | $7.68              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $7.64              | $7.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $293569.99         | $297030.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $264689.77         | $272006.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  |  | $28560.59          | $28941.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  |  | $490.71            | $512.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS9778 | 2054-10-01      | 7.0000%  |  | $415.83            | $439.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4348 | 2049-07-01      | 4.0000%  |  | $1317599.43        | $1258876.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  |  | $143.67            | $121.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0821 | 2051-07-01      | 2.0000%  |  | $388957.36         | $311797.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  |  | $34130.64          | $35888.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  |  | $4661671.47        | $3737567.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8715 | 2051-01-01      | 2.0000%  |  | $32707189.82       | $26491468.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  |  | $190.93            | $153.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  |  | $7255619.64        | $6130805.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4938 | 2050-01-01      | 3.0000%  |  | $2141805.35        | $1894423.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0912 | 2051-04-01      | 2.0000%  |  | $13271423.02       | $10716628.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8100 | 2055-04-01      | 6.0000%  |  | $249.11            | $257.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL555647 | 2033-07-01      | 4.5000%  |  | $5.08              | $5.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  |  | $1912243.11        | $1976830.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $192.68            | $192.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  |  | $146.27            | $124.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  |  | $866.65            | $876.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $652037.92         | $632079.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6436 | 2051-12-01      | 2.5000%  |  | $11288833.19       | $9555370.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  |  | $132006.49         | $116683.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  |  | $10599134.61       | $8698429.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $37.31             | $36.06             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  |  | $84.62             | $78.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CKMA5198 | 2053-09-01      | 7.0000%  |  | $570530.65         | $594997.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5841 | 2051-09-01      | 3.0000%  |  | $76846.10          | $66862.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  |  | $354622.66         | $359203.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0558 M     | 2055-08-20      | 6.5000%  |  | $8522468.75        | $8821995.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $247.99            | $250.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  |  | $1969941.22        | $1846053.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M     | 2054-03-20      | 4.0000%  |  | $6928085.73        | $6503789.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $1585937.94        | $1579459.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M     | 2053-07-20      | 4.5000%  |  | $213599.95         | $207413.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  |  | $155.71            | $159.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $924930.49         | $901104.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  |  | $1648280.79        | $1605821.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  |  | $204.78            | $174.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  |  | $571427.78         | $507656.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  |  | $32645776.62       | $30778376.53       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  |  | $205.78            | $194.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  |  | $79.45             | $72.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  |  | $75.58             | $69.28             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  |  | $28.12             | $25.76             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M     | 2047-07-20      | 4.0000%  |  | $24963.48          | $23737.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $25.85             | $24.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  |  | $1687531.58        | $1764451.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $7865710.97        | $8116915.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  |  | $6677747.65        | $6757171.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1978 | 2054-07-01      | 6.5000%  |  | $244.21            | $257.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $923.10            | $944.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  |  | $39962.74          | $40904.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  |  | $1829901.70        | $1848516.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4776 | 2055-05-01      | 6.0000%  |  | $4806884.90        | $4939505.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2415 | 2055-01-01      | 5.5000%  |  | $1422686.32        | $1445185.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0933 | 2040-04-01      | 5.5000%  |  | $339512.43         | $352086.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $1582.46           | $1567.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $2150443.25        | $2240021.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9174 | 2053-06-01      | 6.5000%  |  | $5290470.09        | $5533427.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  |  | $9693.22           | $7799.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $2044406.49        | $2068509.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE3333 | 2052-05-01      | 3.0000%  |  | $202.05            | $178.05            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61932 G | 2048-06-01      | 3.5000%  |  | $5488051.68        | $5076794.78        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  |  | $411948.69         | $382777.88         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q57834 G | 2048-08-01      | 4.0000%  |  | $996.48            | $952.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $243784.84         | $246734.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  |  | $451649.26         | $393378.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX2832 | 2055-01-01      | 5.0000%  |  | $67938.32          | $68199.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2458 | 2054-09-01      | 6.0000%  |  | $136827.39         | $140673.29         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-077 FT     | 2051-05-20      | 3.5000%  |  | $234615.18         | $208459.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-182 FA     | 2054-11-20      | 5.4450%  |  | $6439354.05        | $6429329.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA     | 2051-11-20      | 2.5000%  |  | $2274940.23        | $1832464.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  |  | $460660.25         | $416936.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 5.3950%  |  | $1910932.26        | $1905636.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  |  | $176.57            | $156.31            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 5.6450%  |  | $14194131.75       | $14274048.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FB     | 2054-04-20      | 5.4450%  |  | $3449150.17        | $3443984.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 5.5450%  |  | $8554694.50        | $8563516.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-005 JF     | 2054-01-20      | 5.5450%  |  | $230462.91         | $231164.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-001 JF     | 2054-01-20      | 5.3450%  |  | $3772304.37        | $3777330.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-117 AF     | 2053-08-20      | 5.5950%  |  | $1279718.32        | $1288915.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-069 FA     | 2053-05-20      | 5.2950%  |  | $3266391.61        | $3250182.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 5.2450%  |  | $71607660.00       | $71267327.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 5.2450%  |  | $7086973.47        | $7053283.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 FA     | 2052-02-20      | 3.0000%  |  | $10587926.07       | $9113112.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  |  | $2307501.62        | $1990081.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  |  | $108911.32         | $90164.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-197 FD     | 2051-11-20      | 2.5000%  |  | $3123270.44        | $2585939.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FD     | 2055-05-20      | 5.7450%  |  | $2185632.49        | $2198790.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FD     | 2055-02-20      | 5.4150%  |  | $10307058.05       | $10313992.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 AF     | 2054-10-20      | 5.3950%  |  | $14489613.73       | $14482611.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD     | 2054-11-20      | 5.3950%  |  | $10377155.63       | $10379259.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FB     | 2054-09-20      | 5.4950%  |  | $206.80            | $206.73            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC     | 2054-08-20      | 5.4050%  |  | $935986.46         | $938768.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 5.6450%  |  | $13541301.50       | $13613967.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF     | 2055-03-20      | 5.5450%  |  | $12344154.38       | $12391373.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  |  | $1342.08           | $1111.02           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FB     | 2055-02-20      | 5.4950%  |  | $319.29            | $320.37            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  |  | $78549.21          | $65095.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FC     | 2053-09-20      | 5.5450%  |  | $94.73             | $95.48             | Agency Collateralized Mortgage Obligation |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $15291200.00       | $15325438.16       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $24875.00          | $25460.71          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $159.24            | $157.39            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  |  | $81.63             | $83.69             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $50.00             | $51.22             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $37473250.00       | $36565996.20       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $25.00             | $23.31             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  |  | $30.07             | $28.20             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $47775.00          | $45253.25          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $134050.00         | $125275.76         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $890500.00         | $834183.02         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  |  | $31.92             | $31.86             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $25.00             | $24.05             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $787375.00         | $777925.72         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  |  | $3498.03           | $2727.62           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $75.00             | $52.07             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $12476894.17       | $9002926.08        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  |  | $7914739.71        | $5772435.95        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $171425.00         | $133096.30         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $356.72            | $278.85            | U.S. Treasuries (including strips)        |
| USTR BILL 10/14/25        | 2025-10-14      | 0.0000%  |  | $3336625.00        | $3318774.06        | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $6750.00           | $6569.57           | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $1653650.00        | $1651103.38        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $328375.00         | $226649.05         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $590875.00         | $528197.45         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $8700.00           | $8766.92           | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  |  | $25.00             | $25.44             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  |  | $6.09              | $5.77              | U.S. Treasuries (including strips)        |
| USTR BILL 10/28/25        | 2025-10-28      | 0.0000%  |  | $132375.00         | $131465.59         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $145.39            | $134.31            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $306.50            | $316.20            | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  |  | $199325.00         | $199183.48         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $13053250.00       | $10899821.58       | U.S. Treasuries (including strips)        |

### Security 316: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.340%, 9/2/2025
- **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: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $1971000000.00
- **C.18.a - Value (excl. sponsor support):** $1971000000.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $1952438.87        | $1864405.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $3412124.46        | $3129198.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $3814122.87        | $3107844.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  |  | $6972747.79        | $6394255.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $3504130.54        | $3070572.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $15487868.34       | $12456204.16       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $7198144.91        | $6755610.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $26608270.29       | $24904572.30       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $6897450.98        | $6472892.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $25097889.68       | $25565407.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $49301254.25       | $50122503.59       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $124767732.38      | $128433616.34      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $70889960.07       | $70749448.30       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $35164402.51       | $34280017.79       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $49465865.19       | $46674412.98       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $63882482.97       | $65197681.34       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $30396514.97       | $26998893.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $15258760.40       | $13035260.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $20970681.78       | $17914843.34       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $5883616.33        | $5400113.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $134139033.13      | $114662641.64      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $10456887.51       | $8581691.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $160449745.96      | $131676863.58      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $10006285.55       | $8211893.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $46819300.35       | $41708193.38       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $28302738.07       | $27904744.97       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $2861837.47        | $2714770.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $16526550.78       | $16264357.05       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $14616776.61       | $14438963.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $30937435.47       | $28739708.80       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $26479106.67       | $24483408.76       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $29983294.68       | $27002635.36       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $33249724.06       | $30956497.97       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $12544153.24       | $11678998.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $25998139.41       | $24169124.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $23487589.59       | $21158873.37       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $18163616.20       | $16840219.16       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $2168463.82        | $2024417.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $1603791.07        | $1671608.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $32092154.18       | $28788694.79       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $487597.81         | $485605.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $65970887.67       | $53126392.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $102062077.91      | $85650439.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $3836263.02        | $3078507.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $102834161.22      | $87967883.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $9794302.73        | $9747259.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $22751164.32       | $21633197.38       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $12346907.05       | $11014568.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $72465023.39       | $70097591.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $3349712.05        | $2969628.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $19773036.77       | $16227208.40       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $15637117.67       | $14855826.46       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $97078966.58       | $93907396.74       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $57809692.56       | $57445889.75       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $43525155.31       | $43251203.15       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $24770969.71       | $24691402.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $28818803.49       | $26762645.90       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $24690710.19       | $23438424.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $264110479.66      | $221949056.40      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $7238842.12        | $6883278.23        | Agency Mortgage-Backed Securities |

### Security 317: Dennis Wesley Company, Inc.

- **C.1 - Title:** Dennis Wesley Company, Inc., The Dennis Wesley Company, Inc. Project,  4.450%, 2/15/2035
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 951006AB1, C.4 - ISIN: US951006AB13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5225000.00
- **C.18.a - Value (excl. sponsor support):** $5225000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2035-02-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 318: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  4.000%, 9/26/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C0WS4, C.4 - ISIN: US9612C00014, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $169429208.00
- **C.18.a - Value (excl. sponsor support):** $169429208.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  4.050%, 9/29/2025
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C0WV7, C.4 - ISIN: US9612C00014, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $296395025.50
- **C.18.a - Value (excl. sponsor support):** $296395025.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.985%, 8/6/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1H67, C.4 - ISIN: US9612C00014, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $139534297.50
- **C.18.a - Value (excl. sponsor support):** $139534297.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  4.740%, 4/10/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47D7, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $300274860.00
- **C.18.a - Value (excl. sponsor support):** $300274860.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  4.740%, 4/17/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47G0, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $85081829.50
- **C.18.a - Value (excl. sponsor support):** $85081829.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  4.670%, 9/5/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AXW3, C.4 - ISIN: US96130AXW34, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $65003016.00
- **C.18.a - Value (excl. sponsor support):** $65003016.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: Pershing LLC

- **C.1 - Title:** Pershing LLC,  4.580%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FRD005, C.4 - ISIN: US988LWT0024, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94
- **C.18 - Value (incl. sponsor support):** $165000000.00
- **C.18.a - Value (excl. sponsor support):** $165000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FREDDIE SCRTT SERIES  | 2059-08-25      | 2.5000%  |  | $3065090.39        | $2522797.57        | Private Label Collateralized Mortgage Obligations |
| 04FUSFHLMC SCRTT SERIES 20 | 2058-10-25      | 3.5000%  |  | $3361634.48        | $3234834.37        | Private Label Collateralized Mortgage Obligations |
| FMAC FHLMC REMIC SERIES 41 | 2040-05-15      | 2.7954%  |  | $1469707.64        | $1314794.68        | Agency Collateralized Mortgage Obligation         |
| 061ATUNITED AUTO CR SEC TR | 2031-10-10      | 7.7100%  |  | $3633300.00        | $3757076.24        | Asset-Backed Securities                           |
| 061HBTRICOLOR AUTO SEC TR  | 2031-04-15      | 6.8400%  |  | $3127850.00        | $3229733.46        | Asset-Backed Securities                           |
| 05T8DSMB PRIVATE EDU LN TR | 2053-07-15      | 7.5100%  |  | $550000.00         | $585547.36         | Asset-Backed Securities                           |
| 01E1YSLM STUDENT LOAN TR 2 | 2065-10-26      | 5.2023%  |  | $1631078.78        | $1640796.33        | Asset-Backed Securities                           |
| 01E1YSLM STUDENT LOAN TR 2 | 2039-12-15      | 5.2744%  |  | $1045151.07        | $1050361.65        | Asset-Backed Securities                           |
| 066OKEXETER AUTO REC TR 20 | 2032-01-15      | 5.2300%  |  | $1100000.00        | $1107104.41        | Asset-Backed Securities                           |
| 02PBPEXTER AUTOMOBILE REC  | 2032-12-15      | 7.5200%  |  | $1100000.00        | $1146387.49        | Asset-Backed Securities                           |
| 03O7NVERTICAL BRIDGE CC LL | 2055-08-16      | 5.6020%  |  | $1650000.00        | $1640962.31        | Asset-Backed Securities                           |
| 03K80UNITED AIRLINES PT CE | 2029-06-01      | 3.4500%  |  | $18700.00          | $10391.44          | Corporate Debt Securities                         |
| 02M2CUBS AG LONDON BRANCH  | 2027-04-01      | 0.0000%  |  | $110000.00         | $105863.23         | Corporate Debt Securities                         |
| 03E4VUBS GROUP AG          | 2500-12-31      | 9.2500%  |  | $914100.00         | $1097940.24        | Corporate Debt Securities                         |
| 02K1ITURNING PT BRANDS INC | 2032-03-15      | 7.6250%  |  | $928400.00         | $1010659.08        | Corporate Debt Securities                         |
| 03MMVTIME WARNER CABLE INC | 2042-09-15      | 4.5000%  |  | $9900.00           | $8126.81           | Corporate Debt Securities                         |
| 03JLATEVA PHARMACEUTICAL F | 2046-10-01      | 4.1000%  |  | $1276000.00        | $953051.49         | Corporate Debt Securities                         |
| 02GTOTELECOM ITALIA CAP    | 2034-09-30      | 6.0000%  |  | $31350.00          | $32026.01          | Corporate Debt Securities                         |
| 01E11SUPER MICRO COMPUTER  | 2030-06-15      | 0.0000%  |  | $2910600.00        | $3052317.11        | Corporate Debt Securities                         |
| 02M6FSPIRIT AEROSYSTEMS IN | 2030-11-15      | 9.7500%  |  | $44000.00          | $49748.89          | Corporate Debt Securities                         |
| 03WBUSPIRIT AIRLINES 2017- | 2031-08-15      | 3.3750%  |  | $153450.00         | $83302.74          | Corporate Debt Securities                         |
| 03A9RSIRIUS XM RADIO INC   | 2027-08-01      | 5.0000%  |  | $994950.00         | $993874.35         | Corporate Debt Securities                         |
| 032ZMSLM CORP              | 2037-03-15      | 6.0000%  |  | $18150.00          | $14965.10          | Corporate Debt Securities                         |
| 032ZMNAVIENT CORPORATION   | 2033-08-01      | 5.6250%  |  | $31350.00          | $28923.36          | Corporate Debt Securities                         |
| 01FUFREINSURANCE GROUP AME | 2065-12-15      | 7.2451%  |  | $1887600.00        | $1880620.91        | Corporate Debt Securities                         |
| 01CUUQVC INC               | 2027-02-15      | 4.7500%  |  | $806300.00         | $564069.12         | Corporate Debt Securities                         |
| 01BP1ALTRIA GROUP INC      | 2041-02-04      | 3.4000%  |  | $99000.00          | $75235.16          | Corporate Debt Securities                         |
| 02FWNALTAGAS LTD           | 2054-10-15      | 7.2000%  |  | $824450.00         | $858994.46         | Corporate Debt Securities                         |
| 01PR0ALLY FINL INC         | 2033-02-14      | 6.7000%  |  | $120450.00         | $125929.47         | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2026-03-23      | 5.8000%  |  | $44000.00          | $44505.76          | Corporate Debt Securities                         |
| 02K42ANGLOGOLD ASHANTI HDL | 2028-11-01      | 3.3750%  |  | $188100.00         | $183230.56         | Corporate Debt Securities                         |
| 02K42ANGLOGOLD ASHANTI HDL | 2040-04-15      | 6.5000%  |  | $44000.00          | $46853.60          | Corporate Debt Securities                         |
| 01BOAOCCIDENTAL PETE CORP  | 2031-01-01      | 6.1250%  |  | $43450.00          | $45849.66          | Corporate Debt Securities                         |
| 01STXCHORD ENERGY CORPORAT | 2033-03-15      | 6.7500%  |  | $365750.00         | $386486.20         | Corporate Debt Securities                         |
| 01BVHNORDSTROM INC         | 2027-03-15      | 4.0000%  |  | $7700.00           | $7684.39           | Corporate Debt Securities                         |
| 01BVHNORDSTROM INC         | 2038-01-15      | 7.0000%  |  | $586300.00         | $531988.42         | Corporate Debt Securities                         |
| 01F0BNOKIA CORP            | 2039-05-15      | 6.6250%  |  | $47850.00          | $49990.75          | Corporate Debt Securities                         |
| 01SLRNISSAN MTR ACCEP CO L | 2029-09-13      | 5.5500%  |  | $525250.00         | $531721.95         | Corporate Debt Securities                         |
| 04O61PETSMART INC / PETSMA | 2033-09-15      | 10.0000% |  | $1031250.00        | $1012868.54        | Corporate Debt Securities                         |
| 01MISPETROLEOS MEXICANOS   | 2047-09-21      | 6.7500%  |  | $567600.00         | $458203.61         | Corporate Debt Securities                         |
| 01MISPETROLEOS MEXICANOS   | 2026-08-04      | 6.8750%  |  | $412500.00         | $417422.90         | Corporate Debt Securities                         |
| 02XR9PETROBRAS GLOBAL FINA | 2049-03-19      | 6.9000%  |  | $250250.00         | $246838.26         | Corporate Debt Securities                         |
| 02XR9PETROBRAS GLOBAL FINA | 2041-01-27      | 6.7500%  |  | $82500.00          | $82047.90          | Corporate Debt Securities                         |
| 03EUKPERRIGO FINANCE UNLIM | 2030-06-15      | 4.9000%  |  | $1291400.00        | $1274743.81        | Corporate Debt Securities                         |
| 01BORPACIFICORP            | 2055-09-15      | 7.3750%  |  | $501600.00         | $536101.51         | Corporate Debt Securities                         |
| 02KWVBANC OF CALIF LOS ANG | 2031-05-01      | 3.2500%  |  | $1045000.00        | $951945.65         | Corporate Debt Securities                         |
| 04NF1PM GENERAL PURCHASER  | 2028-10-01      | 9.5000%  |  | $145750.00         | $117146.89         | Corporate Debt Securities                         |
| 01W6WPBF HLDG CO LLC / PBF | 2028-02-15      | 6.0000%  |  | $778250.00         | $768104.22         | Corporate Debt Securities                         |
| 037CBONESKY FLIGHT LLC     | 2029-12-15      | 8.8750%  |  | $539000.00         | $576198.03         | Corporate Debt Securities                         |
| 02LEXEXPEDIA GROUP INC     | 2026-02-15      | 0.0000%  |  | $2915000.00        | $2930332.90        | Corporate Debt Securities                         |
| 03RTLEVERGY INC            | 2027-12-15      | 4.5000%  |  | $3300.00           | $3988.88           | Corporate Debt Securities                         |
| 02FMCENOVA INTL INC        | 2028-12-15      | 11.2500% |  | $449350.00         | $489631.98         | Corporate Debt Securities                         |
| 01BCJENERGY TRANSFER L P   | 2066-11-01      | 7.5753%  |  | $558800.00         | $558113.74         | Corporate Debt Securities                         |
| 01NN2DISCOVERY COMMUNICATI | 2043-04-01      | 4.8750%  |  | $962500.00         | $551456.36         | Corporate Debt Securities                         |
| 01ERLDEUTSCHE BK AG        | 2099-12-31      | 6.0000%  |  | $770000.00         | $785438.82         | Corporate Debt Securities                         |
| 03QVHDELL INTL LLC/EMC COR | 2028-02-01      | 5.2500%  |  | $8800.00           | $9060.42           | Corporate Debt Securities                         |
| 01BFUGOODYEAR TIRE & RUBR  | 2027-03-15      | 7.6250%  |  | $35200.00          | $37126.01          | Corporate Debt Securities                         |
| 01C1RCONMED CORP           | 2027-06-15      | 2.2500%  |  | $2586100.00        | $2478582.89        | Corporate Debt Securities                         |
| 04QJJCOINBASE GLOBAL INC   | 2028-10-01      | 3.3750%  |  | $275000.00         | $265134.38         | Corporate Debt Securities                         |
| 05SYVCOGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  |  | $355850.00         | $360269.26         | Corporate Debt Securities                         |
| 01BFLCLEVELAND-CLIFFS INC  | 2040-10-01      | 6.2500%  |  | $209000.00         | $179563.28         | Corporate Debt Securities                         |
| 01RDFCITRIX SYS INC        | 2027-12-01      | 4.5000%  |  | $510950.00         | $494880.62         | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2030-08-02      | 0.0000%  |  | $27500.00          | $27800.77          | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2028-04-13      | 17.4000% |  | $137500.00         | $145465.25         | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2028-05-26      | 0.0000%  |  | $391050.00         | $530763.17         | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2027-01-26      | 10.2500% |  | $55000.00          | $53427.99          | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2026-12-23      | 10.0500% |  | $68750.00          | $70168.00          | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2029-11-08      | 13.2500% |  | $82500.00          | $77104.11          | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2028-02-29      | 0.0000%  |  | $34100.00          | $41598.32          | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2062-08-25      | 4.0837%  |  | $2537150.00        | $2493384.16        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2035-09-28      | 2.3000%  |  | $30250.00          | $24059.86          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 6.7500%  |  | $288200.00         | $291878.87         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2079-12-31      | 3.8750%  |  | $550000.00         | $545189.72         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 6.2500%  |  | $211200.00         | $212934.07         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2039-07-15      | 8.1250%  |  | $2750.00           | $3509.61           | Corporate Debt Securities                         |
| 01TBTNEW FLYER HLDGS INC   | 2030-07-01      | 9.2500%  |  | $441100.00         | $481958.11         | Corporate Debt Securities                         |
| 02JNDNRG ENERGY INC        | 2500-12-31      | 10.2500% |  | $17050.00          | $19586.09          | Corporate Debt Securities                         |
| 0348ZMURPHY OIL USA INC    | 2027-05-01      | 5.6250%  |  | $249700.00         | $254301.35         | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2028-08-03      | 0.0000%  |  | $80300.00          | $80306.51          | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2028-08-03      | 0.0000%  |  | $34650.00          | $34151.01          | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2028-08-03      | 0.0000%  |  | $88550.00          | $90439.10          | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2027-03-02      | 0.0000%  |  | $12100.00          | $10412.69          | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2029-09-04      | 0.0000%  |  | $82500.00          | $74512.25          | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2029-09-28      | 0.0000%  |  | $247500.00         | $243176.92         | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2025-10-27      | 0.0000%  |  | $36300.00          | $37435.87          | Corporate Debt Securities                         |
| 061W3MOHEGAN ESCROW ISSUER | 2030-04-15      | 8.2500%  |  | $550000.00         | $585840.29         | Corporate Debt Securities                         |
| 05ZEDMILLROSE PPTYS INC    | 2030-08-01      | 6.3750%  |  | $4298800.00        | $4356300.03        | Corporate Debt Securities                         |
| 01CKVMERCER INTL INC       | 2028-10-01      | 12.8750% |  | $69300.00          | $71094.91          | Corporate Debt Securities                         |
| 04S81WARNERMEDIA HLDGS INC | 2042-03-15      | 5.0500%  |  | $118800.00         | $82931.38          | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2027-02-11      | 0.0000%  |  | $275000.00         | $272307.48         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2028-08-03      | 14.6500% |  | $63800.00          | $62832.45          | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2030-03-29      | 0.0000%  |  | $304150.00         | $299662.87         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2028-02-03      | 10.5500% |  | $275000.00         | $250816.23         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2030-02-28      | 10.5000% |  | $165000.00         | $158769.77         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2028-02-02      | 9.0000%  |  | $275000.00         | $258779.40         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2030-01-31      | 10.5000% |  | $89100.00          | $75110.68          | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2029-12-04      | 12.7500% |  | $39600.00          | $35097.28          | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2025-12-31      | 0.0000%  |  | $1100.00           | $1172.00           | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2029-09-04      | 13.0000% |  | $27500.00          | $25315.98          | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2027-07-15      | 14.4000% |  | $275000.00         | $272046.50         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2027-07-29      | 12.2500% |  | $82500.00          | $77904.01          | Corporate Debt Securities                         |
| 01BL1KB HOME               | 2030-07-15      | 7.2500%  |  | $149600.00         | $155530.31         | Corporate Debt Securities                         |
| 01HSPM/I HOMES INC         | 2028-02-01      | 4.9500%  |  | $594000.00         | $590115.24         | Corporate Debt Securities                         |
| 01C6CM & T BK CORP         | 2079-12-31      | 3.5000%  |  | $500500.00         | $491653.94         | Corporate Debt Securities                         |
| 01BLPLINCOLN NATL CORP IND | 2067-04-20      | 6.6271%  |  | $704000.00         | $561214.27         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2027-07-29      | 0.0000%  |  | $41250.00          | $46216.25          | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2062-09-28      | 4.3737%  |  | $2549800.00        | $2517520.69        | Corporate Debt Securities                         |
| 01MISPETROLEOS MEXICANOS   | 2046-01-23      | 5.6250%  |  | $60500.00          | $43192.46          | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2029-07-31      | 0.0000%  |  | $11000.00          | $9790.28           | Corporate Debt Securities                         |
| XXXX CITIGROUP GLOBAL MKTS | 2029-10-11      | 0.0000%  |  | $28050.00          | $30046.24          | Corporate Debt Securities                         |
| 01M44GS FIN CORP           | 2027-08-26      | 0.0000%  |  | $283800.00         | $281689.66         | Corporate Debt Securities                         |
| 03NQRBOFA FIN LLC          | 2028-03-08      | 0.0000%  |  | $137500.00         | $136873.55         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2062-08-25      | 4.3837%  |  | $2729650.00        | $2704904.02        | Corporate Debt Securities                         |
| 03E4VUBS GROUP AG          | 2500-12-31      | 7.0000%  |  | $129250.00         | $132207.81         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2028-01-13      | 12.0500% |  | $192500.00         | $181656.67         | Corporate Debt Securities                         |
| 05KCOARSENAL AIC PARENT LL | 2030-10-01      | 8.0000%  |  | $705100.00         | $769651.12         | Corporate Debt Securities                         |
| 01NE9VITAL ENERGY INC      | 2030-10-15      | 9.7500%  |  | $525250.00         | $564171.90         | Corporate Debt Securities                         |
| 01MIEUNITED PARCEL SVCS IN | 2053-02-28      | 3.9874%  |  | $55000.00          | $54516.64          | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2028-02-01      | 0.0000%  |  | $41800.00          | $53343.91          | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2500-12-31      | 6.5000%  |  | $60500.00          | $61265.50          | Corporate Debt Securities                         |
| 01BLAKOHLS CORP            | 2037-12-15      | 6.8750%  |  | $142450.00         | $99497.33          | Corporate Debt Securities                         |
| 03LGIMORGAN STANLEY FIN LL | 2027-03-02      | 0.0000%  |  | $82500.00          | $68047.32          | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2027-03-31      | 0.0000%  |  | $193600.00         | $226116.28         | Corporate Debt Securities                         |
| 01BCJENERGY TRANSFER L P   | 2056-02-15      | 6.7500%  |  | $2444750.00        | $2434579.84        | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2027-11-25      | 4.1830%  |  | $36300.00          | $36671.43          | Corporate Debt Securities                         |
| 032ZMNAVIENT CORPORATION   | 2030-07-25      | 9.3750%  |  | $15400.00          | $17156.28          | Corporate Debt Securities                         |
| 01DRJTORONTO DOMINION BK O | 2027-04-22      | 0.0000%  |  | $27500.00          | $26974.72          | Corporate Debt Securities                         |
| 01MISPETROLEOS MEXICANOS   | 2041-06-02      | 6.5000%  |  | $110000.00         | $91516.52          | Corporate Debt Securities                         |
| 01M44GS FIN CORP           | 2027-05-03      | 0.0000%  |  | $165000.00         | $162421.88         | Corporate Debt Securities                         |
| 031WAARCHROCK PARTNERS L P | 2027-04-01      | 6.8750%  |  | $884400.00         | $910095.26         | Corporate Debt Securities                         |
| 01D6MALLEGIANT TRAVEL CO   | 2027-08-15      | 7.2500%  |  | $550000.00         | $561505.69         | Corporate Debt Securities                         |
| 038M8CALIFORNIA RES CORP   | 2029-06-15      | 8.2500%  |  | $295900.00         | $311011.12         | Corporate Debt Securities                         |
| 01BLLJEFFERIES FINANCIAL G | 2028-07-31      | 0.0000%  |  | $110000.00         | $108291.81         | Corporate Debt Securities                         |
| 01RE2IRON MTN INC DEL      | 2029-02-15      | 7.0000%  |  | $773300.00         | $799292.33         | Corporate Debt Securities                         |
| 01RE2IRON MTN INC DEL      | 2031-02-15      | 4.5000%  |  | $615450.00         | $587527.03         | Corporate Debt Securities                         |
| 01ST7GTE CALIF INC         | 2027-05-15      | 6.7500%  |  | $523600.00         | $542973.20         | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2026-09-20      | 3.5000%  |  | $55000.00          | $54960.86          | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2027-05-28      | 4.9500%  |  | $600600.00         | $606715.61         | Corporate Debt Securities                         |
| 01EY4FORD HOLDINGS INC     | 2030-03-01      | 9.3000%  |  | $657250.00         | $780381.40         | Corporate Debt Securities                         |
| 02FPDFIRSTENERGY CORP      | 2031-01-15      | 3.8750%  |  | $1558700.00        | $1662023.41        | Corporate Debt Securities                         |
| 01DT5FIRST QUANTUM MINERAL | 2029-03-01      | 9.3750%  |  | $519750.00         | $575739.64         | Corporate Debt Securities                         |
| 04MO3MACYS RETAIL HLDGS LL | 2037-03-15      | 6.3750%  |  | $472450.00         | $413106.34         | Corporate Debt Securities                         |
| 01TUFCITIGROUP GLOBAL MKTS | 2025-09-25      | 0.0000%  |  | $93500.00          | $137666.97         | Corporate Debt Securities                         |
| 02KDSCHARTER COMMUNICATION | 2049-07-01      | 5.1250%  |  | $68200.00          | $56630.34          | Corporate Debt Securities                         |
| 01BFGLUMEN TECHNOLOGIES IN | 2042-03-15      | 7.6500%  |  | $55000.00          | $48391.75          | Corporate Debt Securities                         |
| 03GVMCAPITAL IMPACT PARTNE | 2028-03-15      | 3.8000%  |  | $13750.00          | $13314.69          | Corporate Debt Securities                         |
| 01R4LSERVICE PPTYS TR      | 2027-12-15      | 5.5000%  |  | $491700.00         | $490739.00         | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2026-10-22      | 4.2500%  |  | $20900.00          | $21211.89          | Corporate Debt Securities                         |
| 01BRDSTANLEY BLACK & DECKE | 2060-03-15      | 6.7070%  |  | $516450.00         | $534297.19         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 7.3750%  |  | $567600.00         | $592442.75         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 7.0000%  |  | $1031800.00        | $1079430.18        | Corporate Debt Securities                         |
| 03OS6HILTON GRAND VACATION | 2032-01-15      | 6.6250%  |  | $611050.00         | $628493.78         | Corporate Debt Securities                         |
| 01BVHNORDSTROM INC         | 2030-04-01      | 4.3750%  |  | $184800.00         | $173681.71         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2028-07-20      | 13.5000% |  | $137500.00         | $143617.51         | Corporate Debt Securities                         |
| 03KR9JPMORGAN CHASE FINL C | 2027-07-29      | 12.3000% |  | $275000.00         | $264343.20         | Corporate Debt Securities                         |
| 01BI8GE AEROSPACE          | 2035-08-21      | 7.5000%  |  | $41250.00          | $49346.00          | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2030-04-01      | 0.0000%  |  | $39600.00          | $39252.55          | Corporate Debt Securities                         |
| 01BDWBANK NEW YORK MELLON  | 2026-10-15      | 1.0500%  |  | $2750.00           | $2670.82           | Corporate Debt Securities                         |
| 01OWJTRANSOCEAN INC        | 2041-12-15      | 9.3500%  |  | $633050.00         | $556428.09         | Corporate Debt Securities                         |
| 048PVPENNYMAC FINL SVCS IN | 2029-12-15      | 7.8750%  |  | $989450.00         | $1067149.03        | Corporate Debt Securities                         |
| 02KFWICAHN ENTERPRISES LP/ | 2029-11-15      | 10.0000% |  | $544500.00         | $555302.28         | Corporate Debt Securities                         |
| 01YCEHSBC USA INC NEW      | 2025-10-30      | 0.0000%  |  | $13750.00          | $14889.09          | Corporate Debt Securities                         |
| 01YCEHSBC USA INC NEW      | 2026-12-23      | 0.0000%  |  | $68750.00          | $66679.53          | Corporate Debt Securities                         |
| 01YCEHSBC USA INC NEW      | 2026-12-23      | 0.0000%  |  | $68750.00          | $68440.21          | Corporate Debt Securities                         |
| 01M44GS FIN CORP           | 2030-02-05      | 0.0000%  |  | $867900.00         | $868480.62         | Corporate Debt Securities                         |
| 01M44GS FIN CORP           | 2027-10-28      | 0.0000%  |  | $53350.00          | $56702.62          | Corporate Debt Securities                         |
| 01M44GS FIN CORP           | 2029-06-28      | 0.0000%  |  | $348700.00         | $352990.06         | Corporate Debt Securities                         |
| 01M44GS FIN CORP           | 2029-01-29      | 0.0000%  |  | $51150.00          | $53058.36          | Corporate Debt Securities                         |
| 01M44GS FIN CORP           | 2027-07-29      | 0.0000%  |  | $30800.00          | $36378.07          | Corporate Debt Securities                         |
| 01M44GS FIN CORP           | 2026-12-31      | 0.0000%  |  | $27500.00          | $27132.77          | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2031-04-30      | 6.1250%  |  | $27500.00          | $28193.18          | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2500-12-31      | 3.6500%  |  | $862400.00         | $843096.38         | Corporate Debt Securities                         |
| 01XDFGENESIS ENERGY LP & G | 2029-01-15      | 8.2500%  |  | $468050.00         | $493171.81         | Corporate Debt Securities                         |
| 01BFMCMS ENERGY CORP       | 2055-06-01      | 6.5000%  |  | $17600.00          | $18210.35          | Corporate Debt Securities                         |
| 03NQRBOFA FIN LLC          | 2028-06-08      | 0.0000%  |  | $50600.00          | $51490.00          | Corporate Debt Securities                         |
| 05IZ3BELL CDA              | 2055-09-15      | 7.0000%  |  | $1001550.00        | $1060309.83        | Corporate Debt Securities                         |
| 01SMBBARCLAYS BANK PLC     | 2030-08-28      | 1.5000%  |  | $27500.00          | $24398.87          | Corporate Debt Securities                         |
| 01SMBBARCLAYS BANK PLC     | 2028-03-30      | 0.0000%  |  | $71500.00          | $64234.10          | Corporate Debt Securities                         |
| 01SMBBARCLAYS BANK PLC     | 2030-03-14      | 0.0000%  |  | $36850.00          | $36472.88          | Corporate Debt Securities                         |
| 01SMBBARCLAYS BANK PLC     | 2030-01-07      | 0.0000%  |  | $33000.00          | $32833.09          | Corporate Debt Securities                         |
| 01SMBBARCLAYS BANK PLC     | 2029-10-16      | 0.0000%  |  | $214500.00         | $209277.35         | Corporate Debt Securities                         |
| 01SMBBARCLAYS BANK PLC     | 2027-05-27      | 0.0000%  |  | $44000.00          | $39996.53          | Corporate Debt Securities                         |
| 01SMBBARCLAYS BANK PLC     | 2026-12-24      | 2.6300%  |  | $55000.00          | $55143.40          | Corporate Debt Securities                         |
| 01SMBBARCLAYS BANK PLC     | 2026-03-30      | 17.7500% |  | $12100.00          | $10869.24          | Corporate Debt Securities                         |
| 01Q8NBANCO DE CREDITO E IN | 2099-12-31      | 8.7500%  |  | $514250.00         | $557706.27         | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2030-03-05      | 0.0000%  |  | $14300.00          | $14378.41          | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2030-02-26      | 0.0000%  |  | $31350.00          | $31897.40          | Corporate Debt Securities                         |
| 02GHSAKAMAI TECHNOLOGIES I | 2033-05-15      | 0.2500%  |  | $849200.00         | $869321.32         | Corporate Debt Securities                         |
| 03D3TZIPRECRUITER INC      | 2030-01-15      | 5.0000%  |  | $56650.00          | $47001.43          | Corporate Debt Securities                         |
| 02HBQXPO INC               | 2028-06-01      | 6.2500%  |  | $35750.00          | $36976.86          | Corporate Debt Securities                         |
| 01BMBTRAVEL PLUS LEISURE C | 2025-10-01      | 6.6000%  |  | $171050.00         | $175882.73         | Corporate Debt Securities                         |
| 01BUCWESTERN DIGITAL CORP  | 2029-02-01      | 2.8500%  |  | $224400.00         | $211745.34         | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2500-12-31      | 7.6250%  |  | $11000.00          | $11888.18          | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2045-11-17      | 4.9000%  |  | $49500.00          | $44734.80          | Corporate Debt Securities                         |
| 02JKNVORNADO RLTY L P      | 2031-06-01      | 3.4000%  |  | $1112650.00        | $1001931.44        | Corporate Debt Securities                         |
| 01D5BPARAMOUNT GLOBAL      | 2033-05-15      | 5.5000%  |  | $86350.00          | $86710.85          | Corporate Debt Securities                         |
| 02LSAUNIVERSITY SOUTHN CAL | 2050-10-01      | 2.8050%  |  | $1650.00           | $1052.92           | Corporate Debt Securities                         |
| 01BD6UNIVERSITY CENT ARK   | 2044-09-01      | 3.7500%  |  | $38500.00          | $31718.68          | Other Instrument                                  |
| 04WMAUNION CNTY OHIO SALES | 2030-12-01      | 4.0000%  |  | $13750.00          | $14310.97          | Other Instrument                                  |
| 05388TRIBOROUGH BRDG & TUN | 2040-05-15      | 5.0000%  |  | $52250.00          | $56335.14          | Other Instrument                                  |
| 01CEZTRAVERSE CITY MICH AR | 2026-05-01      | 5.0000%  |  | $110000.00         | $113685.98         | Other Instrument                                  |
| 01C5YTIMPANOGOS SPL SVC DI | 2049-06-01      | 5.0000%  |  | $27500.00          | $28425.71          | Other Instrument                                  |
| 01C5YTIMPANOGOS SPL SVC DI | 2047-06-01      | 5.0000%  |  | $550000.00         | $571539.22         | Other Instrument                                  |
| 01CUTTEXAS TRANSN COMMN    | 2027-04-01      | 5.0000%  |  | $27500.00          | $29233.20          | Other Instrument                                  |
| 049QNTEXAS MUN GAS ACQUISI | 2054-01-01      | 5.5000%  |  | $30250.00          | $32541.17          | Other Instrument                                  |
| 032TZSUTTER BUTTE FLOOD AG | 2026-10-01      | 5.0000%  |  | $5500.00           | $5626.86           | Other Instrument                                  |
| 01D2RSULLIVAN CNTY N Y     | 2030-03-01      | 2.2500%  |  | $2750.00           | $2655.00           | Other Instrument                                  |
| 01C8NSTEAMBOAT SPRINGS COL | 2028-12-01      | 4.0000%  |  | $13750.00          | $14319.77          | Other Instrument                                  |
| 01C3QSOUTHEAST MO ST UNIV  | 2030-04-01      | 5.0000%  |  | $13750.00          | $15227.38          | Other Instrument                                  |
| 01CVWSOUTH PUTNAM CMNTY SC | 2026-01-15      | 5.0000%  |  | $27500.00          | $27902.63          | Other Instrument                                  |
| 01BTFSOUTH MIDDLETON TWP P | 2029-08-01      | 2.0000%  |  | $19250.00          | $18025.80          | Other Instrument                                  |
| 01EWBSOCIETE GENERALE      | 2026-11-23      | 10.0000% |  | $68750.00          | $67713.56          | Other Instrument                                  |
| 01C6QSNOHOMISH CNTY WASH H | 2034-04-01      | 5.0000%  |  | $27500.00          | $29469.70          | Other Instrument                                  |
| 01Q8PSHELBYVILLE IND FIRE  | 2033-07-15      | 5.0000%  |  | $33000.00          | $36671.95          | Other Instrument                                  |
| 01BFUSARASOTA CNTY FLA SCH | 2034-07-01      | 5.0000%  |  | $41250.00          | $46375.13          | Other Instrument                                  |
| 02N0DSAN FRANCISCO CALIF C | 2036-11-01      | 5.0000%  |  | $41250.00          | $47211.41          | Other Instrument                                  |
| 01BZISAN DIEGO CALIF UNI S | 2035-07-01      | 4.0000%  |  | $55000.00          | $57127.09          | Other Instrument                                  |
| 01W0CSAN ANTONIO TEX       | 2035-02-01      | 4.0000%  |  | $27500.00          | $27675.48          | Other Instrument                                  |
| 01W3MSALT RIV PROJ AGRIC I | 2029-01-01      | 5.0000%  |  | $16500.00          | $18056.54          | Other Instrument                                  |
| 01CROSALLIE MAE BK MURRAY  | 2028-08-14      | 3.8500%  |  | $785950.00         | $787787.29         | Other Instrument                                  |
| 01C3SST LOUIS CNTY MO SPL  | 2029-12-01      | 4.0000%  |  | $5500.00           | $5765.75           | Other Instrument                                  |
| 01BFWST JOHNS CNTY FLA SCH | 2033-07-01      | 5.0000%  |  | $41250.00          | $44507.74          | Other Instrument                                  |
| 01CT7ST CLAIR CNTY ILL SCH | 2026-04-01      | 5.0000%  |  | $13750.00          | $14231.74          | Other Instrument                                  |
| 01C5KRUTHERFORD CNTY TENN  | 2029-04-01      | 5.0000%  |  | $27500.00          | $30612.60          | Other Instrument                                  |
| 01DP2ROYAL BK CDA          | 2027-08-13      | 4.2000%  |  | $519750.00         | $521328.31         | Other Instrument                                  |
| 01D2FROCKVILLE CENTRE N Y  | 2037-06-01      | 4.0000%  |  | $11000.00          | $11359.79          | Other Instrument                                  |
| 01C6NRIDGEFIELD WASH       | 2046-12-01      | 5.0000%  |  | $27500.00          | $28638.01          | Other Instrument                                  |
| 03K0GPUERTO RICO SALES TAX | 2040-07-01      | 4.3290%  |  | $16500.00          | $15374.78          | Other Instrument                                  |
| 026QGPUERTO RICO COMWLTH   | 2035-07-01      | 4.0000%  |  | $1471.80           | $1419.26           | Other Instrument                                  |
| 01BHPPRIMIS FINANCIAL CORP | 2500-12-31      | 0.0000%  |  | $984500.00         | $109476.40         | Equities                                          |
| 01CEHPORTAGE MICH          | 2027-07-01      | 5.0000%  |  | $11000.00          | $11610.78          | Other Instrument                                  |
| 01T8EPORT AUTH N Y & N J   | 2040-07-15      | 5.0000%  |  | $66000.00          | $70717.09          | Other Instrument                                  |
| 02MFIPOMPANO BEACH FLA WTR | 2047-09-01      | 5.0000%  |  | $27500.00          | $29177.01          | Other Instrument                                  |
| 03OCF2004 PLAINFIELD IND C | 2034-07-15      | 5.0000%  |  | $27500.00          | $29959.91          | Other Instrument                                  |
| 01CQ1PIMA CNTY ARIZ CTFS P | 2026-12-01      | 5.0000%  |  | $41250.00          | $43079.12          | Other Instrument                                  |
| 01BX7ANAHEIM CALIF PUB FIN | 2030-09-01      | 5.0000%  |  | $35750.00          | $39781.25          | Other Instrument                                  |
| 01CJLALDINE TEX INDPT SCH  | 2037-02-15      | 5.0000%  |  | $2750.00           | $2982.58           | Other Instrument                                  |
| 01CTOAVON IND CMNTY SCH BL | 2033-01-15      | 5.0000%  |  | $93500.00          | $105083.92         | Other Instrument                                  |
| 02MFQPHILADELPHIA PA GAS W | 2042-08-01      | 5.0000%  |  | $27500.00          | $28469.07          | Other Instrument                                  |
| 01D9KOLMSTED FALLS OHIO CI | 2030-12-01      | 4.0000%  |  | $13750.00          | $13894.62          | Other Instrument                                  |
| 03KK9OHIO ST WTR DEV AUTH  | 2035-12-01      | 5.2500%  |  | $110000.00         | $121321.57         | Other Instrument                                  |
| 02LP7OHIO ST HOSP FAC REV  | 2029-01-01      | 5.0000%  |  | $30250.00          | $32914.59          | Other Instrument                                  |
| 01CNQNORTHWEST TEX INDPT S | 2032-02-15      | 5.0000%  |  | $82500.00          | $92728.72          | Other Instrument                                  |
| 02K8SNORTHEAST DUBOIS CNTY | 2041-07-15      | 5.0000%  |  | $41250.00          | $44662.66          | Other Instrument                                  |
| 01CE5NORTH KENT SWR AUTH M | 2025-11-01      | 5.0000%  |  | $13750.00          | $14033.23          | Other Instrument                                  |
| 01D3SNORTH CAROLINA MED CA | 2035-06-01      | 5.0000%  |  | $52250.00          | $59025.20          | Other Instrument                                  |
| 0381KNEWBURGH IND REDEV AU | 2035-07-15      | 5.0000%  |  | $33000.00          | $36666.67          | Other Instrument                                  |
| 01D21NEW YORK ST URBAN DEV | 2038-03-15      | 5.0000%  |  | $74250.00          | $79283.24          | Other Instrument                                  |
| 01W0ANEW YORK ST PWR AUTH  | 2041-11-15      | 4.0000%  |  | $30250.00          | $28772.76          | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2033-10-01      | 5.0000%  |  | $27500.00          | $31146.93          | Other Instrument                                  |
| 02MFQPHILADELPHIA PA GAS W | 2037-08-01      | 4.0000%  |  | $11000.00          | $11075.36          | Other Instrument                                  |
| 01ZZSPHILADELPHIA PA       | 2041-08-01      | 5.0000%  |  | $13750.00          | $13937.67          | Other Instrument                                  |
| 01MISPETROLEOS MEXICANOS   | 2500-12-31      | 6.6250%  |  | $114400.00         | $82158.15          | Other Instrument                                  |
| 01MTXPETALUMA CALIF CITY E | 2032-08-01      | 5.0000%  |  | $8250.00           | $8486.27           | Other Instrument                                  |
| 01W09PENNSYLVANIA ST       | 2039-08-15      | 5.0000%  |  | $27500.00          | $29476.00          | Other Instrument                                  |
| 01D4QPENNINGTON CNTY S D C | 2035-12-01      | 5.0000%  |  | $27500.00          | $30242.64          | Other Instrument                                  |
| 01CVMPENN IND HIGH SCH BLD | 2032-07-15      | 5.0000%  |  | $33000.00          | $36947.17          | Other Instrument                                  |
| 01BOTPARKER-HANNIFIN CORP  | 2025-10-06      | 0.0000%  |  | $13200000.00       | $13135544.40       | Other Instrument                                  |
| 01U3KOMAHA PUB PWR DIST NE | 2026-02-01      | 5.0000%  |  | $27500.00          | $27910.82          | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2035-07-01      | 5.0000%  |  | $33000.00          | $37743.60          | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2037-07-01      | 4.0000%  |  | $112750.00         | $113192.48         | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2048-03-15      | 5.2500%  |  | $27500.00          | $29034.96          | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2026-07-01      | 4.0000%  |  | $13750.00          | $14013.37          | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2038-03-15      | 5.0000%  |  | $82500.00          | $90856.24          | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2035-03-15      | 5.0000%  |  | $24750.00          | $25773.36          | Other Instrument                                  |
| 01D20NEW YORK ST HSG FIN A | 2049-11-01      | 3.7500%  |  | $11000.00          | $9346.39           | Other Instrument                                  |
| 01D20NEW YORK ST HSG FIN A | 2040-11-01      | 3.8750%  |  | $11000.00          | $10291.73          | Other Instrument                                  |
| 01D20NEW YORK ST ENVIRONME | 2030-06-15      | 5.0000%  |  | $27500.00          | $28293.31          | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2036-07-01      | 5.0000%  |  | $66000.00          | $74931.63          | Other Instrument                                  |
| 01CZPPERHAM MINN INDPT SCH | 2025-09-30      | 4.2500%  |  | $660000.00         | $677476.80         | Other Instrument                                  |
| 01CU6EVANSVILLE IND WTRWKS | 2028-01-01      | 4.0000%  |  | $33000.00          | $33828.78          | Other Instrument                                  |
| 02K8ODISTRICT COLUMBIA REV | 2035-10-01      | 7.6250%  |  | $22000.00          | $24509.04          | Other Instrument                                  |
| 01C7EDENVER COLO CITY & CN | 2038-12-01      | 5.0000%  |  | $24750.00          | $26832.52          | Other Instrument                                  |
| 01BDTDELAWARE ST ECONOMIC  | 2025-10-01      | 4.0000%  |  | $8250.00           | $8378.24           | Other Instrument                                  |
| 01CCBDE WITT MICH PUB SCHS | 2033-05-01      | 4.0000%  |  | $27500.00          | $29679.50          | Other Instrument                                  |
| 01C5SDAVIS CNTY UTAH SCH D | 2030-06-01      | 5.0000%  |  | $8250.00           | $9074.27           | Other Instrument                                  |
| 02JO2DAVIE FLA EDL FACS RE | 2026-04-01      | 5.0000%  |  | $13750.00          | $14198.88          | Other Instrument                                  |
| 01BDEDANBURY CONN          | 2028-07-15      | 2.0000%  |  | $41250.00          | $40052.69          | Other Instrument                                  |
| 01C66COWLITZ CNTY WASH SCH | 2030-12-01      | 5.0000%  |  | $27500.00          | $29467.41          | Other Instrument                                  |
| 01CH6COTTAGE GROVE VLG WIS | 2032-04-01      | 5.0000%  |  | $27500.00          | $30721.23          | Other Instrument                                  |
| 048OCCOOK CNTY ILL SALES T | 2029-11-15      | 5.0000%  |  | $11000.00          | $11716.59          | Other Instrument                                  |
| 02KV7CONNECTICUT ST HSG FI | 2026-05-15      | 0.5500%  |  | $41250.00          | $40331.32          | Other Instrument                                  |
| 02KV7CONNECTICUT ST HSG FI | 2030-11-15      | 2.8750%  |  | $41291.11          | $40448.58          | Other Instrument                                  |
| 01C78COLORADO HEALTH FACS  | 2049-11-15      | 5.0000%  |  | $511500.00         | $533808.79         | Other Instrument                                  |
| 02HW3CLINTON-MACOMB MICH P | 2030-04-01      | 5.0000%  |  | $27500.00          | $30694.83          | Other Instrument                                  |
| 01PCQCLIFTON TEX HIGHER ED | 2053-04-01      | 4.2500%  |  | $8250.00           | $7400.51           | Other Instrument                                  |
| 01BN2CLEVELAND HEIGHTS & U | 2039-12-01      | 4.0000%  |  | $5500.00           | $5368.15           | Other Instrument                                  |
| 01C3ZCLARK CNTY NEV        | 2031-12-01      | 5.0000%  |  | $44000.00          | $47532.42          | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2046-03-15      | 5.0000%  |  | $44000.00          | $45464.22          | Other Instrument                                  |
| 04K7UEXCHANGE TRADED CONCE | 2500-12-31      | 0.0000%  |  | $5196510.00        | $2633591.27        | Other Instrument                                  |
| 01C7EDENVER COLO CITY & CN | 2030-12-01      | 5.0000%  |  | $24750.00          | $28065.57          | Other Instrument                                  |
| 01CQVCOOK CNTY ILL SCH DIS | 2038-12-01      | 5.0000%  |  | $24750.00          | $25677.44          | Other Instrument                                  |
| 01D20NEW YORK N Y CITY TRA | 2053-02-01      | 5.2500%  |  | $27500.00          | $28287.69          | Other Instrument                                  |
| 01BJCMISSISSIPPI DEV BK SP | 2032-03-01      | 5.0000%  |  | $24750.00          | $26291.49          | Other Instrument                                  |
| 04TV6MASSACHUSETTS BAY TRA | 2040-07-01      | 5.0000%  |  | $66000.00          | $71739.80          | Other Instrument                                  |
| 01D6WLOUISIANA LOC GOVT EN | 2027-04-01      | 5.0000%  |  | $22000.00          | $22702.36          | Other Instrument                                  |
| 0600XELEVATION SERIES TRUS | 2500-12-31      | 0.0000%  |  | $13365.00          | $5253.41           | Other Instrument                                  |
| 01YKCNEW YORK ST DORM AUTH | 2038-10-01      | 5.0000%  |  | $44000.00          | $47623.84          | Other Instrument                                  |
| 01RGENEW YORK ST           | 2039-03-15      | 5.0000%  |  | $41250.00          | $45757.71          | Other Instrument                                  |
| 01D20NEW YORK N Y CITY TRA | 2050-05-01      | 5.0000%  |  | $27500.00          | $28183.89          | Other Instrument                                  |
| 02N48NEW YORK N Y CITY TRA | 2038-07-15      | 4.0000%  |  | $27500.00          | $27014.87          | Other Instrument                                  |
| 02N48NEW YORK N Y CITY TRA | 2033-07-15      | 5.0000%  |  | $13750.00          | $14549.03          | Other Instrument                                  |
| 02N48NEW YORK N Y CITY TRA | 2037-11-01      | 5.0000%  |  | $24750.00          | $26728.74          | Other Instrument                                  |
| 01T8JNEW YORK N Y          | 2044-03-01      | 5.0000%  |  | $63250.00          | $66353.82          | Other Instrument                                  |
| 01T8JNEW YORK N Y          | 2035-12-01      | 5.0000%  |  | $27500.00          | $28326.16          | Other Instrument                                  |
| 01BLMNEW JERSEY ST TRANSN  | 2045-06-15      | 5.0000%  |  | $27500.00          | $27902.81          | Other Instrument                                  |
| 01BLMNEW JERSEY ST TRANSN  | 2039-06-15      | 5.0000%  |  | $324500.00         | $345646.94         | Other Instrument                                  |
| 03KEBNEW HAVEN IND PK DIST | 2031-01-15      | 5.0000%  |  | $35750.00          | $39650.72          | Other Instrument                                  |
| 01D07NEW HAMPSHIRE MUN BD  | 2026-02-15      | 5.0000%  |  | $27500.00          | $27881.82          | Other Instrument                                  |
| 01QJ7NEW YORK CNTYS TOB TR | 2042-06-01      | 5.0000%  |  | $353.40            | $299.51            | Other Instrument                                  |
| 04XS8MISSISSIPPI ST GAMING | 2035-10-15      | 5.0000%  |  | $13750.00          | $14018.69          | Other Instrument                                  |
| 01BJCMISSISSIPPI DEV BK SP | 2029-09-01      | 4.0000%  |  | $41250.00          | $42447.81          | Other Instrument                                  |
| 01CDZMIDLAND MICH PUB SCHS | 2033-05-01      | 5.0000%  |  | $82500.00          | $89500.03          | Other Instrument                                  |
| 01CDZMIDLAND MICH PUB SCHS | 2026-05-01      | 5.0000%  |  | $110000.00         | $113729.98         | Other Instrument                                  |
| 01NYLMIAMI VY CAREER TECHN | 2030-12-01      | 5.0000%  |  | $13750.00          | $14745.95          | Other Instrument                                  |
| 01BFKMIAMI-DADE CNTY FLA S | 2029-08-01      | 4.0000%  |  | $22000.00          | $22091.98          | Other Instrument                                  |
| 026PQMETROPOLITAN WTR DIST | 2033-10-01      | 5.0000%  |  | $27500.00          | $32271.68          | Other Instrument                                  |
| 02GD2METROPOLITAN TRANSN A | 2043-11-15      | 5.0000%  |  | $8250.00           | $8408.27           | Other Instrument                                  |
| 02GD2METROPOLITAN TRANSN A | 2035-11-15      | 3.3750%  |  | $13750.00          | $12189.79          | Other Instrument                                  |
| 01C5GMETROPOLITAN GOVT NAS | 2037-01-01      | 4.0000%  |  | $44000.00          | $44342.96          | Other Instrument                                  |
| 01CN7MCGREGOR TEX          | 2037-08-15      | 5.0000%  |  | $27500.00          | $29163.05          | Other Instrument                                  |
| 01ZXNMASSACHUSETTS ST      | 2038-11-01      | 5.0000%  |  | $55000.00          | $57066.84          | Other Instrument                                  |
| 01YHHMARYLAND ST HEALTH &  | 2054-07-01      | 5.2500%  |  | $5500.00           | $5645.30           | Other Instrument                                  |
| 01CPVMARICOPA CNTY ARIZ EL | 2033-07-01      | 4.0000%  |  | $13750.00          | $14184.84          | Other Instrument                                  |
| 01CPWMARICOPA CNTY ARIZ IN | 2051-10-01      | 5.5000%  |  | $1476750.00        | $1160417.02        | Other Instrument                                  |
| 01BHBMADISON CNTY GA SCH D | 2026-05-01      | 4.0000%  |  | $27500.00          | $28073.96          | Other Instrument                                  |
| 01CMXLEGGETT TEX INDPT SCH | 2027-02-15      | 5.0000%  |  | $8250.00           | $8572.61           | Other Instrument                                  |
| 01BFGLEE CNTY FLA HSG FIN  | 2042-12-01      | 3.5000%  |  | $96250.00          | $98034.53          | Other Instrument                                  |
| 01CS4LAKE CNTY ILL SCH DIS | 2025-12-15      | 4.0000%  |  | $16500.00          | $16650.35          | Other Instrument                                  |
| 01CUXLA PORTE IND REDEV AU | 2032-08-01      | 5.0000%  |  | $33000.00          | $36969.20          | Other Instrument                                  |
| 01CXNKENTUCKY ST PPTY & BL | 2028-04-01      | 5.0000%  |  | $13750.00          | $14619.21          | Other Instrument                                  |
| 01CXNKENTUCKY ST PPTY & BL | 2027-11-01      | 5.0000%  |  | $214500.00         | $224454.71         | Other Instrument                                  |
| 01NXPKOOKMIN BK NEW YORK B | 2026-02-06      | 4.9800%  |  | $35750.00          | $35905.30          | Other Instrument                                  |
| 01CRYKANE COOK & DU PAGE C | 2034-01-01      | 5.0000%  |  | $46750.00          | $52321.92          | Other Instrument                                  |
| 01BRXLOWER PAXTON TWP PA   | 2027-04-01      | 3.0000%  |  | $16500.00          | $16710.10          | Other Instrument                                  |
| 01T8ELOWER COLO RIV AUTH T | 2032-05-15      | 5.0000%  |  | $11000.00          | $12285.73          | Other Instrument                                  |
| 02MNOLOUISIANA ST GAS & FU | 2043-05-01      | 3.5660%  |  | $55000.00          | $55026.59          | Other Instrument                                  |
| 01BYMLOS ANGELES CALIF MUN | 2030-11-01      | 1.8810%  |  | $11000.00          | $9857.93           | Other Instrument                                  |
| 02MFJLOS ANGELES CALIF WAS | 2032-06-01      | 5.0000%  |  | $41250.00          | $48167.31          | Other Instrument                                  |
| 01CXLJESSAMINE CNTY KY SCH | 2027-06-01      | 2.0000%  |  | $49500.00          | $48825.26          | Other Instrument                                  |
| 01CD7JENISON MICH PUB SCHS | 2043-05-01      | 5.0000%  |  | $5500.00           | $5686.99           | Other Instrument                                  |
| 01BL1IRVINGTON TWP N J     | 2028-07-15      | 3.6250%  |  | $13750.00          | $13818.62          | Other Instrument                                  |
| 02MNNFORT WAYNE IND WTRWKS | 2027-12-01      | 3.2500%  |  | $35750.00          | $36043.67          | Other Instrument                                  |
| 01BEQFLORIDA ST DEPT ENVIR | 2026-07-01      | 5.0000%  |  | $2750.00           | $2832.79           | Other Instrument                                  |
| 01BEPFLORIDA DEV FIN CORP  | 2037-07-01      | 5.0000%  |  | $41250.00          | $34379.22          | Other Instrument                                  |
| 04HBGFISHERS IND LOC INCOM | 2027-07-15      | 4.0000%  |  | $8250.00           | $8521.25           | Other Instrument                                  |
| 04HMJCHANDLER ARIZ EXCISE  | 2037-07-01      | 5.0000%  |  | $11000.00          | $12187.18          | Other Instrument                                  |
| 01BQ3CENTRE CNTY PA HOSP A | 2046-11-15      | 5.0000%  |  | $41250.00          | $42057.03          | Other Instrument                                  |
| 02HB2CENTER GROVE IND 2000 | 2030-01-10      | 5.0000%  |  | $27500.00          | $30303.78          | Other Instrument                                  |
| 02M32CALIFORNIA ST UNIV RE | 2031-11-01      | 5.0000%  |  | $49500.00          | $50533.01          | Other Instrument                                  |
| 01BXICALIFORNIA ST PUB WKS | 2036-11-01      | 5.0000%  |  | $35750.00          | $40348.48          | Other Instrument                                  |
| 01UGYCALIFORNIA ST         | 2030-09-01      | 5.0000%  |  | $1457500.00        | $1676784.11        | Other Instrument                                  |
| 01D78CALIFORNIA INFRASTRUC | 2029-08-01      | 3.2500%  |  | $44000.00          | $44743.94          | Other Instrument                                  |
| 04U02CALIFORNIA CMNTY CHOI | 2055-02-01      | 5.0000%  |  | $19250.00          | $21109.02          | Other Instrument                                  |
| 02N41GALVESTON TEX WHARVES | 2043-08-01      | 5.2500%  |  | $19250.00          | $19953.65          | Other Instrument                                  |
| 01CC3CALEDONIA MICH CMNTY  | 2033-05-01      | 5.0000%  |  | $27500.00          | $31464.64          | Other Instrument                                  |
| 01CC3CALEDONIA MICH CMNTY  | 2027-05-01      | 5.0000%  |  | $30250.00          | $31255.48          | Other Instrument                                  |
| 01CD7JACKSON MICH PUB SCHS | 2027-05-01      | 5.0000%  |  | $13750.00          | $14563.85          | Other Instrument                                  |
| 01YB8HARRIS CNTY TEX       | 2027-10-01      | 5.0000%  |  | $44000.00          | $44996.40          | Other Instrument                                  |
| 01C4EGRAND RIVER DAM AUTH  | 2032-06-01      | 5.0000%  |  | $90750.00          | $94858.46          | Other Instrument                                  |
| 01BY3FULLERTON CALIF JT UN | 2040-08-01      | 5.0000%  |  | $33000.00          | $36133.64          | Other Instrument                                  |
| XXXX BEXAR CNTY TEX HOSP D | 2027-02-15      | 5.0000%  |  | $27500.00          | $27851.57          | Other Instrument                                  |
| 03D24ABSOLUTE SHS TR       | 2500-12-31      | 0.0000%  |  | $15510.00          | $3500.13           | Other Instrument                                  |
| 02MBNINDIANAPOLIS IND LOC  | 2026-07-15      | 5.0000%  |  | $79750.00          | $81973.52          | Other Instrument                                  |
| 01CRPILLINOIS ST           | 2026-02-01      | 5.0000%  |  | $27500.00          | $27884.14          | Other Instrument                                  |
| 01CUPHUNTINGTON IND CNTYWI | 2029-07-15      | 4.0000%  |  | $27500.00          | $28848.57          | Other Instrument                                  |
| 02MOQHOT SPRINGS ARK WTR R | 2036-10-01      | 4.0000%  |  | $176000.00         | $178906.54         | Other Instrument                                  |
| 01W4EHAWAII ST             | 2030-01-01      | 5.0000%  |  | $88000.00          | $93719.61          | Other Instrument                                  |
| 01CM3HARRIS CNTY TEX CULTU | 2026-10-01      | 5.0000%  |  | $27500.00          | $28768.18          | Other Instrument                                  |
| 042RKHAMPTON RDS VA TRANSN | 2026-07-01      | 5.0000%  |  | $1207250.00        | $1243003.38        | Other Instrument                                  |
| 04BC2GRIFFITH IND PUB SCH  | 2027-07-15      | 4.0000%  |  | $35750.00          | $36826.04          | Other Instrument                                  |
| 02N21GREATER CLARK BLDG CO | 2044-01-15      | 5.0000%  |  | $27500.00          | $27986.78          | Other Instrument                                  |
| 01CCRGOODRICH MICH AREA SC | 2028-05-01      | 5.0000%  |  | $13750.00          | $14924.51          | Other Instrument                                  |
| 01KQ9GOLDMAN SACHS BK USA  | 2025-10-08      | 4.1500%  |  | $24750.00          | $25146.72          | Other Instrument                                  |
| 02IKIGOLDEN ST TOB SECURIT | 2050-06-01      | 4.2140%  |  | $21456.89          | $15767.83          | Other Instrument                                  |
| 01CPPGILBERT ARIZ WTR RES  | 2037-07-15      | 5.0000%  |  | $82500.00          | $89848.37          | Other Instrument                                  |
| 01BGUGEORGIA ST            | 2037-07-01      | 5.0000%  |  | $49500.00          | $54916.07          | Other Instrument                                  |
| 01CLKGEORGETOWN TEX        | 2034-08-15      | 5.0000%  |  | $44000.00          | $50107.84          | Other Instrument                                  |
| 04AG4GDB DEBT RECOVERY AUT | 2040-08-20      | 7.5000%  |  | $61050.00          | $58984.38          | Other Instrument                                  |
| 01BEBBROWARD CNTY FLA SCH  | 2032-07-01      | 5.0000%  |  | $101750.00         | $115748.88         | Other Instrument                                  |
| 01DCABRAZORIA CNTY TEX MUN | 2028-09-01      | 2.0000%  |  | $55000.00          | $53123.34          | Other Instrument                                  |
| 04HUZBOONVILLE IND REDEV A | 2026-08-01      | 5.0000%  |  | $27500.00          | $28150.89          | Other Instrument                                  |
| 01CBXBIRMINGHAM MICH PUB S | 2032-05-01      | 5.0000%  |  | $27500.00          | $31402.22          | Other Instrument                                  |
| 01CBXBIRMINGHAM MICH PUB S | 2031-05-01      | 5.0000%  |  | $27500.00          | $31209.44          | Other Instrument                                  |
| 01CBXBIRMINGHAM MICH PUB S | 2030-05-01      | 5.0000%  |  | $27500.00          | $30915.19          | Other Instrument                                  |
| 02K56BANK OF AMERICA NA    | 2025-10-03      | 4.1500%  |  | $68750.00          | $69893.13          | Other Instrument                                  |
| 03DVHTOPBUILD COR          | 2032-02-15      | 4.1250%  |  | $35750.00          | $33405.31          | Other Instrument                                  |
| 04HHGSBL HOLDINGS LLC      | 2500-12-31      | 6.5000%  |  | $51150.00          | $49571.46          | Other Instrument                                  |
| 01SLRNISSAN MTR ACCEP CO L | 2028-09-15      | 7.0500%  |  | $27500.00          | $29303.63          | Other Instrument                                  |
| 03RC4DELPHI JERSEY HLDGS P | 2025-10-01      | 5.0000%  |  | $48400.00          | $48572.09          | Other Instrument                                  |
| 01EL7CITADEL LIMITED PARTN | 2032-01-23      | 6.3750%  |  | $465300.00         | $494155.58         | Other Instrument                                  |
| 01GB9AMC ENTMT HLDGS INC   | 2029-02-15      | 7.5000%  |  | $1351900.00        | $1109121.29        | Other Instrument                                  |
| 01BXGCAJON VALLEY CALIF UN | 2029-08-01      | 5.0000%  |  | $33000.00          | $34833.77          | Other Instrument                                  |
| 01EU0BNP PARIBAS           | 2027-02-01      | 0.0000%  |  | $96250.00          | $96928.28          | Other Instrument                                  |
| 02GS4BMW BK NORTH AMER SAL | 2027-08-16      | 3.8500%  |  | $275000.00         | $275290.60         | Other Instrument                                  |
| 01CTKWINNEBAGO CNTY ILL    | 2027-12-30      | 5.0000%  |  | $13750.00          | $14529.69          | Other Instrument                                  |
| 01CF7WEST BLOOMFIELD MICH  | 2028-05-01      | 5.0000%  |  | $110000.00         | $116475.58         | Other Instrument                                  |
| 01C5ZUTAH CNTY UTAH HOSP R | 2060-05-15      | 5.0000%  |  | $13750.00          | $14209.04          | Other Instrument                                  |
| 01COTTEXAS WTR DEV BRD REV | 2031-10-15      | 5.0000%  |  | $41250.00          | $44107.84          | Other Instrument                                  |
| 02LYUSOUTH HARRISON IND 20 | 2029-01-15      | 5.0000%  |  | $35750.00          | $38556.06          | Other Instrument                                  |
| 02V8XSAN ANTONIO TEX ELEC  | 2034-02-01      | 5.0000%  |  | $2750.00           | $2939.19           | Other Instrument                                  |
| 01CT1ROSEMONT ILL          | 2040-12-01      | 5.0000%  |  | $27500.00          | $28196.64          | Other Instrument                                  |
| 01T8EPORT AUTH N Y & N J   | 2029-10-15      | 5.0000%  |  | $5500.00           | $5616.72           | Other Instrument                                  |
| 02LP7OHIO ST               | 2040-03-01      | 5.0000%  |  | $63250.00          | $69244.98          | Other Instrument                                  |
| 01KUWCENTRAIS ELETRICAS BR | 2030-02-04      | 4.6250%  |  | $818400.00         | $789806.58         | Other Instrument                                  |
| 01BSSPENNSYLVANIA ECONOMIC | 2039-06-15      | 6.5320%  |  | $27500.00          | $30447.09          | Other Instrument                                  |
| 03D24ABSOLUTE SHS TR       | 2500-12-31      | 0.0000%  |  | $12430.00          | $4104.82           | Other Instrument                                  |
| 03D24ABSOLUTE SHS TR       | 2500-12-31      | 0.0000%  |  | $100375.00         | $30216.89          | Other Instrument                                  |
| 01FV2YPF SOCIEDAD ANONIMA  | 2029-06-30      | 9.0000%  |  | $488400.00         | $507569.70         | Other Instrument                                  |
| 01FV2YPF SOCIEDAD ANONIMA  | 2047-12-15      | 7.0000%  |  | $633600.00         | $537089.34         | Other Instrument                                  |
| XXXX TELECOM ARGENTINA SA  | 2033-05-28      | 9.2500%  |  | $640750.00         | $671148.42         | Other Instrument                                  |
| 01EBTNATURA COSMETICOS SA  | 2028-05-03      | 4.1250%  |  | $613800.00         | $590752.83         | Other Instrument                                  |
| 04FQAGENERACION MEDITERRAN | 2031-11-01      | 11.0000% |  | $908050.00         | $573030.00         | Other Instrument                                  |
| 01T75BBVA MEXICO SA INSTIT | 2039-01-08      | 8.1250%  |  | $522500.00         | $565162.35         | Other Instrument                                  |
| 03T6IAEGEA FIN S A R L S A | 2029-05-20      | 6.7500%  |  | $1018600.00        | $1049527.24        | Other Instrument                                  |
| 03E4VUBS GROUP AG          | 2031-04-12      | 7.7500%  |  | $41250.00          | $45265.81          | Other Instrument                                  |
| 04HPIXP INC                | 2029-07-02      | 6.7500%  |  | $1790250.00        | $1849413.29        | Other Instrument                                  |
| 04L5DYUMA CNTY ARIZ PLEDGE | 2028-07-15      | 5.0000%  |  | $41250.00          | $44528.18          | Other Instrument                                  |
| 04WJKYORKVILLE-BRISTOL ILL | 2047-12-15      | 5.0000%  |  | $27500.00          | $27313.76          | Other Instrument                                  |
| 02NJSWT HOLDINGS INC       | 2028-04-30      | 6.5000%  |  | $366850.00         | $370879.89         | Other Instrument                                  |
| 01YV8WISCONSIN ST          | 2031-11-01      | 5.0000%  |  | $17731.08          | $18666.73          | Other Instrument                                  |
| 05JDQWILLIAMSON CNTY TEX M | 2048-08-15      | 4.8750%  |  | $27500.00          | $26805.51          | Other Instrument                                  |
| 01CBHWESTON MASS           | 2028-02-01      | 4.0000%  |  | $13750.00          | $13808.32          | Other Instrument                                  |
| 05ZBAWESTFIELD IND PK DIST | 2031-07-01      | 5.0000%  |  | $33000.00          | $37120.56          | Other Instrument                                  |
| 01BW3WEST VIRGINIA ST      | 2030-06-01      | 5.0000%  |  | $82500.00          | $88794.11          | Other Instrument                                  |
| 02IAOWEST STONE CNTY ARK W | 2028-09-01      | 2.1250%  |  | $35750.00          | $34449.31          | Other Instrument                                  |
| 01D5GWEST FARGO N D PUB SC | 2028-08-01      | 4.0000%  |  | $11000.00          | $11518.88          | Other Instrument                                  |
| 01CF7WEST BLOOMFIELD MICH  | 2032-05-01      | 5.0000%  |  | $110000.00         | $115599.98         | Other Instrument                                  |
| 01C6VWASHINGTON ST HEALTH  | 2055-08-15      | 5.0000%  |  | $101750.00         | $109652.36         | Other Instrument                                  |
| 01CF4WALLED LAKE MICH CONS | 2034-05-01      | 5.0000%  |  | $82500.00          | $89636.98          | Other Instrument                                  |
| 01BVSVIRGINIA BEACH VA DEV | 2030-09-01      | 6.2500%  |  | $27500.00          | $28623.45          | Other Instrument                                  |
| 03QNDVICTORY PORTFOLIOS II | 2500-12-31      | 0.0000%  |  | $5445.00           | $2938.75           | Other Instrument                                  |
| 01W2OVERMONT ST            | 2039-08-15      | 5.0000%  |  | $110000.00         | $117962.29         | Other Instrument                                  |
| 026ZEUNIVERSITY MICH UNIV  | 2031-04-01      | 5.0000%  |  | $110000.00         | $113967.21         | Other Instrument                                  |
| 01W2JUNIVERSITY CALIF REVS | 2039-05-15      | 5.0000%  |  | $74250.00          | $81448.87          | Other Instrument                                  |
| 05ESXSOUND POINT CLO LTD 2 | 2038-04-26      | 7.3138%  |  | $550000.00         | $542518.44         | Other Instrument                                  |
| 04R6WANCHORAGE CA 10.34149 | 2038-10-15      | 10.3415% |  | $1650000.00        | $1649980.20        | Other Instrument                                  |
| 06689OHA CREDIT FDG 10-R 2 | 2038-07-19      | 6.0788%  |  | $2750000.00        | $2763375.95        | Other Instrument                                  |
| 065TICOMVEST CR CLO LP 202 | 2037-10-15      | 5.9577%  |  | $2750000.00        | $2766909.28        | Other Instrument                                  |
| 04KTOMONROE CAPITAL MML 20 | 2037-08-20      | 8.8144%  |  | $2750000.00        | $2817447.75        | Other Instrument                                  |
| 04TGFLCM LTD 2021-33R      | 2034-07-20      | 6.1092%  |  | $1512500.00        | $1519686.75        | Other Instrument                                  |
| 04WG7MOUNT LOGAN FDG LP 20 | 2033-01-22      | 9.0936%  |  | $577500.00         | $578123.01         | Other Instrument                                  |
| 046L2MCF CLO LLC 2024-8R   | 2036-04-18      | 12.3290% |  | $550000.00         | $561282.61         | Other Instrument                                  |
| 03S54VENTURE XXIX CLO 2017 | 2030-09-07      | 8.3730%  |  | $2720300.00        | $2611804.00        | Other Instrument                                  |
| WLDB INTERNATIONAL BK FOR  | 2034-07-31      | 0.0000%  |  | $13750.00          | $8767.48           | Other Instrument                                  |
| FMAC FHLMC REMIC SERIES K- | 2028-10-25      | 4.8600%  |  | $2827000.00        | $2902543.09        | Other Instrument                                  |
| FMAC FHLMC REMIC SERIES K- | 2032-02-25      | 4.4100%  |  | $3825096.55        | $3871690.05        | Other Instrument                                  |
| 05NF7MSWF COML MTG TR 2023 | 2056-12-15      | 1.1410%  |  | $9642264.60        | $566072.61         | Other Instrument                                  |
| FMAC FHLMC REMIC K-512     | 2028-11-25      | 5.0000%  |  | $4841650.00        | $4990302.64        | Other Instrument                                  |
| 05UDYBX COML MTG TR 2024-B | 2041-08-15      | 7.9698%  |  | $451000.00         | $451988.02         | Other Instrument                                  |
| 04LCUGS MORTGAGE SEC TR 20 | 2053-05-14      | 2.3772%  |  | $1159400.00        | $1063156.97        | Other Instrument                                  |
| FMAC FHLMC REMIC SERIES K- | 2028-06-25      | 4.5510%  |  | $1034083.32        | $1027948.81        | Other Instrument                                  |

### Security 325: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC,  4.430%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FSK008, C.4 - ISIN: US87299D0091, C.3 - LEI: SUVUFHICNZMP2WKHG940
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01KIKCAIXABANK S A         | 2036-07-03      | 5.5810%  |  | $4000000.00        | $4102846.22        | Corporate Debt Securities |
| 02J8OCNO FINL GROUP INC    | 2034-06-15      | 6.4500%  |  | $1600000.00        | $1706157.34        | Corporate Debt Securities |
| 01NE2CI FINL CORP          | 2029-05-30      | 7.5000%  |  | $480000.00         | $518165.60         | Corporate Debt Securities |
| 01CT7BROWN & BROWN INC     | 2031-03-15      | 2.3750%  |  | $2400000.00        | $2163142.66        | Corporate Debt Securities |
| 03I0XBROOKFIELD FIN INC    | 2054-03-04      | 5.9680%  |  | $246400.00         | $257192.59         | Corporate Debt Securities |
| 01DLEBROADRIDGE FINL SOLUT | 2031-05-01      | 2.6000%  |  | $280000.00         | $255021.82         | Corporate Debt Securities |
| 04BSOBLUE OWL TECHNOLOGY F | 2028-03-15      | 6.1000%  |  | $1600000.00        | $1664878.22        | Corporate Debt Securities |
| 04PFMCITADEL FINANCE LLC   | 2030-02-10      | 5.9000%  |  | $4000000.00        | $4076495.55        | Corporate Debt Securities |
| 04SKABLUE OWL FINANCE LLC  | 2034-04-18      | 6.2500%  |  | $144000.00         | $153776.60         | Corporate Debt Securities |
| 04SKABLUE OWL FINANCE LLC  | 2032-02-15      | 4.3750%  |  | $1720000.00        | $1642120.79        | Corporate Debt Securities |
| 04P7PBLUE OWL CR INCOME CO | 2029-09-15      | 6.6000%  |  | $4000000.00        | $4279826.66        | Corporate Debt Securities |
| 01BZ0BERKLEY W R CORP      | 2052-03-30      | 3.5500%  |  | $5600000.00        | $3952833.11        | Corporate Debt Securities |
| 063PNBELROSE FDG TR II     | 2055-05-15      | 6.7920%  |  | $80000.00          | $85115.04          | Corporate Debt Securities |
| 04RTGBARINGS PRIVATE CR CO | 2030-06-11      | 6.1500%  |  | $4169600.00        | $4214360.66        | Corporate Debt Securities |
| 01E1FBARINGS BDC INC       | 2029-02-15      | 7.0000%  |  | $4880000.00        | $5083409.24        | Corporate Debt Securities |
| 01BDYBARCLAYS PLC          | 2028-08-09      | 5.5010%  |  | $6400000.00        | $6557991.11        | Corporate Debt Securities |
| 01BNABANK AMERICA CORP     | 2034-09-15      | 5.8720%  |  | $171200.00         | $186645.70         | Corporate Debt Securities |
| 01BNABANK AMERICA CORP     | 2051-03-20      | 4.0830%  |  | $68800.00          | $56073.60          | Corporate Debt Securities |
| 01E49AUSTRALIA & NEW ZEALA | 2035-11-25      | 2.5700%  |  | $4356000.00        | $3915697.94        | Corporate Debt Securities |
| 02KH2ASSURED GTY US HLDGS  | 2051-09-15      | 3.6000%  |  | $5520000.00        | $3889999.20        | Corporate Debt Securities |
| 02KH2ASSURED GTY US HLDGS  | 2031-06-15      | 3.1500%  |  | $4000000.00        | $3773620.00        | Corporate Debt Securities |
| 054OEARES STRATEGIC INCOME | 2030-09-09      | 5.8000%  |  | $240000.00         | $246710.14         | Corporate Debt Securities |
| 054OEARES STRATEGIC INCOME | 2030-02-15      | 5.6000%  |  | $599200.00         | $608354.45         | Corporate Debt Securities |
| 054OEARES STRATEGIC INCOME | 2029-08-15      | 6.3500%  |  | $1040000.00        | $1078167.42        | Corporate Debt Securities |
| 02KDUARES CAPITAL CORP     | 2030-09-01      | 5.5000%  |  | $56800.00          | $58277.30          | Corporate Debt Securities |
| 01BDYBARCLAYS PLC          | 2034-05-09      | 6.2240%  |  | $1525600.00        | $1662778.56        | Corporate Debt Securities |
| 02KN4ELEVANCE HEALTH INC   | 2031-11-01      | 4.9500%  |  | $60800.00          | $62868.72          | Corporate Debt Securities |
| 04KWSAMFAM HOLDINGS INC    | 2051-03-11      | 3.8330%  |  | $1537600.00        | $1005970.70        | Corporate Debt Securities |
| 04KWSAMFAM HOLDINGS INC    | 2031-03-11      | 2.8050%  |  | $128000.00         | $112710.40         | Corporate Debt Securities |
| 01RPXAMERICO LIFE INC      | 2031-04-15      | 3.4500%  |  | $3192800.00        | $2923428.78        | Corporate Debt Securities |
| 01NB2WILLIS NORTH AMER INC | 2054-03-05      | 5.9000%  |  | $800000.00         | $816549.34         | Corporate Debt Securities |
| 01NB2WILLIS NORTH AMER INC | 2048-09-15      | 5.0500%  |  | $7200000.00        | $6599272.00        | Corporate Debt Securities |
| 01BUGWESTPAC BKG CORP      | 2028-05-22      | 4.1840%  |  | $800000.00         | $816050.85         | Corporate Debt Securities |
| 01BUGWESTPAC BKG CORP      | 2027-06-07      | 3.3710%  |  | $800000.00         | $798102.71         | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2036-04-23      | 5.6050%  |  | $3000000.00        | $3180202.50        | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2028-03-24      | 3.5260%  |  | $3260000.00        | $3273240.13        | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2044-01-15      | 5.6060%  |  | $3295200.00        | $3258003.05        | Corporate Debt Securities |
| 02KN4ELEVANCE HEALTH INC   | 2044-08-15      | 4.6500%  |  | $5200000.00        | $4526955.33        | Corporate Debt Securities |
| 01D7KSWISS RE FIN LUXEMBOU | 2049-04-02      | 5.0000%  |  | $1440000.00        | $1473849.60        | Corporate Debt Securities |
| 01F79SVENSKA HANDELSBANKEN | 2028-05-23      | 4.3750%  |  | $2000000.00        | $2045093.34        | Corporate Debt Securities |
| 01E1TSTANDARD CHARTERED PL | 2028-05-14      | 5.6880%  |  | $6400000.00        | $6641600.00        | Corporate Debt Securities |
| 02848SIXTH STREET SPECIALT | 2029-03-01      | 6.1250%  |  | $2758400.00        | $2932495.65        | Corporate Debt Securities |
| 01FGTSHINHAN BK REG S      | 2032-04-13      | 4.3750%  |  | $5280000.00        | $5213090.66        | Corporate Debt Securities |
| 01TXKSAMMONS FINANCIAL GRO | 2034-04-15      | 6.8750%  |  | $480000.00         | $533457.74         | Corporate Debt Securities |
| 01DP2ROYAL BK CDA          | 2025-12-12      | 4.7840%  |  | $600000.00         | $606721.46         | Corporate Debt Securities |
| 02MD2AMERICAN INTL GROUP I | 2048-04-01      | 4.7500%  |  | $5600000.00        | $5068323.56        | Corporate Debt Securities |
| 02IZ1AMERICAN NATIONAL GRO | 2029-10-01      | 5.7500%  |  | $160000.00         | $168996.62         | Corporate Debt Securities |
| 02IZ1AMERICAN NATIONAL GRO | 2027-06-15      | 5.0000%  |  | $1468800.00        | $1493487.26        | Corporate Debt Securities |
| 02G24AETNA INC NEW         | 2047-08-15      | 3.8750%  |  | $2800000.00        | $2056031.44        | Corporate Debt Securities |
| 02G24AETNA INC NEW         | 2037-12-15      | 6.7500%  |  | $800000.00         | $885780.00         | Corporate Debt Securities |
| 02MEXABN AMRO BANK N.V.    | 2026-04-18      | 4.8000%  |  | $160000.00         | $162951.46         | Corporate Debt Securities |
| 01EY1RADIAN GROUP INC      | 2029-05-15      | 6.2000%  |  | $5468800.00        | $5828324.98        | Corporate Debt Securities |
| 02HKBCAISSE CENTRALE DESJA | 2026-10-14      | 1.2000%  |  | $260000.00         | $253182.80         | Corporate Debt Securities |
| 035WCFARMERS EXCHANGE CAPI | 2053-11-01      | 6.1510%  |  | $3912000.00        | $3879654.06        | Corporate Debt Securities |
| 01T0PFS KKR CAP CORP       | 2030-01-15      | 6.1250%  |  | $780000.00         | $780324.57         | Corporate Debt Securities |
| 04S6YF&G ANNUITIES & LIFE  | 2034-10-04      | 6.2500%  |  | $1600000.00        | $1654261.78        | Corporate Debt Securities |
| 02GMIEVEREST REINS HLDGS I | 2050-10-15      | 3.5000%  |  | $7200800.00        | $5031398.98        | Corporate Debt Securities |
| 03WC3EQUITABLE HLDGS INC   | 2055-03-28      | 6.7000%  |  | $61600.00          | $64645.20          | Corporate Debt Securities |
| 03CPUEQT AB                | 2035-05-08      | 5.8500%  |  | $160000.00         | $167105.20         | Corporate Debt Securities |
| 02G5NUBS AG N Y BRH        | 2027-07-09      | 5.0000%  |  | $1680000.00        | $1719151.46        | Corporate Debt Securities |
| 01E4ICOMMONWEALTH BANK OF  | 2028-09-14      | 5.0710%  |  | $400000.00         | $422824.83         | Corporate Debt Securities |
| 01E4ICOMMONWEALTH BANK OF  | 2041-03-11      | 3.3050%  |  | $4800000.00        | $3672208.00        | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2034-05-25      | 6.1740%  |  | $2192000.00        | $2349102.83        | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2041-03-26      | 5.3160%  |  | $4800000.00        | $4826846.40        | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2043-09-13      | 6.6750%  |  | $3300000.00        | $3775131.25        | Corporate Debt Securities |
| 04AGBCITADEL SECURITIES GL | 2035-06-18      | 6.2000%  |  | $400000.00         | $416387.11         | Corporate Debt Securities |
| 03HP0JACKSON FINANCIAL INC | 2031-11-23      | 3.1250%  |  | $800000.00         | $729634.66         | Corporate Debt Securities |
| 01YQ9HYUNDAI CAP AMER      | 2028-06-23      | 4.9000%  |  | $160000.00         | $163562.14         | Corporate Debt Securities |
| 01BJLHORACE MANN EDUCATORS | 2028-09-15      | 7.2500%  |  | $1600000.00        | $1771612.45        | Corporate Debt Securities |
| 02LMNHERCULES CAPITAL INC  | 2030-06-16      | 6.0000%  |  | $1200000.00        | $1233584.00        | Corporate Debt Securities |
| 04F36HAT HLDGS I LLC / HAT | 2027-06-15      | 8.0000%  |  | $5127200.00        | $5402502.15        | Corporate Debt Securities |
| 04F36HAT HLDGS I LLC / HAT | 2030-09-15      | 3.7500%  |  | $800000.00         | $731278.66         | Corporate Debt Securities |
| 01DXQHSBC HLDGS PLC        | 2026-09-12      | 5.9657%  |  | $1656000.00        | $1678365.52        | Corporate Debt Securities |
| 0317ZHA SUSTAINABLE INFRA  | 2031-01-15      | 6.1500%  |  | $4160000.00        | $4296090.94        | Corporate Debt Securities |
| 05MBQGOLUB CAP PRIVATE CR  | 2029-09-12      | 5.8000%  |  | $2400000.00        | $2490757.34        | Corporate Debt Securities |
| 01RYNGOLUB CAP BDC INC     | 2029-07-15      | 6.0000%  |  | $128000.00         | $132132.26         | Corporate Debt Securities |
| 02G54GOLDMAN SACHS GROUP I | 2042-07-21      | 2.9080%  |  | $512000.00         | $371645.22         | Corporate Debt Securities |
| 01W85JAB HLDGS B V         | 2051-05-28      | 3.7500%  |  | $2000000.00        | $1347658.34        | Corporate Debt Securities |
| 02G54GOLDMAN SACHS GROUP I | 2044-07-08      | 4.8000%  |  | $114400.00         | $104535.29         | Corporate Debt Securities |
| 03PAJGLOBAL ATLANTIC FINAN | 2031-06-15      | 3.1250%  |  | $108000.00         | $98271.75          | Corporate Debt Securities |
| 01BI6GALLAGHER ARTHUR J &  | 2051-05-20      | 3.5000%  |  | $548000.00         | $385016.58         | Corporate Debt Securities |
| 01BI8GATX CORP             | 2030-06-30      | 4.0000%  |  | $40000.00          | $39555.42          | Corporate Debt Securities |
| 04B0FFORTITUDE GROUP HOLDI | 2030-04-01      | 6.2500%  |  | $4742400.00        | $5051595.26        | Corporate Debt Securities |
| 03BOSFIDELITY NATL FINL IN | 2030-06-15      | 3.4000%  |  | $966400.00         | $924109.26         | Corporate Debt Securities |
| 03BOSFIDELITY NATL FINL IN | 2051-09-17      | 3.2000%  |  | $80000.00          | $50989.60          | Corporate Debt Securities |
| 04BSOBLUE OWL TECHNOLOGY F | 2029-04-04      | 6.7500%  |  | $5600000.00        | $5947690.00        | Corporate Debt Securities |
| 04P7PBLUE OWL CR INCOME CO | 2029-01-15      | 7.7500%  |  | $3200000.00        | $3455271.11        | Corporate Debt Securities |
| 056LXOAKTREE STRATEGIC CRE | 2029-07-23      | 6.5000%  |  | $2080000.00        | $2174099.20        | Corporate Debt Securities |
| 01KPQOAKTREE SPECIALTY LEN | 2029-02-15      | 7.1000%  |  | $1600000.00        | $1663617.78        | Corporate Debt Securities |
| 04JLVNUVEEN CHURCHILL DIRE | 2030-03-15      | 6.6500%  |  | $2720000.00        | $2922380.84        | Corporate Debt Securities |
| 050ETNORTH HAVEN PRIVATE I | 2030-02-01      | 5.7500%  |  | $6560000.00        | $6603113.78        | Corporate Debt Securities |
| 01TSZNIPPON LIFE INSURANCE | 2055-04-30      | 6.5000%  |  | $1240000.00        | $1348867.18        | Corporate Debt Securities |
| 01YR6NATIONWIDE MUT INS CO | 2050-04-30      | 4.3500%  |  | $7848000.00        | $6202660.26        | Corporate Debt Securities |
| 01BNBNATIONAL AUSTRALIA BK | 2037-01-12      | 3.3470%  |  | $5600000.00        | $5058254.29        | Corporate Debt Securities |
| 02LVPNASDAQ INC            | 2052-03-07      | 3.9500%  |  | $4637600.00        | $3590996.74        | Corporate Debt Securities |
| 01CJLMARKEL GROUP INC      | 2052-05-07      | 3.4500%  |  | $4648000.00        | $3159865.33        | Corporate Debt Securities |
| 01LI8MAIN STR CAP CORP     | 2029-03-01      | 6.9500%  |  | $144000.00         | $155971.28         | Corporate Debt Securities |
| 01LI8MAIN STR CAP CORP     | 2026-07-14      | 3.0000%  |  | $6320000.00        | $6246814.40        | Corporate Debt Securities |
| 01T8CMACQUARIE GROUP LIMIT | 2033-06-21      | 4.4420%  |  | $2400000.00        | $2364745.06        | Corporate Debt Securities |
| 01KVLMACQUARIE BK LTD      | 2036-08-13      | 5.6420%  |  | $4000000.00        | $4047550.22        | Corporate Debt Securities |
| 01E2YLLOYDS BANKING GROUP  | 2027-01-11      | 3.7500%  |  | $880000.00         | $879419.20         | Corporate Debt Securities |
| 02LZDLAZARD LLC            | 2031-03-15      | 6.0000%  |  | $528000.00         | $572417.12         | Corporate Debt Securities |
| 01C8WLPL HLDGS INC         | 2029-03-15      | 4.0000%  |  | $1585600.00        | $1577516.96        | Corporate Debt Securities |
| 01D3XKEMPER CORP           | 2032-02-23      | 3.8000%  |  | $2266400.00        | $2079157.58        | Corporate Debt Securities |
| 04MZUKKR GROUP FIN CO VIII | 2050-08-25      | 3.5000%  |  | $240800.00         | $169055.78         | Corporate Debt Securities |
| 03KR9JPMORGAN CHASE FINL C | 2027-06-15      | 0.5000%  |  | $240000.00         | $296646.66         | Corporate Debt Securities |
| 01BLLJEFFERIES FINANCIAL G | 2034-04-14      | 6.2000%  |  | $212000.00         | $229307.68         | Corporate Debt Securities |
| 01DH6FAIRFAX FINL HLDGS LT | 2031-03-03      | 3.3750%  |  | $1600000.00        | $1534784.00        | Corporate Debt Securities |
| 04HHGSBL HOLDINGS LLC      | 2031-02-18      | 5.0000%  |  | $336000.00         | $311444.38         | Corporate Debt Securities |
| 0317ZHA SUSTAINABLE INFRA  | 2034-07-01      | 6.3750%  |  | $747200.00         | $751138.37         | Corporate Debt Securities |
| 01TT0MEIJI YASUDA LIFE INS | 2055-06-11      | 6.1000%  |  | $320000.00         | $334619.74         | Corporate Debt Securities |
| 01T8RFARMERS INS EXCHANGE  | 2064-10-15      | 7.0000%  |  | $720000.00         | $757840.00         | Corporate Debt Securities |
| 01DP2ROYAL BK CDA          | 2026-09-14      | 1.0500%  |  | $720000.00         | $701958.60         | Corporate Debt Securities |
| 01BFHJPMORGAN CHASE & CO   | 2030-09-01      | 8.7500%  |  | $1600000.00        | $1975286.22        | Corporate Debt Securities |
| 02JPMBERKSHIRE HATHAWAY FI | 2040-01-15      | 5.7500%  |  | $200000.00         | $217793.55         | Corporate Debt Securities |
| 01LXDFIRST AMERN FINL CORP | 2030-05-15      | 4.0000%  |  | $237600.00         | $230043.26         | Corporate Debt Securities |
| 01E4ICOMMONWEALTH BANK OF  | 2034-09-12      | 3.6100%  |  | $1600000.00        | $1565018.22        | Corporate Debt Securities |
| 01FDOMETLIFE INC           | 2055-03-15      | 6.3500%  |  | $56000.00          | $60026.99          | Corporate Debt Securities |
| 01DP2ROYAL BK CDA          | 2028-03-27      | 5.1941%  |  | $6156000.00        | $6231647.14        | Corporate Debt Securities |
| 04P7PBLUE OWL CR INCOME CO | 2027-09-16      | 7.7500%  |  | $3600000.00        | $3907801.00        | Corporate Debt Securities |
| 02IG7SUMITOMO MITSUI FIN G | 2042-01-14      | 3.0500%  |  | $5729600.00        | $4346488.89        | Corporate Debt Securities |
| 01DXQHSBC HLDGS PLC        | 2026-11-03      | 7.3360%  |  | $220800.00         | $227057.08         | Corporate Debt Securities |
| 01DAXAIRCASTLE LTD         | 2028-07-18      | 6.5000%  |  | $96000.00          | $101625.86         | Corporate Debt Securities |
| 01BDTBANCO SANTANDER S.A.  | 2030-12-03      | 2.7490%  |  | $160000.00         | $145577.13         | Corporate Debt Securities |
| 01FUFREINSURANCE GROUP AME | 2055-09-15      | 6.6500%  |  | $180000.00         | $189099.20         | Corporate Debt Securities |
| 02MGEPROLOGIS TA US LOG FD | 2034-04-01      | 5.5000%  |  | $161600.00         | $170342.74         | Corporate Debt Securities |
| 01MP1MITSUBISHI UFJ FINANC | 2030-07-17      | 2.0480%  |  | $4535200.00        | $4091518.36        | Corporate Debt Securities |
| 01DMTNATL BANK OF CANADA   | 2027-03-25      | 5.2726%  |  | $400000.00         | $404483.53         | Corporate Debt Securities |
| 01BM9MARSH & MCLENNAN COS  | 2049-03-15      | 4.9000%  |  | $265600.00         | $244488.05         | Corporate Debt Securities |
| 05MBQGOLUB CAP PRIVATE CR  | 2030-05-01      | 5.8750%  |  | $3760000.00        | $3927925.26        | Corporate Debt Securities |
| 01BJZHUMANA INC            | 2047-03-15      | 4.8000%  |  | $540800.00         | $465502.62         | Corporate Debt Securities |
| 01BJLHORACE MANN EDUCATORS | 2025-12-01      | 4.5000%  |  | $6773600.00        | $6841065.06        | Corporate Debt Securities |
| 01TUQAIR LEASE CORP        | 2030-12-01      | 3.1250%  |  | $2800000.00        | $2634768.89        | Corporate Debt Securities |
| 039G8SYNCHRONY FINANCIAL   | 2030-08-02      | 5.9350%  |  | $84000.00          | $87389.50          | Corporate Debt Securities |
| 04U42AON CORP / AON GLOBAL | 2052-02-28      | 3.9000%  |  | $2500800.00        | $1852888.57        | Corporate Debt Securities |
| 01SW6PARTNERRE FINANCE B L | 2050-10-01      | 4.5000%  |  | $760000.00         | $728574.00         | Corporate Debt Securities |
| 01TV5WINTRUST FINL CORP    | 2029-06-06      | 4.8500%  |  | $6088800.00        | $6110731.52        | Corporate Debt Securities |
| 03I0XBROOKFIELD FIN INC    | 2036-01-15      | 5.3300%  |  | $5338400.00        | $5331473.42        | Corporate Debt Securities |
| 01BI8GATX CORP             | 2051-06-01      | 3.1000%  |  | $2800000.00        | $1778077.78        | Corporate Debt Securities |
| 03PYPBAIN CAP SPECIALTY FI | 2030-03-15      | 5.9500%  |  | $1680000.00        | $1741843.14        | Corporate Debt Securities |
| 01C8WLPL HLDGS INC         | 2031-05-15      | 4.3750%  |  | $520000.00         | $508335.82         | Corporate Debt Securities |
| 01T0PFS KKR CAP CORP       | 2027-07-15      | 3.2500%  |  | $77600.00          | $75022.30          | Corporate Debt Securities |
| 01ULIDEUTSCHE BK AG N Y    | 2026-11-24      | 2.1290%  |  | $3008000.00        | $3007392.97        | Corporate Debt Securities |
| 03AU7AERCAP IRELAND CAP DE | 2028-01-23      | 3.8750%  |  | $2400000.00        | $2390076.00        | Corporate Debt Securities |
| 01DCJBANK NOVA SCOTIA B C  | 2026-10-13      | 1.1880%  |  | $200000.00         | $194807.60         | Corporate Debt Securities |
| 01BDTBANCO SANTANDER S.A.  | 2028-07-15      | 5.4907%  |  | $320000.00         | $324611.54         | Corporate Debt Securities |
| 03E4VUBS GROUP AG          | 2033-11-15      | 9.0160%  |  | $400000.00         | $509954.49         | Corporate Debt Securities |
| 02KN4ELEVANCE HEALTH INC   | 2051-03-15      | 3.6000%  |  | $6192000.00        | $4437868.32        | Corporate Debt Securities |
| 01EU0BNP PARIBAS           | 2033-01-20      | 3.1320%  |  | $2400000.00        | $2174479.20        | Corporate Debt Securities |
| 0639VWORLD OMNI AUTO 2025- | 2030-09-16      | 4.3400%  |  | $10400000.00       | $10507055.29       | Asset-Backed Securities   |
| 04TU2ALIGNED DT CEN ISS LL | 2046-08-15      | 1.9370%  |  | $16000000.00       | $15565492.45       | Asset-Backed Securities   |
| 05PC2HONDA AUTO REC OWR TR | 2028-08-15      | 5.2100%  |  | $7600000.00        | $7679846.44        | Asset-Backed Securities   |
| 03AI6FORD CR AUTO OWNER 20 | 2037-08-15      | 4.8600%  |  | $8000000.00        | $8221264.00        | Asset-Backed Securities   |
| 05UAYFORD CR AUTO LEASE 20 | 2027-12-15      | 4.9900%  |  | $15724000.00       | $15862898.83       | Asset-Backed Securities   |
| 0519YFORD CR AT OWN TR 202 | 2034-11-15      | 3.8800%  |  | $8121600.00        | $8098460.66        | Asset-Backed Securities   |
| 063WOTOYOTA AUTO LN EXT TR | 2038-05-25      | 4.6500%  |  | $12422400.00       | $12684819.05       | Asset-Backed Securities   |
| 02JEDNISSAN MSTR OWNR TR R | 2029-02-15      | 5.0500%  |  | $10400000.00       | $10536540.45       | Asset-Backed Securities   |
| 01FGTSHINHAN BK REG S      | 2034-04-15      | 5.7500%  |  | $5440000.00        | $5738507.91        | Other Instrument          |
| 01DRJTORONTO DOMINION BK O | 2027-06-05      | 4.7010%  |  | $320000.00         | $325052.48         | Other Instrument          |
| 01DP2ROYAL BK CDA          | 2026-12-12      | 4.7840%  |  | $200000.00         | $202240.49         | Other Instrument          |
| 01DP2ROYAL BK CDA          | 2028-03-24      | 2.6000%  |  | $3520000.00        | $3488546.84        | Other Instrument          |
| 01DE3CANADIAN IMPERIAL BK  | 2031-01-14      | 4.8760%  |  | $224000.00         | $233554.72         | Other Instrument          |

### Security 326: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC,  4.410%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FSK008, C.4 - ISIN: US87299D0091, C.3 - LEI: SUVUFHICNZMP2WKHG940
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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         |
|:---|:---|:---|:---|:---|:---|:---|
| 01C6VWASHINGTON ST         | 2046-08-01      | 5.0000%  |  | $13150000.00       | $13573210.84       | Other Instrument |
| 01C6VWASHINGTON ST         | 2044-08-01      | 5.0000%  |  | $12525000.00       | $13059608.75       | Other Instrument |
| 03KS1NEW YORK TRANSN DEV C | 2059-06-30      | 6.0000%  |  | $22682500.00       | $23351180.10       | Other Instrument |
| 01YKCNEW YORK ST DORM AUTH | 2054-07-01      | 5.5000%  |  | $18285000.00       | $19362738.22       | Other Instrument |
| 01T7GMETROPOLITAN GOVT NAS | 2043-07-01      | 7.4310%  |  | $10945000.00       | $12450836.82       | Other Instrument |
| 01CNAMESQUITE TEX INDPT SC | 2047-08-15      | 5.2500%  |  | $7345000.00        | $7723328.71        | Other Instrument |
| 01W3MSALT RIV PROJ AGRIC I | 2039-05-01      | 5.0000%  |  | $11372500.00       | $12530662.77       | Other Instrument |

### Security 327: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA,  4.480%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.4 - ISIN: US928WJB0054, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $975000000.00
- **C.18.a - Value (excl. sponsor support):** $975000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 05XT2REPUBLIC FINAN ISSUAN | 2037-11-20      | 5.8600%  |  | $1036941.18        | $1061041.76        | Asset-Backed Securities                           |
| 05P7LAFFIRM ASSET SEC 2024 | 2029-02-15      | 5.6100%  |  | $313529.41         | $315780.45         | Asset-Backed Securities                           |
| 04JT8FAT BR&S RTY I LLC 20 | 2051-04-25      | 10.0000% |  | $6325891.76        | $4384560.63        | Asset-Backed Securities                           |
| 04UM1FREED ABS TR 2021-3FP | 2028-11-20      | 2.3700%  |  | $15578.96          | $15567.34          | Asset-Backed Securities                           |
| 05IDGEXETER AUTO RECV TR 2 | 2030-11-15      | 9.7500%  |  | $1529.41           | $1673.99           | Asset-Backed Securities                           |
| 05ZVSEXETER AUTOMBL REC TR | 2032-09-15      | 7.4800%  |  | $3026705.88        | $3156405.95        | Asset-Backed Securities                           |
| 05JVMUPSTART SEC TR 2023-2 | 2033-06-21      | 11.8700% |  | $14973705.88       | $16030302.97       | Asset-Backed Securities                           |
| 04W4FUPSTART SEC TR 2021-5 | 2031-11-20      | 4.1500%  |  | $2899794.99        | $2874832.11        | Asset-Backed Securities                           |
| 06153FOUNDATION FINANCE TR | 2050-04-15      | 8.3700%  |  | $410647.06         | $417749.20         | Asset-Backed Securities                           |
| 065TCSUNBIT ASSET SEC TR 2 | 2030-07-15      | 7.9200%  |  | $934470.59         | $957338.02         | Asset-Backed Securities                           |
| 05XYAHUNTINGTON AUTO TRUST | 2032-10-20      | 11.8450% |  | $963288.43         | $979327.42         | Asset-Backed Securities                           |
| 04SZFFAT BRNDS GFG ROYAL 2 | 2051-07-25      | 10.5000% |  | $4344508.23        | $3511373.48        | Asset-Backed Securities                           |
| 04QQYMERCURY FINANCIAL CRE | 2029-02-20      | 11.4900% |  | $9176470.59        | $9325528.59        | Asset-Backed Securities                           |
| 05LHPPAGAYA AI DEBT TR 202 | 2031-06-16      | 9.0000%  |  | $8333156.90        | $8451487.73        | Asset-Backed Securities                           |
| 05N56CARVANA AUTO REC 2023 | 2030-10-10      | 9.5600%  |  | $15993058.82       | $17265363.51       | Asset-Backed Securities                           |
| 02M7CSHELL INTERNATIONAL F | 2026-05-10      | 2.8750%  |  | $12076235.29       | $12071101.21       | Corporate Debt Securities                         |
| 02G65SEMPRA                | 2079-12-31      | 4.8750%  |  | $13954352.94       | $14195705.11       | Corporate Debt Securities                         |
| 01BQCSCRIPPS E W CO OHIO   | 2030-08-15      | 9.8750%  |  | $2264294.12        | $2138374.52        | Corporate Debt Securities                         |
| 049GASASOL FING USA LLC    | 2031-03-18      | 5.5000%  |  | $2934941.18        | $2545436.98        | Corporate Debt Securities                         |
| 05T0YEUSHI FINANCE INC.    | 2054-12-15      | 7.6250%  |  | $17538529.41       | $18584766.02       | Corporate Debt Securities                         |
| 01BCJENERGY TRANSFER L P   | 2079-12-31      | 7.1250%  |  | $1753470.59        | $1835872.01        | Corporate Debt Securities                         |
| 01BCJENERGY TRANSFER L P   | 2079-12-31      | 7.1250%  |  | $826647.06         | $865493.96         | Corporate Debt Securities                         |
| 01DKCENBRIDGE INC          | 2083-01-15      | 7.6250%  |  | $12717058.82       | $13686854.66       | Corporate Debt Securities                         |
| 01DKCENBRIDGE INC          | 2077-01-15      | 6.0000%  |  | $17092705.88       | $17288474.34       | Corporate Debt Securities                         |
| 0499HELASTIC N V           | 2029-07-15      | 4.1250%  |  | $239352.94         | $231263.21         | Corporate Debt Securities                         |
| 01BQ5EDISON INTL           | 2500-12-31      | 5.0000%  |  | $764.71            | $702.16            | Corporate Debt Securities                         |
| 01BQ5EDISON INTL           | 2500-12-31      | 5.3750%  |  | $764.71            | $757.49            | Corporate Debt Securities                         |
| 01NLHTELESAT CDA / TELESAT | 2026-12-06      | 5.6250%  |  | $2294.12           | $1809.49           | Corporate Debt Securities                         |
| 02GTOTELECOM ITALIA CAP    | 2038-06-04      | 7.7210%  |  | $219470.59         | $243924.03         | Corporate Debt Securities                         |
| 02YS2TALOS PRODTN INC      | 2031-02-01      | 9.3750%  |  | $324235.29         | $339633.77         | Corporate Debt Securities                         |
| 01XN0BLOCK INC             | 2030-08-15      | 5.6250%  |  | $2836294.12        | $2881018.93        | Corporate Debt Securities                         |
| 03IVGSPIRIT AIRLINES INC 2 | 2029-10-01      | 4.1000%  |  | $1529.41           | $709.10            | Corporate Debt Securities                         |
| 0310USNAP INC              | 2034-03-15      | 6.8750%  |  | $2408823.53        | $2414186.84        | Corporate Debt Securities                         |
| 0310USNAP INC              | 2033-03-01      | 6.8750%  |  | $38235.29          | $40012.46          | Corporate Debt Securities                         |
| 027JRSIEMENS FIN NV        | 2026-10-15      | 2.3500%  |  | $11050000.00       | $10939137.80       | Corporate Debt Securities                         |
| 02D0ZPOST HLDGS INC        | 2034-10-15      | 6.2500%  |  | $76470.59          | $78775.71          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2042-08-21      | 3.8750%  |  | $2294.12           | $1876.93           | Corporate Debt Securities                         |
| 04O61PETSMART INC / PETSMA | 2032-09-15      | 7.5000%  |  | $3638470.59        | $3595324.39        | Corporate Debt Securities                         |
| 048PVPENNYMAC FINL SVCS IN | 2032-05-15      | 6.8750%  |  | $15294.12          | $15997.31          | Corporate Debt Securities                         |
| 01BG3DOMTAR CORP           | 2028-10-01      | 6.7500%  |  | $3364705.88        | $2955322.12        | Corporate Debt Securities                         |
| 05QUMPANTHER ES IS LLC/CO- | 2031-06-01      | 7.1250%  |  | $68823.53          | $72589.26          | Corporate Debt Securities                         |
| 01BORPACIFICORP            | 2055-09-15      | 7.3750%  |  | $15950235.29       | $17047339.00       | Corporate Debt Securities                         |
| 02GO8PPL ELEC UTILS CORP   | 2055-08-15      | 5.5500%  |  | $11054588.24       | $10947745.64       | Corporate Debt Securities                         |
| 01PQPONEMAIN FIN CORP      | 2029-05-15      | 6.6250%  |  | $76470.59          | $80144.92          | Corporate Debt Securities                         |
| 01BOEOLIN CORP             | 2033-04-01      | 6.6250%  |  | $7647.06           | $7858.54           | Corporate Debt Securities                         |
| 01DJ4OI EUROPEAN GROUP BV  | 2030-02-15      | 4.7500%  |  | $1454470.59        | $1383168.40        | Corporate Debt Securities                         |
| 01BOAOCCIDENTAL PETE CORP  | 2031-05-01      | 7.5000%  |  | $4588.24           | $5233.82           | Corporate Debt Securities                         |
| 03EC1NUVEEN LLC            | 2030-01-15      | 5.5500%  |  | $14537058.82       | $15329667.73       | Corporate Debt Securities                         |
| 01D0JGEN DIGITAL INC       | 2030-09-30      | 7.1250%  |  | $666058.82         | $709505.57         | Corporate Debt Securities                         |
| 01FIYNORTHERN OIL & GAS IN | 2031-06-15      | 8.7500%  |  | $2294.12           | $2397.87           | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 6.7500%  |  | $99411.76          | $100680.76         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 7.1250%  |  | $37470.59          | $38474.08          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 7.6250%  |  | $17247941.18       | $18103702.58       | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 7.3750%  |  | $1529.41           | $1596.35           | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 7.3750%  |  | $13402235.29       | $13988825.07       | Corporate Debt Securities                         |
| 01TAEECOPETROL S A         | 2032-02-01      | 7.7500%  |  | $224823.53         | $230257.02         | Corporate Debt Securities                         |
| 04M8ODYE & DURHAM CORP     | 2029-04-15      | 8.6250%  |  | $1529.41           | $1647.99           | Corporate Debt Securities                         |
| 01RBYDISH NETWORK CORPORAT | 2027-11-15      | 11.7500% |  | $1452176.47        | $1583241.85        | Corporate Debt Securities                         |
| 04WRRDIRECTV FING LLC / DI | 2031-02-15      | 10.0000% |  | $2415705.88        | $2415171.74        | Corporate Debt Securities                         |
| 03E47CUSHMAN & WAKEFIELD U | 2028-05-15      | 6.7500%  |  | $42058.82          | $43220.91          | Corporate Debt Securities                         |
| 01C1LCOMSTOCK RES INC      | 2029-03-01      | 6.7500%  |  | $412941.18         | $419248.85         | Corporate Debt Securities                         |
| 05SYVCOGENT COMMUNICATIONS | 2032-07-01      | 6.5000%  |  | $158294.12         | $153494.64         | Corporate Debt Securities                         |
| 05SYVCOGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  |  | $1938529.41        | $1962603.79        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 4.1500%  |  | $764.71            | $748.49            | Corporate Debt Securities                         |
| 01M2CSABRE GLBL INC        | 2027-06-01      | 8.6250%  |  | $440470.59         | $463500.96         | Corporate Debt Securities                         |
| 01M2CSABRE GLBL INC        | 2027-06-01      | 8.6250%  |  | $366294.12         | $385446.11         | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2027-05-20      | 3.2500%  |  | $11432352.94       | $11421349.31       | Corporate Debt Securities                         |
| 063AWQNITY ELECTRONICS INC | 2032-08-15      | 5.7500%  |  | $14145529.41       | $14431214.09       | Corporate Debt Securities                         |
| 02GAULIBERTY MUT GROUP INC | 2087-03-07      | 7.8000%  |  | $29828882.35       | $35231290.66       | Corporate Debt Securities                         |
| 02JC7LEVEL 3 FING INC      | 2033-06-30      | 6.8750%  |  | $1464.41           | $1497.21           | Corporate Debt Securities                         |
| 02JC7LEVEL 3 FING INC      | 2030-10-15      | 3.8750%  |  | $7.65              | $6.58              | Corporate Debt Securities                         |
| 01BL5KIMCO RLTY OP LLC     | 2035-03-01      | 4.8500%  |  | $1529.41           | $1548.79           | Corporate Debt Securities                         |
| 01RD1KENTUCKY UTILS CO     | 2055-08-15      | 5.8500%  |  | $10323529.41       | $10372875.88       | Corporate Debt Securities                         |
| 01BL1KB HOME               | 2031-06-15      | 4.0000%  |  | $1529.41           | $1439.39           | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2500-12-31      | 5.7500%  |  | $11239647.06       | $11451080.44       | Corporate Debt Securities                         |
| 04R5BCRESCENT ENERGY FINAN | 2033-01-15      | 7.3750%  |  | $169764.71         | $167512.59         | Corporate Debt Securities                         |
| 02ZYBRITHM CAPITAL CORP    | 2030-07-15      | 8.0000%  |  | $494000.00         | $511741.18         | Corporate Debt Securities                         |
| 02VWVHOWARD MIDSTREAM ENER | 2034-01-15      | 6.6250%  |  | $393058.82         | $399530.38         | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2030-02-01      | 4.7000%  |  | $13268411.76       | $13578966.32       | Corporate Debt Securities                         |
| 04QW8APOLLO GLOBAL MGMT IN | 2035-08-12      | 5.1500%  |  | $14605882.35       | $14640380.63       | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2027-04-13      | 3.3000%  |  | $10318941.18       | $10361008.06       | Corporate Debt Securities                         |
| 01D9JACADIA HEALTHCARE COM | 2033-03-15      | 7.3750%  |  | $229411.76         | $246918.53         | Corporate Debt Securities                         |
| 04D8AXEROX HOLDINGS CORP   | 2029-11-30      | 8.8750%  |  | $341058.82         | $215822.35         | Corporate Debt Securities                         |
| 033V7WILSONART LLC         | 2032-08-15      | 11.0000% |  | $305882.35         | $293820.73         | Corporate Debt Securities                         |
| 04NSWWHITE CAP BUYER LLC   | 2028-10-15      | 6.8750%  |  | $35941.18          | $36867.39          | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2500-12-31      | 6.8500%  |  | $30338941.18       | $32235748.63       | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2500-12-31      | 6.8500%  |  | $11498882.35       | $12217798.86       | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2500-12-31      | 7.6250%  |  | $29913000.00       | $32328283.63       | Corporate Debt Securities                         |
| 01BTUVODAFONE GROUP PLC    | 2081-06-04      | 5.1250%  |  | $83352.94          | $66075.60          | Corporate Debt Securities                         |
| 01BTUVODAFONE GROUP PLC    | 2081-06-04      | 4.1250%  |  | $589588.24         | $552249.37         | Corporate Debt Securities                         |
| 01BTUVODAFONE GROUP PLC    | 2081-06-04      | 4.1250%  |  | $1529.41           | $1432.55           | Corporate Debt Securities                         |
| 048S7VIPER ENERGY PARTNERS | 2035-08-01      | 5.7000%  |  | $13573529.41       | $13727317.50       | Corporate Debt Securities                         |
| 05XDHVIKING BAKED GOODS AC | 2031-11-01      | 8.6250%  |  | $45117.65          | $46007.86          | Corporate Debt Securities                         |
| 03NKYHILTON DOMESTIC OPER  | 2029-04-01      | 5.8750%  |  | $1345882.35        | $1403287.97        | Corporate Debt Securities                         |
| 01BIGGOODYEAR TIRE & RUBR  | 2029-07-15      | 5.0000%  |  | $205705.88         | $200816.48         | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2500-12-31      | 7.1860%  |  | $4799294.12        | $4840625.37        | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2079-12-31      | 7.5600%  |  | $84117.65          | $85091.68          | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2500-12-31      | 4.1250%  |  | $1529.41           | $1512.66           | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2500-12-31      | 6.1250%  |  | $38235.29          | $39105.35          | Corporate Debt Securities                         |
| 01RD2GEORGIA PWR CO        | 2042-03-15      | 4.3000%  |  | $12031882.35       | $10718228.07       | Corporate Debt Securities                         |
| 01XDFGENESIS ENERGY LP & G | 2030-04-15      | 8.8750%  |  | $55058.82          | $59959.87          | Corporate Debt Securities                         |
| 05495FOUNDRY JV HOLDCO LLC | 2037-01-25      | 6.2000%  |  | $9729352.94        | $10327956.78       | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2027-11-02      | 3.8150%  |  | $1429235.29        | $1408438.13        | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2029-09-06      | 5.3030%  |  | $583470.59         | $594471.26         | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2027-03-05      | 5.8000%  |  | $405294.12         | $420250.82         | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2030-11-13      | 4.0000%  |  | $152941.18         | $143980.02         | Corporate Debt Securities                         |
| 01BHXFORD MTR CO           | 2046-12-08      | 5.2910%  |  | $13954352.94       | $11604227.10       | Corporate Debt Securities                         |
| 01T6RFERRELLGAS L P / FERR | 2026-04-01      | 5.3750%  |  | $101705.88         | $102577.22         | Corporate Debt Securities                         |
| 01C6MFAIR ISAAC CORP       | 2028-06-15      | 4.0000%  |  | $6055705.88        | $5942295.97        | Corporate Debt Securities                         |
| 01C6MFAIR ISAAC CORP       | 2028-06-15      | 4.0000%  |  | $1529.41           | $1500.77           | Corporate Debt Securities                         |
| 01D5BPARAMOUNT GLOBAL      | 2033-05-15      | 5.5000%  |  | $10867235.29       | $10912648.26       | Corporate Debt Securities                         |
| 01D5BPARAMOUNT GLOBAL      | 2030-07-30      | 7.8750%  |  | $12344647.06       | $13996036.79       | Corporate Debt Securities                         |
| 04DAWVENTURE GLOBAL CALCAS | 2029-08-15      | 3.8750%  |  | $26764.71          | $25724.01          | Corporate Debt Securities                         |
| 01TT7UNIVISION COMMUNICATI | 2029-05-01      | 4.5000%  |  | $42058.82          | $40189.31          | Corporate Debt Securities                         |
| 03H2TU S ACUTE CARE SOLUTI | 2029-05-15      | 9.7500%  |  | $2212294.12        | $2325954.42        | Corporate Debt Securities                         |
| 03HNZTRANSCANADA TRUST     | 2076-08-15      | 5.8750%  |  | $12675000.00       | $12685073.10       | Corporate Debt Securities                         |
| 02JK6CCO HLDGS LLC / CCO H | 2030-03-01      | 4.7500%  |  | $183529.41         | $180621.59         | Corporate Debt Securities                         |
| 01BQ5EDISON INTL           | 2500-12-31      | 5.0000%  |  | $13625529.41       | $12511067.09       | Corporate Debt Securities                         |
| 02XR9PETROBRAS GLOBAL FINA | 2033-07-03      | 6.5000%  |  | $1529.41           | $1599.93           | Corporate Debt Securities                         |
| 02LFHMASS INST TECH MTN BE | 2116-07-01      | 3.8850%  |  | $764.71            | $532.91            | Corporate Debt Securities                         |
| 02U1FSUMMIT MIDSTREAM HLDG | 2029-10-31      | 8.6250%  |  | $3097823.53        | $3109360.34        | Corporate Debt Securities                         |
| 04D99GPD COS INCORPORATED  | 2029-12-31      | 12.5000% |  | $10804529.41       | $9319957.06        | Corporate Debt Securities                         |
| 01D5BPARAMOUNT GLOBAL      | 2033-05-15      | 5.5000%  |  | $21827764.71       | $21918980.51       | Corporate Debt Securities                         |
| 03SCWWINDSTREAM SERVICES L | 2030-01-15      | 6.0000%  |  | $4588235.29        | $4247528.24        | Corporate Debt Securities                         |
| 01DKCENBRIDGE INC          | 2084-01-15      | 8.5000%  |  | $3558941.18        | $4073809.24        | Corporate Debt Securities                         |
| 01FZBFULL HSE RESORTS INC  | 2028-02-15      | 8.2500%  |  | $627823.53         | $604894.37         | Corporate Debt Securities                         |
| 01EUFVIRIDIEN              | 2030-10-15      | 10.0000% |  | $1315294.12        | $1361181.81        | Corporate Debt Securities                         |
| 01PU7UPBOUND GROUP INC     | 2029-02-15      | 6.3750%  |  | $3058.82           | $3018.05           | Corporate Debt Securities                         |
| 01LHNECHOSTAR CORP         | 2030-11-30      | 6.7500%  |  | $3527755.71        | $3535931.28        | Corporate Debt Securities                         |
| 01RINMIDCONTINENT COMM/FIN | 2032-08-15      | 8.0000%  |  | $764.71            | $800.54            | Corporate Debt Securities                         |
| 01LHHDANA INC              | 2032-02-15      | 4.5000%  |  | $260000.00         | $255538.40         | Corporate Debt Securities                         |
| 04UVUMOZART DEBT MERGER SU | 2029-04-01      | 3.8750%  |  | $331117.65         | $323429.28         | Corporate Debt Securities                         |
| 02HCLCALIFORNIA INSTITUTE  | 2111-11-01      | 4.7000%  |  | $764.71            | $631.69            | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 6.2500%  |  | $764.71            | $770.98            | Corporate Debt Securities                         |
| 01BJ9ENCOMPASS HEALTH CORP | 2030-02-01      | 4.7500%  |  | $2294.12           | $2271.55           | Corporate Debt Securities                         |
| 02JC7LEVEL 3 FING INC      | 2030-04-01      | 4.5000%  |  | $72.65             | $65.74             | Corporate Debt Securities                         |
| 01BGVWORLDWIDE MEDIA SVCS  | 2025-10-31      | 0.0000%  |  | $19117.65          | $19022.06          | Corporate Debt Securities                         |
| 029HOMPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  |  | $1639529.41        | $1185173.91        | Corporate Debt Securities                         |
| 053GTCORNERSTONE BLDG BRAN | 2028-08-01      | 8.7500%  |  | $76470.59          | $74429.92          | Corporate Debt Securities                         |
| 02GFQDIVERSIFIED HEALTHCAR | 2028-02-15      | 4.7500%  |  | $571235.29         | $540392.71         | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2500-12-31      | 7.5000%  |  | $157529.41         | $169076.06         | Corporate Debt Securities                         |
| 04Q0KVICTRA HLDGS LLC / VI | 2029-09-15      | 8.7500%  |  | $764705.88         | $832444.38         | Corporate Debt Securities                         |
| 02KWVBANC OF CALIF LOS ANG | 2031-05-01      | 3.2500%  |  | $18027176.47       | $16421906.48       | Corporate Debt Securities                         |
| 02JGBASSURANT INC          | 2048-03-27      | 7.0000%  |  | $15063176.47       | $15872604.63       | Corporate Debt Securities                         |
| 01XN0BLOCK INC             | 2033-08-15      | 6.0000%  |  | $2452411.76        | $2515348.83        | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2500-12-31      | 7.6250%  |  | $15206176.47       | $16433978.06       | Corporate Debt Securities                         |
| 01BUJWHIRLPOOL CORP        | 2032-05-14      | 4.7000%  |  | $3058.82           | $2881.53           | Corporate Debt Securities                         |
| 04PQDTRUCK HERO INC        | 2029-02-01      | 6.2500%  |  | $1376470.59        | $1012781.06        | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2025-11-13      | 3.3750%  |  | $17664705.88       | $17784428.43       | Corporate Debt Securities                         |
| 05HHQNOBLE FIN II LLC      | 2030-04-15      | 8.0000%  |  | $602588.24         | $642502.34         | Corporate Debt Securities                         |
| 01BHXFORD MTR CO           | 2043-01-15      | 4.7500%  |  | $435882.35         | $342026.23         | Corporate Debt Securities                         |
| 01BJTCENTERPOINT ENERGY IN | 2055-02-15      | 6.8500%  |  | $11488176.47       | $12080092.00       | Corporate Debt Securities                         |
| 02J3TREYNOLDS AMERICAN INC | 2045-08-15      | 5.8500%  |  | $10452764.71       | $10209894.72       | Corporate Debt Securities                         |
| 01PBHOFFICE PPTYS INCOME T | 2026-06-15      | 2.6500%  |  | $3058.82           | $876.19            | Corporate Debt Securities                         |
| 02LPJNOVELIS CORP          | 2033-08-15      | 6.3750%  |  | $1529.41           | $1547.64           | Corporate Debt Securities                         |
| 02JK6CCO HLDGS LLC / CCO H | 2032-02-01      | 4.7500%  |  | $414470.59         | $386545.40         | Corporate Debt Securities                         |
| 05P79EMERALD DEBT MERGER S | 2030-12-15      | 6.6250%  |  | $152941.18         | $159538.76         | Corporate Debt Securities                         |
| 05LCSGTCR W-2 MERGER SUB L | 2031-01-15      | 7.5000%  |  | $592647.06         | $634989.72         | Corporate Debt Securities                         |
| 02G4SIQVIA INC             | 2032-06-01      | 6.2500%  |  | $516176.47         | $540651.98         | Corporate Debt Securities                         |
| 01M2JGRAFTECH FINANCE INC  | 2029-12-23      | 4.6250%  |  | $13764.71          | $9889.66           | Corporate Debt Securities                         |
| 04ZTACLYDESDALE ACQUISITIO | 2030-04-15      | 8.7500%  |  | $3058.82           | $3252.11           | Corporate Debt Securities                         |
| 02HBQXPO INC               | 2028-06-01      | 6.2500%  |  | $4588.24           | $4745.70           | Corporate Debt Securities                         |
| 01RDKDAVITA INC            | 2030-06-01      | 4.6250%  |  | $653058.82         | $637741.69         | Corporate Debt Securities                         |
| 04TH7CENTERFIELD MEDIA PAR | 2026-08-01      | 6.6250%  |  | $22941.18          | $22179.13          | Corporate Debt Securities                         |
| 03PAELCM INVESTMENTS HOLDI | 2029-05-01      | 4.8750%  |  | $141470.59         | $141278.07         | Corporate Debt Securities                         |
| 01BNFTENET HEALTHCARE CORP | 2028-10-01      | 6.1250%  |  | $28294.12          | $29079.86          | Corporate Debt Securities                         |
| 02FS9ALGONQUIN POWER & UTI | 2082-01-18      | 4.7500%  |  | $14768764.71       | $14398064.61       | Corporate Debt Securities                         |
| 04PVYCISCO SYS INC         | 2027-02-26      | 4.8000%  |  | $10374000.00       | $10503052.56       | Corporate Debt Securities                         |
| 01RWVNEXSTAR BROADCASTING  | 2028-11-01      | 4.7500%  |  | $4841352.94        | $4833265.19        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2079-12-31      | 3.8750%  |  | $12740000.00       | $12628576.32       | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2079-12-31      | 4.0000%  |  | $8339882.35        | $8340614.41        | Corporate Debt Securities                         |
| 035TRCHEMOURS CO           | 2029-11-15      | 4.6250%  |  | $646941.18         | $587649.74         | Corporate Debt Securities                         |
| 02KDSCHARTER COMMUNICATION | 2061-04-01      | 3.8500%  |  | $3823.53           | $2426.71           | Corporate Debt Securities                         |
| 03DL3CAESARS ENTERTAINMENT | 2030-02-15      | 7.0000%  |  | $700470.59         | $726921.92         | Corporate Debt Securities                         |
| 02I6OCOMMUNITY HEALTH SYS  | 2030-05-15      | 5.2500%  |  | $48941.18          | $44326.84          | Corporate Debt Securities                         |
| 01D5BPARAMOUNT GLOBAL      | 2029-06-01      | 4.2000%  |  | $13060411.76       | $13001988.20       | Corporate Debt Securities                         |
| 01D5BPARAMOUNT GLOBAL      | 2045-01-15      | 4.6000%  |  | $23287588.24       | $18147836.38       | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2030-08-04      | 4.5500%  |  | $10295235.29       | $10397772.98       | Corporate Debt Securities                         |
| 01BENBRINKER INTL INC      | 2030-07-15      | 8.2500%  |  | $267647.06         | $287510.04         | Corporate Debt Securities                         |
| 03GOFBOSPHORUS LLC 2015-1  | 2028-09-15      | 4.2000%  |  | $2294.12           | $616.71            | Corporate Debt Securities                         |
| 04SKABLUE OWL FINANCE LLC  | 2034-04-18      | 6.2500%  |  | $13850352.94       | $14790695.72       | Corporate Debt Securities                         |
| 064UYBCPE FLAVOR DEBT MERG | 2032-07-01      | 9.5000%  |  | $7647.06           | $8079.82           | Corporate Debt Securities                         |
| 01BZTBAUSCH HEALTH COS INC | 2028-06-01      | 4.8750%  |  | $6347058.82        | $5798651.78        | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2500-12-31      | 6.2500%  |  | $7813764.71        | $7862103.69        | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2033-04-27      | 4.5710%  |  | $6644529.41        | $6690181.39        | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2500-12-31      | 9.6250%  |  | $12847058.82       | $15189962.67       | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2500-12-31      | 4.7500%  |  | $25694117.65       | $25129953.34       | Corporate Debt Securities                         |
| 01BDNBAKER HUGHES HLDGS LL | 2040-09-15      | 5.1250%  |  | $11715294.12       | $11580652.84       | Corporate Debt Securities                         |
| 05652NEPTUNE BIDCO US INC  | 2029-04-15      | 9.2900%  |  | $50470.59          | $51888.28          | Corporate Debt Securities                         |
| 04QZSNASSAU COS NEW YORK   | 2030-07-15      | 7.8750%  |  | $227882.35         | $233096.30         | Corporate Debt Securities                         |
| 01TDRMELCO RESORTS FIN LTD | 2027-07-17      | 5.6250%  |  | $206470.59         | $207596.37         | Corporate Debt Securities                         |
| 02LFHMASS INST TECH MTN BE | 2116-07-01      | 3.8850%  |  | $764.71            | $532.91            | Corporate Debt Securities                         |
| 01MIDMARS INC              | 2027-03-01      | 4.4500%  |  | $11223588.24       | $11522169.98       | Corporate Debt Securities                         |
| 066BPLUNA 1 5 S A R L      | 2032-07-01      | 12.0000% |  | $10700529.41       | $10958483.51       | Corporate Debt Securities                         |
| 042ABJP MORGAN MTG TR 2018 | 2048-06-25      | 3.5000%  |  | $782.90            | $710.12            | Private Label Collateralized Mortgage Obligations |
| 02XURSOUNDVIEW HM LN 2005- | 2035-12-25      | 5.2620%  |  | $8384939.28        | $7849927.08        | Private Label Collateralized Mortgage Obligations |
| 060SZTCW CLO 2025-1 LTD    | 2038-04-20      | 0.0000%  |  | $781646.41         | $528218.67         | Other Instrument                                  |
| 05KUMDRYDEN  CLO LTD 2023- | 2036-10-15      | 0.0000%  |  | $1460588.24        | $1022411.76        | Other Instrument                                  |
| 0615NARES LOAN FDG LTD 202 | 2038-03-31      | 0.0000%  |  | $6882352.94        | $5574705.88        | Other Instrument                                  |
| 04HEZMIDOCEAN CREDIT CLO 2 | 2032-10-25      | 0.0000%  |  | $8086764.71        | $4086549.50        | Other Instrument                                  |
| 03IZOMADISON PARK FDG XVII | 2026-10-20      | 0.0000%  |  | $2193213.94        | $786854.98         | Other Instrument                                  |
| 053B9MADISON PK FDG LTD 20 | 2035-07-18      | 0.0000%  |  | $3441176.47        | $2477647.06        | Other Instrument                                  |
| 01Y9PNEXTERA ENERGY CAP HL | 2027-09-01      | 4.6850%  |  | $13858000.00       | $14038623.64       | Other Instrument                                  |
| 01CNIALTICE FRANCE S A     | 2029-01-15      | 5.1250%  |  | $6680470.59        | $5884473.96        | Other Instrument                                  |
| 01CNIALTICE FRANCE S A     | 2028-01-15      | 5.5000%  |  | $175882.35         | $158377.17         | Other Instrument                                  |
| 048I2VISTA OIL & GAS ARGEN | 2033-06-10      | 8.5000%  |  | $3058.82           | $3166.35           | Other Instrument                                  |
| 02GCUSAMARCO MINERACAO SA  | 2031-06-30      | 9.5000%  |  | $365.53            | $368.78            | Other Instrument                                  |
| 060CSUNIGEL NETH HLDG CORP | 2044-12-31      | 15.0000% |  | $32117.65          | $3278.68           | Other Instrument                                  |
| 02IXMRAKUTEN GROUP INC     | 2027-02-15      | 11.2500% |  | $877882.35         | $953718.22         | Other Instrument                                  |
| 03Q6CMARB BONDCO PLC       | 2031-01-29      | 3.9500%  |  | $26394588.24       | $23939935.53       | Other Instrument                                  |

### Security 328: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA,  4.410%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.4 - ISIN: US928WJB0054, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 02K4DNETFLIX INC.          | 2030-06-15      | 4.8750%  |  | $3366400.00        | $3499240.95        | Corporate Debt Securities                         |
| 02LVPNASDAQ INC            | 2063-06-28      | 6.1000%  |  | $10400.00          | $10854.13          | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2030-02-15      | 4.3500%  |  | $40000.00          | $40195.26          | Corporate Debt Securities                         |
| 02UY4SABINE PASS LIQUEFACT | 2028-03-15      | 4.2000%  |  | $368000.00         | $374974.82         | Corporate Debt Securities                         |
| 01BOGONEOK INC NEW         | 2026-07-15      | 4.8500%  |  | $14400.00          | $14516.32          | Corporate Debt Securities                         |
| 02LVXSAN DIEGO GAS & ELEC  | 2054-04-15      | 5.5500%  |  | $240800.00         | $238020.77         | Corporate Debt Securities                         |
| 02LVXSAN DIEGO GAS & ELEC  | 2053-04-01      | 5.3500%  |  | $44800.00          | $43189.64          | Corporate Debt Securities                         |
| 01TJWBANQUE FED DU CRED MU | 2028-07-13      | 5.7900%  |  | $424000.00         | $444771.06         | Corporate Debt Securities                         |
| 01TJWBANQUE FED DU CRED MU | 2026-01-26      | 4.9350%  |  | $344800.00         | $346959.74         | Corporate Debt Securities                         |
| 05GMHFIVE CORNERS FDG TR I | 2033-02-15      | 5.7910%  |  | $80000.00          | $84109.77          | Corporate Debt Securities                         |
| 01C6OFISERV INC            | 2034-08-12      | 5.1500%  |  | $720000.00         | $725646.20         | Corporate Debt Securities                         |
| 01C6OFISERV INC            | 2033-03-02      | 5.6000%  |  | $13600.00          | $14523.62          | Corporate Debt Securities                         |
| 01C6OFISERV INC            | 2049-07-01      | 4.4000%  |  | $1961600.00        | $1596759.84        | Corporate Debt Securities                         |
| 01C6OFIFTH THIRD BANCORP   | 2030-09-06      | 4.8950%  |  | $4000.00           | $4165.78           | Corporate Debt Securities                         |
| 01BHBFEDEX CORP            | 2030-05-15      | 4.2500%  |  | $116000.00         | $117905.62         | Corporate Debt Securities                         |
| 01BHBFEDEX CORP            | 2048-10-17      | 4.9500%  |  | $4000.00           | $3484.76           | Corporate Debt Securities                         |
| 01DH6FAIRFAX FINL HLDGS LT | 2033-12-07      | 6.0000%  |  | $2400.00           | $2564.20           | Corporate Debt Securities                         |
| 04SFEF&G GLOBAL FUNDING    | 2026-06-30      | 1.7500%  |  | $1600.00           | $1567.94           | Corporate Debt Securities                         |
| 01T0PFS KKR CAP CORP       | 2029-08-15      | 6.8750%  |  | $160000.00         | $163714.18         | Corporate Debt Securities                         |
| 01T0PFS KKR CAP CORP       | 2027-07-15      | 3.2500%  |  | $1129600.00        | $1092077.20        | Corporate Debt Securities                         |
| 01T0PFS KKR CAP CORP       | 2028-10-12      | 3.1250%  |  | $314400.00         | $291889.70         | Corporate Debt Securities                         |
| 01BP0EXELON CORP           | 2032-03-15      | 3.3500%  |  | $2021600.00        | $1909827.98        | Corporate Debt Securities                         |
| 02H50CONSTELLATION ENERGY  | 2042-06-15      | 5.6000%  |  | $216000.00         | $217622.40         | Corporate Debt Securities                         |
| 01SKLLAUDER ESTEE COS INC  | 2034-02-14      | 5.0000%  |  | $756800.00         | $766201.98         | Corporate Debt Securities                         |
| 02G5SESSEX PORTFOLIO L P   | 2035-04-01      | 5.3750%  |  | $28800.00          | $30313.65          | Corporate Debt Securities                         |
| 047OTESSENTIAL PPTYS LP    | 2031-07-15      | 2.9500%  |  | $919200.00         | $831660.50         | Corporate Debt Securities                         |
| 01BP0ESSENTIAL UTILS INC   | 2035-08-15      | 5.2500%  |  | $612000.00         | $612678.30         | Corporate Debt Securities                         |
| 02J3ZDEVON ENERGY CORP NEW | 2034-09-15      | 5.2000%  |  | $16000.00          | $16093.58          | Corporate Debt Securities                         |
| 01ULIDEUTSCHE BK AG N Y    | 2031-07-08      | 5.8820%  |  | $1092800.00        | $1140241.54        | Corporate Debt Securities                         |
| 02FONDEUTSCHE TELEKOM INTL | 2032-06-01      | 9.2500%  |  | $140000.00         | $178822.15         | Corporate Debt Securities                         |
| 02FONDEUTSCHE TELEKOM INTL | 2030-06-15      | 8.7500%  |  | $134400.00         | $161567.10         | Corporate Debt Securities                         |
| 01ULIDEUTSCHE BK AG N Y    | 2031-05-09      | 5.2970%  |  | $560000.00         | $583399.75         | Corporate Debt Securities                         |
| 01ULIDEUTSCHE BK AG N Y    | 2030-09-11      | 4.9990%  |  | $21343200.00       | $22214827.84       | Corporate Debt Securities                         |
| 01CQ1NORTHERN TR CORP      | 2029-05-03      | 3.1500%  |  | $24800.00          | $24315.16          | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2035-10-25      | 5.5180%  |  | $3200.00           | $3298.58           | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2030-01-17      | 5.5650%  |  | $320000.00         | $336432.80         | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2031-07-15      | 5.4390%  |  | $2560000.00        | $2697824.42        | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2030-05-15      | 2.2500%  |  | $1106400.00        | $1016527.13        | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2049-09-15      | 3.7000%  |  | $48000.00          | $35291.30          | Corporate Debt Securities                         |
| 01OZMANHEUSER-BUSCH INBEV  | 2029-01-23      | 4.7500%  |  | $1600.00           | $1642.98           | Corporate Debt Securities                         |
| 01OZMANHEUSER-BUSCH INBEV  | 2034-06-15      | 5.0000%  |  | $73600.00          | $76308.32          | Corporate Debt Securities                         |
| 01OZMANHEUSER-BUSCH INBEV  | 2049-01-23      | 5.5500%  |  | $3361600.00        | $3352590.91        | Corporate Debt Securities                         |
| 03WC3EQUITABLE HLDGS INC   | 2033-01-11      | 5.5940%  |  | $32000.00          | $33585.56          | Corporate Debt Securities                         |
| 063CWEQUITABLE AMER GLOBAL | 2030-06-09      | 4.9500%  |  | $64000.00          | $66033.92          | Corporate Debt Securities                         |
| 02IK2EQUINIX INC           | 2026-05-15      | 1.4500%  |  | $37600.00          | $36977.68          | Corporate Debt Securities                         |
| 05Q6YEQUINIX EUROPE 2 FI C | 2034-06-15      | 5.5000%  |  | $76000.00          | $79108.82          | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2036-01-15      | 5.2000%  |  | $143200.00         | $146285.48         | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2033-01-31      | 5.3500%  |  | $1600.00           | $1667.76           | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2031-01-15      | 4.6000%  |  | $319200.00         | $325024.34         | Corporate Debt Securities                         |
| 03HN0WRKCO INC             | 2032-06-01      | 4.2000%  |  | $311200.00         | $304187.62         | Corporate Debt Securities                         |
| 01YVCVOYA FINANCIAL INC    | 2034-09-20      | 5.0000%  |  | $4000.00           | $4033.94           | Corporate Debt Securities                         |
| 03B6QVOLKSWAGEN GROUP AMER | 2032-03-25      | 5.6500%  |  | $4000000.00        | $4199142.22        | Corporate Debt Securities                         |
| 03B6QVOLKSWAGEN GROUP AMER | 2027-03-25      | 4.9500%  |  | $673600.00         | $691915.18         | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2029-03-15      | 3.4500%  |  | $6400.00           | $6390.44           | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2026-12-15      | 3.0000%  |  | $126400.00         | $125732.18         | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2043-06-15      | 4.3000%  |  | $62400.00          | $54544.39          | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2043-06-15      | 4.3000%  |  | $16000.00          | $13985.74          | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2039-03-15      | 7.2000%  |  | $6400.00           | $7832.83           | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2039-03-15      | 7.2000%  |  | $514400.00         | $629563.87         | Corporate Debt Securities                         |
| 05IJNPFIZER INVT ENTERPRIS | 2043-05-19      | 5.1100%  |  | $5291200.00        | $5110370.30        | Corporate Debt Securities                         |
| 05IJNPFIZER INVT ENTERPRIS | 2033-05-19      | 4.7500%  |  | $15200.00          | $15475.64          | Corporate Debt Securities                         |
| 05IJNPFIZER INVT ENTERPRIS | 2030-05-19      | 4.6500%  |  | $64800.00          | $66892.18          | Corporate Debt Securities                         |
| 05IJNPFIZER INVT ENTERPRIS | 2026-05-19      | 4.4500%  |  | $4646400.00        | $4709828.52        | Corporate Debt Securities                         |
| 01GZ9MERCEDES-BENZ FIN NOR | 2026-03-02      | 1.4500%  |  | $520000.00         | $516333.57         | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2026-12-01      | 4.8500%  |  | $82400.00          | $84274.23          | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2026-12-01      | 4.8500%  |  | $72800.00          | $74455.88          | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2031-03-01      | 2.6250%  |  | $31200.00          | $29088.36          | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2031-03-01      | 2.6250%  |  | $128800.00         | $120082.71         | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2047-08-15      | 3.7500%  |  | $616000.00         | $473117.78         | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2045-03-15      | 3.7000%  |  | $191200.00         | $151800.48         | Corporate Debt Securities                         |
| 04F0YDH EUROPE FIN II S A  | 2039-11-15      | 3.2500%  |  | $400000.00         | $328267.55         | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2035-05-09      | 5.3000%  |  | $976000.00         | $1015102.90        | Corporate Debt Securities                         |
| 01S1LWASTE CONNECTIONS INC | 2052-01-15      | 2.9500%  |  | $1132800.00        | $723355.74         | Corporate Debt Securities                         |
| 01BHNWELLS FARGO & CO      | 2035-08-01      | 5.5000%  |  | $1645600.00        | $1690175.65        | Corporate Debt Securities                         |
| 01BHNWELLS FARGO & CO      | 2035-08-01      | 5.5000%  |  | $5272000.00        | $5414806.77        | Corporate Debt Securities                         |
| 02J3ZDEVON ENERGY CORP NEW | 2042-05-15      | 4.7500%  |  | $2400.00           | $2072.58           | Corporate Debt Securities                         |
| 01RTGLEAR CORP             | 2032-01-15      | 2.6000%  |  | $4000.00           | $3506.47           | Corporate Debt Securities                         |
| 02GG5BROOKLYN UNION GAS CO | 2048-03-15      | 4.2730%  |  | $1527200.00        | $1229466.08        | Corporate Debt Securities                         |
| 02JPMBERKSHIRE HATHAWAY FI | 2048-08-15      | 4.2000%  |  | $32000.00          | $26835.94          | Corporate Debt Securities                         |
| 01BJZHUMANA INC            | 2031-04-15      | 5.3750%  |  | $2400.00           | $2525.54           | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2035-03-19      | 5.5500%  |  | $4064800.00        | $4300300.97        | Corporate Debt Securities                         |
| 01BLPLINCOLN NATL CORP IND | 2034-03-15      | 5.8520%  |  | $4800.00           | $5118.62           | Corporate Debt Securities                         |
| 01BN5MOTOROLA SOLUTIONS IN | 2034-04-15      | 5.4000%  |  | $1600.00           | $1678.62           | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2028-06-15      | 4.4000%  |  | $12000.00          | $12219.76          | Corporate Debt Securities                         |
| 05GIBHEALTHPEAK OP LLC     | 2032-12-15      | 5.2500%  |  | $52000.00          | $53822.69          | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2031-01-15      | 3.2500%  |  | $240000.00         | $228082.14         | Corporate Debt Securities                         |
| 01BEBBERKSHIRE HATHAWAY IN | 2043-02-11      | 4.5000%  |  | $51200.00          | $47996.93          | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2045-11-15      | 4.0500%  |  | $224000.00         | $184511.04         | Corporate Debt Securities                         |
| 01BSATHERMO FISHER SCIENTI | 2029-01-31      | 5.0000%  |  | $619200.00         | $640492.91         | Corporate Debt Securities                         |
| 01BC2AIR PRODUCTS AND CHEM | 2032-10-11      | 4.9000%  |  | $889600.00         | $919202.92         | Corporate Debt Securities                         |
| 01BGREMERSON ELEC CO       | 2035-03-15      | 5.0000%  |  | $44000.00          | $45944.61          | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2033-01-31      | 5.3500%  |  | $70400.00          | $73381.42          | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2053-02-15      | 3.3000%  |  | $8800.00           | $5842.35           | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2028-10-16      | 4.1500%  |  | $46400.00          | $47318.34          | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2026-02-15      | 3.7000%  |  | $4000.00           | $3991.63           | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2033-03-01      | 6.8750%  |  | $1600.00           | $1858.89           | Corporate Debt Securities                         |
| 01MYWENTERGY TEXAS INC     | 2035-04-15      | 5.2500%  |  | $389600.00         | $407701.46         | Corporate Debt Securities                         |
| 01MYWENTERGY TEXAS INC     | 2053-09-01      | 5.8000%  |  | $800.00            | $819.70            | Corporate Debt Securities                         |
| 03JE5ENTERGY LA LLC        | 2055-03-15      | 5.8000%  |  | $1364800.00        | $1421217.80        | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2054-03-15      | 6.4000%  |  | $476000.00         | $534041.33         | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2026-11-08      | 5.7500%  |  | $2005600.00        | $2074390.41        | Corporate Debt Securities                         |
| 01CQ1NORTHERN TR CORP      | 2030-05-01      | 1.9500%  |  | $32000.00          | $29316.86          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2030-02-13      | 5.1740%  |  | $13600.00          | $13992.08          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2033-11-17      | 6.2700%  |  | $800.00            | $882.68            | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2048-04-24      | 4.2810%  |  | $539200.00         | $455001.00         | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2053-02-27      | 5.3750%  |  | $16000.00          | $15298.22          | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2033-02-27      | 5.1500%  |  | $730400.00         | $751702.93         | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2060-02-15      | 3.1000%  |  | $1600.00           | $899.08            | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2049-11-15      | 3.2500%  |  | $2094400.00        | $1342570.90        | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2026-02-27      | 5.0000%  |  | $2145600.00        | $2150959.23        | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2052-03-15      | 3.0300%  |  | $68000.00          | $44545.66          | Corporate Debt Securities                         |
| 022WVRALPH LAUREN CORP     | 2032-06-15      | 5.0000%  |  | $1344000.00        | $1388965.76        | Corporate Debt Securities                         |
| 01CWWRPM INTL INC          | 2027-03-15      | 3.7500%  |  | $5600000.00        | $5646834.66        | Corporate Debt Securities                         |
| 01W0BRELX CAPITAL INC      | 2030-05-22      | 3.0000%  |  | $24800.00          | $23735.66          | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2047-12-08      | 3.7340%  |  | $1032000.00        | $734506.91         | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2035-03-19      | 5.5500%  |  | $497600.00         | $526429.29         | Corporate Debt Securities                         |
| 01W0BRELX CAPITAL INC      | 2029-03-18      | 4.0000%  |  | $284800.00         | $288943.52         | Corporate Debt Securities                         |
| 01UKOQUEST DIAGNOSTICS INC | 2029-12-15      | 4.6250%  |  | $62400.00          | $63992.26          | Corporate Debt Securities                         |
| 01UKOQUEST DIAGNOSTICS INC | 2033-11-30      | 6.4000%  |  | $3200.00           | $3585.58           | Corporate Debt Securities                         |
| 01UKOQUEST DIAGNOSTICS INC | 2030-06-30      | 2.9500%  |  | $80000.00          | $75601.98          | Corporate Debt Securities                         |
| 01UKOQUEST DIAGNOSTICS INC | 2030-06-30      | 2.9500%  |  | $71200.00          | $67285.76          | Corporate Debt Securities                         |
| 02FQGQUANTA SVCS INC       | 2034-08-09      | 5.2500%  |  | $668000.00         | $680469.34         | Corporate Debt Securities                         |
| 01BFZDELMARVA PWR & LT CO  | 2042-06-01      | 4.0000%  |  | $23200.00          | $19361.98          | Corporate Debt Securities                         |
| 03QVHDELL INTL LLC/EMC COR | 2032-04-01      | 5.3000%  |  | $65600.00          | $69082.63          | Corporate Debt Securities                         |
| 01BQ8SCHWAB CHARLES CORP   | 2079-12-31      | 4.0000%  |  | $3799200.00        | $3778599.90        | Corporate Debt Securities                         |
| 01BQ8SCHWAB CHARLES CORP   | 2026-02-13      | 3.4500%  |  | $132800.00         | $132395.40         | Corporate Debt Securities                         |
| 03W7WSCHLUMBERGER FINANCE  | 2025-09-17      | 1.4000%  |  | $7200.00           | $7232.04           | Corporate Debt Securities                         |
| 02FCMSCHLUMBERGER INVT SA  | 2030-06-26      | 2.6500%  |  | $240000.00         | $224169.00         | Corporate Debt Securities                         |
| 03ECNSCENTRE GR TR 1 / SCE | 2026-01-28      | 3.6250%  |  | $429600.00         | $429093.73         | Corporate Debt Securities                         |
| 01D0DSANTANDER HOLDINGS US | 2031-03-20      | 5.7410%  |  | $21600.00          | $22996.78          | Corporate Debt Securities                         |
| 01D0DSANTANDER HOLDINGS US | 2030-09-06      | 5.3530%  |  | $15241600.00       | $16054650.02       | Corporate Debt Securities                         |
| 01D0DSANTANDER HOLDINGS US | 2029-06-12      | 6.5650%  |  | $4000.00           | $4263.25           | Corporate Debt Securities                         |
| 01RR5SANDS CHINA LTD       | 2028-08-08      | 5.4000%  |  | $505600.00         | $515959.74         | Corporate Debt Securities                         |
| 02X8DZOETIS INC            | 2028-08-17      | 4.1500%  |  | $1600.00           | $1605.92           | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2056-03-04      | 5.6120%  |  | $25600.00          | $25819.15          | Corporate Debt Securities                         |
| 01SKFHANOVER INS GROUP INC | 2035-09-01      | 5.5000%  |  | $1600000.00        | $1605683.55        | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2030-01-15      | 3.4000%  |  | $9600.00           | $9314.17           | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2036-11-18      | 3.0200%  |  | $960000.00         | $862869.86         | Corporate Debt Securities                         |
| 01CBAWELLTOWER INC         | 2035-07-01      | 5.1250%  |  | $72000.00          | $73277.02          | Corporate Debt Securities                         |
| 01CBAWELLTOWER INC         | 2030-07-01      | 4.5000%  |  | $40000.00          | $40723.60          | Corporate Debt Securities                         |
| 01CBAWELLTOWER INC         | 2029-01-15      | 2.0500%  |  | $40000.00          | $37511.42          | Corporate Debt Securities                         |
| 01CBAWELLTOWER INC         | 2048-09-01      | 4.9500%  |  | $2181600.00        | $2073818.06        | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2031-04-23      | 5.1500%  |  | $55200.00          | $57884.10          | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2029-04-23      | 4.9700%  |  | $62400.00          | $64659.19          | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2029-10-23      | 6.3030%  |  | $603200.00         | $652928.11         | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2029-07-25      | 5.5740%  |  | $10944800.00       | $11403325.10       | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2051-04-04      | 5.0130%  |  | $317600.00         | $296029.01         | Corporate Debt Securities                         |
| 021TIWELLS FARGO BANK NATL | 2026-08-07      | 5.4500%  |  | $1212800.00        | $1229610.08        | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2044-01-15      | 5.6060%  |  | $12000.00          | $11864.54          | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2044-01-15      | 5.1000%  |  | $208800.00         | $193706.54         | Corporate Debt Securities                         |
| 01D4FWASTE MGMT INC DEL    | 2030-03-15      | 4.6500%  |  | $32800.00          | $34173.78          | Corporate Debt Securities                         |
| 01D4FWASTE MGMT INC DEL    | 2029-01-15      | 3.8750%  |  | $286400.00         | $285387.90         | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2033-11-07      | 6.9380%  |  | $3680000.00        | $4264291.59        | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2033-11-07      | 6.9380%  |  | $160000.00         | $185403.98         | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2028-04-12      | 4.3790%  |  | $320000.00         | $326561.45         | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2028-02-23      | 3.8000%  |  | $960000.00         | $950854.40         | Corporate Debt Securities                         |
| 01BDRBANCO BILBAO VIZCAYA  | 2025-09-18      | 1.1250%  |  | $320000.00         | $321024.40         | Corporate Debt Securities                         |
| 02GEFBALTIMORE GAS & ELEC  | 2034-06-01      | 5.3000%  |  | $20000.00          | $20925.51          | Corporate Debt Securities                         |
| 02GEFBALTIMORE GAS & ELEC  | 2053-06-01      | 5.4000%  |  | $79200.00          | $77126.54          | Corporate Debt Securities                         |
| 02GEFBALTIMORE GAS & ELEC  | 2031-06-15      | 2.2500%  |  | $28800.00          | $25979.18          | Corporate Debt Securities                         |
| 02GEFBALTIMORE GAS & ELEC  | 2048-09-15      | 4.2500%  |  | $1660000.00        | $1375710.25        | Corporate Debt Securities                         |
| 02GEFBALTIMORE GAS & ELEC  | 2036-10-01      | 6.3500%  |  | $51200.00          | $58027.30          | Corporate Debt Securities                         |
| 03YR2BAKER HUGHES HLDGS LL | 2030-05-01      | 4.4860%  |  | $20800.00          | $21303.24          | Corporate Debt Securities                         |
| 01E2YLLOYDS BANKING GROUP  | 2028-11-07      | 3.5740%  |  | $17824800.00       | $17753484.95       | Corporate Debt Securities                         |
| 02J0UENTERPRISE PRODS OPER | 2029-07-31      | 3.1250%  |  | $1600.00           | $1546.86           | Corporate Debt Securities                         |
| 01BPALINDE INC             | 2026-01-30      | 3.2000%  |  | $751200.00         | $749718.46         | Corporate Debt Securities                         |
| 02G4ZEBAY INC.             | 2026-05-10      | 1.4000%  |  | $294400.00         | $289786.42         | Corporate Debt Securities                         |
| 01BNUNORFOLK SOUTHN CORP   | 2048-02-28      | 4.1500%  |  | $30400.00          | $24736.34          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2030-04-01      | 3.4000%  |  | $12000.00          | $11781.58          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2043-03-04      | 4.1250%  |  | $300800.00         | $260201.65         | Corporate Debt Securities                         |
| 01C6OFISERV INC            | 2030-06-01      | 2.6500%  |  | $1563200.00        | $1454554.13        | Corporate Debt Securities                         |
| 01BFZTARGET CORP           | 2026-04-15      | 2.5000%  |  | $2069600.00        | $2069570.10        | Corporate Debt Securities                         |
| 01UERBMW US CAP LLC        | 2026-04-11      | 2.8000%  |  | $484800.00         | $485402.77         | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2032-02-10      | 5.0000%  |  | $104000.00         | $107162.53         | Corporate Debt Securities                         |
| 04QW8APOLLO GLOBAL MGMT IN | 2054-12-15      | 6.0000%  |  | $18400.00          | $18479.37          | Corporate Debt Securities                         |
| 02FQCERP OPER LTD PARTNERS | 2028-03-01      | 3.5000%  |  | $1600.00           | $1605.10           | Corporate Debt Securities                         |
| 01PR8OHIO PWR CO           | 2033-06-01      | 5.0000%  |  | $6400.00           | $6530.96           | Corporate Debt Securities                         |
| 03RP5KKR CLO LTD 2017-18R  | 2030-07-18      | 6.1906%  |  | $800000.00         | $806433.90         | Other Instrument                                  |
| 01GZ9MERCEDES-BENZ FIN NOR | 2026-08-03      | 5.2000%  |  | $240000.00         | $242958.14         | Other Instrument                                  |
| 03BAAKKR GROUP FINANCE COM | 2044-06-01      | 5.1250%  |  | $220000.00         | $208137.11         | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2029-04-04      | 5.3710%  |  | $312800.00         | $329420.06         | Other Instrument                                  |
| 02FSZPOLAND REP            | 2034-09-18      | 5.1250%  |  | $20000.00          | $20655.80          | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2025-09-01      | 1.6250%  |  | $39200.00          | $39497.32          | Other Instrument                                  |
| 01GZ9MERCEDES-BENZ FIN NOR | 2031-03-02      | 2.4500%  |  | $162400.00         | $147793.06         | Other Instrument                                  |
| 01L28CARGILL INC           | 2035-02-11      | 5.1250%  |  | $18400.00          | $18841.28          | Other Instrument                                  |
| 01UERBMW US CAP LLC        | 2026-08-13      | 4.6500%  |  | $16800.00          | $16900.24          | Other Instrument                                  |
| 01CZ17-ELEVEN INC          | 2028-02-10      | 1.3000%  |  | $348800.00         | $325376.72         | Other Instrument                                  |
| 0288FSCHLUMBERGER HLDGS CO | 2029-11-15      | 5.0000%  |  | $28000.00          | $29229.05          | Other Instrument                                  |
| 02IZJNIAGARA MOHAWK PWR CO | 2030-10-03      | 4.6470%  |  | $280000.00         | $283888.82         | Other Instrument                                  |
| 04UOSLG ENERGY SOLUTION LT | 2030-04-02      | 6.0810%  |  | $1396800.00        | $1430286.13        | Other Instrument                                  |
| 03OVCBAYER US FIN II LLC   | 2035-07-30      | 5.5000%  |  | $2320000.00        | $2350625.29        | Other Instrument                                  |
| 04BH0VAR ENERGI ASA        | 2032-11-15      | 8.0000%  |  | $660000.00         | $772339.34         | Other Instrument                                  |
| 03ECNSCENTRE GR TR 1 / SCE | 2027-03-23      | 3.7500%  |  | $10400.00          | $10481.12          | Other Instrument                                  |
| 01PLIORBIA ADVANCE CORP S  | 2044-09-17      | 5.8750%  |  | $480000.00         | $415342.80         | Other Instrument                                  |
| 01PLJINDUSTRIAS PENOLES S. | 2029-09-12      | 4.1500%  |  | $320000.00         | $319635.65         | Other Instrument                                  |
| 02HQUEMPRESA DE TRANSPORTE | 2050-05-07      | 4.7000%  |  | $3076000.00        | $2628817.95        | Other Instrument                                  |
| 01TA7COMISION FEDERAL DE E | 2030-01-24      | 5.7000%  |  | $1520000.00        | $1537391.34        | Other Instrument                                  |
| 04DFKPROSUS N V            | 2027-01-19      | 3.2570%  |  | $250400.00         | $246543.56         | Other Instrument                                  |
| 025FRENEL FIN INTL N.V.    | 2027-06-15      | 4.6250%  |  | $160000.00         | $162516.31         | Other Instrument                                  |
| 01QTJRAIZEN FUELS FINANCE  | 2035-01-17      | 5.7000%  |  | $1360000.00        | $1254668.00        | Other Instrument                                  |
| 01OL3SOFTBANK CORP         | 2035-07-09      | 5.3320%  |  | $2081600.00        | $2095266.86        | Other Instrument                                  |
| 01OL3SOFTBANK CORP         | 2030-07-09      | 4.6990%  |  | $1396000.00        | $1415943.80        | Other Instrument                                  |
| 02IMWMIZUHO FINANCIAL GROU | 2026-04-12      | 3.4770%  |  | $7928800.00        | $7986140.42        | Other Instrument                                  |
| 02IMWMIZUHO FINANCIAL GROU | 2026-04-12      | 3.4770%  |  | $2249600.00        | $2265868.92        | Other Instrument                                  |
| 01Z92NTT FINANCE CORP      | 2027-07-16      | 4.5670%  |  | $718400.00         | $726895.10         | Other Instrument                                  |
| 01Y9PNEXTERA ENERGY CAP HL | 2027-09-01      | 4.6850%  |  | $18902400.00       | $19148771.78       | Other Instrument                                  |
| 01E1TSTANDARD CHARTERED PL | 2029-01-09      | 6.3010%  |  | $256000.00         | $268761.95         | Other Instrument                                  |
| 01F1WROLLS ROYCE PLC       | 2025-10-14      | 3.6250%  |  | $240800.00         | $243428.03         | Other Instrument                                  |
| 02FOFIMPERIAL TOB FIN PLC  | 2029-07-26      | 3.8750%  |  | $224000.00         | $219787.02         | Other Instrument                                  |
| 02JPLHUTCHISON WHAMPOA INT | 2033-11-24      | 7.4500%  |  | $2388000.00        | $2850698.22        | Other Instrument                                  |
| 02IPSANGLO AMERICAN CAPITA | 2027-09-11      | 4.0000%  |  | $160000.00         | $161732.26         | Other Instrument                                  |
| 01TJWBANQUE FED DU CRED MU | 2028-10-16      | 4.5910%  |  | $3480000.00        | $3531725.66        | Other Instrument                                  |
| 01E1TSTANDARD CHARTERED PL | 2027-07-06      | 6.1870%  |  | $280000.00         | $286526.42         | Other Instrument                                  |
| 01W7JGS CALTEX CORP        | 2028-08-07      | 5.3750%  |  | $480000.00         | $495083.86         | Other Instrument                                  |
| 03B6QVOLKSWAGEN GROUP AMER | 2033-09-12      | 5.9000%  |  | $290400.00         | $309476.22         | Other Instrument                                  |
| 03B6QVOLKSWAGEN GROUP AMER | 2029-06-08      | 4.6000%  |  | $240000.00         | $242505.60         | Other Instrument                                  |
| 01Y9PNEXTERA ENERGY CAP HL | 2027-09-01      | 4.6850%  |  | $9572000.00        | $9696760.38        | Other Instrument                                  |
| 03B6QVOLKSWAGEN GROUP AMER | 2025-11-24      | 1.2500%  |  | $328000.00         | $326543.22         | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2026-04-27      | 1.6250%  |  | $644000.00         | $635349.11         | Other Instrument                                  |
| 01QTJRAIZEN FUELS FINANCE  | 2032-07-08      | 6.2500%  |  | $240000.00         | $236809.00         | Other Instrument                                  |
| 01W6TEMIRATE ABU DHABI     | 2031-03-02      | 1.7000%  |  | $320000.00         | $286617.06         | Other Instrument                                  |
| AFDB AFRICAN DEV BK MTN SB | 2500-12-31      | 5.7500%  |  | $2000000.00        | $2005027.78        | Other Instrument                                  |
| ADBB 3.625 ADBB 29         | 2029-08-28      | 3.6250%  |  | $1801600.00        | $1798538.53        | Other Instrument                                  |
| 02X8DZOETIS INC            | 2025-11-13      | 4.5000%  |  | $52000.00          | $52673.40          | Corporate Debt Securities                         |
| 02X8DZOETIS INC            | 2043-02-01      | 4.7000%  |  | $50400.00          | $46122.33          | Corporate Debt Securities                         |
| 01PC7YAMANA GOLD INC       | 2027-12-15      | 4.6250%  |  | $383200.00         | $386341.07         | Corporate Debt Securities                         |
| 01M7GXCEL ENERGY INC       | 2041-09-15      | 4.8000%  |  | $800.00            | $734.05            | Corporate Debt Securities                         |
| 01BCMWYETH                 | 2037-04-01      | 5.9500%  |  | $712000.00         | $783250.63         | Corporate Debt Securities                         |
| 01BCMWYETH                 | 2036-02-15      | 6.0000%  |  | $198400.00         | $215324.18         | Corporate Debt Securities                         |
| 01M5XWORKDAY INC           | 2032-04-01      | 3.8000%  |  | $45600.00          | $44004.10          | Corporate Debt Securities                         |
| 021TWWOODSIDE FIN LTD      | 2035-05-19      | 6.0000%  |  | $3407200.00        | $3580035.90        | Corporate Debt Securities                         |
| 021TWWOODSIDE FIN LTD      | 2054-09-12      | 5.7000%  |  | $27200.00          | $25975.78          | Corporate Debt Securities                         |
| 01RD4WISCONSIN PWR & LT CO | 2033-04-01      | 4.9500%  |  | $4000.00           | $4121.76           | Corporate Debt Securities                         |
| 01ULIDEUTSCHE BK AG N Y    | 2029-01-18      | 6.7200%  |  | $188800.00         | $200102.20         | Corporate Debt Securities                         |
| 01RD4WISCONSIN PWR & LT CO | 2032-09-01      | 3.9500%  |  | $2400.00           | $2350.58           | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2029-06-01      | 5.1500%  |  | $5600.00           | $5786.64           | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2053-03-01      | 5.7000%  |  | $152000.00         | $146209.30         | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2032-02-01      | 2.7500%  |  | $79200.00          | $69809.17          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2049-03-01      | 4.8750%  |  | $934400.00         | $807755.32         | Corporate Debt Securities                         |
| 01PRBSOUTHWESTERN ELEC PWR | 2028-09-15      | 4.1000%  |  | $2269600.00        | $2307429.19        | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2043-10-01      | 4.6500%  |  | $880800.00         | $761527.94         | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2030-02-01      | 2.5500%  |  | $5600.00           | $5229.30           | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2039-03-15      | 6.0500%  |  | $399200.00         | $422429.89         | Corporate Debt Securities                         |
| 01GZ9MERCEDES-BENZ FIN NOR | 2030-04-01      | 5.0000%  |  | $1240000.00        | $1295211.69        | Corporate Debt Securities                         |
| 01GZ9MERCEDES-BENZ FIN NOR | 2027-04-01      | 4.6500%  |  | $5440000.00        | $5580061.86        | Corporate Debt Securities                         |
| 01GZ9MERCEDES-BENZ FIN NOR | 2034-08-01      | 5.1250%  |  | $780800.00         | $788862.62         | Corporate Debt Securities                         |
| 01GZ9MERCEDES-BENZ FIN NOR | 2026-01-09      | 4.9000%  |  | $3512000.00        | $3538710.71        | Corporate Debt Securities                         |
| 03FV7MEDTRONIC INC         | 2045-03-15      | 4.6250%  |  | $1288000.00        | $1191309.12        | Corporate Debt Securities                         |
| 01OW8MCKESSON CORP         | 2035-05-30      | 5.2500%  |  | $16800.00          | $17377.74          | Corporate Debt Securities                         |
| 01OW8MCKESSON CORP         | 2032-05-30      | 4.9500%  |  | $1600.00           | $1653.87           | Corporate Debt Securities                         |
| 01EVVPERNOD RICARD SA      | 2026-06-08      | 3.2500%  |  | $1378400.00        | $1376528.82        | Corporate Debt Securities                         |
| 05PEMPEPSICO SINGAPORE FIN | 2027-02-16      | 4.9595%  |  | $40000.00          | $40224.57          | Corporate Debt Securities                         |
| 05PEMPEPSICO SINGAPORE FIN | 2034-02-16      | 4.7000%  |  | $2753600.00        | $2751664.83        | Corporate Debt Securities                         |
| 05PEMPEPSICO SINGAPORE FIN | 2034-02-16      | 4.7000%  |  | $69600.00          | $69551.09          | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2029-01-15      | 4.1000%  |  | $1600.00           | $1610.48           | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2032-07-23      | 4.6500%  |  | $1398400.00        | $1423725.02        | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2030-07-23      | 4.3000%  |  | $9384000.00        | $9482813.52        | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2027-02-07      | 4.4000%  |  | $25600.00          | $25843.42          | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2026-11-10      | 5.1250%  |  | $15200.00          | $15621.00          | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2030-02-15      | 4.3500%  |  | $14400.00          | $14470.30          | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2036-11-15      | 3.1870%  |  | $196800.00         | $166074.97         | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2027-01-15      | 1.8750%  |  | $1092000.00        | $1060748.78        | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2028-06-15      | 1.9000%  |  | $1157600.00        | $1095640.10        | Corporate Debt Securities                         |
| 05O0WNEWMONT CORP/NEWCREST | 2041-11-15      | 5.7500%  |  | $25600.00          | $26290.72          | Corporate Debt Securities                         |
| 05O0WNEWMONT CORP/NEWCREST | 2030-05-13      | 3.2500%  |  | $63200.00          | $61173.14          | Corporate Debt Securities                         |
| 02GEGNEW YORK ST ELEC & GA | 2049-09-15      | 3.3000%  |  | $47200.00          | $31849.78          | Corporate Debt Securities                         |
| 01WABATHENE HOLDING LTD    | 2051-05-25      | 3.9500%  |  | $69600.00          | $50165.17          | Corporate Debt Securities                         |
| 02J6CCONOCOPHILLIPS COMPAN | 2065-01-15      | 5.6500%  |  | $1232000.00        | $1183047.17        | Corporate Debt Securities                         |
| 01BMQMERCK & CO INC        | 2030-05-17      | 4.3000%  |  | $2400.00           | $2453.48           | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2034-05-25      | 6.1740%  |  | $171200.00         | $183470.07         | Corporate Debt Securities                         |
| 02L0EDUKE ENERGY CAROLINAS | 2041-12-15      | 4.2500%  |  | $8000.00           | $7008.29           | Corporate Debt Securities                         |
| 01BK6ILLINOIS TOOL WKS INC | 2026-11-15      | 2.6500%  |  | $87200.00          | $86622.35          | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2026-05-20      | 3.1250%  |  | $24000.00          | $24021.69          | Corporate Debt Securities                         |
| 04AXTANHEUSER-BUSCH COS LL | 2036-02-01      | 4.7000%  |  | $288800.00         | $284027.74         | Corporate Debt Securities                         |
| 01CZWSTATE STR CORP        | 2500-12-31      | 6.7000%  |  | $32000.00          | $33553.03          | Corporate Debt Securities                         |
| 01BHNWELLS FARGO & CO      | 2035-08-01      | 5.5000%  |  | $800.00            | $821.67            | Corporate Debt Securities                         |
| 04PL4APA CORPORATION       | 2049-07-01      | 5.3500%  |  | $1631200.00        | $1320651.24        | Corporate Debt Securities                         |
| 01BJZHUMANA INC            | 2032-02-03      | 2.1500%  |  | $489600.00         | $416366.99         | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2030-09-01      | 8.7500%  |  | $12800.00          | $15802.29          | Corporate Debt Securities                         |
| 01PDFLOCKHEED MARTIN CORP  | 2064-02-15      | 5.2000%  |  | $1102400.00        | $1013549.01        | Corporate Debt Securities                         |
| 01DQASUNCOR ENERGY INC NEW | 2051-03-04      | 3.7500%  |  | $120000.00         | $86471.90          | Corporate Debt Securities                         |
| 01BSFGLOBE LIFE INC        | 2032-06-15      | 4.8000%  |  | $404800.00         | $407106.01         | Corporate Debt Securities                         |
| 02GKAINTERCONTINENTAL EXCH | 2040-09-15      | 2.6500%  |  | $1375200.00        | $988506.44         | Corporate Debt Securities                         |
| 02N4NPHILLIPS 66           | 2052-03-15      | 3.3000%  |  | $40000.00          | $26528.94          | Corporate Debt Securities                         |
| 03DVMCOLUMBIA PIPELINE GRO | 2045-06-01      | 5.8000%  |  | $758400.00         | $759558.66         | Corporate Debt Securities                         |
| 04WKYKKR GROUP FIN CO X LL | 2051-12-15      | 3.2500%  |  | $80000.00          | $53040.05          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2030-02-13      | 5.1740%  |  | $11554400.00       | $11887508.22       | Corporate Debt Securities                         |
| 01BM9MARSH & MCLENNAN COS  | 2034-03-15      | 5.1500%  |  | $18400.00          | $19395.83          | Corporate Debt Securities                         |
| 01NR2TD SYNNEX CORPORATION | 2034-04-12      | 6.1000%  |  | $1532800.00        | $1645666.02        | Corporate Debt Securities                         |
| 01BL5KIMCO RLTY OP LLC     | 2035-03-01      | 4.8500%  |  | $552800.00         | $559804.28         | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2032-08-15      | 5.3500%  |  | $160000.00         | $165568.09         | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2029-11-15      | 5.0000%  |  | $1600.00           | $1677.86           | Corporate Debt Securities                         |
| 01R7DAMEREN ILL CO         | 2054-07-01      | 5.5500%  |  | $80000.00          | $79648.14          | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2029-12-03      | 4.0160%  |  | $2140000.00        | $2146749.09        | Corporate Debt Securities                         |
| 02ID7PLAINS ALL AMERN PIPE | 2034-09-15      | 5.7000%  |  | $160000.00         | $167804.26         | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2039-03-15      | 7.2000%  |  | $207200.00         | $253587.94         | Corporate Debt Securities                         |
| 01BPCPROGRESSIVE CORP      | 2027-03-15      | 2.5000%  |  | $1158400.00        | $1144648.50        | Corporate Debt Securities                         |
| 02N4NPHILLIPS 66           | 2028-03-15      | 3.9000%  |  | $1612000.00        | $1631225.78        | Corporate Debt Securities                         |
| 01CPDNNN REIT INC          | 2031-02-15      | 4.6000%  |  | $1600.00           | $1617.02           | Corporate Debt Securities                         |
| 01TJWBANQUE FED DU CRED MU | 2027-07-13      | 4.7530%  |  | $592000.00         | $602065.94         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2026-05-01      | 3.4000%  |  | $419200.00         | $421369.13         | Corporate Debt Securities                         |
| 01UM4FIFTH THIRD BK CINCIN | 2028-01-28      | 4.9670%  |  | $2000000.00        | $2029414.28        | Corporate Debt Securities                         |
| 0246XT MOBILE USA INC      | 2029-04-15      | 3.3750%  |  | $325600.00         | $319394.88         | Corporate Debt Securities                         |
| 01BK6ILLINOIS TOOL WKS INC | 2041-09-15      | 4.8750%  |  | $32000.00          | $30971.14          | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2032-03-16      | 4.7420%  |  | $80000.00          | $81713.66          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2029-11-17      | 5.6250%  |  | $45600.00          | $48737.62          | Corporate Debt Securities                         |
| 01NLCTOTALENERGIES CAP SA  | 2064-04-05      | 5.6380%  |  | $76000.00          | $75066.11          | Corporate Debt Securities                         |
| 02MDHCITIZENS FINL GROUP I | 2035-04-25      | 6.6450%  |  | $1357600.00        | $1509228.08        | Corporate Debt Securities                         |
| 01D91COMMONSPIRIT HEALTH   | 2042-11-01      | 4.3500%  |  | $4000.00           | $3436.71           | Corporate Debt Securities                         |
| 01BNMNEVADA POWER CO       | 2054-03-15      | 6.0000%  |  | $72000.00          | $75232.32          | Corporate Debt Securities                         |
| 01BULWILLIAMS COS INC      | 2035-03-15      | 5.6000%  |  | $28000.00          | $29850.18          | Corporate Debt Securities                         |
| 01BULWILLIAMS COS INC      | 2031-03-15      | 2.6000%  |  | $158400.00         | $145160.05         | Corporate Debt Securities                         |
| 01BULWILLIAMS COS INC      | 2030-11-15      | 3.5000%  |  | $20000.00          | $19270.62          | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2033-11-17      | 6.8200%  |  | $93600.00          | $105963.00         | Corporate Debt Securities                         |
| 01DCJBANK NOVA SCOTIA B C  | 2037-05-04      | 4.5880%  |  | $1161600.00        | $1131858.52        | Corporate Debt Securities                         |
| 01DCJBANK NOVA SCOTIA B C  | 2026-09-15      | 1.3000%  |  | $530400.00         | $518281.54         | Corporate Debt Securities                         |
| 01E8DBANK NEW ZEALAND      | 2028-02-07      | 4.8460%  |  | $215200.00         | $219577.48         | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2084-05-26      | 7.7000%  |  | $480000.00         | $501000.80         | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2032-12-15      | 3.8030%  |  | $13600.00          | $13434.04          | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2500-12-31      | 6.2500%  |  | $1544800.00        | $1554356.74        | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2149-12-31      | 6.6250%  |  | $1842400.00        | $1903001.66        | Corporate Debt Securities                         |
| 05GIBHEALTHPEAK OP LLC     | 2035-02-15      | 5.3750%  |  | $19200.00          | $19518.92          | Corporate Debt Securities                         |
| 01CAXHASBRO INC            | 2027-09-15      | 3.5000%  |  | $1111200.00        | $1110460.43        | Corporate Debt Securities                         |
| 01RDQHARTFORD INSURANCE GR | 2049-08-19      | 3.6000%  |  | $1600.00           | $1175.44           | Corporate Debt Securities                         |
| 01SKFHANOVER INS GROUP INC | 2035-09-01      | 5.5000%  |  | $800000.00         | $802841.78         | Corporate Debt Securities                         |
| 0317ZHA SUSTAINABLE INFRA  | 2034-07-01      | 6.3750%  |  | $404800.00         | $406933.63         | Corporate Debt Securities                         |
| 01BIUHALLIBURTON CO        | 2035-11-15      | 4.8500%  |  | $456000.00         | $449771.54         | Corporate Debt Securities                         |
| 01BIUHALLIBURTON CO        | 2041-11-15      | 4.5000%  |  | $24000000.00       | $20992800.00       | Corporate Debt Securities                         |
| 01BIUHALLIBURTON CO        | 2039-09-15      | 7.4500%  |  | $44800.00          | $54094.61          | Corporate Debt Securities                         |
| 04TXPHPS CORPORATE LENDING | 2032-04-14      | 5.9500%  |  | $800000.00         | $827394.00         | Corporate Debt Securities                         |
| 04TXPHPS CORPORATE LENDING | 2032-04-14      | 5.9500%  |  | $1920000.00        | $1985745.60        | Corporate Debt Securities                         |
| 01BJFHP INC                | 2030-04-25      | 5.4000%  |  | $133600.00         | $141243.26         | Corporate Debt Securities                         |
| 01BJFHP INC                | 2030-04-25      | 5.4000%  |  | $400000.00         | $422884.00         | Corporate Debt Securities                         |
| 0246XT MOBILE USA INC      | 2028-07-15      | 4.8000%  |  | $24000.00          | $24574.72          | Corporate Debt Securities                         |
| 0246XT MOBILE USA INC      | 2060-11-15      | 3.6000%  |  | $16000.00          | $10768.80          | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2028-09-15      | 4.1100%  |  | $4000.00           | $4073.54           | Corporate Debt Securities                         |
| 01DLEBROADRIDGE FINL SOLUT | 2029-12-01      | 2.9000%  |  | $20800.00          | $19835.48          | Corporate Debt Securities                         |
| 034D3BRIXMOR OPERATING PRT | 2026-06-15      | 4.1250%  |  | $400000.00         | $402183.66         | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2064-02-22      | 5.6500%  |  | $60800.00          | $59077.45          | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2027-02-22      | 4.9000%  |  | $210400.00         | $213177.86         | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2027-02-22      | 4.9000%  |  | $34400.00          | $34854.18          | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2027-02-22      | 4.9000%  |  | $2400.00           | $2431.69           | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2026-02-20      | 4.9500%  |  | $194400.00         | $195254.87         | Corporate Debt Securities                         |
| 02KA5GLENCORE FDG LLC      | 2031-09-23      | 2.6250%  |  | $160000.00         | $144676.00         | Corporate Debt Securities                         |
| 02KA5GLENCORE FDG LLC      | 2030-09-01      | 2.5000%  |  | $18400.00          | $16999.42          | Corporate Debt Securities                         |
| 01W0TGLAXOSMITHKLINE CAP P | 2027-03-12      | 4.3150%  |  | $4981600.00        | $5110707.85        | Corporate Debt Securities                         |
| 02HR5GLAXOSMITHKLINE CAP I | 2035-04-15      | 4.8750%  |  | $1575200.00        | $1616342.91        | Corporate Debt Securities                         |
| 02HR5GLAXOSMITHKLINE CAP I | 2035-04-15      | 4.8750%  |  | $1906400.00        | $1956193.58        | Corporate Debt Securities                         |
| 02HR5GLAXOSMITHKLINE CAP I | 2034-04-15      | 5.3750%  |  | $583200.00         | $624226.34         | Corporate Debt Securities                         |
| 01C9MGILEAD SCIENCES INC   | 2054-11-15      | 5.5000%  |  | $2400000.00        | $2398149.34        | Corporate Debt Securities                         |
| 01C9MGILEAD SCIENCES INC   | 2029-11-15      | 4.8000%  |  | $15200.00          | $15807.19          | Corporate Debt Securities                         |
| 01C9MGILEAD SCIENCES INC   | 2027-03-01      | 2.9500%  |  | $1759200.00        | $1757363.59        | Corporate Debt Securities                         |
| 01DP2ROYAL BK CDA          | 2027-07-23      | 5.0690%  |  | $6368000.00        | $6443709.15        | Corporate Debt Securities                         |
| 01O01VERISK ANALYTICS INC  | 2036-02-15      | 5.1250%  |  | $2386400.00        | $2382889.34        | Corporate Debt Securities                         |
| 03YR2BAKER HUGHES HLDGS LL | 2047-12-15      | 4.0800%  |  | $80000.00          | $63426.14          | Corporate Debt Securities                         |
| 01BDNBAKER HUGHES HLDGS LL | 2040-09-15      | 5.1250%  |  | $16000.00          | $15816.11          | Corporate Debt Securities                         |
| 01QW7BPCE                  | 2035-05-30      | 5.9360%  |  | $400000.00         | $419986.05         | Corporate Debt Securities                         |
| 01UERBMW US CAP LLC        | 2035-08-11      | 5.2000%  |  | $327200.00         | $327821.68         | Corporate Debt Securities                         |
| 01UERBMW US CAP LLC        | 2035-08-11      | 5.2000%  |  | $2500800.00        | $2505551.52        | Corporate Debt Securities                         |
| 01UERBMW US CAP LLC        | 2026-08-13      | 4.6500%  |  | $58400.00          | $58748.46          | Corporate Debt Securities                         |
| 01FKTGLOBAL PMTS INC       | 2029-08-15      | 5.3000%  |  | $8800.00           | $9022.21           | Corporate Debt Securities                         |
| 02KA5GLENCORE FDG LLC      | 2055-04-01      | 6.1410%  |  | $19200.00          | $20050.49          | Corporate Debt Securities                         |
| 03JE5ENTERGY LA LLC        | 2026-10-01      | 2.4000%  |  | $3360000.00        | $3329547.20        | Corporate Debt Securities                         |
| 04CA9ENEL FIN AMER LLC     | 2041-07-12      | 2.8750%  |  | $6921600.00        | $4920935.55        | Corporate Debt Securities                         |
| 01BCJENERGY TRANSFER L P   | 2048-06-15      | 6.0000%  |  | $196000.00         | $191714.14         | Corporate Debt Securities                         |
| 01DKCENBRIDGE INC          | 2055-03-15      | 7.3750%  |  | $68000.00          | $73642.45          | Corporate Debt Securities                         |
| 01DKCENBRIDGE INC          | 2051-08-01      | 3.4000%  |  | $216800.00         | $145298.15         | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2033-02-15      | 4.7500%  |  | $47200.00          | $47204.59          | Corporate Debt Securities                         |
| 028BLELEMENT FLEET MGMT CO | 2030-03-25      | 5.0370%  |  | $2400.00           | $2503.89           | Corporate Debt Securities                         |
| 02JL2SOUTHERN CO GAS CAP   | 2033-09-15      | 5.7500%  |  | $60000.00          | $64836.86          | Corporate Debt Securities                         |
| 03JE5ENTERGY LA LLC        | 2054-03-15      | 5.7000%  |  | $159200.00         | $161563.59         | Corporate Debt Securities                         |
| 02JL2SOUTHERN CO GAS CAP   | 2031-01-15      | 1.7500%  |  | $3200.00           | $2794.82           | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2035-08-15      | 4.4000%  |  | $800000.00         | $765504.89         | Corporate Debt Securities                         |
| 01D4FWASTE MGMT INC DEL    | 2031-07-03      | 4.9500%  |  | $36000.00          | $37538.64          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2029-03-01      | 4.2000%  |  | $240000.00         | $242912.80         | Corporate Debt Securities                         |
| 01MIDMARS INC              | 2032-03-01      | 5.0000%  |  | $241600.00         | $252555.22         | Corporate Debt Securities                         |
| 01RD2GEORGIA PWR CO        | 2028-05-16      | 4.6500%  |  | $2606400.00        | $2679911.34        | Corporate Debt Securities                         |
| 01BDWBANK NEW YORK MELLON  | 2500-12-31      | 6.3000%  |  | $800.00            | $841.48            | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2054-04-15      | 5.7500%  |  | $4000.00           | $3850.89           | Corporate Debt Securities                         |
| 04T6YDAIMLER TRUCKS FIN NO | 2028-12-14      | 2.3750%  |  | $560000.00         | $530514.83         | Corporate Debt Securities                         |
| 01OZMANHEUSER-BUSCH INBEV  | 2048-10-06      | 4.4390%  |  | $400000.00         | $347441.08         | Corporate Debt Securities                         |
| 02HLTBOSTON PPTYS LTD PART | 2032-04-01      | 2.5500%  |  | $40000.00          | $34796.14          | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2031-03-15      | 1.9000%  |  | $8000.00           | $7202.53           | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2026-12-15      | 3.0000%  |  | $216000.00         | $214858.80         | Corporate Debt Securities                         |
| 03EZ1AIG GLOBAL FDG SR SEC | 2025-09-22      | 0.9000%  |  | $404800.00         | $405380.89         | Corporate Debt Securities                         |
| 066Z0WYNNTON FDG TR        | 2035-08-15      | 5.2510%  |  | $3361600.00        | $3373405.01        | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2025-10-15      | 5.1500%  |  | $392000.00         | $399792.74         | Corporate Debt Securities                         |
| 01BR0SOUTHERN CO           | 2046-07-01      | 4.4000%  |  | $7200.00           | $6074.56           | Corporate Debt Securities                         |
| 01BR0SOUTHERN CO           | 2026-07-01      | 3.2500%  |  | $477600.00         | $475711.62         | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2055-06-15      | 6.0000%  |  | $238400.00         | $248655.18         | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2054-04-01      | 5.6000%  |  | $370400.00         | $369948.94         | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2033-06-01      | 5.2000%  |  | $76800.00          | $79581.02          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2053-06-01      | 5.7500%  |  | $76800.00          | $76948.65          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2052-11-15      | 6.3500%  |  | $80000.00          | $87321.95          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2052-11-15      | 6.3500%  |  | $23200.00          | $25323.37          | Corporate Debt Securities                         |
| 01C9MGILEAD SCIENCES INC   | 2036-09-01      | 4.0000%  |  | $24800.00          | $23355.10          | Corporate Debt Securities                         |
| 01C9MGILEAD SCIENCES INC   | 2041-12-01      | 5.6500%  |  | $55200.00          | $57535.58          | Corporate Debt Securities                         |
| 01RD2GEORGIA PWR CO        | 2033-05-17      | 4.9500%  |  | $39200.00          | $40246.45          | Corporate Debt Securities                         |
| 01RD2GEORGIA PWR CO        | 2032-05-15      | 4.7000%  |  | $60000.00          | $61329.46          | Corporate Debt Securities                         |
| 01RD2GEORGIA PWR CO        | 2050-01-30      | 3.7000%  |  | $456800.00         | $342929.15         | Corporate Debt Securities                         |
| 01RD2GEORGIA PWR CO        | 2042-03-15      | 4.3000%  |  | $40000.00          | $35632.75          | Corporate Debt Securities                         |
| 01RD2GEORGIA PWR CO        | 2042-03-15      | 4.3000%  |  | $53600.00          | $47747.90          | Corporate Debt Securities                         |
| 02L4QGEORGETOWN UNIV       | 2118-10-01      | 5.2150%  |  | $424000.00         | $377342.81         | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2035-07-15      | 6.1500%  |  | $1783200.00        | $1863843.74        | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2035-03-15      | 5.1500%  |  | $188800.00         | $195619.77         | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2053-04-01      | 5.4500%  |  | $16000.00          | $15619.93          | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2028-04-01      | 3.8000%  |  | $67200.00          | $68046.87          | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2047-09-15      | 3.8000%  |  | $5240000.00        | $4071538.22        | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2027-03-15      | 3.5000%  |  | $24000.00          | $24190.90          | Corporate Debt Securities                         |
| 01BN03M CO                 | 2037-03-15      | 5.7000%  |  | $36000.00          | $38954.04          | Corporate Debt Securities                         |
| 01BSATHERMO FISHER SCIENTI | 2029-01-31      | 5.0000%  |  | $1600.00           | $1655.02           | Corporate Debt Securities                         |
| 01BSATHERMO FISHER SCIENTI | 2043-08-10      | 5.4040%  |  | $64000.00          | $64006.54          | Corporate Debt Securities                         |
| 01CQ1NORTHERN TR CORP      | 2028-08-03      | 3.6500%  |  | $491200.00         | $488909.10         | Corporate Debt Securities                         |
| 01CQ1NORTHERN TR CORP      | 2079-12-31      | 4.6000%  |  | $63200.00          | $63846.61          | Corporate Debt Securities                         |
| 01XV8NORTHERN NAT GAS CO D | 2049-01-15      | 4.3000%  |  | $72000.00          | $57368.56          | Corporate Debt Securities                         |
| 01BNUNORFOLK SOUTHN CORP   | 2035-05-01      | 5.1000%  |  | $1600000.00        | $1648488.00        | Corporate Debt Securities                         |
| 01BNUNORFOLK SOUTHN CORP   | 2053-06-01      | 4.5500%  |  | $16000.00          | $13649.95          | Corporate Debt Securities                         |
| 01BNUNORFOLK SOUTHN CORP   | 2028-08-01      | 3.8000%  |  | $24000.00          | $23937.02          | Corporate Debt Securities                         |
| 01BNUNORFOLK SOUTHN CORP   | 2026-06-15      | 2.9000%  |  | $324000.00         | $322195.68         | Corporate Debt Securities                         |
| 01EMYNOMURA HLDGS INC      | 2035-06-29      | 5.4910%  |  | $204000.00         | $210712.95         | Corporate Debt Securities                         |
| 01EMYNOMURA HLDGS INC      | 2032-01-22      | 2.9990%  |  | $1635200.00        | $1473220.86        | Corporate Debt Securities                         |
| 01BNSNISOURCE INC          | 2035-07-15      | 5.3500%  |  | $4915200.00        | $5024729.77        | Corporate Debt Securities                         |
| 01BNSNISOURCE INC          | 2055-04-01      | 5.8500%  |  | $2056000.00        | $2096749.92        | Corporate Debt Securities                         |
| 01BNRNIKE INC              | 2027-03-27      | 2.7500%  |  | $332000.00         | $329606.65         | Corporate Debt Securities                         |
| 01BNRNIKE INC              | 2026-11-01      | 2.3750%  |  | $32000.00          | $31668.31          | Corporate Debt Securities                         |
| 01BNRNIKE INC              | 2043-05-01      | 3.6250%  |  | $7200.00           | $5803.86           | Corporate Debt Securities                         |
| 02IZJNIAGARA MOHAWK PWR CO | 2055-07-03      | 5.9960%  |  | $8000.00           | $8106.62           | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2055-08-15      | 6.5000%  |  | $1616800.00        | $1693562.07        | Corporate Debt Securities                         |
| 02YH4EATON CORP OHIO       | 2033-03-15      | 4.1500%  |  | $3200.00           | $3184.43           | Corporate Debt Securities                         |
| 035EEDOMINION ENERGY GAS H | 2054-10-15      | 5.6500%  |  | $105600.00         | $103983.32         | Corporate Debt Securities                         |
| 01TXKSAMMONS FINANCIAL GRO | 2034-04-15      | 6.8750%  |  | $21600.00          | $24005.60          | Corporate Debt Securities                         |
| 051VPSAMMONS FINANCIAL GRO | 2030-06-12      | 4.9500%  |  | $84000.00          | $86213.19          | Corporate Debt Securities                         |
| 01DCPSALESFORCE INC        | 2031-07-15      | 1.9500%  |  | $65600.00          | $58258.26          | Corporate Debt Securities                         |
| 01BMJS&P GLOBAL INC        | 2032-03-01      | 2.9000%  |  | $297600.00         | $276690.30         | Corporate Debt Securities                         |
| 01BMJS&P GLOBAL INC        | 2029-03-01      | 2.7000%  |  | $67200.00          | $65205.50          | Corporate Debt Securities                         |
| 01BMJS&P GLOBAL INC        | 2029-05-01      | 4.2500%  |  | $18400.00          | $18781.44          | Corporate Debt Securities                         |
| 01BMJS&P GLOBAL INC        | 2049-12-01      | 3.2500%  |  | $127200.00         | $90137.03          | Corporate Debt Securities                         |
| 02M8BLYONDELLBASELL INDUST | 2055-02-26      | 4.6250%  |  | $1508000.00        | $1174921.13        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2028-01-10      | 3.8870%  |  | $42400.00          | $42367.38          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2026-03-09      | 4.6000%  |  | $800.00            | $817.79            | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2045-07-30      | 4.6500%  |  | $852800.00         | $754093.38         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2025-09-13      | 5.5000%  |  | $234400.00         | $240365.74         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2033-02-22      | 5.8750%  |  | $2560000.00        | $2700473.25        | Corporate Debt Securities                         |
| 04PVYCISCO SYS INC         | 2064-02-26      | 5.3500%  |  | $1600000.00        | $1546425.34        | Corporate Debt Securities                         |
| 04PVYCISCO SYS INC         | 2029-02-26      | 4.8500%  |  | $8000000.00        | $8223073.34        | Corporate Debt Securities                         |
| 04PVYCISCO SYS INC         | 2026-02-28      | 2.9500%  |  | $220800.00         | $219332.11         | Corporate Debt Securities                         |
| 01BFICHURCH & DWIGHT CO IN | 2032-11-15      | 5.6000%  |  | $30400.00          | $32668.69          | Corporate Debt Securities                         |
| 02K4ACHUBB INA HLDGS INC   | 2034-03-15      | 5.0000%  |  | $8800.00           | $9157.53           | Corporate Debt Securities                         |
| 01EHLCHENIERE ENERGY PARTN | 2033-06-30      | 5.9500%  |  | $2059200.00        | $2182754.86        | Corporate Debt Securities                         |
| 02IBOCENTERPOINT ENERGY HO | 2030-03-15      | 4.8000%  |  | $22400.00          | $23463.03          | Corporate Debt Securities                         |
| 02IBOCENTERPOINT ENERGY HO | 2030-03-15      | 4.8000%  |  | $20800.00          | $21787.10          | Corporate Debt Securities                         |
| 02IBOCENTERPOINT ENERGY HO | 2035-03-01      | 5.0500%  |  | $8800.00           | $9086.34           | Corporate Debt Securities                         |
| 01BD8CENTERPOINT ENERGY RE | 2032-07-01      | 4.4000%  |  | $49600.00          | $49142.63          | Corporate Debt Securities                         |
| 01BJTCENTERPOINT ENERGY IN | 2029-06-01      | 5.4000%  |  | $8800.00           | $9236.74           | Corporate Debt Securities                         |
| 01D4FWASTE MGMT INC DEL    | 2032-04-15      | 4.1500%  |  | $8000.00           | $8015.82           | Corporate Debt Securities                         |
| 01D4FWASTE MGMT INC DEL    | 2025-11-15      | 0.7500%  |  | $483200.00         | $480318.52         | Corporate Debt Securities                         |
| 02G65SEMPRA                | 2038-02-01      | 3.8000%  |  | $76800.00          | $65185.19          | Corporate Debt Securities                         |
| 01EP2TAKEDA PHARMACEUTICAL | 2030-03-31      | 2.0500%  |  | $793600.00         | $726981.02         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2036-05-14      | 4.3000%  |  | $354400.00         | $341571.31         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2026-05-14      | 3.2000%  |  | $887200.00         | $889048.34         | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2026-03-02      | 4.8000%  |  | $311200.00         | $319400.12         | Corporate Debt Securities                         |
| 02LVPNASDAQ INC            | 2034-02-15      | 5.5500%  |  | $55200.00          | $57754.01          | Corporate Debt Securities                         |
| 01PRASYSTEM ENERGY RESOURC | 2034-12-15      | 5.3000%  |  | $1960000.00        | $1979726.31        | Corporate Debt Securities                         |
| 02JL2SOUTHERN CO GAS CAP   | 2031-01-15      | 1.7500%  |  | $155200.00         | $135548.40         | Corporate Debt Securities                         |
| 03AU7AERCAP IRELAND CAP DE | 2033-10-29      | 3.4000%  |  | $288000.00         | $259800.00         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2048-11-14      | 4.8750%  |  | $8000.00           | $7406.79           | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2031-05-13      | 2.9560%  |  | $40000.00          | $37731.35          | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2035-03-15      | 4.5500%  |  | $289600.00         | $289263.42         | Corporate Debt Securities                         |
| 02H50CONSTELLATION ENERGY  | 2033-03-01      | 5.8000%  |  | $80000.00          | $87538.22          | Corporate Debt Securities                         |
| 01DMFMAGNA INTL INC        | 2029-03-14      | 5.0500%  |  | $57600.00          | $60302.93          | Corporate Debt Securities                         |
| 0288FSCHLUMBERGER HLDGS CO | 2028-05-17      | 3.9000%  |  | $708000.00         | $713720.64         | Corporate Debt Securities                         |
| 022VVBP CAP MKTS P L C     | 2500-12-31      | 6.4500%  |  | $800.00            | $866.62            | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2029-09-01      | 4.8750%  |  | $148800.00         | $156858.14         | Corporate Debt Securities                         |
| 02LVSPACIFIC GAS & ELEC CO | 2034-05-15      | 5.8000%  |  | $720000.00         | $749192.80         | Corporate Debt Securities                         |
| 01DKCENBRIDGE INC          | 2034-04-05      | 5.6250%  |  | $69600.00          | $73529.62          | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2055-09-01      | 5.7000%  |  | $4551200.00        | $4537842.23        | Corporate Debt Securities                         |
| 01PR5INDIANAPOLIS PWR & LT | 2035-08-15      | 5.0500%  |  | $1384000.00        | $1385929.91        | Corporate Debt Securities                         |
| 01UERBMW US CAP LLC        | 2027-08-11      | 4.1500%  |  | $800000.00         | $801804.00         | Corporate Debt Securities                         |
| 02KIFNSTAR ELEC CO         | 2052-06-01      | 4.5500%  |  | $552000.00         | $467721.86         | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2031-01-15      | 4.7500%  |  | $80000.00          | $82809.42          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2026-10-21      | 3.2000%  |  | $181600.00         | $181597.78         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2044-03-15      | 5.3500%  |  | $26400.00          | $26641.62          | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2034-03-15      | 5.0500%  |  | $11200.00          | $11703.62          | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2029-03-15      | 4.8000%  |  | $260000.00         | $271901.94         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2035-03-15      | 4.5500%  |  | $49600.00          | $49542.35          | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2029-11-21      | 3.2000%  |  | $384000.00         | $373455.78         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2028-11-14      | 4.2500%  |  | $4800.00           | $4901.64           | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2046-05-14      | 4.4500%  |  | $431200.00         | $379330.59         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2035-05-14      | 4.5000%  |  | $38400.00          | $37864.13          | Corporate Debt Securities                         |
| 05ZFEAPTIV PLC / APTIV COR | 2032-03-01      | 3.2500%  |  | $12800.00          | $11829.24          | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2055-09-15      | 3.5500%  |  | $669600.00         | $461027.78         | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2053-09-15      | 3.5000%  |  | $4809600.00        | $3322541.15        | Corporate Debt Securities                         |
| 03EZ1AIG GLOBAL FDG SR SEC | 2026-07-02      | 5.7500%  |  | $77600.00          | $79250.10          | Corporate Debt Securities                         |
| 02YKPAEP TRANSMISSION CO L | 2035-06-15      | 5.3750%  |  | $251200.00         | $262312.35         | Corporate Debt Securities                         |
| 01BWCAGCO CORP             | 2034-03-21      | 5.8000%  |  | $239200.00         | $252821.38         | Corporate Debt Securities                         |
| 01BC0AFLAC INC             | 2030-04-01      | 3.6000%  |  | $5600.00           | $5560.30           | Corporate Debt Securities                         |
| 02MCUCOREBRIDGE FINL INC   | 2033-09-15      | 6.0500%  |  | $208000.00         | $227138.31         | Corporate Debt Securities                         |
| 01YSQCOOPERATIEVE CENTRALE | 2026-08-28      | 4.3330%  |  | $3577600.00        | $3586187.53        | Corporate Debt Securities                         |
| 01YSQCOOPERATIEVE CENTRALE | 2026-10-05      | 5.5000%  |  | $418400.00         | $434274.10         | Corporate Debt Securities                         |
| 02H50CONSTELLATION ENERGY  | 2033-03-01      | 5.8000%  |  | $4800.00           | $5252.30           | Corporate Debt Securities                         |
| 02H50CONSTELLATION ENERGY  | 2028-03-01      | 5.6000%  |  | $28000.00          | $29795.05          | Corporate Debt Securities                         |
| 02FO9CONSOLIDATED EDISON C | 2035-03-15      | 5.1250%  |  | $20000.00          | $20964.74          | Corporate Debt Securities                         |
| 02FO9CONSOLIDATED EDISON C | 2054-12-01      | 4.6250%  |  | $41600.00          | $35698.44          | Corporate Debt Securities                         |
| 02FO9CONSOLIDATED EDISON C | 2044-03-15      | 4.4500%  |  | $160000.00         | $142136.35         | Corporate Debt Securities                         |
| 02FO9CONSOLIDATED EDISON C | 2043-03-01      | 3.9500%  |  | $36000.00          | $30190.34          | Corporate Debt Securities                         |
| 02FO9CONSOLIDATED EDISON C | 2040-06-15      | 5.7000%  |  | $7600000.00        | $7902606.66        | Corporate Debt Securities                         |
| 02FO9CONSOLIDATED EDISON C | 2035-03-01      | 5.3000%  |  | $472000.00         | $496395.58         | Corporate Debt Securities                         |
| 01DE3CANADIAN IMPERIAL BK  | 2028-10-03      | 5.9860%  |  | $356000.00         | $383378.74         | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2063-04-01      | 5.8500%  |  | $48800.00          | $49226.02          | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2053-04-15      | 5.6250%  |  | $480000.00         | $473058.00         | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2033-04-15      | 5.0000%  |  | $6400.00           | $6638.60           | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2062-04-01      | 4.4500%  |  | $5600.00           | $4444.46           | Corporate Debt Securities                         |
| 02LVXSAN DIEGO GAS & ELEC  | 2026-05-15      | 2.5000%  |  | $1369600.00        | $1362659.17        | Corporate Debt Securities                         |
| 01BNMNEVADA POWER CO       | 2029-05-01      | 3.7000%  |  | $40000.00          | $39854.31          | Corporate Debt Securities                         |
| 01RTKAMERICA MOVIL SAB DE  | 2035-03-01      | 6.3750%  |  | $1600.00           | $1796.02           | Corporate Debt Securities                         |
| 01R7DAMEREN ILL CO         | 2055-03-01      | 5.6250%  |  | $78400.00          | $81064.82          | Corporate Debt Securities                         |
| 01R7DAMEREN ILL CO         | 2049-03-15      | 4.5000%  |  | $16000.00          | $13926.72          | Corporate Debt Securities                         |
| 01R7DAMEREN ILL CO         | 2046-03-15      | 4.1500%  |  | $80000.00          | $67473.25          | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2027-12-01      | 4.5500%  |  | $484800.00         | $497241.05         | Corporate Debt Securities                         |
| 03KRBDUPONT DE NEMOURS INC | 2028-11-15      | 4.7250%  |  | $11200.00          | $11578.11          | Corporate Debt Securities                         |
| 01BG5DOW CHEMICAL CO       | 2044-10-01      | 4.6250%  |  | $8860000.00        | $7387059.46        | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2056-02-15      | 6.2000%  |  | $3221600.00        | $3234908.78        | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2056-02-15      | 6.2000%  |  | $5648000.00        | $5671332.51        | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2056-02-15      | 6.2000%  |  | $3536000.00        | $3550607.61        | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2056-02-15      | 6.0000%  |  | $2637600.00        | $2678808.10        | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2030-06-15      | 5.0000%  |  | $1016800.00        | $1068324.65        | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2052-08-15      | 4.8500%  |  | $21600.00          | $18407.86          | Corporate Debt Securities                         |
| 01PQRCAPITAL ONE FINL CORP | 2032-11-29      | 6.7000%  |  | $76800.00          | $86017.54          | Corporate Debt Securities                         |
| 047KODISNEY WALT CO        | 2026-01-13      | 1.7500%  |  | $333600.00         | $331293.53         | Corporate Debt Securities                         |
| 047KODISNEY WALT CO        | 2044-09-15      | 4.7500%  |  | $671200.00         | $626611.44         | Corporate Debt Securities                         |
| 01ZV8CAPITAL ONE NATL ASSN | 2026-07-27      | 3.4500%  |  | $520000.00         | $517143.46         | Corporate Debt Securities                         |
| 01E8MDICKS SPORTING GOODS  | 2052-01-15      | 4.1000%  |  | $240800.00         | $173877.13         | Corporate Debt Securities                         |
| 01T89PRINCIPAL FINANCIAL G | 2029-05-15      | 3.7000%  |  | $381600.00         | $378611.65         | Corporate Debt Securities                         |
| 01T89PRINCIPAL FINANCIAL G | 2046-11-15      | 4.3000%  |  | $2864800.00        | $2424944.98        | Corporate Debt Securities                         |
| 01T89PRINCIPAL FINANCIAL G | 2046-11-15      | 4.3000%  |  | $280000.00         | $237009.42         | Corporate Debt Securities                         |
| 02GFPBOOKING HOLDINGS INC  | 2028-03-15      | 3.5500%  |  | $1782400.00        | $1789800.92        | Corporate Debt Securities                         |
| 01MUCPIEDMONT OPER PARTNER | 2030-08-15      | 3.1500%  |  | $200000.00         | $181283.00         | Corporate Debt Securities                         |
| 01BP2PIEDMONT NAT GAS CO I | 2052-05-15      | 5.0500%  |  | $20000.00          | $18015.58          | Corporate Debt Securities                         |
| 01BP2PIEDMONT NAT GAS CO I | 2029-06-01      | 3.5000%  |  | $12800.00          | $12609.22          | Corporate Debt Securities                         |
| 01BSETJX COS INC NEW       | 2026-09-15      | 2.2500%  |  | $1824000.00        | $1810885.44        | Corporate Debt Securities                         |
| 01PRASYSTEM ENERGY RESOURC | 2034-12-15      | 5.3000%  |  | $800.00            | $808.05            | Corporate Debt Securities                         |
| 02LPSSUTTER HEALTH         | 2032-08-15      | 5.2130%  |  | $67200.00          | $69713.77          | Corporate Debt Securities                         |
| 01BCJENERGY TRANSFER L P   | 2045-05-15      | 5.3500%  |  | $56000.00          | $51319.27          | Corporate Debt Securities                         |
| 02IG7SUMITOMO MITSUI FIN G | 2030-01-13      | 5.7100%  |  | $522400.00         | $555946.50         | Corporate Debt Securities                         |
| 02IG7SUMITOMO MITSUI FIN G | 2028-07-19      | 3.9440%  |  | $57600.00          | $57688.83          | Corporate Debt Securities                         |
| 02IG7SUMITOMO MITSUI FIN G | 2027-01-11      | 3.4460%  |  | $16000.00          | $15928.23          | Corporate Debt Securities                         |
| 01BVKSTRYKER CORPORATION   | 2034-09-11      | 4.6250%  |  | $160000.00         | $161459.74         | Corporate Debt Securities                         |
| 01CZWSTATE STR CORP        | 2500-12-31      | 6.7000%  |  | $3200.00           | $3357.90           | Corporate Debt Securities                         |
| 01CXUSTARBUCKS CORP        | 2034-02-15      | 5.0000%  |  | $6400.00           | $6506.85           | Corporate Debt Securities                         |
| 01CXUSTARBUCKS CORP        | 2033-02-15      | 4.8000%  |  | $16000.00          | $16197.70          | Corporate Debt Securities                         |
| 01CXUSTARBUCKS CORP        | 2030-11-15      | 2.5500%  |  | $33600.00          | $31077.87          | Corporate Debt Securities                         |
| 05KOTCOLUMBIA PIPELINES OP | 2063-08-15      | 6.7140%  |  | $4000.00           | $4269.65           | Corporate Debt Securities                         |
| 01C9MGILEAD SCIENCES INC   | 2030-10-01      | 1.6500%  |  | $636000.00         | $566945.24         | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2056-02-15      | 6.0000%  |  | $5570400.00        | $5657428.22        | Corporate Debt Securities                         |
| 01CTOPROTECTIVE LIFE CORP  | 2030-01-15      | 3.4000%  |  | $1504000.00        | $1449458.27        | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2031-03-15      | 6.0000%  |  | $37600.00          | $41687.62          | Corporate Debt Securities                         |
| 01QOMGENERAL MTRS CO       | 2045-04-01      | 5.2000%  |  | $1002400.00        | $897687.07         | Corporate Debt Securities                         |
| 01CBAWELLTOWER INC         | 2030-07-01      | 4.5000%  |  | $554400.00         | $564429.10         | Corporate Debt Securities                         |
| 01BULWILLIAMS COS INC      | 2029-11-15      | 4.8000%  |  | $2400.00           | $2476.12           | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2028-02-28      | 4.9000%  |  | $63200.00          | $64288.69          | Corporate Debt Securities                         |
| 028CSGREAT WEST LIFECO FIN | 2047-06-03      | 4.1500%  |  | $1600.00           | $1297.98           | Corporate Debt Securities                         |
| 01MIEUNITED PARCEL SVCS IN | 2026-11-15      | 2.4000%  |  | $74400.00          | $73499.26          | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2039-03-15      | 3.8750%  |  | $87200.00          | $78623.25          | Corporate Debt Securities                         |
| 03I0XBROOKFIELD FIN INC    | 2034-01-05      | 6.3500%  |  | $3896000.00        | $4253867.08        | Corporate Debt Securities                         |
| 04J89CARRIER GLOBAL CORPOR | 2034-03-15      | 5.9000%  |  | $3200.00           | $3504.82           | Corporate Debt Securities                         |
| 01BR9TRAVELERS COMPANIES I | 2055-07-24      | 5.7000%  |  | $396000.00         | $402217.86         | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2033-07-20      | 4.9180%  |  | $992000.00         | $1009959.94        | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2029-01-15      | 4.1000%  |  | $5789600.00        | $5827521.88        | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2035-07-23      | 5.0000%  |  | $1440000.00        | $1465531.20        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2028-01-10      | 3.8870%  |  | $764800.00         | $764211.59         | Corporate Debt Securities                         |
| 01BMYMIDAMERICAN ENERGY CO | 2027-05-01      | 3.1000%  |  | $1600.00           | $1594.64           | Corporate Debt Securities                         |
| 01DE9CANADIAN NAT RES LTD  | 2034-12-15      | 5.4000%  |  | $32000.00          | $32482.88          | Corporate Debt Securities                         |
| 01DP2ROYAL BK CDA          | 2032-05-04      | 3.8750%  |  | $400000.00         | $390567.39         | Corporate Debt Securities                         |
| 04PVYCISCO SYS INC         | 2026-09-20      | 2.5000%  |  | $28800.00          | $28677.07          | Corporate Debt Securities                         |
| 04PL4APA CORPORATION       | 2040-09-01      | 5.1000%  |  | $1125600.00        | $987271.26         | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2033-03-15      | 2.3750%  |  | $10400.00          | $9096.66           | Corporate Debt Securities                         |
| 01PRBTAMPA ELEC CO         | 2031-03-15      | 2.4000%  |  | $40000.00          | $36725.74          | Corporate Debt Securities                         |
| 04IPOCONCENTRIX CORP       | 2033-08-02      | 6.8500%  |  | $214400.00         | $227220.58         | Corporate Debt Securities                         |
| 01W0BRELX CAPITAL INC      | 2030-03-27      | 4.7500%  |  | $22400.00          | $23337.34          | Corporate Debt Securities                         |
| 0246XT MOBILE USA INC      | 2032-05-15      | 5.1250%  |  | $1240000.00        | $1291404.89        | Corporate Debt Securities                         |
| 02KA5GLENCORE FDG LLC      | 2030-04-01      | 5.1860%  |  | $82400.00          | $86457.39          | Corporate Debt Securities                         |
| 01RD3COMMONWEALTH EDISON C | 2054-06-01      | 5.6500%  |  | $904000.00         | $910021.65         | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2040-09-15      | 5.4000%  |  | $13600.00          | $14178.00          | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2050-03-26      | 3.8500%  |  | $72000.00          | $57661.38          | Corporate Debt Securities                         |
| 02FPFINGREDION INC         | 2050-06-01      | 3.9000%  |  | $24000.00          | $17660.48          | Corporate Debt Securities                         |
| 01DCJBANK NOVA SCOTIA B C  | 2037-05-04      | 4.5880%  |  | $11200.00          | $10913.24          | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2038-05-14      | 7.7500%  |  | $845600.00         | $1040176.08        | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2033-03-15      | 4.7000%  |  | $1128000.00        | $1155513.18        | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2032-01-15      | 2.4400%  |  | $120000.00         | $105507.86         | Corporate Debt Securities                         |
| 01D6TCONSTELLATION BRANDS  | 2033-05-01      | 4.9000%  |  | $15200.00          | $15434.55          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2036-02-01      | 5.6250%  |  | $160000.00         | $161991.20         | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2036-02-01      | 5.6250%  |  | $412800.00         | $417937.30         | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2060-04-01      | 3.8500%  |  | $38400.00          | $26567.72          | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2028-05-09      | 4.2500%  |  | $134400.00         | $137192.31         | Corporate Debt Securities                         |
| 01DE3CANADIAN IMPERIAL BK  | 2032-04-07      | 3.6000%  |  | $52000.00          | $49789.48          | Corporate Debt Securities                         |
| 01BF1THE CAMPBELLS COMPANY | 2035-03-23      | 4.7500%  |  | $880000.00         | $863978.14         | Corporate Debt Securities                         |
| 01FURCAMDEN PPTY TR        | 2030-05-15      | 2.8000%  |  | $7200.00           | $6811.91           | Corporate Debt Securities                         |
| 01BJCKRAFT HEINZ FOODS CO  | 2045-07-15      | 5.2000%  |  | $263200.00         | $237871.10         | Corporate Debt Securities                         |
| 01BJCKRAFT HEINZ FOODS CO  | 2026-06-01      | 3.0000%  |  | $937600.00         | $933205.78         | Corporate Debt Securities                         |
| 01BJCKRAFT HEINZ FOODS CO  | 2046-06-01      | 4.3750%  |  | $80000.00          | $65038.75          | Corporate Debt Securities                         |
| 01SXDKINDER MORGAN INC DEL | 2029-02-01      | 5.0000%  |  | $48000.00          | $49246.50          | Corporate Debt Securities                         |
| 01BL5KIMCO RLTY OP LLC     | 2036-02-01      | 5.3000%  |  | $300000.00         | $306784.50         | Corporate Debt Securities                         |
| 01BL5KIMCO RLTY OP LLC     | 2035-03-01      | 4.8500%  |  | $11200.00          | $11341.91          | Corporate Debt Securities                         |
| 01DCCKEYSPAN GAS EAST CORP | 2026-08-15      | 2.7420%  |  | $200000.00         | $196573.26         | Corporate Debt Securities                         |
| 01DCCKEYSPAN GAS EAST CORP | 2041-04-01      | 5.8190%  |  | $20000.00          | $20038.45          | Corporate Debt Securities                         |
| 01GNVKEURIG DR PEPPER INC  | 2028-05-15      | 4.3500%  |  | $7399200.00        | $7494020.75        | Corporate Debt Securities                         |
| 01GNVKEURIG DR PEPPER INC  | 2027-03-15      | 5.1000%  |  | $680000.00         | $702088.66         | Corporate Debt Securities                         |
| 01GNVKEURIG DR PEPPER INC  | 2029-03-15      | 5.0500%  |  | $3316000.00        | $3454096.66        | Corporate Debt Securities                         |
| 01GNVKEURIG DR PEPPER INC  | 2029-04-15      | 3.9500%  |  | $740800.00         | $738957.46         | Corporate Debt Securities                         |
| 01GNVKEURIG DR PEPPER INC  | 2030-05-01      | 3.2000%  |  | $9008000.00        | $8582992.55        | Corporate Debt Securities                         |
| 05NXESHELL FIN US INC      | 2043-08-12      | 4.5500%  |  | $64000.00          | $56988.07          | Corporate Debt Securities                         |
| 02M7CSHELL INTERNATIONAL F | 2043-08-12      | 4.5500%  |  | $122400.00         | $107179.39         | Corporate Debt Securities                         |
| 01SLYCANADIAN NATL RY CO   | 2026-03-01      | 2.7500%  |  | $917600.00         | $922598.37         | Corporate Debt Securities                         |
| 04SKABLUE OWL FINANCE LLC  | 2034-04-18      | 6.2500%  |  | $3802400.00        | $4060556.55        | Corporate Debt Securities                         |
| 04P7PBLUE OWL CR INCOME CO | 2030-03-15      | 5.8000%  |  | $803200.00         | $834823.77         | Corporate Debt Securities                         |
| 04NT6BLACKSTONE PRIVATE CR | 2034-11-22      | 6.0000%  |  | $601600.00         | $616018.34         | Corporate Debt Securities                         |
| 04NT6BLACKSTONE PRIVATE CR | 2028-11-27      | 7.3000%  |  | $173600.00         | $188601.74         | Corporate Debt Securities                         |
| 01QYPBLACKSTONE HLDGS FIN  | 2028-08-05      | 1.6250%  |  | $76000.00          | $71008.58          | Corporate Debt Securities                         |
| 01QYPBLACKSTONE HLDGS FIN  | 2044-06-15      | 5.0000%  |  | $2400.00           | $2224.10           | Corporate Debt Securities                         |
| 01CE8BIOGEN INC            | 2030-05-01      | 2.2500%  |  | $269600.00         | $247699.05         | Corporate Debt Securities                         |
| 01CE8BIOGEN INC            | 2045-09-15      | 5.2000%  |  | $1494400.00        | $1382124.06        | Corporate Debt Securities                         |
| 01BEBBERKSHIRE HATHAWAY IN | 2026-03-15      | 3.1250%  |  | $1231200.00        | $1241315.67        | Corporate Debt Securities                         |
| 01BEBBERKSHIRE HATHAWAY IN | 2026-03-15      | 3.1250%  |  | $746400.00         | $752532.50         | Corporate Debt Securities                         |
| 01BEBBERKSHIRE HATHAWAY IN | 2043-02-11      | 4.5000%  |  | $76800.00          | $71995.39          | Corporate Debt Securities                         |
| 02JPMBERKSHIRE HATHAWAY FI | 2049-01-15      | 4.2500%  |  | $378400.00         | $319371.28         | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2029-04-23      | 3.4500%  |  | $12800.00          | $12686.40          | Corporate Debt Securities                         |
| 01DS6OWENS CORNING NEW     | 2030-06-01      | 3.8750%  |  | $136000.00         | $133972.54         | Corporate Debt Securities                         |
| 01DS6OWENS CORNING NEW     | 2048-01-30      | 4.4000%  |  | $692000.00         | $570903.07         | Corporate Debt Securities                         |
| 01DTTASTRAZENECA PLC       | 2025-11-16      | 3.3750%  |  | $293600.00         | $295574.82         | Corporate Debt Securities                         |
| 01DTTASTRAZENECA PLC       | 2037-09-15      | 6.4500%  |  | $362400.00         | $420801.97         | Corporate Debt Securities                         |
| 02KH2ASSURED GTY US HLDGS  | 2028-09-15      | 6.1250%  |  | $28000.00          | $30222.16          | Corporate Debt Securities                         |
| 01BI6GALLAGHER ARTHUR J &  | 2053-03-02      | 5.7500%  |  | $938400.00         | $940408.96         | Corporate Debt Securities                         |
| 01BI6GALLAGHER ARTHUR J &  | 2053-03-02      | 5.7500%  |  | $16000.00          | $16034.26          | Corporate Debt Securities                         |
| 01RC3ARIZONA PUB SVC CO    | 2034-08-15      | 5.7000%  |  | $60800.00          | $63365.56          | Corporate Debt Securities                         |
| 02KDUARES CAPITAL CORP     | 2028-06-15      | 2.8750%  |  | $640000.00         | $614553.42         | Corporate Debt Securities                         |
| 02KN7ARES MANAGEMENT CORPO | 2054-10-11      | 5.6000%  |  | $920000.00         | $894724.54         | Corporate Debt Securities                         |
| 01BRDSTANLEY BLACK & DECKE | 2030-03-15      | 2.3000%  |  | $471200.00         | $434007.14         | Corporate Debt Securities                         |
| 01E1TSTANDARD CHARTERED PL | 2036-08-12      | 5.4000%  |  | $3168000.00        | $3181590.72        | Corporate Debt Securities                         |
| 01E1TSTANDARD CHARTERED PL | 2036-01-21      | 6.2280%  |  | $2278400.00        | $2457764.76        | Corporate Debt Securities                         |
| 0246XT MOBILE USA INC      | 2035-05-15      | 5.3000%  |  | $881600.00         | $907819.76         | Corporate Debt Securities                         |
| 01BP1ALTRIA GROUP INC      | 2043-05-02      | 4.5000%  |  | $248800.00         | $213814.99         | Corporate Debt Securities                         |
| 01YOJALEXANDRIA REAL ESTAT | 2036-05-15      | 5.2500%  |  | $80000.00          | $80794.94          | Corporate Debt Securities                         |
| 01YOJALEXANDRIA REAL ESTAT | 2053-04-15      | 5.1500%  |  | $340000.00         | $305928.41         | Corporate Debt Securities                         |
| 01YOJALEXANDRIA REAL ESTAT | 2052-03-15      | 3.5500%  |  | $48000.00          | $33548.74          | Corporate Debt Securities                         |
| 01YOJALEXANDRIA REAL ESTAT | 2034-03-15      | 2.9500%  |  | $59200.00          | $51474.93          | Corporate Debt Securities                         |
| 01YOJALEXANDRIA REAL ESTAT | 2030-12-15      | 4.9000%  |  | $100000.00         | $102652.22         | Corporate Debt Securities                         |
| 01BC6ALCAN INC             | 2033-12-15      | 6.1250%  |  | $4800.00           | $5288.30           | Corporate Debt Securities                         |
| 01RD2ALABAMA PWR CO        | 2032-03-15      | 3.0500%  |  | $4800.00           | $4467.82           | Corporate Debt Securities                         |
| 01RD2ALABAMA PWR CO        | 2030-09-15      | 1.4500%  |  | $80000.00          | $70678.05          | Corporate Debt Securities                         |
| 01EFHAKER BP ASA           | 2054-10-01      | 5.8000%  |  | $280000.00         | $258200.45         | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2027-07-15      | 5.0000%  |  | $1096000.00        | $1121833.94        | Corporate Debt Securities                         |
| 01OW8MCKESSON CORP         | 2028-07-15      | 4.9000%  |  | $1600.00           | $1643.79           | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2032-01-15      | 4.3500%  |  | $1662400.00        | $1674430.23        | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2032-01-15      | 4.3500%  |  | $16000.00          | $16115.78          | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2034-05-09      | 4.8750%  |  | $408800.00         | $422734.29         | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2033-03-09      | 4.8500%  |  | $352000.00         | $368393.62         | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2027-03-26      | 3.3000%  |  | $272000.00         | $273326.00         | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2026-11-21      | 2.9500%  |  | $629600.00         | $627182.69         | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2026-11-21      | 2.9500%  |  | $37600.00          | $37455.64          | Corporate Debt Securities                         |
| 01OW8MCKESSON CORP         | 2033-07-15      | 5.1000%  |  | $28800.00          | $29728.61          | Corporate Debt Securities                         |
| 02FU1MARRIOTT INTL INC NEW | 2035-10-15      | 5.2500%  |  | $5200000.00        | $5188521.00        | Corporate Debt Securities                         |
| 02FU1MARRIOTT INTL INC NEW | 2031-10-15      | 4.5000%  |  | $8859200.00        | $8818491.98        | Corporate Debt Securities                         |
| 02FU1MARRIOTT INTL INC NEW | 2027-07-15      | 4.2000%  |  | $800000.00         | $801672.00         | Corporate Debt Securities                         |
| 01OZMANHEUSER-BUSCH INBEV  | 2040-01-15      | 6.3750%  |  | $200000.00         | $222026.34         | Corporate Debt Securities                         |
| 04AXTANHEUSER-BUSCH COS LL | 2036-02-01      | 4.7000%  |  | $76000.00          | $74744.14          | Corporate Debt Securities                         |
| 04AXTANHEUSER-BUSCH COS LL | 2036-02-01      | 4.7000%  |  | $24000.00          | $23603.42          | Corporate Debt Securities                         |
| 01BD2ANALOG DEVICES INC    | 2028-10-01      | 1.7000%  |  | $1600.00           | $1505.30           | Corporate Debt Securities                         |
| 01BD2ANALOG DEVICES INC    | 2045-12-15      | 5.3000%  |  | $767200.00         | $755357.84         | Corporate Debt Securities                         |
| 0233KAMPHENOL CORP         | 2035-01-15      | 5.0000%  |  | $48000.00          | $48841.98          | Corporate Debt Securities                         |
| 0233KAMPHENOL CORP         | 2035-01-15      | 5.0000%  |  | $2400.00           | $2442.10           | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2033-11-15      | 5.9000%  |  | $3200.00           | $3511.95           | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2032-03-15      | 2.9500%  |  | $8000.00           | $7422.15           | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2048-02-20      | 4.5500%  |  | $2031200.00        | $1744531.66        | Corporate Debt Securities                         |
| 01BENBRISTOL-MYERS SQUIBB  | 2047-11-15      | 4.3500%  |  | $44800.00          | $37940.07          | Corporate Debt Securities                         |
| 03O6YBRIGHTHOUSE FINL INC  | 2030-05-15      | 5.6250%  |  | $615200.00         | $639808.00         | Corporate Debt Securities                         |
| 01BENBOSTON SCIENTIFIC COR | 2030-06-01      | 2.6500%  |  | $73600.00          | $69223.58          | Corporate Debt Securities                         |
| 02FQCERP OPER LTD PARTNERS | 2034-09-15      | 4.6500%  |  | $14400.00          | $14416.03          | Corporate Debt Securities                         |
| 01BGXEOG RES INC           | 2032-07-15      | 5.0000%  |  | $4000.00           | $4110.18           | Corporate Debt Securities                         |
| 03GHQEMD FINANCE LLC       | 2035-10-15      | 5.0000%  |  | $120000.00         | $119460.54         | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2035-05-09      | 5.3000%  |  | $344800.00         | $358614.22         | Corporate Debt Securities                         |
| 03YR2BAKER HUGHES HLDGS LL | 2029-11-07      | 3.1380%  |  | $16800.00          | $16308.14          | Corporate Debt Securities                         |
| 01BE9AMCOR FLEXIBLES NORTH | 2030-03-17      | 5.1000%  |  | $587200.00         | $614610.50         | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2027-05-19      | 3.1500%  |  | $1184000.00        | $1176221.12        | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2053-08-02      | 7.0810%  |  | $36000.00          | $40605.14          | Corporate Debt Securities                         |
| 01BN03M CO                 | 2030-04-15      | 3.0500%  |  | $40000.00          | $38497.31          | Corporate Debt Securities                         |
| 01DTTASTRAZENECA PLC       | 2045-11-16      | 4.3750%  |  | $80000.00          | $71226.99          | Corporate Debt Securities                         |
| 01DTTASTRAZENECA PLC       | 2025-11-16      | 3.3750%  |  | $16000.00          | $16107.62          | Corporate Debt Securities                         |
| 01K7RTARGA RES CORP        | 2033-03-15      | 6.1250%  |  | $64000.00          | $69639.86          | Corporate Debt Securities                         |
| 01PR9PUBLIC SVC CO OKLA    | 2033-01-15      | 5.2500%  |  | $67200.00          | $69215.78          | Corporate Debt Securities                         |
| 01PR8OHIO PWR CO           | 2030-04-01      | 2.6000%  |  | $6400.00           | $6024.70           | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2029-06-15      | 5.1500%  |  | $2503200.00        | $2605395.92        | Corporate Debt Securities                         |
| 01MIEUNITED PARCEL SVCS IN | 2064-05-22      | 5.6000%  |  | $950400.00         | $931942.18         | Corporate Debt Securities                         |
| 02856AMERICAN ASSETS TRUST | 2034-10-01      | 6.1500%  |  | $432000.00         | $447708.96         | Corporate Debt Securities                         |
| 02LEZMANULIFE FINL CORP    | 2032-03-16      | 3.7030%  |  | $72000.00          | $70043.50          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2025-11-17      | 5.0000%  |  | $368800.00         | $374312.33         | Corporate Debt Securities                         |
| 02F68PRINCIPAL LIFE GLOBAL | 2028-08-18      | 5.1924%  |  | $398400.00         | $400082.88         | Corporate Debt Securities                         |
| 03OVCBAYER US FIN II LLC   | 2028-12-15      | 4.3750%  |  | $1042400.00        | $1047813.24        | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2027-05-15      | 3.1000%  |  | $1600.00           | $1592.98           | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2035-02-10      | 5.2000%  |  | $1088000.00        | $1110950.75        | Corporate Debt Securities                         |
| 01R82APPALACHIAN PWR CO    | 2034-04-01      | 5.6500%  |  | $20800.00          | $22073.74          | Corporate Debt Securities                         |
| 01BEBBERKSHIRE HATHAWAY IN | 2026-03-15      | 3.1250%  |  | $185600.00         | $187124.91         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2065-10-15      | 5.6500%  |  | $261600.00         | $263128.40         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2055-10-15      | 5.5500%  |  | $475200.00         | $477441.75         | Corporate Debt Securities                         |
| 02UY4SABINE PASS LIQUEFACT | 2030-05-15      | 4.5000%  |  | $156800.00         | $159457.76         | Corporate Debt Securities                         |
| 01PUONATIONAL RURAL UTILS  | 2032-11-01      | 4.0230%  |  | $92000.00          | $89741.08          | Corporate Debt Securities                         |
| 05NXESHELL FIN US INC      | 2045-05-11      | 4.3750%  |  | $2003200.00        | $1743975.90        | Corporate Debt Securities                         |
| 04F53ALCON FIN CORP        | 2029-09-23      | 3.0000%  |  | $680000.00         | $657628.00         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2029-01-15      | 4.5500%  |  | $70400.00          | $71846.10          | Corporate Debt Securities                         |
| 01D0DSANTANDER HOLDINGS US | 2029-06-12      | 6.5650%  |  | $24800.00          | $26432.14          | Corporate Debt Securities                         |
| 02HR5GLAXOSMITHKLINE CAP I | 2034-04-15      | 5.3750%  |  | $1600.00           | $1712.55           | Corporate Debt Securities                         |
| 01E2YLLOYDS BANKING GROUP  | 2026-03-24      | 4.6500%  |  | $302400.00         | $308457.32         | Corporate Debt Securities                         |
| 01BG5DOW CHEMICAL CO       | 2041-11-15      | 5.2500%  |  | $51200.00          | $47263.06          | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2035-01-17      | 6.0330%  |  | $960000.00         | $1029387.36        | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2053-02-10      | 5.7000%  |  | $1139200.00        | $1059704.73        | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2029-09-06      | 2.1250%  |  | $5600.00           | $5292.34           | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2034-10-20      | 6.8750%  |  | $30400.00          | $34959.56          | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2030-02-05      | 2.4000%  |  | $1895200.00        | $1769908.33        | Corporate Debt Securities                         |
| 03I0XBROOKFIELD FIN INC    | 2036-01-15      | 5.3300%  |  | $6527200.00        | $6518730.96        | Corporate Debt Securities                         |
| 04S5HASTRAZENECA FINANCE L | 2033-03-03      | 4.8750%  |  | $241600.00         | $252811.05         | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2025-09-15      | 3.3500%  |  | $6400000.00        | $6493255.11        | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2026-03-08      | 4.3000%  |  | $1029600.00        | $1050382.48        | Corporate Debt Securities                         |
| 01DDNTELUS CORPORATION     | 2032-05-13      | 3.4000%  |  | $17600.00          | $16359.57          | Corporate Debt Securities                         |
| 051CRFHLMC STACR REMIC TR  | 2042-05-27      | 7.6984%  |  | $4311920.00        | $4479793.30        | Private Label Collateralized Mortgage Obligations |
| 034ODFNMA CONN AVE SECS 20 | 2028-10-25      | 9.7629%  |  | $38607.43          | $39549.55          | Private Label Collateralized Mortgage Obligations |
| 03OV4ARCH CAPITAL FINANCE  | 2046-12-15      | 5.0310%  |  | $609600.00         | $560759.76         | Corporate Debt Securities                         |
| 01BWYAPPLIED MATLS INC     | 2025-10-01      | 3.9000%  |  | $240000.00         | $243677.60         | Corporate Debt Securities                         |
| 01BWYAPPLIED MATLS INC     | 2041-06-15      | 5.8500%  |  | $2106400.00        | $2240145.87        | Corporate Debt Securities                         |
| 01R82APPALACHIAN PWR CO    | 2031-04-01      | 2.7000%  |  | $16000.00          | $14755.52          | Corporate Debt Securities                         |
| 01R82APPALACHIAN PWR CO    | 2038-04-01      | 7.0000%  |  | $2056000.00        | $2371797.03        | Corporate Debt Securities                         |
| 04QW8APOLLO GLOBAL MGMT IN | 2035-08-12      | 5.1500%  |  | $1081600.00        | $1084154.68        | Corporate Debt Securities                         |
| 01RD0FLORIDA PWR & LT CO   | 2048-03-01      | 3.9500%  |  | $12000.00          | $9792.01           | Corporate Debt Securities                         |
| 01RD0FLORIDA PWR & LT CO   | 2042-02-01      | 4.1250%  |  | $183200.00         | $157216.44         | Corporate Debt Securities                         |
| 05GMHFIVE CORNERS FDG TR I | 2053-02-15      | 5.9970%  |  | $80000.00          | $81681.78          | Corporate Debt Securities                         |
| 05GMHFIVE CORNERS FDG TR I | 2053-02-15      | 5.9970%  |  | $80000.00          | $81681.78          | Corporate Debt Securities                         |
| 05Y2LMAADEN SUKUK LTD      | 2030-02-13      | 5.2500%  |  | $476000.00         | $489986.46         | Corporate Debt Securities                         |
| 01GZDMSCI INC              | 2029-11-15      | 4.0000%  |  | $784000.00         | $775223.55         | Corporate Debt Securities                         |
| 02WRRMPLX LP               | 2031-02-15      | 4.8000%  |  | $4416000.00        | $4440950.40        | Corporate Debt Securities                         |
| 02WRRMPLX LP               | 2053-03-01      | 5.6500%  |  | $77600.00          | $73105.88          | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2030-01-22      | 2.5500%  |  | $8800.00           | $8247.63           | Corporate Debt Securities                         |
| 01FK1TYCO ELECTRONICS GROU | 2032-02-04      | 2.5000%  |  | $1207200.00        | $1078121.48        | Corporate Debt Securities                         |
| 01BR2TRUIST FINL CORP      | 2099-12-31      | 4.9500%  |  | $480800.00         | $484228.10         | Corporate Debt Securities                         |
| 01FCLTRUIST BK             | 2028-07-24      | 4.4200%  |  | $2100000.00        | $2114799.17        | Corporate Debt Securities                         |
| 02I2KONCOR ELEC DELIVERY C | 2035-04-01      | 5.3500%  |  | $88000.00          | $92701.77          | Corporate Debt Securities                         |
| 02I2KONCOR ELEC DELIVERY C | 2052-09-15      | 4.9500%  |  | $712000.00         | $655353.28         | Corporate Debt Securities                         |
| 0648BOMNIS FDG TR          | 2055-05-15      | 6.7220%  |  | $80000.00          | $84512.91          | Corporate Debt Securities                         |
| 0648BOMNIS FDG TR          | 2055-05-15      | 6.7220%  |  | $455200.00         | $480878.46         | Corporate Debt Securities                         |
| 01BOFOMNICOM GROUP INC     | 2034-11-01      | 5.3000%  |  | $65600.00          | $67960.43          | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2042-08-13      | 4.1250%  |  | $752000.00         | $636322.34         | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2035-06-15      | 5.7000%  |  | $1809600.00        | $1943323.41        | Corporate Debt Securities                         |
| 01BMQMERCK & CO INC        | 2042-09-15      | 3.6000%  |  | $460000.00         | $374361.80         | Corporate Debt Securities                         |
| 04QW8APOLLO GLOBAL MGMT IN | 2035-08-12      | 5.1500%  |  | $948000.00         | $950239.12         | Corporate Debt Securities                         |
| 04U42AON CORP / AON GLOBAL | 2052-02-28      | 3.9000%  |  | $613600.00         | $454627.49         | Corporate Debt Securities                         |
| 02RERAON CORP              | 2030-05-15      | 2.8000%  |  | $2853600.00        | $2699730.72        | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2064-11-01      | 5.8500%  |  | $698400.00         | $690071.58         | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2035-02-15      | 5.2000%  |  | $800.00            | $809.89            | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2035-02-15      | 5.2000%  |  | $421600.00         | $426811.91         | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2031-11-01      | 4.9500%  |  | $50400.00          | $52114.86          | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2031-11-01      | 4.9500%  |  | $22400.00          | $23162.16          | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2030-02-15      | 4.7500%  |  | $800.00            | $815.89            | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2034-06-15      | 5.3750%  |  | $691200.00         | $716407.10         | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2029-06-15      | 5.1500%  |  | $11200.00          | $11657.26          | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2032-10-15      | 5.5000%  |  | $1258400.00        | $1338726.47        | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2025-10-15      | 5.3500%  |  | $247200.00         | $252157.32         | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2025-10-15      | 5.3500%  |  | $252800.00         | $257869.62         | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2052-05-15      | 4.5500%  |  | $240800.00         | $199496.65         | Corporate Debt Securities                         |
| 01ETATOYOTA MOTOR CORP     | 2033-07-13      | 5.1230%  |  | $2827200.00        | $2943075.78        | Corporate Debt Securities                         |
| 01DRJTORONTO DOMINION BK O | 2031-09-15      | 3.6250%  |  | $8000.00           | $8054.51           | Corporate Debt Securities                         |
| 03GHQEMD FINANCE LLC       | 2032-10-15      | 4.6250%  |  | $8441600.00        | $8438127.22        | Corporate Debt Securities                         |
| 03GHQEMD FINANCE LLC       | 2030-10-15      | 4.3750%  |  | $6497600.00        | $6511838.77        | Corporate Debt Securities                         |
| 03GHQEMD FINANCE LLC       | 2030-10-15      | 4.3750%  |  | $6230400.00        | $6244053.23        | Corporate Debt Securities                         |
| 03GHQEMD FINANCE LLC       | 2028-08-15      | 4.1250%  |  | $1672800.00        | $1676269.66        | Corporate Debt Securities                         |
| 01RD0DUKE ENERGY FLA LLC   | 2028-07-15      | 3.8000%  |  | $1944800.00        | $1947589.70        | Corporate Debt Securities                         |
| 01RCBDUKE ENERGY IND LLC   | 2055-05-15      | 5.9000%  |  | $325600.00         | $340279.50         | Corporate Debt Securities                         |
| 01BF6DUKE ENERGY PROGRESS  | 2027-03-06      | 4.3500%  |  | $4200000.00        | $4313207.50        | Corporate Debt Securities                         |
| 01RCADUKE ENERGY OHIO INC  | 2033-04-01      | 5.2500%  |  | $2400.00           | $2523.82           | Corporate Debt Securities                         |
| 02L0EDUKE ENERGY CAROLINAS | 2048-03-15      | 3.9500%  |  | $432000.00         | $347874.24         | Corporate Debt Securities                         |
| 01BGCDUKE ENERGY CORP NEW  | 2054-09-01      | 6.4500%  |  | $38400.00          | $41075.01          | Corporate Debt Securities                         |
| 01BGCDUKE ENERGY CORP NEW  | 2025-12-08      | 5.0000%  |  | $280000.00         | $283542.00         | Corporate Debt Securities                         |
| 03KRBDUPONT DE NEMOURS INC | 2048-11-15      | 5.4190%  |  | $38400.00          | $39480.76          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2038-02-01      | 5.9500%  |  | $692000.00         | $711512.86         | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2035-05-15      | 5.2500%  |  | $61600.00          | $63985.98          | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2035-05-15      | 5.2500%  |  | $92800.00          | $96394.46          | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2054-03-15      | 5.2500%  |  | $318400.00         | $308251.53         | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2054-03-15      | 5.2500%  |  | $52000.00          | $50342.58          | Corporate Debt Securities                         |
| 01BFACATERPILLAR INC       | 2035-05-15      | 5.2000%  |  | $4432800.00        | $4629714.82        | Corporate Debt Securities                         |
| 01BFACATERPILLAR INC       | 2029-09-19      | 2.6000%  |  | $145600.00         | $139444.84         | Corporate Debt Securities                         |
| 01BFACATERPILLAR INC       | 2036-08-15      | 6.0500%  |  | $584000.00         | $643628.02         | Corporate Debt Securities                         |
| 01BFACATERPILLAR INC       | 2036-08-15      | 6.0500%  |  | $544000.00         | $599543.91         | Corporate Debt Securities                         |
| 01BF5CARLISLE COS INC      | 2040-09-15      | 5.5500%  |  | $5997600.00        | $6052882.88        | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2031-04-01      | 2.6250%  |  | $52000.00          | $47965.93          | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2050-10-15      | 3.0000%  |  | $3192000.00        | $2032048.48        | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2029-04-05      | 3.6500%  |  | $1600.00           | $1594.74           | Corporate Debt Securities                         |
| 05080KENVUE INC            | 2063-03-22      | 5.2000%  |  | $1631200.00        | $1534286.78        | Corporate Debt Securities                         |
| 05080KENVUE INC            | 2063-03-22      | 5.2000%  |  | $928800.00         | $873617.93         | Corporate Debt Securities                         |
| 05080KENVUE INC            | 2026-03-22      | 5.3500%  |  | $1600.00           | $1644.50           | Corporate Debt Securities                         |
| 01RD1KENTUCKY UTILS CO     | 2055-08-15      | 5.8500%  |  | $800000.00         | $803824.00         | Corporate Debt Securities                         |
| 01RD1KENTUCKY UTILS CO     | 2055-08-15      | 5.8500%  |  | $3200000.00        | $3215296.00        | Corporate Debt Securities                         |
| 01RD1KENTUCKY UTILS CO     | 2055-08-15      | 5.8500%  |  | $986400.00         | $991114.99         | Corporate Debt Securities                         |
| 01BL1KELLANOVA             | 2030-06-01      | 2.1000%  |  | $243200.00         | $221806.50         | Corporate Debt Securities                         |
| 01BL1KELLANOVA             | 2028-05-15      | 4.3000%  |  | $608000.00         | $619650.63         | Corporate Debt Securities                         |
| 01BL1KELLANOVA             | 2027-11-15      | 3.4000%  |  | $626400.00         | $623601.38         | Corporate Debt Securities                         |
| 01BL1KELLANOVA             | 2026-04-01      | 3.2500%  |  | $2745600.00        | $2764712.42        | Corporate Debt Securities                         |
| 01MSPPHILLIPS 66 CO        | 2055-03-15      | 5.5000%  |  | $5979200.00        | $5668135.45        | Corporate Debt Securities                         |
| 01MSPPHILLIPS 66 CO        | 2054-06-15      | 5.6500%  |  | $72000.00          | $68429.80          | Corporate Debt Securities                         |
| 01MSPPHILLIPS 66 CO        | 2033-06-30      | 5.3000%  |  | $1374400.00        | $1418457.92        | Corporate Debt Securities                         |
| 01MSPPHILLIPS 66 CO        | 2033-06-30      | 5.3000%  |  | $57600.00          | $59446.43          | Corporate Debt Securities                         |
| 02N4NPHILLIPS 66           | 2026-02-15      | 1.3000%  |  | $604000.00         | $595021.87         | Corporate Debt Securities                         |
| 01KIKCAIXABANK S A         | 2035-06-15      | 6.0370%  |  | $643200.00         | $686808.57         | Corporate Debt Securities                         |
| 01KIKCAIXABANK S A         | 2035-06-15      | 6.0370%  |  | $728000.00         | $777357.95         | Corporate Debt Securities                         |
| 01BEWCOTERRA ENERGY INC    | 2055-02-15      | 5.9000%  |  | $412000.00         | $388587.87         | Corporate Debt Securities                         |
| 01PR8OGLETHORPE POWER CORP | 2054-06-01      | 5.8000%  |  | $1140000.00        | $1124687.26        | Corporate Debt Securities                         |
| 02L7VMOSAIC CO             | 2033-11-15      | 5.4500%  |  | $80000.00          | $83526.75          | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2026-01-08      | 1.2500%  |  | $88000.00          | $87133.27          | Corporate Debt Securities                         |
| 01RD0FLORIDA PWR & LT CO   | 2025-12-01      | 3.1250%  |  | $800.00            | $803.26            | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2025-10-15      | 5.3500%  |  | $240800.00         | $245628.98         | Corporate Debt Securities                         |
| 01BZ0BERKLEY W R CORP      | 2050-05-12      | 4.0000%  |  | $357600.00         | $275872.50         | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2035-11-20      | 5.6180%  |  | $1704800.00        | $1763052.16        | Corporate Debt Securities                         |
| 01BJCKRAFT HEINZ FOODS CO  | 2042-06-04      | 5.0000%  |  | $6239200.00        | $5686691.11        | Corporate Debt Securities                         |
| 01UERBMW US CAP LLC        | 2026-08-12      | 1.2500%  |  | $1085600.00        | $1056321.67        | Corporate Debt Securities                         |
| 01BSATHERMO FISHER SCIENTI | 2031-10-15      | 2.0000%  |  | $61600.00          | $54822.42          | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2029-02-22      | 3.0000%  |  | $328800.00         | $316674.95         | Corporate Debt Securities                         |
| 01EUPMEAD JOHNSON NUTRITIO | 2025-11-15      | 4.1250%  |  | $190400.00         | $192478.54         | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2032-02-14      | 2.8000%  |  | $6400.00           | $5827.11           | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2034-07-24      | 4.1100%  |  | $4800.00           | $4716.41           | Corporate Debt Securities                         |
| 04F53ALCON FIN CORP        | 2030-05-27      | 2.6000%  |  | $1280000.00        | $1194079.29        | Corporate Debt Securities                         |
| 01BUYADOBE INC             | 2034-04-04      | 4.9500%  |  | $98400.00          | $102885.81         | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2034-05-15      | 5.3500%  |  | $1466400.00        | $1519286.53        | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2034-09-17      | 4.6500%  |  | $600000.00         | $598101.00         | Corporate Debt Securities                         |
| 01BNUNORFOLK SOUTHN CORP   | 2054-08-01      | 5.3500%  |  | $34400.00          | $33214.62          | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2043-08-02      | 7.0790%  |  | $2400.00           | $2694.26           | Corporate Debt Securities                         |
| 01ETATOYOTA MOTOR CORP     | 2027-06-30      | 4.1860%  |  | $195200.00         | $197163.78         | Corporate Debt Securities                         |
| 01OZMANHEUSER-BUSCH INBEV  | 2042-01-15      | 4.9500%  |  | $452800.00         | $431984.78         | Corporate Debt Securities                         |
| 05080KENVUE INC            | 2026-03-22      | 5.3500%  |  | $80800.00          | $83047.21          | Corporate Debt Securities                         |
| 01EFHAKER BP ASA           | 2054-10-01      | 5.8000%  |  | $3088000.00        | $2847582.04        | Corporate Debt Securities                         |
| 02GO8PPL ELEC UTILS CORP   | 2047-06-01      | 3.9500%  |  | $83200.00          | $67122.06          | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2062-09-15      | 5.8000%  |  | $40000.00          | $39924.89          | Corporate Debt Securities                         |
| 04NARJOHNSON CTLS INTL PLC | 2032-12-01      | 4.9000%  |  | $206400.00         | $211324.25         | Corporate Debt Securities                         |
| 02KMQALLINA HEALTH SYS     | 2049-04-15      | 3.8870%  |  | $800.00            | $617.99            | Corporate Debt Securities                         |
| 01PUHCOX COMMUNICATIONS IN | 2054-09-01      | 5.9500%  |  | $479200.00         | $451540.31         | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2033-03-15      | 1.8000%  |  | $161600.00         | $133890.45         | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2032-04-01      | 3.7500%  |  | $9600.00           | $9283.94           | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2047-09-01      | 3.7500%  |  | $79200.00          | $61672.38          | Corporate Debt Securities                         |
| 02I2KONCOR ELEC DELIVERY C | 2052-09-15      | 4.9500%  |  | $8000.00           | $7363.52           | Corporate Debt Securities                         |
| 021TWWOODSIDE FIN LTD      | 2029-03-04      | 4.5000%  |  | $80000.00          | $79934.00          | Corporate Debt Securities                         |
| 0232FARCELORMITTAL SA LUXE | 2041-03-01      | 6.7500%  |  | $168000.00         | $184873.08         | Corporate Debt Securities                         |
| 047OTESSENTIAL PPTYS LP    | 2035-12-01      | 5.4000%  |  | $5312800.00        | $5271360.16        | Corporate Debt Securities                         |
| 01BGKECOLAB INC            | 2035-09-01      | 5.0000%  |  | $1748800.00        | $1765532.13        | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2037-08-22      | 3.8750%  |  | $2410400.00        | $2200968.71        | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2036-07-23      | 5.5760%  |  | $6095200.00        | $6266328.83        | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2029-02-13      | 4.8750%  |  | $378400.00         | $387533.31         | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2029-02-13      | 4.8750%  |  | $80000.00          | $81930.94          | Corporate Debt Securities                         |
| 02CF3MAREX GROUP PLC       | 2029-11-04      | 6.4040%  |  | $62400.00          | $65611.55          | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2079-05-01      | 5.6500%  |  | $25600.00          | $26043.12          | Corporate Debt Securities                         |
| 01DRJTORONTO DOMINION BK O | 2032-06-08      | 4.4560%  |  | $166400.00         | $166860.26         | Corporate Debt Securities                         |
| 01BN03M CO                 | 2035-03-15      | 5.1500%  |  | $40800.00          | $42577.14          | Corporate Debt Securities                         |
| 01BN03M CO                 | 2035-03-15      | 5.1500%  |  | $20000.00          | $20871.14          | Corporate Debt Securities                         |
| 01BN03M CO                 | 2030-04-15      | 3.0500%  |  | $60800.00          | $58515.91          | Corporate Debt Securities                         |
| 0233KAMPHENOL CORP         | 2031-09-15      | 2.2000%  |  | $3176800.00        | $2850200.25        | Corporate Debt Securities                         |
| 0233KAMPHENOL CORP         | 2030-02-15      | 2.8000%  |  | $58400.00          | $55337.44          | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2030-03-02      | 5.2500%  |  | $104800.00         | $111372.27         | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2062-02-22      | 4.4000%  |  | $12000.00          | $9364.02           | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2030-02-21      | 2.4500%  |  | $80000.00          | $74153.95          | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2026-08-19      | 2.6000%  |  | $46206400.00       | $45527730.66       | Corporate Debt Securities                         |
| 01M78AMERIPRISE FINL INC   | 2035-04-15      | 5.2000%  |  | $13600.00          | $14135.63          | Corporate Debt Securities                         |
| 02JPMBERKSHIRE HATHAWAY FI | 2048-08-15      | 4.2000%  |  | $150400.00         | $126128.95         | Corporate Debt Securities                         |
| 02JPMBERKSHIRE HATHAWAY FI | 2043-05-15      | 4.3000%  |  | $80000.00          | $71856.98          | Corporate Debt Securities                         |
| 02JPMBERKSHIRE HATHAWAY FI | 2042-05-15      | 4.4000%  |  | $2400.00           | $2235.58           | Corporate Debt Securities                         |
| 01BZ0BERKLEY W R CORP      | 2050-05-12      | 4.0000%  |  | $2716800.00        | $2095890.46        | Corporate Debt Securities                         |
| 01BZ0BERKLEY W R CORP      | 2044-08-01      | 4.7500%  |  | $2393600.00        | $2128304.02        | Corporate Debt Securities                         |
| 05IZ3BELL CDA              | 2048-04-01      | 4.4640%  |  | $80000.00          | $66782.56          | Corporate Debt Securities                         |
| 03ZACFOX CORP              | 2029-01-25      | 4.7090%  |  | $535200.00         | $544173.90         | Corporate Debt Securities                         |
| 05495FOUNDRY JV HOLDCO LLC | 2039-01-25      | 6.3000%  |  | $438400.00         | $469842.05         | Corporate Debt Securities                         |
| 05495FOUNDRY JV HOLDCO LLC | 2037-01-25      | 6.2000%  |  | $7353600.00        | $7806034.33        | Corporate Debt Securities                         |
| 01RTIFLOWERS FOODS INC     | 2055-03-15      | 6.2000%  |  | $638400.00         | $645411.76         | Corporate Debt Securities                         |
| 01RD0FLORIDA PWR & LT CO   | 2034-06-15      | 5.3000%  |  | $188800.00         | $197668.78         | Corporate Debt Securities                         |
| 01RD0FLORIDA PWR & LT CO   | 2026-05-15      | 4.4500%  |  | $1593600.00        | $1615951.13        | Corporate Debt Securities                         |
| 01RD0FLORIDA PWR & LT CO   | 2026-05-15      | 4.4500%  |  | $1600.00           | $1622.44           | Corporate Debt Securities                         |
| 01BSATHERMO FISHER SCIENTI | 2032-11-21      | 4.9500%  |  | $1070400.00        | $1116271.99        | Corporate Debt Securities                         |
| 01BSATHERMO FISHER SCIENTI | 2028-10-15      | 1.7500%  |  | $67200.00          | $63246.89          | Corporate Debt Securities                         |
| 01BSATHERMO FISHER SCIENTI | 2044-02-01      | 5.3000%  |  | $571200.00         | $565712.04         | Corporate Debt Securities                         |
| 01BULWILLIAMS COS INC      | 2029-03-15      | 4.9000%  |  | $8000.00           | $8334.26           | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2030-05-23      | 4.5000%  |  | $3459200.00        | $3558063.94        | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2053-03-14      | 5.0000%  |  | $80000.00          | $75757.34          | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2032-08-16      | 3.6500%  |  | $212000.00         | $202546.50         | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2032-08-16      | 3.6500%  |  | $503200.00         | $480761.34         | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2026-09-15      | 1.1250%  |  | $160000.00         | $156266.40         | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2026-09-15      | 1.1250%  |  | $247200.00         | $241431.59         | Corporate Debt Securities                         |
| 01BQ8SCHWAB CHARLES CORP   | 2026-08-24      | 5.8750%  |  | $24829600.00       | $25220814.48       | Corporate Debt Securities                         |
| 01BQ8SCHWAB CHARLES CORP   | 2026-08-24      | 5.8750%  |  | $400800.00         | $407114.99         | Corporate Debt Securities                         |
| 02WRRMPLX LP               | 2030-08-15      | 2.6500%  |  | $1946400.00        | $1782728.30        | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2047-09-01      | 3.7500%  |  | $40000.00          | $31147.66          | Corporate Debt Securities                         |
| 02MD2AMERICAN INTL GROUP I | 2035-05-07      | 5.4500%  |  | $62400.00          | $65657.62          | Corporate Debt Securities                         |
| 02MD2AMERICAN INTL GROUP I | 2044-07-16      | 4.5000%  |  | $732000.00         | $645473.94         | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2033-07-20      | 4.9180%  |  | $1600.00           | $1628.97           | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2029-07-20      | 4.3510%  |  | $972800.00         | $981330.75         | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2031-04-25      | 5.0160%  |  | $656800.00         | $686544.72         | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2065-09-15      | 6.2500%  |  | $72000.00          | $71450.68          | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2065-09-15      | 6.2500%  |  | $2428000.00        | $2409475.71        | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2055-09-15      | 6.2000%  |  | $800000.00         | $799432.89         | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2035-09-15      | 5.4500%  |  | $252800.00         | $254837.42         | Corporate Debt Securities                         |
| 0655UHENNEMAN TR           | 2055-05-15      | 6.5800%  |  | $80000.00          | $83347.29          | Corporate Debt Securities                         |
| 05GIBHEALTHPEAK OP LLC     | 2032-12-15      | 5.2500%  |  | $1596000.00        | $1651942.46        | Corporate Debt Securities                         |
| 05GIBHEALTHPEAK OP LLC     | 2032-12-15      | 5.2500%  |  | $108000.00         | $111785.58         | Corporate Debt Securities                         |
| 05GIBHEALTHPEAK OP LLC     | 2033-01-15      | 4.7500%  |  | $64000.00          | $63763.78          | Corporate Debt Securities                         |
| 02GDBVENTAS RLTY LTD PARTN | 2049-04-15      | 4.8750%  |  | $508000.00         | $446179.36         | Corporate Debt Securities                         |
| 02GDBVENTAS RLTY LTD PARTN | 2045-02-01      | 4.3750%  |  | $63200.00          | $52314.61          | Corporate Debt Securities                         |
| 0239BVALERO ENERGY CORP    | 2031-12-01      | 2.8000%  |  | $592800.00         | $539361.71         | Corporate Debt Securities                         |
| 01BT9UNIVERSAL HLTH SVCS I | 2032-01-15      | 2.6500%  |  | $792000.00         | $685894.88         | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2028-06-15      | 4.4000%  |  | $1684800.00        | $1715654.30        | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2064-07-15      | 5.7500%  |  | $8800.00           | $8589.22           | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2026-07-15      | 4.7500%  |  | $1619200.00        | $1636518.25        | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2064-04-15      | 5.5000%  |  | $1473600.00        | $1402443.13        | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2033-02-15      | 5.3500%  |  | $103200.00         | $107227.95         | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2045-07-15      | 4.7500%  |  | $225600.00         | $201712.47         | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2031-11-01      | 4.7500%  |  | $129600.00         | $133633.08         | Corporate Debt Securities                         |
| 01BC2AIR PRODUCTS AND CHEM | 2028-06-11      | 4.3000%  |  | $199200.00         | $202743.10         | Corporate Debt Securities                         |
| 02HQYL AIR LIQUIDE         | 2026-09-27      | 2.5000%  |  | $362400.00         | $360140.64         | Corporate Debt Securities                         |
| 02H0KAGREE LTD PARTNERSHIP | 2034-06-15      | 5.6250%  |  | $1600.00           | $1667.11           | Corporate Debt Securities                         |
| 01YWZAFFILIATED MANAGERS G | 2034-08-20      | 5.5000%  |  | $40000.00          | $40826.20          | Corporate Debt Securities                         |
| 01BBXADVANCED MICRO DEVICE | 2026-09-24      | 4.2120%  |  | $24000.00          | $24484.92          | Corporate Debt Securities                         |
| 01BFZDEERE & CO            | 2035-01-16      | 5.4500%  |  | $2817600.00        | $2961860.34        | Corporate Debt Securities                         |
| 01BFZDEERE & CO            | 2029-10-16      | 5.3750%  |  | $92800.00          | $99434.06          | Corporate Debt Securities                         |
| 01R4FDARDEN RESTAURANTS IN | 2033-10-10      | 6.3000%  |  | $248000.00         | $273183.16         | Corporate Debt Securities                         |
| 02N4NPHILLIPS 66           | 2042-05-01      | 5.8750%  |  | $190400.00         | $195538.31         | Corporate Debt Securities                         |
| 03649PHILLIPS EDISON GROCE | 2034-07-15      | 5.7500%  |  | $3200.00           | $3332.82           | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2030-04-30      | 4.3750%  |  | $170400.00         | $173930.99         | Corporate Debt Securities                         |
| 02HLTBOSTON PPTYS LTD PART | 2033-10-01      | 2.4500%  |  | $3796000.00        | $3129848.39        | Corporate Debt Securities                         |
| 02HLTBOSTON PPTYS LTD PART | 2029-06-21      | 3.4000%  |  | $8000.00           | $7720.42           | Corporate Debt Securities                         |
| 02HLTBOSTON PPTYS LTD PART | 2028-12-01      | 4.5000%  |  | $76000.00          | $76880.84          | Corporate Debt Securities                         |
| 02HLTBOSTON PPTYS LTD PART | 2026-02-01      | 3.6500%  |  | $220800.00         | $220375.82         | Corporate Debt Securities                         |
| 01BEKBOEING CO             | 2064-05-01      | 7.0080%  |  | $48000.00          | $54948.03          | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2027-09-11      | 6.0830%  |  | $8819200.00        | $9217451.55        | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2033-03-28      | 4.2520%  |  | $640000.00         | $633615.86         | Corporate Debt Securities                         |
| 01PR5INDIANAPOLIS PWR & LT | 2035-08-15      | 5.0500%  |  | $1244000.00        | $1245734.69        | Corporate Debt Securities                         |
| 01PR5INDIANAPOLIS PWR & LT | 2054-04-01      | 5.7000%  |  | $547200.00         | $553680.67         | Corporate Debt Securities                         |
| 01R7PINDIANA MICH PWR CO   | 2053-04-01      | 5.6250%  |  | $60800.00          | $60924.34          | Corporate Debt Securities                         |
| 02FOFIMPERIAL TOB FIN PLC  | 2035-07-01      | 5.6250%  |  | $533600.00         | $546082.24         | Corporate Debt Securities                         |
| 01BK6ILLINOIS TOOL WKS INC | 2041-09-15      | 4.8750%  |  | $424000.00         | $410367.70         | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2031-06-18      | 5.6000%  |  | $2072800.00        | $2164157.50        | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2036-07-21      | 5.3730%  |  | $10400000.00       | $10657519.60       | Corporate Debt Securities                         |
| 01BIGGRAINGER W W INC      | 2034-09-15      | 4.4500%  |  | $1792000.00        | $1796896.14        | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2027-04-09      | 5.0000%  |  | $244800.00         | $251626.11         | Corporate Debt Securities                         |
| 01BOTPARKER-HANNIFIN CORP  | 2029-09-15      | 4.5000%  |  | $36000.00          | $37242.00          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2048-03-01      | 4.1250%  |  | $105600.00         | $82495.34          | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2030-07-15      | 4.6000%  |  | $924000.00         | $938897.96         | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2062-04-13      | 4.1000%  |  | $728800.00         | $584095.95         | Corporate Debt Securities                         |
| 01BI8GE AEROSPACE          | 2032-03-15      | 6.7500%  |  | $64000.00          | $74603.52          | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2041-11-18      | 3.1330%  |  | $80000.00          | $60191.98          | Corporate Debt Securities                         |
| 01BFZDEERE & CO            | 2029-10-16      | 5.3750%  |  | $20800.00          | $22286.94          | Corporate Debt Securities                         |
| 02GEHSIMON PPTY GROUP LP   | 2031-02-01      | 2.2000%  |  | $29600.00          | $26551.23          | Corporate Debt Securities                         |
| 01BGREMERSON ELEC CO       | 2026-10-15      | 0.8750%  |  | $28000.00          | $27144.23          | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2027-06-01      | 1.4500%  |  | $564000.00         | $543675.94         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2032-11-03      | 2.5200%  |  | $4628000.00        | $4135395.68        | Corporate Debt Securities                         |
| 01BI6GALLAGHER ARTHUR J &  | 2035-02-15      | 5.1500%  |  | $24800.00          | $25021.29          | Corporate Debt Securities                         |
| 02H50CONSTELLATION ENERGY  | 2034-01-15      | 6.1250%  |  | $2400.00           | $2625.74           | Corporate Debt Securities                         |
| 01BHBFEDEX CORP            | 2030-05-15      | 4.2500%  |  | $25600.00          | $26020.55          | Corporate Debt Securities                         |
| 01BI2FREEPORT MCMORAN INC  | 2034-11-14      | 5.4000%  |  | $27200.00          | $28128.34          | Corporate Debt Securities                         |
| 02LVSPACIFIC GAS & ELEC CO | 2053-01-15      | 6.7500%  |  | $26400.00          | $27806.06          | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2052-05-15      | 4.5500%  |  | $2860000.00        | $2369436.91        | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2030-03-15      | 2.4000%  |  | $33600.00          | $31370.42          | Corporate Debt Securities                         |
| 01BGKECOLAB INC            | 2028-06-15      | 4.3000%  |  | $8000.00           | $8153.14           | Corporate Debt Securities                         |
| 02HR5GLAXOSMITHKLINE CAP I | 2035-04-15      | 4.8750%  |  | $1600.00           | $1641.79           | Corporate Debt Securities                         |
| 01W0TGLAXOSMITHKLINE CAP P | 2027-03-12      | 4.3150%  |  | $533600.00         | $547429.28         | Corporate Debt Securities                         |
| 01GHECNH INDUSTRIAL CAPITA | 2026-01-15      | 1.8750%  |  | $1040000.00        | $1031068.14        | Corporate Debt Securities                         |
| 01O01VERISK ANALYTICS INC  | 2030-08-15      | 4.5000%  |  | $800000.00         | $803560.00         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2048-07-23      | 4.6500%  |  | $2867200.00        | $2519867.39        | Corporate Debt Securities                         |
| 02G4ZEBAY INC.             | 2032-11-22      | 6.3000%  |  | $1796000.00        | $2002082.02        | Corporate Debt Securities                         |
| 01BNUNORFOLK SOUTHN CORP   | 2034-03-15      | 5.5500%  |  | $47200.00          | $50791.14          | Corporate Debt Securities                         |
| 021TWWOODSIDE FIN LTD      | 2035-05-19      | 6.0000%  |  | $1320000.00        | $1386959.20        | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2030-05-28      | 1.7000%  |  | $33600.00          | $30251.66          | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2035-02-20      | 5.1000%  |  | $64800.00          | $66194.82          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2029-04-01      | 6.6500%  |  | $31200.00          | $33671.94          | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2039-03-01      | 4.8500%  |  | $14400.00          | $14039.29          | Corporate Debt Securities                         |
| 01BM9MARSH & MCLENNAN COS  | 2044-11-15      | 5.3500%  |  | $153600.00         | $151164.76         | Corporate Debt Securities                         |
| 01D6TCONSTELLATION BRANDS  | 2032-05-09      | 4.7500%  |  | $4000.00           | $4064.98           | Corporate Debt Securities                         |
| 01BOFOMNICOM GROUP INC     | 2030-04-30      | 2.4500%  |  | $339200.00         | $314122.47         | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2030-01-23      | 5.1980%  |  | $2400.00           | $2485.14           | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2063-05-18      | 5.0500%  |  | $68800.00          | $63687.34          | Corporate Debt Securities                         |
| 01BTUVODAFONE GROUP PLC    | 2043-02-19      | 4.3750%  |  | $1513600.00        | $1303853.30        | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2042-03-15      | 5.1500%  |  | $2519200.00        | $2440981.64        | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2053-04-01      | 5.2500%  |  | $60000.00          | $56472.20          | Corporate Debt Securities                         |
| 01BENBOSTON SCIENTIFIC COR | 2030-06-01      | 2.6500%  |  | $23200.00          | $21820.48          | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2029-04-25      | 4.7310%  |  | $64000.00          | $66071.40          | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2035-04-25      | 5.9150%  |  | $44000.00          | $47341.97          | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2026-10-30      | 6.3380%  |  | $1055200.00        | $1080620.42        | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2034-07-28      | 5.6250%  |  | $16000.00          | $16673.02          | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2033-08-03      | 4.4200%  |  | $495200.00         | $488679.32         | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2033-05-26      | 4.9890%  |  | $28000.00          | $28581.51          | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2029-05-03      | 4.0500%  |  | $20000.00          | $20324.40          | Corporate Debt Securities                         |
| 01RTKAMERICA MOVIL SAB DE  | 2040-03-30      | 6.1250%  |  | $240000.00         | $260040.17         | Corporate Debt Securities                         |
| 05259KKR & CO INC          | 2035-08-07      | 5.1000%  |  | $4543200.00        | $4537187.83        | Corporate Debt Securities                         |
| 01BVEKLA CORP              | 2032-07-15      | 4.6500%  |  | $385600.00         | $391763.18         | Corporate Debt Securities                         |
| 01BVEKLA CORP              | 2029-03-15      | 4.1000%  |  | $17600.00          | $17981.70          | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2500-12-31      | 6.8750%  |  | $3200.00           | $3411.76           | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2099-12-31      | 7.1378%  |  | $800.00            | $812.18            | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2500-12-31      | 6.5000%  |  | $89600.00          | $93175.24          | Corporate Debt Securities                         |
| 04NARJOHNSON CTLS INTL PLC | 2030-09-15      | 1.7500%  |  | $472000.00         | $421969.05         | Corporate Debt Securities                         |
| 01R7QJERSEY CENT PWR & LT  | 2032-03-01      | 2.7500%  |  | $8000.00           | $7216.94           | Corporate Debt Securities                         |
| 01BLLJEFFERIES FINANCIAL G | 2034-04-14      | 6.2000%  |  | $258400.00         | $279495.78         | Corporate Debt Securities                         |
| 01BLLJEFFERIES FINANCIAL G | 2032-10-15      | 2.7500%  |  | $342400.00         | $299591.82         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2052-08-15      | 2.4500%  |  | $1389600.00        | $754403.81         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2031-02-15      | 1.5000%  |  | $39200.00          | $33841.10          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2031-01-15      | 1.9500%  |  | $40000.00          | $35571.34          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2040-04-01      | 3.7500%  |  | $39200.00          | $33370.83          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2030-02-01      | 2.6500%  |  | $36000.00          | $33826.72          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2028-10-15      | 4.1500%  |  | $14400.00          | $14671.54          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2038-03-01      | 3.9000%  |  | $190400.00         | $169765.08         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2047-11-01      | 3.9690%  |  | $456000.00         | $357471.86         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2046-07-15      | 3.4000%  |  | $77600.00          | $55886.40          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2045-08-15      | 4.6000%  |  | $660000.00         | $570938.86         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2035-08-15      | 4.4000%  |  | $4989600.00        | $4774453.99        | Corporate Debt Securities                         |
| 02KMYREGIONS FINANCIAL COR | 2028-08-12      | 1.8000%  |  | $1608000.00        | $1506101.04        | Corporate Debt Securities                         |
| 02KMYREGIONS FINANCIAL COR | 2037-12-10      | 7.3750%  |  | $20800.00          | $24074.42          | Corporate Debt Securities                         |
| 02G5CREGENCY CTRS L P      | 2035-01-15      | 5.1000%  |  | $35200.00          | $35596.12          | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2034-02-15      | 5.1250%  |  | $7200.00           | $7359.94           | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2031-02-15      | 3.2000%  |  | $16800.00          | $15826.18          | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2032-10-13      | 5.6250%  |  | $4000.00           | $4299.08           | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2032-12-15      | 2.8500%  |  | $63200.00          | $56634.05          | Corporate Debt Securities                         |
| 03I0XBROOKFIELD FIN INC    | 2036-01-15      | 5.3300%  |  | $1136000.00        | $1134526.04        | Corporate Debt Securities                         |
| 05J8IBROOKFIELD CAP FIN LL | 2033-06-14      | 6.0870%  |  | $592000.00         | $639159.46         | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2032-07-15      | 4.9000%  |  | $424000.00         | $432561.98         | Corporate Debt Securities                         |
| 01F6IINTUIT                | 2033-09-15      | 5.2000%  |  | $4800.00           | $5097.11           | Corporate Debt Securities                         |
| 01F6IINTUIT                | 2028-09-15      | 5.1250%  |  | $300800.00         | $317683.07         | Corporate Debt Securities                         |
| 01F6IINTUIT                | 2030-07-15      | 1.6500%  |  | $847200.00         | $754869.32         | Corporate Debt Securities                         |
| 01RD1INTERSTATE PWR & LT C | 2035-06-29      | 5.6000%  |  | $498400.00         | $524653.50         | Corporate Debt Securities                         |
| 01FCLTRUIST BK             | 2028-07-24      | 4.4200%  |  | $3777600.00        | $3804221.58        | Corporate Debt Securities                         |
| 01FCLTRUIST BK             | 2027-05-20      | 4.6710%  |  | $632000.00         | $641243.16         | Corporate Debt Securities                         |
| 01BR9TRAVELERS COMPANIES I | 2047-05-30      | 4.0000%  |  | $51200.00          | $41852.36          | Corporate Debt Securities                         |
| 01BR9TRAVELERS COMPANIES I | 2043-08-01      | 4.6000%  |  | $629600.00         | $563005.81         | Corporate Debt Securities                         |
| 01SUQTRANSCONTINENTAL GAS  | 2026-02-01      | 7.8500%  |  | $4351200.00        | $4399435.47        | Corporate Debt Securities                         |
| 02HFTTRANSCANADA PIPELINE  | 2034-03-01      | 4.6250%  |  | $191200.00         | $189148.06         | Corporate Debt Securities                         |
| 02HFTTRANSCANADA PIPELINE  | 2036-03-15      | 5.8500%  |  | $139200.00         | $148286.98         | Corporate Debt Securities                         |
| 02HFTTRANSCANADA PIPELINE  | 2039-01-15      | 7.6250%  |  | $80000.00          | $94989.55          | Corporate Debt Securities                         |
| 04CM6TRANE TECHNOLOGIES FI | 2033-03-03      | 5.2500%  |  | $4800.00           | $5096.38           | Corporate Debt Securities                         |
| 01ETATOYOTA MOTOR CORP     | 2035-06-30      | 5.0530%  |  | $3628800.00        | $3703884.61        | Corporate Debt Securities                         |
| 01ETATOYOTA MOTOR CORP     | 2030-06-30      | 4.4500%  |  | $1568800.00        | $1597890.34        | Corporate Debt Securities                         |
| 01ETATOYOTA MOTOR CORP     | 2027-06-30      | 4.1860%  |  | $11200.00          | $11312.68          | Corporate Debt Securities                         |
| 01L28CARGILL INC           | 2026-02-02      | 0.7500%  |  | $33600.00          | $33114.90          | Corporate Debt Securities                         |
| 01C0JCARDINAL HEALTH INC   | 2035-09-15      | 5.1500%  |  | $8514400.00        | $8489845.42        | Corporate Debt Securities                         |
| 01C0JCARDINAL HEALTH INC   | 2030-09-15      | 4.5000%  |  | $2316800.00        | $2323263.87        | Corporate Debt Securities                         |
| 01PQRCAPITAL ONE FINL CORP | 2030-02-01      | 5.7000%  |  | $25600.00          | $26697.56          | Corporate Debt Securities                         |
| 01PQRCAPITAL ONE FINL CORP | 2027-05-11      | 3.6500%  |  | $60000.00          | $60120.00          | Corporate Debt Securities                         |
| 01PQRCAPITAL ONE FINL CORP | 2028-01-31      | 3.8000%  |  | $1854400.00        | $1843535.28        | Corporate Debt Securities                         |
| 02IXWCANADIAN PAC RY CO NE | 2030-03-05      | 2.0500%  |  | $27200.00          | $25029.66          | Corporate Debt Securities                         |
| 02IXWCANADIAN PAC RY CO NE | 2030-03-30      | 4.8000%  |  | $56000.00          | $58521.12          | Corporate Debt Securities                         |
| 01O01VERISK ANALYTICS INC  | 2036-02-15      | 5.1250%  |  | $2845600.00        | $2841413.81        | Corporate Debt Securities                         |
| 01O01VERISK ANALYTICS INC  | 2036-02-15      | 5.1250%  |  | $5078400.00        | $5070929.11        | Corporate Debt Securities                         |
| 01O01VERISK ANALYTICS INC  | 2030-08-15      | 4.5000%  |  | $5298400.00        | $5321977.88        | Corporate Debt Securities                         |
| 01O01VERISK ANALYTICS INC  | 2030-08-15      | 4.5000%  |  | $1600000.00        | $1607120.00        | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2037-07-02      | 5.4010%  |  | $193600.00         | $197110.31         | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2037-07-02      | 5.4010%  |  | $1200000.00        | $1221758.14        | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2033-05-09      | 5.0500%  |  | $42400.00          | $43889.96          | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2061-03-22      | 3.7000%  |  | $40000.00          | $28469.85          | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2040-11-20      | 2.6500%  |  | $31200.00          | $22431.78          | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2030-09-18      | 1.5000%  |  | $8000.00           | $7037.98           | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2048-09-15      | 4.5220%  |  | $32000.00          | $27588.49          | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2034-11-01      | 4.4000%  |  | $77600.00          | $75469.28          | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2042-11-01      | 3.8500%  |  | $80000.00          | $65227.15          | Corporate Debt Securities                         |
| 02GDBVENTAS RLTY LTD PARTN | 2031-09-01      | 2.5000%  |  | $5600.00           | $5052.33           | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2025-11-10      | 5.2500%  |  | $1600.00           | $1627.74           | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2025-11-10      | 5.2500%  |  | $320000.00         | $325547.46         | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2026-02-13      | 4.5500%  |  | $6348000.00        | $6363947.58        | Corporate Debt Securities                         |
| 01L28CARGILL INC           | 2032-06-22      | 4.0000%  |  | $1600.00           | $1561.53           | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2036-03-15      | 5.8000%  |  | $1600.00           | $1735.14           | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2036-03-15      | 5.8000%  |  | $301600.00         | $327073.81         | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2028-11-16      | 4.1250%  |  | $515200.00         | $522058.38         | Corporate Debt Securities                         |
| 02K4DNETFLIX INC.          | 2030-06-15      | 4.8750%  |  | $1600.00           | $1663.14           | Corporate Debt Securities                         |
| 01PUONATIONAL RURAL UTILS  | 2032-12-15      | 4.1500%  |  | $528000.00         | $517091.82         | Corporate Debt Securities                         |
| 01RD1KENTUCKY UTILS CO     | 2040-11-01      | 5.1250%  |  | $7354400.00        | $7300555.58        | Corporate Debt Securities                         |
| 01PRBLEIDOS INC            | 2032-03-15      | 5.4000%  |  | $17600.00          | $18702.46          | Corporate Debt Securities                         |
| 01OW8MCKESSON CORP         | 2030-05-30      | 4.6500%  |  | $224000.00         | $230546.58         | Corporate Debt Securities                         |
| 01BGXEOG RES INC           | 2035-04-01      | 3.9000%  |  | $3200.00           | $2987.78           | Corporate Debt Securities                         |
| 01Q46ORANGE S A            | 2031-03-01      | 9.0000%  |  | $12800.00          | $16200.96          | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2035-09-15      | 5.8500%  |  | $3200.00           | $3480.54           | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2026-11-10      | 5.1250%  |  | $56800.00          | $58373.21          | Corporate Debt Securities                         |
| 02G4ZEBAY INC.             | 2030-03-11      | 2.7000%  |  | $432800.00         | $410264.10         | Corporate Debt Securities                         |
| 01BQ8SCHWAB CHARLES CORP   | 2026-05-13      | 1.1500%  |  | $309600.00         | $303880.48         | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2055-08-15      | 6.5000%  |  | $800000.00         | $837982.22         | Corporate Debt Securities                         |
| 02LV4DTE ENERGY CO         | 2030-04-01      | 5.2000%  |  | $2400.00           | $2541.14           | Corporate Debt Securities                         |
| 01UENBHP BILLITON FIN USA  | 2030-02-21      | 5.0000%  |  | $43200.00          | $44646.82          | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2030-07-15      | 4.7500%  |  | $33600.00          | $34686.14          | Corporate Debt Securities                         |
| 01BQ8SCHWAB CHARLES CORP   | 2031-03-11      | 1.6500%  |  | $3200.00           | $2805.66           | Corporate Debt Securities                         |
| 01NSACBOE GLOBAL MKTS INC  | 2030-12-15      | 1.6250%  |  | $22400.00          | $19778.98          | Corporate Debt Securities                         |
| 01L28CARGILL INC           | 2026-06-24      | 4.5000%  |  | $284000.00         | $287028.86         | Corporate Debt Securities                         |
| 01SKLLAUDER ESTEE COS INC  | 2045-06-15      | 4.3750%  |  | $528800.00         | $443421.57         | Corporate Debt Securities                         |
| 01BJZHUMANA INC            | 2047-03-15      | 4.8000%  |  | $176000.00         | $151494.94         | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2030-03-25      | 3.9000%  |  | $320000.00         | $317204.26         | Corporate Debt Securities                         |
| 01YQ9HYUNDAI CAP AMER      | 2031-06-24      | 5.4000%  |  | $200000.00         | $208146.00         | Corporate Debt Securities                         |
| 01M78AMERIPRISE FINL INC   | 2032-05-13      | 4.5000%  |  | $16800.00          | $17035.37          | Corporate Debt Securities                         |
| 01KGETRANS-ALLEGHENY INTST | 2031-01-15      | 5.0000%  |  | $55200.00          | $56899.67          | Corporate Debt Securities                         |
| 01BR0SOUTHERN CO           | 2026-07-01      | 3.2500%  |  | $708000.00         | $705200.65         | Corporate Debt Securities                         |
| 01BR0SOUTHERN CO           | 2036-07-01      | 4.2500%  |  | $795200.00         | $739684.88         | Corporate Debt Securities                         |
| 01BL1KELLANOVA             | 2031-04-01      | 7.4500%  |  | $5600.00           | $6593.76           | Corporate Debt Securities                         |
| 01E1TSTANDARD CHARTERED PL | 2044-03-26      | 5.7000%  |  | $800000.00         | $796332.00         | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2037-03-15      | 5.7000%  |  | $1935200.00        | $2092099.57        | Corporate Debt Securities                         |
| 01FURCAMDEN PPTY TR        | 2028-10-15      | 4.1000%  |  | $9600.00           | $9751.98           | Corporate Debt Securities                         |
| 02GAULIBERTY MUT GROUP INC | 2050-10-15      | 3.9510%  |  | $4976000.00        | $3801994.90        | Corporate Debt Securities                         |
| 047KODISNEY WALT CO        | 2026-01-13      | 1.7500%  |  | $551200.00         | $547389.06         | Corporate Debt Securities                         |
| 01RD2ALABAMA PWR CO        | 2042-12-01      | 3.8500%  |  | $306400.00         | $250399.62         | Corporate Debt Securities                         |
| 03YR2BAKER HUGHES HLDGS LL | 2047-12-15      | 4.0800%  |  | $24800.00          | $19662.10          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2025-10-15      | 3.9500%  |  | $10400.00          | $10548.44          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2030-10-15      | 4.2500%  |  | $129600.00         | $131857.56         | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2031-01-13      | 3.0520%  |  | $772000.00         | $727532.63         | Corporate Debt Securities                         |
| 01BNRNIKE INC              | 2026-11-01      | 2.3750%  |  | $3353600.00        | $3318839.00        | Corporate Debt Securities                         |
| 01PQQCONNECTICUT LT & PWR  | 2053-01-15      | 5.2500%  |  | $1600.00           | $1514.82           | Corporate Debt Securities                         |
| 01MIDMARS INC              | 2054-04-01      | 4.1250%  |  | $2828800.00        | $2254237.72        | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2044-02-15      | 4.4500%  |  | $52000.00          | $44725.75          | Corporate Debt Securities                         |
| 01FEVSPECTRA ENERGY PARTNE | 2043-09-25      | 5.9500%  |  | $35200.00          | $35983.65          | Corporate Debt Securities                         |
| 04Z4RGSK CONSU HEAL CAP US | 2032-03-24      | 3.6250%  |  | $488000.00         | $468322.69         | Corporate Debt Securities                         |
| 02HLTBOSTON PPTYS LTD PART | 2034-01-15      | 6.5000%  |  | $155200.00         | $168214.21         | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2064-07-15      | 5.7500%  |  | $572800.00         | $559080.17         | Corporate Debt Securities                         |
| 05OHDCARMAX AUTO OWNER TRU | 2028-10-16      | 4.9200%  |  | $3308000.00        | $3335096.94        | Asset-Backed Securities                           |
| 063ZEBMW VEHICLE LEASE TR  | 2027-09-27      | 4.4300%  |  | $8923200.00        | $8948418.95        | Asset-Backed Securities                           |
| 0514YPG&E WILDFIRE RECOVER | 2054-06-01      | 5.0990%  |  | $800.00            | $745.42            | Asset-Backed Securities                           |
| 02GN0CITIBANK CCIT 2007-A3 | 2039-06-15      | 6.1500%  |  | $4064000.00        | $4545322.54        | Asset-Backed Securities                           |
| 05ZYEWORLD OMNI AUTO REC T | 2030-03-15      | 4.7300%  |  | $1464000.00        | $1482373.85        | Asset-Backed Securities                           |
| 02J6CCONOCOPHILLIPS COMPAN | 2065-01-15      | 5.6500%  |  | $320000.00         | $307284.98         | Corporate Debt Securities                         |
| 02J6CCONOCOPHILLIPS COMPAN | 2032-01-15      | 4.8500%  |  | $160000.00         | $164116.45         | Corporate Debt Securities                         |
| 02J6CCONOCOPHILLIPS COMPAN | 2030-01-15      | 4.7000%  |  | $1600.00           | $1639.98           | Corporate Debt Securities                         |
| 02J6CCONOCOPHILLIPS COMPAN | 2033-09-15      | 5.0500%  |  | $38400.00          | $40158.94          | Corporate Debt Securities                         |
| 02J6CCONOCOPHILLIPS COMPAN | 2042-03-15      | 3.7580%  |  | $160000.00         | $131243.17         | Corporate Debt Securities                         |
| 01PQQCONNECTICUT LT & PWR  | 2027-03-15      | 3.2000%  |  | $37600.00          | $37667.22          | Corporate Debt Securities                         |
| 01RD3COMMONWEALTH EDISON C | 2054-06-01      | 5.6500%  |  | $80000.00          | $80532.89          | Corporate Debt Securities                         |
| 01RD3COMMONWEALTH EDISON C | 2053-02-01      | 5.3000%  |  | $80000.00          | $76252.18          | Corporate Debt Securities                         |
| 01DP2ROYAL BK CDA          | 2034-02-01      | 5.1500%  |  | $8000.00           | $8316.61           | Corporate Debt Securities                         |
| 01DP2ROYAL BK CDA          | 2029-02-01      | 4.9500%  |  | $2400.00           | $2479.49           | Corporate Debt Securities                         |
| 01DP2ROYAL BK CDA          | 2027-05-04      | 3.6250%  |  | $1465600.00        | $1473645.94        | Corporate Debt Securities                         |
| 01FB0ROYAL CARIBBEAN GROUP | 2033-02-01      | 6.0000%  |  | $320000.00         | $329902.94         | Corporate Debt Securities                         |
| 01FB0ROYAL CARIBBEAN GROUP | 2032-03-15      | 6.2500%  |  | $4400000.00        | $4666429.78        | Corporate Debt Securities                         |
| 01FB0ROYAL CARIBBEAN GROUP | 2028-04-01      | 5.5000%  |  | $1600000.00        | $1665553.78        | Corporate Debt Securities                         |
| 01CWQROSS STORES INC       | 2026-04-15      | 0.8750%  |  | $823200.00         | $807910.66         | Corporate Debt Securities                         |
| 01CWPROPER TECHNOLOGIES IN | 2035-09-15      | 5.1000%  |  | $415200.00         | $416424.14         | Corporate Debt Securities                         |
| 01CWPROPER TECHNOLOGIES IN | 2030-09-15      | 4.4500%  |  | $392000.00         | $393827.26         | Corporate Debt Securities                         |
| 01BPRROLLINS INC           | 2035-02-24      | 5.2500%  |  | $397600.00         | $401011.08         | Corporate Debt Securities                         |
| 01UKQROCKWELL AUTOMATION I | 2049-03-01      | 4.2000%  |  | $4556000.00        | $3845522.18        | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2035-03-14      | 5.2500%  |  | $159200.00         | $166365.99         | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2030-03-14      | 4.8750%  |  | $76000.00          | $79669.57          | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2028-03-14      | 4.5000%  |  | $1734400.00        | $1788851.49        | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2027-03-12      | 4.3750%  |  | $2800000.00        | $2872553.83        | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2027-03-12      | 4.3750%  |  | $144000.00         | $147731.34         | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2030-07-15      | 4.7500%  |  | $517600.00         | $534331.70         | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2034-11-15      | 5.2000%  |  | $75200.00          | $78591.69          | Corporate Debt Securities                         |
| 01PDTCENCORA INC           | 2034-02-15      | 5.1250%  |  | $1270400.00        | $1290577.83        | Corporate Debt Securities                         |
| 01PDTCENCORA INC           | 2031-03-15      | 2.7000%  |  | $20800.00          | $19313.01          | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2055-09-01      | 5.7000%  |  | $1999200.00        | $1993332.35        | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2035-03-01      | 5.2500%  |  | $19200.00          | $20113.76          | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2034-03-01      | 5.1500%  |  | $1600.00           | $1681.56           | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2032-06-01      | 4.4500%  |  | $4800.00           | $4835.13           | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2048-09-01      | 4.2000%  |  | $80000.00          | $66495.74          | Corporate Debt Securities                         |
| 01C5LELECTRONIC ARTS INC   | 2031-02-15      | 1.8500%  |  | $6400.00           | $5628.99           | Corporate Debt Securities                         |
| 01BQ5EDISON INTL           | 2032-03-15      | 5.2500%  |  | $100000.00         | $100814.66         | Corporate Debt Securities                         |
| 01BGKECOLAB INC            | 2035-09-01      | 5.0000%  |  | $1200000.00        | $1211481.34        | Corporate Debt Securities                         |
| 01BGKECOLAB INC            | 2032-02-01      | 2.1250%  |  | $4000.00           | $3490.69           | Corporate Debt Securities                         |
| 02FU1MARRIOTT INTL INC NEW | 2037-04-15      | 5.5000%  |  | $674400.00         | $697894.97         | Corporate Debt Securities                         |
| 02FU1MARRIOTT INTL INC NEW | 2032-10-15      | 3.5000%  |  | $404000.00         | $376216.02         | Corporate Debt Securities                         |
| 01BM9MARSH & MCLENNAN COS  | 2055-03-15      | 5.4000%  |  | $60800.00          | $59743.90          | Corporate Debt Securities                         |
| 01BM9MARSH & MCLENNAN COS  | 2054-03-15      | 5.4500%  |  | $3200.00           | $3159.67           | Corporate Debt Securities                         |
| 01BM9MARSH & MCLENNAN COS  | 2049-03-15      | 4.9000%  |  | $157600.00         | $145072.73         | Corporate Debt Securities                         |
| 01BM9MARSH & MCLENNAN COS  | 2029-03-15      | 4.3750%  |  | $2400.00           | $2469.86           | Corporate Debt Securities                         |
| 01PUONATIONAL RURAL UTILS  | 2025-11-01      | 3.2500%  |  | $26400.00          | $26613.12          | Corporate Debt Securities                         |
| 02LVPNASDAQ INC            | 2053-08-15      | 5.9500%  |  | $160000.00         | $164571.82         | Corporate Debt Securities                         |
| 01PR8NARRAGANSETT ELEC CO  | 2034-05-01      | 5.3500%  |  | $75200.00          | $78309.22          | Corporate Debt Securities                         |
| 04ESDNXP B V / NXP FDG LLC | 2035-08-19      | 5.2500%  |  | $7068000.00        | $7065797.14        | Corporate Debt Securities                         |
| 04ESDNXP B V / NXP FDG LLC | 2032-08-19      | 4.8500%  |  | $800000.00         | $802685.78         | Corporate Debt Securities                         |
| 04ESDNXP B V / NXP FDG LLC | 2028-08-19      | 4.3000%  |  | $1600000.00        | $1606711.11        | Corporate Debt Securities                         |
| 02K4DNETFLIX INC.          | 2034-08-15      | 4.9000%  |  | $33600.00          | $34512.42          | Corporate Debt Securities                         |
| 04ESDNXP B V / NXP FDG LLC | 2028-08-19      | 4.3000%  |  | $800000.00         | $803355.55         | Corporate Debt Securities                         |
| 02W9QNYU HOSPS CTR         | 2044-07-01      | 4.7840%  |  | $161600.00         | $145719.18         | Corporate Debt Securities                         |
| 02JNDNRG ENERGY INC        | 2029-06-15      | 4.4500%  |  | $516800.00         | $516503.99         | Corporate Debt Securities                         |
| 01WABATHENE HOLDING LTD    | 2034-01-15      | 5.8750%  |  | $19200.00          | $20181.70          | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2027-03-25      | 5.5160%  |  | $7200.00           | $7492.37           | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2026-08-27      | 5.4142%  |  | $640000.00         | $642899.38         | Corporate Debt Securities                         |
| 04S5HASTRAZENECA FINANCE L | 2026-05-28      | 1.2000%  |  | $1356800.00        | $1331649.45        | Corporate Debt Securities                         |
| 01DTTASTRAZENECA PLC       | 2026-04-08      | 0.7000%  |  | $60000.00          | $58884.10          | Corporate Debt Securities                         |
| 01DTTASTRAZENECA PLC       | 2027-06-12      | 3.1250%  |  | $3144000.00        | $3125714.58        | Corporate Debt Securities                         |
| 01BLWLOWES COS INC         | 2046-04-15      | 3.7000%  |  | $80000.00          | $60870.58          | Corporate Debt Securities                         |
| 01R84LOUISVILLE GAS & ELEC | 2055-08-15      | 5.8500%  |  | $400000.00         | $402204.00         | Corporate Debt Securities                         |
| 01BLSLOEWS CORP            | 2030-05-15      | 3.2000%  |  | $742400.00         | $716025.82         | Corporate Debt Securities                         |
| 01PDFLOCKHEED MARTIN CORP  | 2035-08-15      | 5.0000%  |  | $1808800.00        | $1831365.78        | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2038-02-15      | 6.8750%  |  | $1600.00           | $1830.20           | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2030-02-15      | 5.1250%  |  | $80800.00          | $83811.66          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2028-02-15      | 4.8750%  |  | $179200.00         | $182835.22         | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2029-11-17      | 5.6250%  |  | $1600.00           | $1710.09           | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2027-11-17      | 5.1250%  |  | $1445600.00        | $1496963.38        | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2026-05-01      | 0.8750%  |  | $11200.00          | $10984.04          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2030-05-01      | 2.1000%  |  | $26400.00          | $24188.03          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2029-08-15      | 3.3750%  |  | $48000.00          | $46648.92          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2043-11-15      | 4.8750%  |  | $80000.00          | $74775.46          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2043-03-04      | 4.1250%  |  | $168000.00         | $145325.39         | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2042-03-20      | 4.5000%  |  | $68000.00          | $61907.54          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2041-11-15      | 4.3750%  |  | $100800.00         | $89861.07          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2031-02-13      | 5.1250%  |  | $342400.00         | $354903.69         | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2029-02-13      | 4.8750%  |  | $3481600.00        | $3565634.22        | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2030-09-07      | 5.5000%  |  | $717600.00         | $773987.42         | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2027-10-15      | 3.0000%  |  | $248000.00         | $246441.74         | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2034-03-15      | 5.2500%  |  | $1600.00           | $1669.26           | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2029-03-15      | 4.9000%  |  | $4800.00           | $5015.53           | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2026-01-29      | 4.9500%  |  | $1296000.00        | $1303899.12        | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2030-02-28      | 5.0000%  |  | $2800000.00        | $2887720.89        | Corporate Debt Securities                         |
| 01UE9B A T INTL FIN PLC DI | 2029-02-02      | 5.9310%  |  | $4800.00           | $5068.89           | Corporate Debt Securities                         |
| 01UE9B A T INTL FIN PLC DI | 2029-02-02      | 5.9310%  |  | $21600.00          | $22809.99          | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2026-07-15      | 4.7500%  |  | $1600.00           | $1617.11           | Corporate Debt Securities                         |
| 02KMYREGIONS FINANCIAL COR | 2028-08-12      | 1.8000%  |  | $20800.00          | $19481.90          | Corporate Debt Securities                         |
| 01BP2PIEDMONT NAT GAS CO I | 2052-05-15      | 5.0500%  |  | $42400.00          | $38193.02          | Corporate Debt Securities                         |
| 0491SNORDEA BK ABP MED TER | 2033-09-13      | 4.6250%  |  | $1635200.00        | $1665854.10        | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2026-05-01      | 0.8750%  |  | $744800.00         | $730438.81         | Corporate Debt Securities                         |
| 03JE5ENTERGY LA LLC        | 2048-09-01      | 4.2000%  |  | $6400.00           | $5287.98           | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2029-11-15      | 2.4500%  |  | $9600.00           | $8923.75           | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2044-03-15      | 4.4500%  |  | $1206400.00        | $1028325.98        | Corporate Debt Securities                         |
| 02LVXSAN DIEGO GAS & ELEC  | 2026-05-15      | 2.5000%  |  | $6388000.00        | $6355627.03        | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2033-11-07      | 6.9380%  |  | $800000.00         | $927019.91         | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2033-01-13      | 5.7860%  |  | $4400000.00        | $4631058.18        | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2033-05-20      | 5.4000%  |  | $144800.00         | $155240.08         | Corporate Debt Securities                         |
| 01BP1ALTRIA GROUP INC      | 2029-02-14      | 4.8000%  |  | $12800.00          | $13027.46          | Corporate Debt Securities                         |
| 01RD0FLORIDA PWR & LT CO   | 2065-03-15      | 5.8000%  |  | $20000.00          | $21152.78          | Corporate Debt Securities                         |
| 01BN03M CO                 | 2029-08-26      | 2.3750%  |  | $52800.00          | $49493.55          | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2041-10-01      | 4.8000%  |  | $70400.00          | $63010.34          | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2028-10-15      | 4.3750%  |  | $1864800.00        | $1905274.97        | Corporate Debt Securities                         |
| 01C9MGILEAD SCIENCES INC   | 2035-06-15      | 5.1000%  |  | $5864000.00        | $6030205.30        | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2048-09-15      | 4.3750%  |  | $1485600.00        | $1267455.32        | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2034-02-09      | 4.7000%  |  | $265600.00         | $267860.55         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2027-02-09      | 4.5000%  |  | $520000.00         | $525527.60         | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2041-09-15      | 4.9500%  |  | $194400.00         | $188645.76         | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2033-08-10      | 4.5000%  |  | $204000.00         | $200502.42         | Corporate Debt Securities                         |
| 01GZ9MERCEDES-BENZ FIN NOR | 2027-04-01      | 5.1544%  |  | $4200000.00        | $4250279.18        | Corporate Debt Securities                         |
| 01RCBDUKE ENERGY IND LLC   | 2055-05-15      | 5.9000%  |  | $10400.00          | $10868.88          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2035-06-15      | 5.4500%  |  | $79200.00          | $82750.78          | Corporate Debt Securities                         |
| 01BFACATERPILLAR INC       | 2035-05-15      | 5.2000%  |  | $379200.00         | $396044.90         | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2028-09-15      | 4.1100%  |  | $78400.00          | $79841.26          | Corporate Debt Securities                         |
| 01BL5KIMCO RLTY OP LLC     | 2045-04-01      | 4.2500%  |  | $2950400.00        | $2491619.35        | Corporate Debt Securities                         |
| 01RD3COMMONWEALTH EDISON C | 2026-06-15      | 2.5500%  |  | $40000.00          | $39709.66          | Corporate Debt Securities                         |
| 01BMQMERCK & CO INC        | 2033-12-01      | 6.5000%  |  | $744800.00         | $855528.59         | Corporate Debt Securities                         |
| 01QW7BPCE                  | 2032-10-19      | 3.1160%  |  | $2000000.00        | $1798924.45        | Corporate Debt Securities                         |
| 02LPSSUTTER HEALTH         | 2040-08-15      | 3.1610%  |  | $338400.00         | $264384.90         | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2032-10-13      | 5.6250%  |  | $3200.00           | $3439.26           | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2033-06-01      | 5.3000%  |  | $585600.00         | $602632.50         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2035-06-11      | 5.4490%  |  | $31200.00          | $32511.84          | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2055-02-01      | 3.8750%  |  | $313600.00         | $235715.52         | Corporate Debt Securities                         |
| 02F68PRINCIPAL LIFE GLOBAL | 2028-01-09      | 4.8000%  |  | $4000.00           | $4081.46           | Corporate Debt Securities                         |
| 01BDWBANK NEW YORK MELLON  | 2079-12-31      | 3.7500%  |  | $32000.00          | $31240.88          | Corporate Debt Securities                         |
| 02WRRMPLX LP               | 2048-04-15      | 4.7000%  |  | $76000.00          | $63432.22          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2042-08-21      | 3.8750%  |  | $2250400.00        | $1841167.26        | Corporate Debt Securities                         |
| 01BDRBANCO BILBAO VIZCAYA  | 2034-11-15      | 7.8830%  |  | $9120000.00        | $10739922.78       | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2030-07-15      | 4.6500%  |  | $376000.00         | $386717.88         | Corporate Debt Securities                         |
| 01MIDMARS INC              | 2065-05-01      | 5.8000%  |  | $30400.00          | $30993.58          | Corporate Debt Securities                         |
| 01MIDMARS INC              | 2055-05-01      | 5.7000%  |  | $7036800.00        | $7131034.48        | Corporate Debt Securities                         |
| 01MIDMARS INC              | 2055-05-01      | 5.7000%  |  | $3288800.00        | $3332842.51        | Corporate Debt Securities                         |
| 01MIDMARS INC              | 2031-04-20      | 4.6500%  |  | $465600.00         | $480644.70         | Corporate Debt Securities                         |
| 02LEZMANULIFE FINL CORP    | 2046-03-04      | 5.3750%  |  | $25600.00          | $25928.41          | Corporate Debt Securities                         |
| 02LEZMANULIFE FINL CORP    | 2026-03-04      | 4.1500%  |  | $139200.00         | $141878.71         | Corporate Debt Securities                         |
| 01DMFMAGNA INTL INC        | 2033-03-21      | 5.5000%  |  | $32000.00          | $33798.05          | Corporate Debt Securities                         |
| 01KVLMACQUARIE BK LTD      | 2026-12-07      | 5.3910%  |  | $5600000.00        | $5771693.20        | Corporate Debt Securities                         |
| 01T8CMACQUARIE GROUP LIMIT | 2028-06-21      | 4.0980%  |  | $232800.00         | $233335.59         | Corporate Debt Securities                         |
| 01T8CMACQUARIE GROUP LIMIT | 2033-06-21      | 4.4420%  |  | $1020000.00        | $1005016.66        | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2033-12-15      | 5.0000%  |  | $21600.00          | $22367.62          | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2032-02-15      | 1.7500%  |  | $40800.00          | $34839.14          | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2030-03-01      | 2.3000%  |  | $68800.00          | $64367.37          | Corporate Debt Securities                         |
| 02G3FREPUBLIC SVCS INC     | 2030-03-01      | 2.3000%  |  | $72000.00          | $67361.20          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2035-08-15      | 4.4000%  |  | $77600.00          | $74253.98          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2033-01-15      | 4.2500%  |  | $22400.00          | $21923.42          | Corporate Debt Securities                         |
| 05KOTCOLUMBIA PIPELINES OP | 2035-02-15      | 5.4390%  |  | $171200.00         | $173089.22         | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2030-05-01      | 4.2000%  |  | $306400.00         | $313588.14         | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2033-03-01      | 4.6000%  |  | $924000.00         | $960086.30         | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2033-03-01      | 4.6000%  |  | $8000.00           | $8312.43           | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2032-08-15      | 3.2500%  |  | $321600.00         | $301012.42         | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2032-08-15      | 3.2500%  |  | $80000.00          | $74878.71          | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2064-05-13      | 5.4000%  |  | $10400.00          | $10263.14          | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2031-03-15      | 1.3750%  |  | $240000.00         | $209873.74         | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2050-03-25      | 4.2000%  |  | $1777600.00        | $1515344.74        | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2029-09-06      | 2.1250%  |  | $1618400.00        | $1529488.02        | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2027-05-25      | 2.9000%  |  | $1600.00           | $1586.77           | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2027-05-25      | 2.9000%  |  | $344000.00         | $341155.89         | Corporate Debt Securities                         |
| 02MDHCITIZENS FINL GROUP I | 2032-07-23      | 5.7180%  |  | $37600.00          | $39516.40          | Corporate Debt Securities                         |
| 02MDHCITIZENS FINL GROUP I | 2032-09-30      | 2.6380%  |  | $468000.00         | $401576.01         | Corporate Debt Securities                         |
| 02MDHCITIZENS FINL GROUP I | 2030-04-30      | 3.2500%  |  | $52000.00          | $49714.76          | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2034-05-25      | 6.1740%  |  | $800.00            | $857.34            | Corporate Debt Securities                         |
| 01BORPACIFICORP            | 2029-02-15      | 5.1000%  |  | $80000.00          | $82180.26          | Corporate Debt Securities                         |
| 01BORPACIFICORP            | 2029-06-15      | 3.5000%  |  | $533600.00         | $522743.61         | Corporate Debt Securities                         |
| 02LVSPACIFIC GAS & ELEC CO | 2035-08-15      | 6.0000%  |  | $2270400.00        | $2357386.59        | Corporate Debt Securities                         |
| 02LVSPACIFIC GAS & ELEC CO | 2031-06-01      | 3.2500%  |  | $376000.00         | $347835.51         | Corporate Debt Securities                         |
| 01GNVKEURIG DR PEPPER INC  | 2028-05-25      | 4.5970%  |  | $652800.00         | $663455.83         | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2026-10-06      | 2.3750%  |  | $28800.00          | $28584.98          | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2026-02-24      | 2.8500%  |  | $1428800.00        | $1419735.46        | Corporate Debt Securities                         |
| 03FBZPEACEHEALTH           | 2048-11-15      | 4.7870%  |  | $1600.00           | $1363.04           | Corporate Debt Securities                         |
| 03DVHPAYPAL HLDGS INC      | 2035-04-01      | 5.1000%  |  | $16000.00          | $16618.70          | Corporate Debt Securities                         |
| 03DVHPAYPAL HLDGS INC      | 2050-06-01      | 3.2500%  |  | $28000.00          | $19423.45          | Corporate Debt Securities                         |
| 01CRJPAYCHEX INC           | 2032-04-15      | 5.3500%  |  | $420000.00         | $443980.72         | Corporate Debt Securities                         |
| 01PDFLOCKHEED MARTIN CORP  | 2030-08-15      | 4.4000%  |  | $410400.00         | $415344.86         | Corporate Debt Securities                         |
| 01PDFLOCKHEED MARTIN CORP  | 2064-02-15      | 5.2000%  |  | $80000.00          | $73552.18          | Corporate Debt Securities                         |
| 01PDFLOCKHEED MARTIN CORP  | 2052-09-15      | 4.0900%  |  | $639200.00         | $515765.51         | Corporate Debt Securities                         |
| 01PDFLOCKHEED MARTIN CORP  | 2026-01-15      | 3.5500%  |  | $20000.00          | $20031.38          | Corporate Debt Securities                         |
| 01PDFLOCKHEED MARTIN CORP  | 2045-03-01      | 3.8000%  |  | $80000.00          | $65093.51          | Corporate Debt Securities                         |
| 01E2YLLOYDS BANKING GROUP  | 2035-01-05      | 5.6790%  |  | $1621600.00        | $1700861.38        | Corporate Debt Securities                         |
| 01E2YLLOYDS BANKING GROUP  | 2035-11-26      | 5.5900%  |  | $160000.00         | $167017.74         | Corporate Debt Securities                         |
| 01E2YLLOYDS BANKING GROUP  | 2028-08-16      | 4.5500%  |  | $2272800.00        | $2298353.22        | Corporate Debt Securities                         |
| 01BLPLINCOLN NATL CORP IND | 2028-03-01      | 3.8000%  |  | $2400.00           | $2394.84           | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2065-10-15      | 5.6500%  |  | $1381600.00        | $1389672.00        | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2065-10-15      | 5.6500%  |  | $2919200.00        | $2936255.42        | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2029-04-13      | 3.4500%  |  | $52800.00          | $52750.02          | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2027-04-13      | 3.3000%  |  | $92000.00          | $92375.06          | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2031-05-12      | 2.1000%  |  | $436800.00         | $394531.59         | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2044-12-05      | 4.9500%  |  | $137600.00         | $135556.64         | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2063-06-01      | 6.0000%  |  | $104000.00         | $101383.02         | Corporate Debt Securities                         |
| 01JF7CSL FIN PLC           | 2054-04-03      | 5.4170%  |  | $240000.00         | $232914.94         | Corporate Debt Securities                         |
| 01JF7CSL FIN PLC           | 2052-04-27      | 4.7500%  |  | $159200.00         | $139783.53         | Corporate Debt Securities                         |
| 01BFWCSX CORP              | 2055-03-15      | 4.9000%  |  | $23200.00          | $21306.23          | Corporate Debt Securities                         |
| 01BFWCSX CORP              | 2033-11-15      | 5.2000%  |  | $236000.00         | $248551.01         | Corporate Debt Securities                         |
| 01BFWCSX CORP              | 2028-03-01      | 3.8000%  |  | $8000.00           | $8113.03           | Corporate Debt Securities                         |
| 01BFWCSX CORP              | 2026-11-01      | 2.6000%  |  | $2409600.00        | $2390111.69        | Corporate Debt Securities                         |
| 02J8OCNO FINL GROUP INC    | 2034-06-15      | 6.4500%  |  | $751200.00         | $801040.86         | Corporate Debt Securities                         |
| 01BFMCNA FINL CORP         | 2034-02-15      | 5.1250%  |  | $401600.00         | $403540.95         | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2031-05-15      | 5.1250%  |  | $10400.00          | $10929.94          | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2046-07-15      | 4.8000%  |  | $76000.00          | $67136.62          | Corporate Debt Securities                         |
| 01BJFHP INC                | 2032-04-15      | 4.2000%  |  | $1600.00           | $1567.08           | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2059-01-01      | 6.9500%  |  | $160000.00         | $164762.58         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2500-12-31      | 6.8750%  |  | $320000.00         | $339905.06         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2500-12-31      | 6.8750%  |  | $190400.00         | $202243.51         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2034-06-20      | 6.5470%  |  | $520000.00         | $564947.98         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2029-08-17      | 2.2060%  |  | $2763200.00        | $2604828.11        | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2026-03-08      | 4.3000%  |  | $274400.00         | $279938.77         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2037-09-15      | 6.5000%  |  | $350400.00         | $389312.31         | Corporate Debt Securities                         |
| 046O0GREAT-WEST LIFECO FIN | 2048-05-17      | 4.5810%  |  | $23200.00          | $19985.40          | Corporate Debt Securities                         |
| 05HWPGOLDMAN SACHS PRIVATE | 2030-05-06      | 6.2500%  |  | $400000.00         | $417535.22         | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2037-10-01      | 6.7500%  |  | $880800.00         | $1006560.62        | Corporate Debt Securities                         |
| 03PAJGLOBAL ATLANTIC FINAN | 2054-03-15      | 6.7500%  |  | $16000.00          | $16960.80          | Corporate Debt Securities                         |
| 01BSFGLOBE LIFE INC        | 2032-06-15      | 4.8000%  |  | $40000.00          | $40227.86          | Corporate Debt Securities                         |
| 01MIEUNITED PARCEL SVCS IN | 2026-11-15      | 2.4000%  |  | $2615200.00        | $2583538.65        | Corporate Debt Securities                         |
| 01MIEUNITED PARCEL SVCS IN | 2040-11-15      | 4.8750%  |  | $63200.00          | $60808.09          | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2052-09-09      | 4.9500%  |  | $74400.00          | $69414.83          | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2031-05-20      | 2.3750%  |  | $800.00            | $731.66            | Corporate Debt Securities                         |
| 01M78AMERIPRISE FINL INC   | 2028-12-15      | 5.7000%  |  | $15200.00          | $16109.52          | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2031-09-15      | 1.8750%  |  | $475200.00         | $418347.86         | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2027-06-15      | 3.2500%  |  | $800800.00         | $796548.20         | Corporate Debt Securities                         |
| 01PQRCAPITAL ONE FINL CORP | 2027-03-09      | 3.7500%  |  | $683200.00         | $690898.53         | Corporate Debt Securities                         |
| 01BMYMIDAMERICAN ENERGY CO | 2049-07-15      | 4.2500%  |  | $80000.00          | $65999.55          | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2026-05-12      | 1.0000%  |  | $1030400.00        | $1011175.02        | Corporate Debt Securities                         |
| 01RACARCH CAP GROUP LTD    | 2034-05-01      | 7.3500%  |  | $800.00            | $947.17            | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2029-11-11      | 4.4760%  |  | $8084000.00        | $8124646.35        | Corporate Debt Securities                         |
| 02IBOCENTERPOINT ENERGY HO | 2035-08-15      | 4.9500%  |  | $4844000.00        | $4837969.22        | Corporate Debt Securities                         |
| 01BO0EVERSOURCE ENERGY     | 2032-03-01      | 3.3750%  |  | $683200.00         | $639084.07         | Corporate Debt Securities                         |
| 03N5LSUZANO AUSTRIA GMBH   | 2032-01-15      | 3.1250%  |  | $318400.00         | $282853.65         | Corporate Debt Securities                         |
| 02IXWCANADIAN PAC RY CO NE | 2035-09-15      | 4.8000%  |  | $192000.00         | $192871.04         | Corporate Debt Securities                         |
| 01CE8BIOGEN INC            | 2035-05-15      | 5.7500%  |  | $39200.00          | $41365.02          | Corporate Debt Securities                         |
| 02LVSPACIFIC GAS & ELEC CO | 2026-01-01      | 3.1500%  |  | $41621.60          | $41602.25          | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2035-05-01      | 5.4000%  |  | $1606400.00        | $1695539.14        | Corporate Debt Securities                         |
| 0653UJBS USA HOLDING LUX   | 2036-01-15      | 5.5000%  |  | $425600.00         | $431943.81         | Corporate Debt Securities                         |
| 01PR0ALLY FINL INC         | 2031-11-01      | 8.0000%  |  | $1482400.00        | $1735463.80        | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2045-04-01      | 4.1500%  |  | $80000.00          | $68339.29          | Corporate Debt Securities                         |
| 02HJ5RIO TINTO FIN USA LTD | 2040-11-02      | 5.2000%  |  | $400000.00         | $402692.00         | Corporate Debt Securities                         |
| 01BTDUNUM GROUP            | 2054-06-15      | 6.0000%  |  | $233600.00         | $232299.62         | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2029-07-12      | 5.0500%  |  | $136000.00         | $140862.42         | Corporate Debt Securities                         |
| 02X8DZOETIS INC            | 2035-08-17      | 5.0000%  |  | $1912000.00        | $1917674.39        | Corporate Debt Securities                         |
| 01BRIPUBLIC STORAGE OPER C | 2035-07-01      | 5.0000%  |  | $293600.00         | $296481.52         | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2032-09-15      | 5.0000%  |  | $2803200.00        | $2827880.62        | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2055-09-15      | 6.2000%  |  | $5955200.00        | $5950978.42        | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2033-03-09      | 4.8500%  |  | $1714400.00        | $1794244.37        | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2028-07-15      | 5.4907%  |  | $160000.00         | $162305.77         | Corporate Debt Securities                         |
| 02G5CREGENCY CTRS L P      | 2034-01-15      | 5.2500%  |  | $235200.00         | $242643.30         | Corporate Debt Securities                         |
| 04I38RGA GLOBAL FUNDING    | 2031-01-11      | 5.5000%  |  | $1600.00           | $1684.74           | Corporate Debt Securities                         |
| 01PUHCOX COMMUNICATIONS IN | 2050-10-01      | 2.9500%  |  | $80000.00          | $46469.42          | Corporate Debt Securities                         |
| 02WRRMPLX LP               | 2055-09-15      | 6.2000%  |  | $2153600.00        | $2125904.70        | Corporate Debt Securities                         |
| 02GEHSIMON PPTY GROUP LP   | 2030-07-15      | 2.6500%  |  | $2062400.00        | $1923804.43        | Corporate Debt Securities                         |
| 01P82COOPERATIEVE RABOBANK | 2026-07-21      | 3.7500%  |  | $520000.00         | $518511.94         | Corporate Debt Securities                         |
| 02LVXSAN DIEGO GAS & ELEC  | 2032-03-15      | 3.0000%  |  | $77600.00          | $71638.51          | Corporate Debt Securities                         |
| 01BCTHESS CORP             | 2031-08-15      | 7.3000%  |  | $868000.00         | $1003077.19        | Corporate Debt Securities                         |
| 035TTCAMERON LNG LLC       | 2035-01-15      | 3.3020%  |  | $56000.00          | $48505.84          | Corporate Debt Securities                         |
| 01YOJALEXANDRIA REAL ESTAT | 2051-05-18      | 3.0000%  |  | $16000.00          | $9979.46           | Corporate Debt Securities                         |
| 02G13HOST HOTELS & RESORTS | 2035-04-15      | 5.5000%  |  | $728800.00         | $741949.17         | Corporate Debt Securities                         |
| 01FYXBORGWARNER INC        | 2034-08-15      | 5.4000%  |  | $938400.00         | $958753.90         | Corporate Debt Securities                         |
| 01D03US BANCORP            | 2079-12-31      | 3.7000%  |  | $11200.00          | $10819.78          | Corporate Debt Securities                         |
| 01BORPACIFICORP            | 2034-02-15      | 5.4500%  |  | $816800.00         | $833258.06         | Corporate Debt Securities                         |
| 01BJEHERSHEY CO            | 2032-02-24      | 4.9500%  |  | $853600.00         | $879726.56         | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2045-08-17      | 5.2500%  |  | $2366400.00        | $2228770.18        | Corporate Debt Securities                         |
| 01HX3PATTERSON-UTI ENERGY  | 2028-02-01      | 3.9500%  |  | $178400.00         | $174477.38         | Corporate Debt Securities                         |
| 01BOTPARKER-HANNIFIN CORP  | 2029-09-15      | 4.5000%  |  | $694400.00         | $718356.80         | Corporate Debt Securities                         |
| 01BOTPARKER-HANNIFIN CORP  | 2049-06-14      | 4.0000%  |  | $203200.00         | $163615.29         | Corporate Debt Securities                         |
| 02LVSPACKAGING CORP AMER   | 2035-08-15      | 5.2000%  |  | $701600.00         | $708771.91         | Corporate Debt Securities                         |
| 01BORPACIFICORP            | 2034-02-15      | 5.4500%  |  | $188000.00         | $191788.10         | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2054-03-15      | 5.2500%  |  | $80000.00          | $77450.14          | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2033-01-15      | 4.6250%  |  | $80000.00          | $80481.02          | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2028-09-15      | 3.8750%  |  | $74400.00          | $75375.59          | Corporate Debt Securities                         |
| 02FOKPROLOGIS L P          | 2028-09-15      | 3.8750%  |  | $6400.00           | $6483.92           | Corporate Debt Securities                         |
| 01BPCPROGRESSIVE CORP      | 2050-03-26      | 3.9500%  |  | $1157600.00        | $922083.38         | Corporate Debt Securities                         |
| 01BPCPROGRESSIVE CORP      | 2030-03-26      | 3.2000%  |  | $286400.00         | $279724.02         | Corporate Debt Securities                         |
| 01BPCPROGRESSIVE CORP      | 2045-01-26      | 3.7000%  |  | $399200.00         | $314394.62         | Corporate Debt Securities                         |
| 01BPCPROGRESSIVE CORP      | 2029-03-01      | 6.6250%  |  | $5600.00           | $6232.84           | Corporate Debt Securities                         |
| 02F68PRINCIPAL LIFE GLOBAL | 2028-08-18      | 4.2500%  |  | $900000.00         | $903562.75         | Corporate Debt Securities                         |
| 01BE6BECTON DICKINSON & CO | 2029-02-08      | 4.8740%  |  | $75200.00          | $76980.98          | Corporate Debt Securities                         |
| 01BJIHONDA MOTOR CO LTD    | 2035-07-08      | 5.3370%  |  | $772000.00         | $786305.35         | Corporate Debt Securities                         |
| 01BJIHONDA MOTOR CO LTD    | 2032-03-10      | 2.9670%  |  | $3200.00           | $2935.35           | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2052-09-15      | 4.9500%  |  | $509600.00         | $477011.08         | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2032-09-15      | 4.5000%  |  | $4800.00           | $4955.14           | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2032-04-15      | 3.2500%  |  | $2400.00           | $2266.67           | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2032-04-15      | 3.2500%  |  | $4000.00           | $3777.79           | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2032-04-15      | 3.2500%  |  | $1465600.00        | $1384181.85        | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2031-03-15      | 1.3750%  |  | $92000.00          | $79595.08          | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2026-09-15      | 2.1250%  |  | $355200.00         | $351843.56         | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2026-09-15      | 2.1250%  |  | $411200.00         | $407314.39         | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2026-04-01      | 3.0000%  |  | $24000.00          | $24132.80          | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2043-04-01      | 4.2000%  |  | $60000.00          | $52534.00          | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2040-09-15      | 5.4000%  |  | $66400.00          | $69222.00          | Corporate Debt Securities                         |
| 01FAVJANUS HENDERSON US HL | 2034-09-10      | 5.4500%  |  | $157600.00         | $161622.70         | Corporate Debt Securities                         |
| 03HP0JACKSON FINANCIAL INC | 2051-11-23      | 4.0000%  |  | $292800.00         | $207784.54         | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2036-07-23      | 5.5760%  |  | $16800.00          | $17271.68          | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2031-05-13      | 2.9560%  |  | $1552000.00        | $1463976.42        | Corporate Debt Securities                         |
| 03P5HINVITATION HOMES OPER | 2033-01-15      | 4.9500%  |  | $2004000.00        | $2008779.54        | Corporate Debt Securities                         |
| 01F6IINTUIT                | 2053-09-15      | 5.5000%  |  | $304000.00         | $308318.49         | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2033-05-20      | 5.4000%  |  | $179200.00         | $192120.32         | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2032-05-20      | 4.2500%  |  | $45600.00          | $45948.73          | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2047-05-20      | 4.3000%  |  | $783200.00         | $667775.90         | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2027-05-20      | 3.2500%  |  | $8000.00           | $7992.30           | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2027-05-20      | 3.2500%  |  | $100000.00         | $99903.75          | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2035-05-20      | 4.6500%  |  | $1056800.00        | $1068464.43        | Corporate Debt Securities                         |
| 01BP2PULTE GROUP INC       | 2032-06-15      | 7.8750%  |  | $832000.00         | $993788.64         | Corporate Debt Securities                         |
| 01BRIPUBLIC STORAGE OPER C | 2035-07-01      | 5.0000%  |  | $74400.00          | $75130.19          | Corporate Debt Securities                         |
| 01BRIPUBLIC STORAGE OPER C | 2053-08-01      | 5.3500%  |  | $220000.00         | $212427.85         | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2060-03-20      | 3.8390%  |  | $3120000.00        | $2303232.62        | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2060-03-20      | 3.8390%  |  | $29600.00          | $21851.18          | Corporate Debt Securities                         |
| 01E1TSTANDARD CHARTERED PL | 2027-01-14      | 1.4560%  |  | $284000.00         | $281086.16         | Corporate Debt Securities                         |
| 056Y3MUTUAL OF OMAHA COS G | 2030-04-01      | 5.0000%  |  | $71200.00          | $74436.36          | Corporate Debt Securities                         |
| 01BN5MOTOROLA SOLUTIONS IN | 2035-08-15      | 5.5500%  |  | $948000.00         | $990351.11         | Corporate Debt Securities                         |
| 02L7VMOSAIC CO             | 2033-11-15      | 5.4500%  |  | $97600.00          | $101902.64         | Corporate Debt Securities                         |
| 01FENMONDELEZ INTL INC     | 2030-05-06      | 4.5000%  |  | $791200.00         | $808056.52         | Corporate Debt Securities                         |
| 02IMWMIZUHO FINANCIAL GROU | 2035-05-26      | 5.5790%  |  | $648000.00         | $682319.65         | Corporate Debt Securities                         |
| 01C0MBERKSHIRE HATHAWAY EN | 2037-05-15      | 5.9500%  |  | $40000.00          | $43395.55          | Corporate Debt Securities                         |
| 02GO8PPL ELEC UTILS CORP   | 2055-08-15      | 5.5500%  |  | $800000.00         | $792268.00         | Corporate Debt Securities                         |
| 02GO8PPL ELEC UTILS CORP   | 2043-07-15      | 4.7500%  |  | $320000.00         | $292395.38         | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2031-01-29      | 5.2220%  |  | $39200.00          | $40706.91          | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2026-02-25      | 4.5000%  |  | $289600.00         | $289799.82         | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2038-08-15      | 4.8000%  |  | $1760000.00        | $1662138.14        | Corporate Debt Securities                         |
| 01M39CF INDS INC           | 2034-03-15      | 5.1500%  |  | $358400.00         | $367317.39         | Corporate Debt Securities                         |
| 01BL1KELLANOVA             | 2031-04-01      | 7.4500%  |  | $547200.00         | $644304.90         | Corporate Debt Securities                         |
| 051LMKKR GROUP FIN CO XII  | 2032-05-17      | 4.8500%  |  | $799200.00         | $815393.13         | Corporate Debt Securities                         |
| 04WKYKKR GROUP FIN CO X LL | 2051-12-15      | 3.2500%  |  | $80000.00          | $53040.05          | Corporate Debt Securities                         |
| 04WKYKKR GROUP FIN CO X LL | 2051-12-15      | 3.2500%  |  | $6120000.00        | $4057563.40        | Corporate Debt Securities                         |
| 05259KKR & CO INC          | 2035-08-07      | 5.1000%  |  | $27200.00          | $27164.01          | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2042-06-01      | 4.5000%  |  | $870400.00         | $782350.34         | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2036-06-01      | 6.0500%  |  | $1206400.00        | $1324734.43        | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2035-05-01      | 5.4000%  |  | $806400.00         | $851147.14         | Corporate Debt Securities                         |
| 01D03US BANCORP            | 2033-01-27      | 2.6770%  |  | $19200.00          | $17014.65          | Corporate Debt Securities                         |
| 01MIEUNITED PARCEL SVCS IN | 2065-05-14      | 6.0500%  |  | $32000.00          | $33281.46          | Corporate Debt Securities                         |
| 01C0MBERKSHIRE HATHAWAY EN | 2036-04-01      | 6.1250%  |  | $160000.00         | $176961.69         | Corporate Debt Securities                         |
| 01BMYMIDAMERICAN ENERGY CO | 2027-05-01      | 3.1000%  |  | $6400.00           | $6378.57           | Corporate Debt Securities                         |
| 01ND7MID-AMERICA APTS LP   | 2028-06-15      | 4.2000%  |  | $12000.00          | $12135.28          | Corporate Debt Securities                         |
| 01F6TMICROCHIP TECHNOLOGY  | 2030-02-15      | 5.0500%  |  | $5194400.00        | $5314670.56        | Corporate Debt Securities                         |
| 01BVGMICROSOFT CORP        | 2026-08-08      | 2.4000%  |  | $1600.00           | $1578.77           | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2055-03-15      | 6.3500%  |  | $849600.00         | $910695.21         | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2500-12-31      | 3.8500%  |  | $1600.00           | $1623.78           | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2030-03-23      | 4.5500%  |  | $567200.00         | $589199.80         | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2046-05-13      | 4.6000%  |  | $1359200.00        | $1228219.94        | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2045-03-01      | 4.0500%  |  | $772000.00         | $649348.50         | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2043-11-13      | 4.8750%  |  | $137600.00         | $128696.48         | Corporate Debt Securities                         |
| 01RD3COMMONWEALTH EDISON C | 2047-08-15      | 3.7500%  |  | $808000.00         | $615492.66         | Corporate Debt Securities                         |
| 01RD3COMMONWEALTH EDISON C | 2036-03-15      | 5.9000%  |  | $4000.00           | $4399.79           | Corporate Debt Securities                         |
| 01D91COMMONSPIRIT HEALTH   | 2031-12-01      | 5.2050%  |  | $24000.00          | $25106.72          | Corporate Debt Securities                         |
| 01D91COMMONSPIRIT HEALTH   | 2050-10-01      | 3.9100%  |  | $1050400.00        | $787132.42         | Corporate Debt Securities                         |
| 01TA7COMISION FEDERAL DE E | 2035-01-24      | 6.4500%  |  | $798400.00         | $810089.24         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2055-05-15      | 6.0500%  |  | $17600.00          | $18305.13          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2035-05-15      | 5.3000%  |  | $28800.00          | $29925.55          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2056-11-01      | 2.9370%  |  | $30400.00          | $18029.84          | Corporate Debt Securities                         |
| 01BIUHALLIBURTON CO        | 2043-08-01      | 4.7500%  |  | $316800.00         | $277473.86         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2047-08-15      | 4.0000%  |  | $22400.00          | $17433.38          | Corporate Debt Securities                         |
| 02JPMBERKSHIRE HATHAWAY FI | 2049-01-15      | 4.2500%  |  | $3200.00           | $2700.82           | Corporate Debt Securities                         |
| 02JPMBERKSHIRE HATHAWAY FI | 2049-01-15      | 4.2500%  |  | $3328000.00        | $2808846.79        | Corporate Debt Securities                         |
| 03W7WSCHLUMBERGER FINANCE  | 2025-09-17      | 1.4000%  |  | $480000.00         | $482136.00         | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2035-11-15      | 3.1370%  |  | $16000.00          | $13728.84          | Corporate Debt Securities                         |
| 01D7DDENTSPLY SIRONA INC   | 2030-06-01      | 3.2500%  |  | $331200.00         | $306590.00         | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2030-05-15      | 2.2500%  |  | $34400.00          | $31605.69          | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2045-06-01      | 4.9500%  |  | $25600.00          | $23921.66          | Corporate Debt Securities                         |
| 01DRJTORONTO DOMINION BK O | 2028-01-31      | 4.8610%  |  | $758400.00         | $774239.79         | Corporate Debt Securities                         |
| 01BWYAPPLIED MATLS INC     | 2027-04-01      | 3.3000%  |  | $583200.00         | $585717.48         | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2027-03-12      | 4.3750%  |  | $2648800.00        | $2717435.93        | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2035-03-14      | 5.2500%  |  | $57600.00          | $60192.72          | Corporate Debt Securities                         |
| 063CWEQUITABLE AMER GLOBAL | 2030-06-09      | 4.9500%  |  | $240000.00         | $247627.20         | Corporate Debt Securities                         |
| 01BJZHUMANA INC            | 2055-05-01      | 6.0000%  |  | $36000.00          | $36033.12          | Corporate Debt Securities                         |
| 03DVHPAYPAL HLDGS INC      | 2028-03-06      | 4.4500%  |  | $48800.00          | $50390.62          | Corporate Debt Securities                         |
| 05IJNPFIZER INVT ENTERPRIS | 2053-05-19      | 5.3000%  |  | $28800.00          | $27629.06          | Corporate Debt Securities                         |
| 05IJNPFIZER INVT ENTERPRIS | 2026-05-19      | 4.4500%  |  | $272000.00         | $275713.10         | Corporate Debt Securities                         |
| 05IJNPFIZER INVT ENTERPRIS | 2028-05-19      | 4.4500%  |  | $36800.00          | $37696.86          | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2035-08-04      | 5.1500%  |  | $297600.00         | $300994.54         | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2030-08-04      | 4.5500%  |  | $3892000.00        | $3930763.24        | Corporate Debt Securities                         |
| 01BT3UNITEDHEALTH GROUP IN | 2028-12-15      | 3.8750%  |  | $300800.00         | $301006.13         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2029-11-21      | 3.2000%  |  | $6474400.00        | $6296620.17        | Corporate Debt Securities                         |
| 02I9LTRANSURBAN FIN CO PTY | 2031-03-16      | 2.4500%  |  | $20000.00          | $18238.06          | Corporate Debt Securities                         |
| 01BMQMERCK & CO INC        | 2031-12-10      | 2.1500%  |  | $7297600.00        | $6462010.62        | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2039-05-15      | 4.1500%  |  | $104000.00         | $93366.93          | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2029-06-01      | 2.9500%  |  | $50400.00          | $49108.81          | Corporate Debt Securities                         |
| 01DCJBANK NOVA SCOTIA B C  | 2026-08-03      | 2.7000%  |  | $42892000.00       | $42399599.84       | Corporate Debt Securities                         |
| 01HT4ONEOK PARTNERS LP     | 2036-10-01      | 6.6500%  |  | $20000.00          | $22268.58          | Corporate Debt Securities                         |
| 01BFWCSX CORP              | 2029-03-15      | 4.2500%  |  | $5600.00           | $5732.28           | Corporate Debt Securities                         |
| 02IXWCANADIAN PAC RY CO NE | 2029-11-15      | 2.8750%  |  | $1524800.00        | $1461178.57        | Corporate Debt Securities                         |
| 01PQQCONNECTICUT LT & PWR  | 2045-06-01      | 4.1500%  |  | $3412800.00        | $2852399.28        | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2054-02-23      | 5.5000%  |  | $256000.00         | $248416.42         | Corporate Debt Securities                         |
| 05495FOUNDRY JV HOLDCO LLC | 2039-01-25      | 6.3000%  |  | $3920000.00        | $4201142.40        | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2031-09-15      | 1.9000%  |  | $48000.00          | $42715.46          | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2026-09-15      | 2.1250%  |  | $523200.00         | $518256.05         | Corporate Debt Securities                         |
| 01BMIMCDONALDS CORP        | 2027-03-01      | 3.5000%  |  | $1847200.00        | $1863779.65        | Corporate Debt Securities                         |
| 01BFNCOCA COLA CO          | 2027-05-25      | 2.9000%  |  | $368000.00         | $364957.46         | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2049-03-01      | 4.3000%  |  | $203200.00         | $172017.15         | Corporate Debt Securities                         |
| 01OZMANHEUSER-BUSCH INBEV  | 2030-06-01      | 3.5000%  |  | $4800.00           | $4712.57           | Corporate Debt Securities                         |
| 01BO0NORTHERN STS PWR CO M | 2054-03-15      | 5.4000%  |  | $320000.00         | $319635.20         | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2026-10-06      | 2.3750%  |  | $27200.00          | $26996.93          | Corporate Debt Securities                         |
| 01BPEPUBLIC SVC ENTERPRISE | 2035-03-15      | 5.4000%  |  | $6400.00           | $6713.15           | Corporate Debt Securities                         |
| 01SN5PUBLIC SVC CO NEW HAM | 2028-07-01      | 4.4000%  |  | $76800.00          | $78105.18          | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2035-09-15      | 5.1500%  |  | $5600000.00        | $5604352.44        | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2035-09-15      | 5.1500%  |  | $5300800.00        | $5304919.90        | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2055-05-15      | 5.8500%  |  | $9161600.00        | $9364598.15        | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2034-05-15      | 5.3500%  |  | $2368000.00        | $2453403.24        | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2053-04-01      | 5.2500%  |  | $94400.00          | $88849.59          | Corporate Debt Securities                         |
| 01MIDPRUDENTIAL FINL INC   | 2054-03-15      | 6.5000%  |  | $78400.00          | $84679.93          | Corporate Debt Securities                         |
| 05OSZIBM INTL CAP PTE LTD  | 2027-02-05      | 4.6000%  |  | $2320000.00        | $2342333.86        | Corporate Debt Securities                         |
| 01YQ9HYUNDAI CAP AMER      | 2031-06-24      | 5.4000%  |  | $6827200.00        | $7105271.86        | Corporate Debt Securities                         |
| 01YQ9HYUNDAI CAP AMER      | 2029-06-24      | 5.3000%  |  | $27200.00          | $28185.44          | Corporate Debt Securities                         |
| 01CB0HUNTINGTON BANCSHARES | 2035-02-02      | 5.7090%  |  | $75200.00          | $78251.74          | Corporate Debt Securities                         |
| 01BJZHUMANA INC            | 2055-05-01      | 6.0000%  |  | $320000.00         | $320294.40         | Corporate Debt Securities                         |
| 01BJZHUMANA INC            | 2047-03-15      | 4.8000%  |  | $347200.00         | $298858.18         | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2032-02-01      | 4.7500%  |  | $698400.00         | $713383.78         | Corporate Debt Securities                         |
| 01CUKQUALCOMM INC          | 2035-05-20      | 5.0000%  |  | $8000.00           | $8202.25           | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2032-02-01      | 4.7500%  |  | $1092800.00        | $1116245.42        | Corporate Debt Securities                         |
| 02LVSPACIFIC GAS & ELEC CO | 2028-07-01      | 3.7500%  |  | $2588000.00        | $2553014.55        | Corporate Debt Securities                         |
| 01BP2PVH CORPORATION       | 2030-06-13      | 5.5000%  |  | $173600.00         | $178874.16         | Corporate Debt Securities                         |
| 02FOGPPL CAP FDG INC       | 2034-09-01      | 5.2500%  |  | $3596000.00        | $3752132.33        | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2031-05-09      | 5.0850%  |  | $340000.00         | $351181.75         | Corporate Debt Securities                         |
| 01E49AUSTRALIA & NEW ZEALA | 2032-12-08      | 6.7420%  |  | $856800.00         | $956770.99         | Corporate Debt Securities                         |
| 01BDGATMOS ENERGY CORP     | 2035-08-15      | 5.2000%  |  | $820000.00         | $841172.40         | Corporate Debt Securities                         |
| 01BDGATMOS ENERGY CORP     | 2052-10-15      | 5.7500%  |  | $252800.00         | $258190.40         | Corporate Debt Securities                         |
| 01BDGATMOS ENERGY CORP     | 2031-01-15      | 1.5000%  |  | $80000.00          | $69517.06          | Corporate Debt Securities                         |
| 01BDGATMOS ENERGY CORP     | 2029-09-15      | 2.6250%  |  | $4800.00           | $4594.36           | Corporate Debt Securities                         |
| 01BDGATMOS ENERGY CORP     | 2049-03-15      | 4.1250%  |  | $7200.00           | $5868.30           | Corporate Debt Securities                         |
| 01BDGATMOS ENERGY CORP     | 2044-10-15      | 4.1250%  |  | $80000.00          | $68215.54          | Corporate Debt Securities                         |
| 01WABATHENE HOLDING LTD    | 2055-05-19      | 6.6250%  |  | $240000.00         | $254232.66         | Corporate Debt Securities                         |
| 01WABATHENE HOLDING LTD    | 2054-04-01      | 6.2500%  |  | $12000.00          | $12231.06          | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2027-05-08      | 5.4000%  |  | $4800.00           | $4960.13           | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2040-09-15      | 5.4000%  |  | $12000.00          | $12510.00          | Corporate Debt Securities                         |
| 061AHHIGH STR FDG TR III   | 2055-02-15      | 5.8070%  |  | $80000.00          | $77624.66          | Corporate Debt Securities                         |
| 01BJEHERSHEY CO            | 2032-02-24      | 4.9500%  |  | $160000.00         | $164897.20         | Corporate Debt Securities                         |
| 0655UHENNEMAN TR           | 2055-05-15      | 6.5800%  |  | $80000.00          | $83347.29          | Corporate Debt Securities                         |
| 01K7RTARGA RES CORP        | 2033-03-15      | 6.1250%  |  | $139200.00         | $151466.69         | Corporate Debt Securities                         |
| 01BFZTARGET CORP           | 2035-04-15      | 5.0000%  |  | $785600.00         | $806441.10         | Corporate Debt Securities                         |
| 01BFZTARGET CORP           | 2035-04-15      | 5.0000%  |  | $725600.00         | $744849.36         | Corporate Debt Securities                         |
| 01BFZTARGET CORP           | 2053-01-15      | 4.8000%  |  | $4800.00           | $4291.18           | Corporate Debt Securities                         |
| 01BFZTARGET CORP           | 2032-09-15      | 4.5000%  |  | $5600.00           | $5728.63           | Corporate Debt Securities                         |
| 01BFZTARGET CORP           | 2047-11-15      | 3.9000%  |  | $220000.00         | $174124.86         | Corporate Debt Securities                         |
| 01BFZTARGET CORP           | 2026-04-15      | 2.5000%  |  | $90400.00          | $90398.70          | Corporate Debt Securities                         |
| 01EP2TAKEDA PHARMACEUTICAL | 2040-07-09      | 3.0250%  |  | $1453600.00        | $1104243.79        | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2029-01-15      | 4.5500%  |  | $22400.00          | $22860.12          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2063-11-01      | 2.9870%  |  | $1112000.00        | $636087.04         | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2051-11-01      | 2.8870%  |  | $30400.00          | $18717.98          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2062-08-15      | 2.6500%  |  | $440000.00         | $228549.45         | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2030-05-28      | 1.7000%  |  | $53600.00          | $48258.61          | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2049-03-15      | 4.0000%  |  | $40000.00          | $32365.69          | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2039-03-15      | 3.9000%  |  | $56000.00          | $50160.70          | Corporate Debt Securities                         |
| 01VYUCDW LLC / CDW FIN COR | 2026-12-01      | 2.6700%  |  | $1305600.00        | $1285606.91        | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2055-10-15      | 5.5500%  |  | $442400.00         | $444487.02         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2035-10-15      | 4.9000%  |  | $4404000.00        | $4447137.18        | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2031-03-15      | 4.2500%  |  | $160000.00         | $160715.60         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2028-10-15      | 4.0000%  |  | $400000.00         | $401396.00         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2030-02-12      | 4.7500%  |  | $1600.00           | $1647.98           | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2064-02-09      | 5.1000%  |  | $1296800.00        | $1199388.70        | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2034-02-09      | 4.7000%  |  | $740800.00         | $747105.03         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2027-02-09      | 4.5000%  |  | $468000.00         | $472974.84         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2027-02-09      | 4.5000%  |  | $128000.00         | $129360.64         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2026-02-27      | 5.0000%  |  | $731200.00         | $731425.05         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2026-02-27      | 5.0000%  |  | $624000.00         | $624192.06         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2049-03-15      | 3.9500%  |  | $4000.00           | $3268.66           | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2027-05-15      | 3.1000%  |  | $169600.00         | $168856.40         | Corporate Debt Securities                         |
| 01BLOELI LILLY & CO        | 2037-03-15      | 5.5500%  |  | $1600000.00        | $1739589.34        | Corporate Debt Securities                         |
| 01BLLJEFFERIES FINANCIAL G | 2043-10-23      | 6.6250%  |  | $20000.00          | $21247.75          | Corporate Debt Securities                         |
| 01PRBLEIDOS INC            | 2035-03-15      | 5.5000%  |  | $104000.00         | $109793.32         | Corporate Debt Securities                         |
| 02LZDLAZARD LLC            | 2035-08-01      | 5.6250%  |  | $20800.00          | $21177.62          | Corporate Debt Securities                         |
| 01CIVLAM RESEARCH CORP     | 2049-03-15      | 4.8750%  |  | $153600.00         | $143962.88         | Corporate Debt Securities                         |
| 04CIBLYB INTERNATIONAL FIN | 2030-10-01      | 2.2500%  |  | $214400.00         | $193620.35         | Corporate Debt Securities                         |
| 01BLAKROGER CO             | 2054-09-15      | 5.5000%  |  | $5648000.00        | $5493106.74        | Corporate Debt Securities                         |
| 01BLAKROGER CO             | 2047-02-01      | 4.4500%  |  | $373600.00         | $313219.18         | Corporate Debt Securities                         |
| 01BJCKRAFT HEINZ FOODS CO  | 2032-03-15      | 5.2000%  |  | $72000.00          | $75468.08          | Corporate Debt Securities                         |
| 03AU7AERCAP IRELAND CAP DE | 2032-01-30      | 3.3000%  |  | $844000.00         | $776124.11         | Corporate Debt Securities                         |
| 01BUYADOBE INC             | 2030-02-01      | 2.3000%  |  | $8000.00           | $7455.67           | Corporate Debt Securities                         |
| 02K4ACHUBB INA HLDGS INC   | 2045-11-03      | 4.3500%  |  | $80000.00          | $70326.14          | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2030-03-15      | 4.8750%  |  | $3200.00           | $3378.25           | Corporate Debt Securities                         |
| 02GEHSIMON PPTY GROUP LP   | 2030-10-01      | 4.3750%  |  | $4340800.00        | $4361354.90        | Corporate Debt Securities                         |
| 02GEHSIMON PPTY GROUP LP   | 2030-10-01      | 4.3750%  |  | $1272800.00        | $1278827.06        | Corporate Debt Securities                         |
| 02GEHSIMON PPTY GROUP LP   | 2030-10-01      | 4.3750%  |  | $1540000.00        | $1547292.33        | Corporate Debt Securities                         |
| 02GEHSIMON PPTY GROUP LP   | 2026-01-15      | 3.3000%  |  | $3944800.00        | $3942761.86        | Corporate Debt Securities                         |
| 027JRSIEMENS FIN NV        | 2027-03-16      | 3.4000%  |  | $1759200.00        | $1773773.99        | Corporate Debt Securities                         |
| 027JRSIEMENS FIN NV        | 2026-08-17      | 6.1250%  |  | $5101600.00        | $5208436.01        | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2035-07-23      | 5.4010%  |  | $52800.00          | $54421.02          | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2030-05-14      | 5.4920%  |  | $2400.00           | $2538.38           | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2079-12-31      | 6.2500%  |  | $1992000.00        | $2041973.74        | Corporate Debt Securities                         |
| 025FRENEL FIN INTL N.V.    | 2047-05-25      | 4.7500%  |  | $3858400.00        | $3352613.06        | Corporate Debt Securities                         |
| 01OZMANHEUSER-BUSCH INBEV  | 2039-01-23      | 5.4500%  |  | $137600.00         | $141912.38         | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2027-07-28      | 5.3890%  |  | $800000.00         | $811400.42         | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2035-08-22      | 5.5430%  |  | $3899200.00        | $3905157.22        | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2047-08-15      | 4.5400%  |  | $16000.00          | $13108.25          | Corporate Debt Securities                         |
| 047KODISNEY WALT CO        | 2026-11-15      | 3.3750%  |  | $98400.00          | $98625.34          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2055-03-01      | 5.9000%  |  | $1236800.00        | $1239415.14        | Corporate Debt Securities                         |
| 01BR9TRAVELERS COMPANIES I | 2043-08-01      | 4.6000%  |  | $240800.00         | $215330.05         | Corporate Debt Securities                         |
| 01D0DSANTANDER HOLDINGS US | 2030-09-06      | 5.3530%  |  | $30885600.00       | $32533165.74       | Corporate Debt Securities                         |
| 01BOGONEOK INC NEW         | 2026-01-15      | 5.8500%  |  | $318400.00         | $321822.80         | Corporate Debt Securities                         |
| 01BM9MARSH & MCLENNAN COS  | 2030-11-15      | 2.2500%  |  | $12800.00          | $11692.42          | Corporate Debt Securities                         |
| 02LVSPACIFIC GAS & ELEC CO | 2050-07-01      | 4.9500%  |  | $3856800.00        | $3244937.97        | Corporate Debt Securities                         |
| 01ZO5UNILEVER CAP CORP     | 2026-07-28      | 2.0000%  |  | $250400.00         | $246359.10         | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2026-12-01      | 4.8500%  |  | $203200.00         | $207821.90         | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2034-03-01      | 5.1500%  |  | $74400.00          | $78192.46          | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2031-01-15      | 1.9500%  |  | $63200.00          | $56202.70          | Corporate Debt Securities                         |
| 01TJWBANQUE FED DU CRED MU | 2028-10-16      | 4.5910%  |  | $1263200.00        | $1281975.82        | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2034-05-09      | 4.8750%  |  | $1459200.00        | $1508938.05        | Corporate Debt Securities                         |
| 04P42GA GLOBAL FUNDING TRU | 2026-01-15      | 1.6250%  |  | $43200.00          | $42792.02          | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2027-02-07      | 4.4000%  |  | $1818400.00        | $1835690.96        | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2030-05-28      | 3.4900%  |  | $480000.00         | $465442.54         | Corporate Debt Securities                         |
| 02KN4ELEVANCE HEALTH INC   | 2050-05-15      | 3.1250%  |  | $2400.00           | $1572.86           | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2036-07-15      | 3.2000%  |  | $34400.00          | $29221.46          | Corporate Debt Securities                         |
| 01C9MGILEAD SCIENCES INC   | 2045-02-01      | 4.5000%  |  | $400000.00         | $352776.00         | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2046-08-11      | 5.8600%  |  | $240000.00         | $241176.00         | Corporate Debt Securities                         |
| 02GDBVENTAS RLTY LTD PARTN | 2029-01-15      | 4.4000%  |  | $4774400.00        | $4814685.33        | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2048-09-01      | 4.2000%  |  | $568800.00         | $472784.66         | Corporate Debt Securities                         |
| 01N2ZAMERICAN WTR CAP CORP | 2048-09-01      | 4.2000%  |  | $800.00            | $664.96            | Corporate Debt Securities                         |
| 02FO9CONSOLIDATED EDISON C | 2031-06-15      | 2.4000%  |  | $12800.00          | $11669.80          | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2029-01-15      | 4.2500%  |  | $195200.00         | $197547.17         | Corporate Debt Securities                         |
| 021TIWELLS FARGO BANK NATL | 2026-12-11      | 5.2540%  |  | $3972000.00        | $4072188.41        | Corporate Debt Securities                         |
| 047KODISNEY WALT CO        | 2050-03-23      | 4.7000%  |  | $69600.00          | $63604.42          | Corporate Debt Securities                         |
| 01RD2DOMINION ENERGY SOUTH | 2043-06-15      | 4.6000%  |  | $329600.00         | $295343.21         | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2055-03-14      | 5.7500%  |  | $48000.00          | $49610.12          | Corporate Debt Securities                         |
| 02KZUSYDNEY AIRPORT FINANC | 2026-04-28      | 3.6250%  |  | $5600000.00        | $5634406.55        | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2051-08-12      | 3.0500%  |  | $2087200.00        | $1251276.98        | Corporate Debt Securities                         |
| 01BCTHESS CORP             | 2027-04-01      | 4.3000%  |  | $3430400.00        | $3498828.86        | Corporate Debt Securities                         |
| 01BMPCVS HEALTH CORP       | 2038-03-25      | 4.7800%  |  | $158400.00         | $149643.30         | Corporate Debt Securities                         |
| 05IZ3BELL CDA              | 2034-02-15      | 5.2000%  |  | $230400.00         | $232163.07         | Corporate Debt Securities                         |
| 05PEMPEPSICO SINGAPORE FIN | 2027-02-16      | 4.9595%  |  | $120000.00         | $120673.70         | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2048-09-15      | 4.5220%  |  | $1600.00           | $1379.42           | Corporate Debt Securities                         |
| 01BC0AFLAC INC             | 2049-01-15      | 4.7500%  |  | $24800.00          | $21787.18          | Corporate Debt Securities                         |
| 01EMYNOMURA HLDGS INC      | 2035-06-29      | 5.4910%  |  | $1560000.00        | $1611334.31        | Corporate Debt Securities                         |
| 04P2PTPG OPER GROUP II LP  | 2036-01-15      | 5.3750%  |  | $1374400.00        | $1375471.46        | Corporate Debt Securities                         |
| 0246XT MOBILE USA INC      | 2055-11-15      | 5.8750%  |  | $25600.00          | $25954.87          | Corporate Debt Securities                         |
| 01Y9PNEXTERA ENERGY CAP HL | 2032-01-15      | 2.4400%  |  | $500000.00         | $439616.11         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2036-01-24      | 6.0200%  |  | $12000.00          | $12496.95          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF GAS CO | 2026-06-15      | 2.6000%  |  | $3408000.00        | $3379217.54        | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2055-09-15      | 6.2000%  |  | $78400.00          | $80668.11          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2030-03-15      | 5.2500%  |  | $324000.00         | $339728.58         | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2031-06-01      | 5.4500%  |  | $1600.00           | $1674.85           | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2034-01-15      | 4.5000%  |  | $738400.00         | $730011.78         | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2031-09-01      | 1.7500%  |  | $313600.00         | $273253.10         | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2037-03-15      | 5.7000%  |  | $804800.00         | $870050.50         | Corporate Debt Securities                         |
| 01BTUVODAFONE GROUP PLC    | 2043-02-19      | 4.3750%  |  | $20000000.00       | $17228505.56       | Corporate Debt Securities                         |
| 03O6SVISTRA OPERATIONS CO  | 2034-12-30      | 5.7000%  |  | $160000.00         | $165312.26         | Corporate Debt Securities                         |
| 01ENVORIX CORP             | 2032-04-13      | 4.0000%  |  | $16000.00          | $15650.42          | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2050-04-01      | 3.6000%  |  | $76800.00          | $54154.75          | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2027-11-15      | 3.2500%  |  | $531200.00         | $525690.86         | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2026-07-15      | 2.6500%  |  | $160000.00         | $158204.62         | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2039-07-08      | 6.1250%  |  | $2400.00           | $2540.87           | Corporate Debt Securities                         |
| 01BOGONEOK INC NEW         | 2055-10-15      | 6.2500%  |  | $4732000.00        | $4688708.78        | Corporate Debt Securities                         |
| 01BOGONEOK INC NEW         | 2032-10-15      | 4.9500%  |  | $921600.00         | $920206.08         | Corporate Debt Securities                         |
| 01RKJBARRICK PD AUSTRALIA  | 2039-10-15      | 5.9500%  |  | $16000.00          | $17023.15          | Corporate Debt Securities                         |
| 01NHNBARRICK NORTH AMERICA | 2041-05-30      | 5.7000%  |  | $160000.00         | $164456.26         | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2029-11-11      | 5.4614%  |  | $800000.00         | $806093.50         | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2046-08-11      | 5.8600%  |  | $8520000.00        | $8561748.00        | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2046-08-11      | 5.8600%  |  | $4000000.00        | $4019600.00        | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2036-02-25      | 5.7850%  |  | $6020800.00        | $6227149.54        | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2034-09-13      | 6.6920%  |  | $2368000.00        | $2677420.78        | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2034-05-09      | 6.2240%  |  | $683200.00         | $744631.82         | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2033-08-09      | 5.7460%  |  | $336000.00         | $352817.54         | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2028-08-09      | 5.5010%  |  | $5020000.00        | $5143924.28        | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2035-08-15      | 5.6250%  |  | $18400.00          | $18988.94          | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2032-10-19      | 7.7500%  |  | $132000.00         | $157017.45         | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2047-08-15      | 4.5400%  |  | $33600.00          | $27527.32          | Corporate Debt Securities                         |
| 01DV2BAE SYSTEMS PLC       | 2034-03-26      | 5.3000%  |  | $2136800.00        | $2246428.53        | Corporate Debt Securities                         |
| 044GTAVOLON HLDGS FDG LTD  | 2029-03-01      | 5.7500%  |  | $800.00            | $849.74            | Corporate Debt Securities                         |
| 01I8HAVALONBAY CMNTYS INC  | 2035-08-01      | 5.0000%  |  | $3691200.00        | $3708015.47        | Corporate Debt Securities                         |
| 01I8HAVALONBAY CMNTYS INC  | 2034-06-01      | 5.3500%  |  | $29600.00          | $30974.56          | Corporate Debt Securities                         |
| 01UE9B A T INTL FIN PLC DI | 2028-03-16      | 4.4480%  |  | $46400.00          | $47518.68          | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2055-08-15      | 6.2500%  |  | $4000.00           | $4091.88           | Corporate Debt Securities                         |
| 01BKHINTERNATIONAL PAPER C | 2039-11-15      | 7.3000%  |  | $144000.00         | $169526.72         | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2055-02-10      | 5.7000%  |  | $650400.00         | $645956.68         | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2026-02-06      | 4.5000%  |  | $80000.00          | $80214.00          | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2039-05-15      | 4.1500%  |  | $199200.00         | $178833.57         | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2079-12-31      | 6.2500%  |  | $26521600.00       | $27186953.26       | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2026-08-13      | 1.1500%  |  | $15722400.00       | $15289737.02       | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2032-04-23      | 2.3070%  |  | $17600.00          | $15804.35          | Corporate Debt Securities                         |
| 01KNDCB RICHARD ELLIS SVCS | 2030-06-15      | 4.8000%  |  | $25600.00          | $26351.27          | Corporate Debt Securities                         |
| 01KNDCB RICHARD ELLIS SVCS | 2034-08-15      | 5.9500%  |  | $78400.00          | $83522.18          | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2055-03-15      | 5.5000%  |  | $37600.00          | $37864.91          | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2045-04-01      | 4.1500%  |  | $118400.00         | $101142.14         | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2044-09-01      | 4.5500%  |  | $1088000.00        | $990675.38         | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2043-03-15      | 4.4500%  |  | $174400.00         | $157516.72         | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2043-03-15      | 4.4500%  |  | $323200.00         | $291911.73         | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2035-08-04      | 5.1500%  |  | $3996000.00        | $4041579.93        | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2035-08-04      | 5.1500%  |  | $1600000.00        | $1618250.22        | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2030-08-04      | 4.5500%  |  | $1600000.00        | $1615935.55        | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2027-04-21      | 4.9000%  |  | $24000.00          | $24657.18          | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2029-09-17      | 4.2000%  |  | $35200.00          | $35698.78          | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2026-08-15      | 3.2500%  |  | $39211200.00       | $38922365.95       | Corporate Debt Securities                         |
| 01BEQBROWN FORMAN CORP     | 2033-04-15      | 4.7500%  |  | $267200.00         | $274315.69         | Corporate Debt Securities                         |
| 03I0XBROOKFIELD FIN INC    | 2036-01-15      | 5.3300%  |  | $3702400.00        | $3697596.14        | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2029-03-01      | 3.7000%  |  | $37600.00          | $37892.70          | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2028-09-10      | 3.9500%  |  | $352000.00         | $358238.51         | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2047-04-15      | 4.0000%  |  | $204800.00         | $166192.93         | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2046-03-01      | 4.0500%  |  | $1600.00           | $1327.72           | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2046-03-01      | 4.0500%  |  | $2772000.00        | $2300274.90        | Corporate Debt Securities                         |
| 02ND2UBER TECHNOLOGIES INC | 2034-09-15      | 4.8000%  |  | $980000.00         | $992795.54         | Corporate Debt Securities                         |
| 02ND2UBER TECHNOLOGIES INC | 2027-09-15      | 7.5000%  |  | $477600.00         | $494792.01         | Corporate Debt Securities                         |
| 01D03US BANCORP            | 2079-12-31      | 5.3000%  |  | $2964000.00        | $3007919.90        | Corporate Debt Securities                         |
| 01BT2UDR INC               | 2030-01-15      | 3.2000%  |  | $16000.00          | $15374.26          | Corporate Debt Securities                         |
| 01FK1TYCO ELECTRONICS GROU | 2035-05-09      | 5.0000%  |  | $3744000.00        | $3798841.28        | Corporate Debt Securities                         |
| 01FK1TYCO ELECTRONICS GROU | 2031-02-09      | 4.5000%  |  | $67200.00          | $67939.87          | Corporate Debt Securities                         |
| 05O0WNEWMONT CORP/NEWCREST | 2041-11-15      | 5.7500%  |  | $243200.00         | $249761.81         | Corporate Debt Securities                         |
| 02LB9JUNIPER NETWORKS      | 2041-03-15      | 5.9500%  |  | $361600.00         | $368906.33         | Corporate Debt Securities                         |
| 02HXKVALE OVERSEAS LTD     | 2039-11-10      | 6.8750%  |  | $228800.00         | $256966.65         | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2039-03-15      | 7.2000%  |  | $652000.00         | $797969.76         | Corporate Debt Securities                         |
| 02GEFBALTIMORE GAS & ELEC  | 2049-09-15      | 3.2000%  |  | $1284000.00        | $889231.34         | Corporate Debt Securities                         |
| 01YR7NATIONWIDE FINL SVCS  | 2044-11-18      | 5.3000%  |  | $2400000.00        | $2261350.66        | Corporate Debt Securities                         |
| 04NARJOHNSON CTLS INTL PLC | 2029-04-19      | 5.5000%  |  | $1672000.00        | $1776284.50        | Corporate Debt Securities                         |
| 01DCJBANK MONTREAL MEDIUM  | 2032-12-15      | 3.8030%  |  | $412000.00         | $406972.48         | Corporate Debt Securities                         |
| 01KIKCAIXABANK S A         | 2029-01-18      | 6.2080%  |  | $520000.00         | $545417.71         | Corporate Debt Securities                         |
| 01ULIDEUTSCHE BK AG N Y    | 2029-01-18      | 6.7200%  |  | $1458400.00        | $1545704.69        | Corporate Debt Securities                         |
| 01W7IAMERICAN TOWER CORP   | 2025-09-15      | 1.3000%  |  | $444000.00         | $445852.46         | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2039-07-08      | 6.1250%  |  | $3680000.00        | $3896005.26        | Corporate Debt Securities                         |
| 01BSZUNION PAC CORP        | 2033-01-20      | 4.5000%  |  | $62400.00          | $62491.42          | Corporate Debt Securities                         |
| 01BRIPUBLIC STORAGE OPER C | 2028-11-09      | 1.9500%  |  | $9600.00           | $9064.11           | Corporate Debt Securities                         |
| 01BFUCORNING INC           | 2079-11-15      | 5.4500%  |  | $404800.00         | $377348.26         | Corporate Debt Securities                         |
| 01OVJREALTY INCOME CORP    | 2029-12-15      | 3.1000%  |  | $29600.00          | $28514.34          | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2033-02-15      | 4.4500%  |  | $20000.00          | $20123.81          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2026-02-13      | 4.8750%  |  | $294400.00         | $295556.01         | Corporate Debt Securities                         |
| 01BP6PNC FINL SVCS GROUP I | 2034-08-18      | 5.9390%  |  | $64000.00          | $68291.50          | Corporate Debt Securities                         |
| 01BOFOMNICOM GROUP INC     | 2030-06-01      | 4.2000%  |  | $82400.00          | $82491.19          | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2025-09-15      | 4.0000%  |  | $50400.00          | $51299.25          | Corporate Debt Securities                         |
| 0246XT MOBILE USA INC      | 2062-09-15      | 5.8000%  |  | $88000.00          | $88733.23          | Corporate Debt Securities                         |
| 02LVTPHILIP MORRIS INTL IN | 2033-02-15      | 5.3750%  |  | $2465600.00        | $2561389.25        | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2035-07-15      | 5.3500%  |  | $10400.00          | $10476.22          | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2052-07-15      | 5.0000%  |  | $40800.00          | $37327.97          | Corporate Debt Securities                         |
| 01DMFMAGNA INTL INC        | 2033-03-21      | 5.5000%  |  | $440000.00         | $464723.11         | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2033-03-14      | 4.9000%  |  | $72800.00          | $76501.76          | Corporate Debt Securities                         |
| 01BS8TEXAS INSTRS INC      | 2053-03-14      | 5.0000%  |  | $80000.00          | $75757.34          | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2034-09-11      | 6.1140%  |  | $888000.00         | $977254.66         | Corporate Debt Securities                         |
| 01BGCDUKE ENERGY CORP NEW  | 2033-09-15      | 5.7500%  |  | $6828800.00        | $7395757.32        | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2046-07-15      | 4.8000%  |  | $40000.00          | $35335.06          | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2048-06-15      | 4.5630%  |  | $3212800.00        | $2767375.80        | Corporate Debt Securities                         |
| 01BCEHONEYWELL INTL INC    | 2036-03-15      | 5.7000%  |  | $1600.00           | $1734.60           | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2025-12-01      | 4.6000%  |  | $971200.00         | $983101.52         | Corporate Debt Securities                         |
| 04PVYCISCO SYS INC         | 2027-02-26      | 4.8000%  |  | $131200.00         | $132832.13         | Corporate Debt Securities                         |
| 01BMQMERCK & CO INC        | 2026-02-24      | 0.7500%  |  | $1689600.00        | $1661103.49        | Corporate Debt Securities                         |
| 04CIBLYB INTERNATIONAL FIN | 2030-10-01      | 2.2500%  |  | $80000.00          | $72246.40          | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2042-06-20      | 4.0000%  |  | $4000.00           | $3371.34           | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2042-06-20      | 4.0000%  |  | $3037600.00        | $2560200.66        | Corporate Debt Securities                         |
| 01BKEINTERNATIONAL BUSINES | 2027-08-01      | 6.2200%  |  | $1288000.00        | $1347026.18        | Corporate Debt Securities                         |
| 02GKAINTERCONTINENTAL EXCH | 2028-09-01      | 3.6250%  |  | $44000.00          | $43826.93          | Corporate Debt Securities                         |
| 02GKAINTERCONTINENTAL EXCH | 2033-03-15      | 4.6000%  |  | $624000.00         | $637737.70         | Corporate Debt Securities                         |
| 02GKAINTERCONTINENTAL EXCH | 2032-09-15      | 1.8500%  |  | $1300000.00        | $1103398.11        | Corporate Debt Securities                         |
| 02GKAINTERCONTINENTAL EXCH | 2025-12-01      | 3.7500%  |  | $100000.00         | $100678.97         | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2050-03-25      | 4.7500%  |  | $4489600.00        | $3736691.58        | Corporate Debt Securities                         |
| 01BOFOMNICOM GROUP INC     | 2030-04-30      | 2.4500%  |  | $25600.00          | $23707.36          | Corporate Debt Securities                         |
| 01W08OKLAHOMA GAS & ELEC C | 2053-04-01      | 5.6000%  |  | $16000.00          | $16003.55          | Corporate Debt Securities                         |
| 01PR8OGLETHORPE POWER CORP | 2050-09-01      | 5.2500%  |  | $37600.00          | $35193.54          | Corporate Debt Securities                         |
| 01BO5NUCOR CORP            | 2030-06-01      | 4.6500%  |  | $40000.00          | $41525.00          | Corporate Debt Securities                         |
| 01BO5NUCOR CORP            | 2030-06-01      | 4.6500%  |  | $348800.00         | $362098.00         | Corporate Debt Securities                         |
| 01BO5NUCOR CORP            | 2027-05-23      | 4.3000%  |  | $108800.00         | $110379.42         | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2035-07-15      | 5.2500%  |  | $275200.00         | $285730.53         | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2030-07-15      | 4.6500%  |  | $1668800.00        | $1716369.14        | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2054-06-01      | 5.2000%  |  | $48000.00          | $45298.62          | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2034-06-01      | 4.9000%  |  | $4800.00           | $4880.44           | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2033-03-15      | 4.7000%  |  | $3643200.00        | $3732061.70        | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2030-05-01      | 4.4000%  |  | $16000.00          | $16373.15          | Corporate Debt Securities                         |
| 01BO2NORTHROP GRUMMAN CORP | 2028-01-15      | 3.2500%  |  | $4800.00           | $4733.82           | Corporate Debt Securities                         |
| 01BV2AUTODESK INC          | 2035-06-15      | 5.3000%  |  | $76000.00          | $78497.32          | Corporate Debt Securities                         |
| 01BV2AUTODESK INC          | 2031-12-15      | 2.4000%  |  | $928000.00         | $822025.50         | Corporate Debt Securities                         |
| 01E49AUSTRALIA & NEW ZEALA | 2032-12-08      | 6.7420%  |  | $2160000.00        | $2412027.72        | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2034-01-15      | 6.0000%  |  | $16000.00          | $16825.18          | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2034-01-15      | 6.0000%  |  | $444800.00         | $467739.82         | Corporate Debt Securities                         |
| 01RD2DOMINION ENERGY SOUTH | 2065-06-01      | 5.1000%  |  | $210400.00         | $189900.02         | Corporate Debt Securities                         |
| 01W13SOLVAY FIN AMER LLC   | 2034-06-04      | 5.8500%  |  | $1565600.00        | $1645778.29        | Corporate Debt Securities                         |
| 01G03SODEXO INC            | 2035-08-15      | 5.8000%  |  | $2320000.00        | $2447651.55        | Corporate Debt Securities                         |
| 01BQVSMUCKER J M CO        | 2053-11-15      | 6.5000%  |  | $51200.00          | $56024.98          | Corporate Debt Securities                         |
| 01BQVSMUCKER J M CO        | 2030-03-15      | 2.3750%  |  | $78400.00          | $73009.18          | Corporate Debt Securities                         |
| 01BQVSMUCKER J M CO        | 2035-03-15      | 4.2500%  |  | $80000.00          | $76180.89          | Corporate Debt Securities                         |
| 054Y1SIXTH STR LENDING PAR | 2029-03-11      | 6.5000%  |  | $26400.00          | $28236.47          | Corporate Debt Securities                         |
| 02GEHSIMON PPTY GROUP LP   | 2035-10-01      | 5.1250%  |  | $4836800.00        | $4856067.93        | Corporate Debt Securities                         |
| 01QOMGENERAL MTRS CO       | 2030-04-15      | 5.6250%  |  | $428800.00         | $450673.09         | Corporate Debt Securities                         |
| 01QOMGENERAL MTRS CO       | 2030-04-15      | 5.6250%  |  | $398400.00         | $418722.38         | Corporate Debt Securities                         |
| 01QOMGENERAL MTRS CO       | 2038-04-01      | 5.1500%  |  | $59200.00          | $56792.46          | Corporate Debt Securities                         |
| 01BI8GE AEROSPACE          | 2036-01-29      | 4.9000%  |  | $1206400.00        | $1219565.85        | Corporate Debt Securities                         |
| 01BI8GENERAL DYNAMICS CORP | 2035-08-15      | 4.9500%  |  | $220000.00         | $223182.30         | Corporate Debt Securities                         |
| 01BI8GENERAL DYNAMICS CORP | 2040-04-01      | 4.2500%  |  | $73600.00          | $68153.76          | Corporate Debt Securities                         |
| 01BI6GALLAGHER ARTHUR J &  | 2051-05-20      | 3.5000%  |  | $1360000.00        | $955515.60         | Corporate Debt Securities                         |
| 056NHGE HEALTHCARE TECHNOL | 2035-06-15      | 5.5000%  |  | $1528800.00        | $1593104.73        | Corporate Debt Securities                         |
| 01BI2FREEPORT MCMORAN INC  | 2043-03-15      | 5.4500%  |  | $2924000.00        | $2849957.82        | Corporate Debt Securities                         |
| 01RWKMASTERCARD INCORPORAT | 2026-11-21      | 2.9500%  |  | $1998400.00        | $1990727.26        | Corporate Debt Securities                         |
| 01BN5MOTOROLA SOLUTIONS IN | 2035-08-15      | 5.5500%  |  | $2636800.00        | $2754596.84        | Corporate Debt Securities                         |
| 01FURCAMDEN PPTY TR        | 2029-07-01      | 3.1500%  |  | $5600.00           | $5412.04           | Corporate Debt Securities                         |
| 01RD0FLORIDA PWR & LT CO   | 2026-05-15      | 4.4500%  |  | $1355200.00        | $1374207.43        | Corporate Debt Securities                         |
| 01RD2GEORGIA PWR CO        | 2040-09-01      | 4.7500%  |  | $1388000.00        | $1333460.08        | Corporate Debt Securities                         |
| 04T6YDAIMLER TRUCKS FIN NO | 2032-01-13      | 5.3750%  |  | $477600.00         | $494257.76         | Corporate Debt Securities                         |
| 01BVEKLA CORP              | 2032-07-15      | 4.6500%  |  | $3035200.00        | $3083712.62        | Corporate Debt Securities                         |
| 02K4DNETFLIX INC.          | 2028-11-15      | 5.8750%  |  | $26400.00          | $28317.75          | Corporate Debt Securities                         |
| 01BE7VERIZON COMMUNICATION | 2032-03-15      | 2.3550%  |  | $960000.00         | $845720.00         | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2029-05-03      | 4.0500%  |  | $4000.00           | $4064.88           | Corporate Debt Securities                         |
| 01ND7MID-AMERICA APTS LP   | 2034-03-15      | 5.0000%  |  | $84800.00          | $87585.49          | Corporate Debt Securities                         |
| 01BQVSMUCKER J M CO        | 2043-11-15      | 6.5000%  |  | $19200.00          | $20912.22          | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2045-03-15      | 4.4000%  |  | $15200.00          | $13475.47          | Corporate Debt Securities                         |
| 027KQPUGET ENERGY INC      | 2037-03-15      | 6.2740%  |  | $295200.00         | $328380.94         | Corporate Debt Securities                         |
| 01BF6DUKE ENERGY PROGRESS  | 2038-04-01      | 6.3000%  |  | $45600.00          | $51161.83          | Corporate Debt Securities                         |
| 01BEKBOEING CO             | 2060-05-01      | 5.9300%  |  | $156800.00         | $155156.30         | Corporate Debt Securities                         |
| 02K4ACHUBB INA HLDGS INC   | 2029-08-15      | 4.6500%  |  | $2040000.00        | $2083428.20        | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2035-05-15      | 3.9000%  |  | $8800.00           | $8061.91           | Corporate Debt Securities                         |
| 01BOZPFIZER INC            | 2026-06-03      | 2.7500%  |  | $1857600.00        | $1850502.94        | Corporate Debt Securities                         |
| 01BSZUNION ELEC CO         | 2053-03-15      | 5.4500%  |  | $1120000.00        | $1103947.91        | Corporate Debt Securities                         |
| 01GZ9MERCEDES-BENZ FIN NOR | 2034-08-01      | 5.1250%  |  | $1075200.00        | $1086302.63        | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2033-03-01      | 4.6000%  |  | $771200.00         | $801318.78         | Corporate Debt Securities                         |
| 01PRBLEIDOS INC            | 2033-03-15      | 5.7500%  |  | $728000.00         | $783265.71         | Corporate Debt Securities                         |
| 01BL5KIMCO RLTY OP LLC     | 2036-02-01      | 5.3000%  |  | $12000.00          | $12271.38          | Corporate Debt Securities                         |
| 01BSZUNION ELEC CO         | 2032-03-15      | 2.1500%  |  | $39200.00          | $34337.02          | Corporate Debt Securities                         |
| 0648BOMNIS FDG TR          | 2055-05-15      | 6.7220%  |  | $600000.00         | $633846.83         | Corporate Debt Securities                         |
| 02H9TFIDELITY NATL INFORMA | 2041-03-01      | 3.1000%  |  | $76800.00          | $57981.53          | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2031-02-15      | 4.7000%  |  | $1333600.00        | $1374809.72        | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2031-02-15      | 4.7000%  |  | $1758400.00        | $1812736.51        | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2028-05-09      | 4.2500%  |  | $140800.00         | $143725.28         | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2054-02-20      | 5.4500%  |  | $16000.00          | $15686.28          | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2034-02-20      | 5.1500%  |  | $92000.00          | $94645.69          | Corporate Debt Securities                         |
| 01BFXCUMMINS INC           | 2029-02-20      | 4.9000%  |  | $16000.00          | $16474.96          | Corporate Debt Securities                         |
| 01CL3CUBESMART L P         | 2035-11-01      | 5.1250%  |  | $4704000.00        | $4645394.04        | Corporate Debt Securities                         |
| 02IPOCREDIT AGRICOLE SA LO | 2027-01-10      | 4.1250%  |  | $551200.00         | $552867.15         | Corporate Debt Securities                         |
| 01PUHCOX COMMUNICATIONS IN | 2030-10-01      | 1.8000%  |  | $7920000.00        | $6954393.60        | Corporate Debt Securities                         |
| 01BFUCORNING INC           | 2079-11-15      | 5.4500%  |  | $1443200.00        | $1345328.59        | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2028-03-02      | 5.1500%  |  | $4000.00           | $4195.80           | Corporate Debt Securities                         |

### Security 329: Societe Generale SA

- **C.1 - Title:** Societe Generale SA,  4.510%, 10/6/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FVT005, C.4 - ISIN: US8329940089, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 01BCJENERGY TRANSFER L P   | 2034-05-15      | 5.5500%  |  | $249375.00         | $257749.84         | Corporate Debt Securities                         |
| 01BTQLIVE NATION ENTERTAIN | 2027-05-15      | 6.5000%  |  | $3690750.00        | $3796112.71        | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2029-01-07      | 5.8000%  |  | $69125.00          | $72394.46          | Corporate Debt Securities                         |
| 026RIDISH DBS CORPORATION  | 2026-07-01      | 7.7500%  |  | $9142875.00        | $9005604.89        | Corporate Debt Securities                         |
| 03E4VUBS GROUP AG          | 2500-12-31      | 9.2500%  |  | $709625.00         | $852342.02         | Corporate Debt Securities                         |
| 01BMKM D C HLDGS INC       | 2030-01-15      | 3.8500%  |  | $12265750.00       | $11848046.70       | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2027-11-24      | 2.2790%  |  | $178500.00         | $175135.99         | Corporate Debt Securities                         |
| 01ULIDEUTSCHE BK AG N Y    | 2030-09-11      | 4.9990%  |  | $140000.00         | $145717.42         | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2035-08-03      | 5.5000%  |  | $2625.00           | $2695.70           | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2060-02-15      | 3.1000%  |  | $49000.00          | $27534.35          | Corporate Debt Securities                         |
| 01BFWCSX CORP              | 2048-11-15      | 4.7500%  |  | $179375.00         | $161534.77         | Corporate Debt Securities                         |
| 01LHNECHOSTAR CORP         | 2029-11-30      | 10.7500% |  | $239232.00         | $264130.41         | Corporate Debt Securities                         |
| 01EMYNOMURA HLDGS INC      | 2030-07-16      | 2.6790%  |  | $218750.00         | $201383.42         | Corporate Debt Securities                         |
| 03IYIWINDSTREAM SERVICES L | 2028-04-15      | 4.7500%  |  | $7875.00           | $7817.84           | Corporate Debt Securities                         |
| 03NZUAMER AIRLINES PT TR 2 | 2030-04-15      | 3.0000%  |  | $2625.00           | $1522.61           | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2034-10-23      | 6.2540%  |  | $1750.00           | $1956.61           | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2061-08-12      | 3.2000%  |  | $29750.00          | $16960.21          | Corporate Debt Securities                         |
| 01YQ9HYUNDAI CAP AMER      | 2028-06-26      | 5.6800%  |  | $91875.00          | $95815.52          | Corporate Debt Securities                         |
| 01YQ9HYUNDAI CAP AMER      | 2027-06-24      | 5.2750%  |  | $175000.00         | $179167.50         | Corporate Debt Securities                         |
| 02M39HERTZ CORP            | 2026-12-01      | 4.6250%  |  | $165375.00         | $155190.47         | Corporate Debt Securities                         |
| 01BI8GATX CORP             | 2035-06-15      | 5.5000%  |  | $54250.00          | $56088.83          | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2027-11-04      | 7.3500%  |  | $3911250.00        | $4167707.41        | Corporate Debt Securities                         |
| 01R7GFORD MOTOR CREDIT COM | 2027-05-28      | 4.9500%  |  | $281750.00         | $284618.92         | Corporate Debt Securities                         |
| 01BHXFORD MTR CO           | 2032-02-12      | 3.2500%  |  | $777000.00         | $668565.55         | Corporate Debt Securities                         |
| 05X8VWINDSTREAM SVCS LLC / | 2031-10-01      | 8.2500%  |  | $8848000.00        | $9529708.90        | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2026-05-13      | 2.8500%  |  | $3500.00           | $3496.54           | Corporate Debt Securities                         |
| 01TAEECOPETROL S A         | 2036-01-19      | 8.3750%  |  | $371000.00         | $380150.93         | Corporate Debt Securities                         |
| 02FO9EPR PPTYS             | 2028-04-15      | 4.9500%  |  | $206500.00         | $211374.43         | Corporate Debt Securities                         |
| 02MCUCOREBRIDGE FINL INC   | 2052-12-15      | 6.8750%  |  | $2625.00           | $2749.04           | Corporate Debt Securities                         |
| 01E4ICOMMONWEALTH BANK OF  | 2030-03-14      | 5.1769%  |  | $44625.00          | $45523.09          | Corporate Debt Securities                         |
| 05SYVCOGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  |  | $672875.00         | $681083.33         | Corporate Debt Securities                         |
| 01U0ACITGO PETE CORP       | 2029-01-15      | 8.3750%  |  | $10024875.00       | $10571392.20       | Corporate Debt Securities                         |
| 01T8CEXPORT IMPORT BANK KO | 2026-01-11      | 4.8750%  |  | $7298375.00        | $7363841.42        | Agency Debentures and Agency Strips               |
| 04J89CARRIER GLOBAL CORPOR | 2054-03-15      | 6.2000%  |  | $7875.00           | $8672.54           | Corporate Debt Securities                         |
| 01BF5CARNIVAL CORP         | 2032-08-01      | 5.7500%  |  | $8911000.00        | $9111569.29        | Corporate Debt Securities                         |
| 02FQOCSC HLDGS LLC         | 2029-01-31      | 11.7500% |  | $10149125.00       | $9405653.67        | Corporate Debt Securities                         |
| 01CT7BROWN & BROWN INC     | 2034-06-11      | 5.6500%  |  | $2625.00           | $2732.58           | Corporate Debt Securities                         |
| 033H4BROOKFIELD RESIDENTIA | 2029-06-15      | 5.0000%  |  | $8669500.00        | $8226989.45        | Corporate Debt Securities                         |
| 01BDWBANK NEW YORK MELLON  | 2031-01-28      | 1.6500%  |  | $1750.00           | $1539.62           | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2035-01-23      | 5.4680%  |  | $37625.00          | $39221.35          | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2028-02-04      | 2.5510%  |  | $2625.00           | $2569.19           | Corporate Debt Securities                         |
| 022VVBP CAP MKTS P L C     | 2500-12-31      | 6.4500%  |  | $97125.00          | $105212.77         | Corporate Debt Securities                         |
| 05UBTAZORRA FIN LTD        | 2030-04-15      | 7.7500%  |  | $2535750.00        | $2729677.12        | Corporate Debt Securities                         |
| 04WQ9AVIANCA MIDCO 2 LTD   | 2030-02-14      | 9.6250%  |  | $9569875.00        | $9201534.50        | Corporate Debt Securities                         |
| 01EZAAMERICAN TRANSMISSION | 2032-01-15      | 2.6500%  |  | $24500.00          | $21886.07          | Corporate Debt Securities                         |
| 01BCTHESS CORP             | 2029-10-01      | 7.8750%  |  | $160125.00         | $187225.36         | Corporate Debt Securities                         |
| 01BCJENERGY TRANSFER L P   | 2056-02-15      | 6.5000%  |  | $225750.00         | $224041.57         | Corporate Debt Securities                         |
| 01MP1MITSUBISHI UFJ FINANC | 2029-03-07      | 3.7410%  |  | $96250.00          | $96918.33          | Corporate Debt Securities                         |
| 039D2MPH ACQUISITION HLDGS | 2030-12-31      | 5.7500%  |  | $1622.25           | $1410.76           | Corporate Debt Securities                         |
| 04FJRKIOXIA HLDGS CORP     | 2033-07-24      | 6.6250%  |  | $5455625.00        | $5460267.58        | Corporate Debt Securities                         |
| 05VC9JETBLUE AWYS CORP / J | 2031-09-20      | 9.8750%  |  | $11003125.00       | $11109163.03       | Corporate Debt Securities                         |
| 01ETUOMEGA HEALTHCARE INVS | 2031-02-01      | 3.3750%  |  | $276500.00         | $256491.08         | Corporate Debt Securities                         |
| 01PR8OGLETHORPE POWER CORP | 2039-11-01      | 5.9500%  |  | $35000.00          | $36815.20          | Corporate Debt Securities                         |
| 01DGNNEW GOLD INC CDA      | 2032-04-01      | 6.8750%  |  | $125125.00         | $134282.46         | Corporate Debt Securities                         |
| 03E4VUBS GROUP AG          | 2500-12-31      | 7.0000%  |  | $875000.00         | $886302.09         | Corporate Debt Securities                         |
| 02HFTTRANSCANADA PIPELINE  | 2038-08-15      | 7.2500%  |  | $96250.00          | $110301.49         | Corporate Debt Securities                         |
| 01RD2SOUTHERN CALIF EDISON | 2051-06-01      | 3.6500%  |  | $1750.00           | $1223.22           | Corporate Debt Securities                         |
| 01EWBSOCIETE GENERALE      | 2031-05-22      | 5.5120%  |  | $2385250.00        | $2481809.16        | Corporate Debt Securities                         |
| 01EWBSOCIETE GENERALE      | 2033-04-13      | 6.1000%  |  | $1204875.00        | $1287366.10        | Corporate Debt Securities                         |
| 02Y1FSHELF DRILLING HLDGS  | 2029-04-15      | 9.6250%  |  | $2535750.00        | $2737789.41        | Corporate Debt Securities                         |
| 01R4LSERVICE PPTYS TR      | 2031-11-15      | 8.6250%  |  | $5250.00           | $5727.63           | Corporate Debt Securities                         |
| 049GASASOL FING USA LLC    | 2026-09-18      | 4.3750%  |  | $2130625.00        | $2153115.82        | Corporate Debt Securities                         |
| 01W0FSANTOS FINANCE LTD    | 2033-09-19      | 6.8750%  |  | $2625.00           | $2962.72           | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2033-03-09      | 5.0000%  |  | $31500.00          | $32959.43          | Corporate Debt Securities                         |
| 01MISPETROLEOS MEXICANOS   | 2048-02-12      | 6.3500%  |  | $13565125.00       | $10175588.38       | Corporate Debt Securities                         |
| 01W6WPBF HLDG CO LLC / PBF | 2030-03-15      | 9.8750%  |  | $26979750.00       | $28994530.29       | Corporate Debt Securities                         |
| 01RDMOPEN TEXT CORP        | 2027-12-01      | 6.9000%  |  | $10836875.00       | $11423438.92       | Corporate Debt Securities                         |
| 04RCO1261229 BC LTD        | 2032-04-15      | 10.0000% |  | $5657750.00        | $6110916.92        | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2053-03-02      | 5.6500%  |  | $10500.00          | $10555.43          | Corporate Debt Securities                         |
| 03DV3CONSOLIDATED ENERGY F | 2026-05-15      | 6.5000%  |  | $10152625.00       | $10116154.52       | Corporate Debt Securities                         |
| 03E4VUBS GROUP AG          | 2500-12-31      | 6.6000%  |  | $1750000.00        | $1755425.00        | Corporate Debt Securities                         |
| 02D0ZPOST HLDGS INC        | 2029-12-15      | 5.5000%  |  | $13125.00          | $13242.15          | Corporate Debt Securities                         |
| 01MUCPIEDMONT OPER PARTNER | 2030-08-15      | 3.1500%  |  | $280000.00         | $253796.20         | Corporate Debt Securities                         |
| 01MISPETROLEOS MEXICANOS   | 2030-01-23      | 6.8400%  |  | $8750000.00        | $8760937.50        | Corporate Debt Securities                         |
| 01FDOMETLIFE INC           | 2041-02-06      | 5.8750%  |  | $178500.00         | $186681.28         | Corporate Debt Securities                         |
| 05J2RFHLMC STACR REMIC TR  | 2043-04-27      | 7.5997%  |  | $2122893.50        | $2226109.15        | Private Label Collateralized Mortgage Obligations |
| 05GJVFHLMC STACR REMIC TR  | 2043-03-25      | 7.4497%  |  | $2153375.00        | $2250047.76        | Private Label Collateralized Mortgage Obligations |
| 04ZKIVERUS SECURITIZATION  | 2067-02-25      | 4.1300%  |  | $7794563.04        | $7537975.55        | Private Label Collateralized Mortgage Obligations |
| 04H2ISG RESIDENTIAL MTG TR | 2059-09-25      | 4.0780%  |  | $3246099.50        | $3099959.38        | Private Label Collateralized Mortgage Obligations |
| 04FS0ANGEL OAK MRTG TR 201 | 2049-07-26      | 4.4120%  |  | $4352223.75        | $4393189.30        | Private Label Collateralized Mortgage Obligations |
| 05V5IJ P MORGAN MTG TR 202 | 2055-01-25      | 5.5000%  |  | $8824868.61        | $8879854.40        | Private Label Collateralized Mortgage Obligations |
| 05T3KRATE MORTGAGE TRUST 2 | 2054-07-27      | 6.0000%  |  | $4891349.04        | $4982575.96        | Private Label Collateralized Mortgage Obligations |
| 04YUWRCKT MRTG TR 2022-2   | 2052-02-26      | 2.8034%  |  | $6998435.41        | $5517765.39        | Private Label Collateralized Mortgage Obligations |
| 062K5FORTRESS CR OPPORT CL | 2033-07-20      | 5.8167%  |  | $14533277.50       | $14815186.13       | Other Instrument                                  |
| 03S8EMILOS CLO LTD 2017R   | 2030-10-21      | 5.6571%  |  | $1132630.12        | $1140613.50        | Other Instrument                                  |
| 05ICMBX MTG TRUST 2023-DEL | 2038-06-15      | 7.0531%  |  | $7875000.00        | $7940896.99        | Other Instrument                                  |
| 03M3BDBJPM MTG TR 2016-C1  | 2049-05-12      | 3.4670%  |  | $8034250.00        | $6808702.02        | Other Instrument                                  |
| 046UWJPMDB COML MTG SEC TR | 2051-06-16      | 4.9146%  |  | $999250.00         | $900319.70         | Other Instrument                                  |
| 051PQBX COM MRTG TR 2022-C | 2039-06-15      | 9.6218%  |  | $16470160.88       | $16579173.76       | Other Instrument                                  |
| 04M4ZJPMDB COML MT SEC TR  | 2053-05-15      | 3.2937%  |  | $2045531.25        | $1424339.75        | Other Instrument                                  |
| 04JD0CITIGRP COML MTG TR 2 | 2053-02-18      | 3.5540%  |  | $1050000.00        | $883127.94         | Other Instrument                                  |
| USTR BILL 01/02/26         | 2026-01-02      | 0.0000%  |  | $103425.00         | $101988.84         | U.S. Treasuries (including strips)                |
| USTR BILL 12/26/25         | 2025-12-26      | 0.0000%  |  | $87.50             | $86.34             | U.S. Treasuries (including strips)                |
| 06415DWIGHT 2025-FL1       | 2042-12-19      | 5.9620%  |  | $6511145.38        | $6535620.16        | Other Instrument                                  |
| 05QTXBX TRUST 2024-BRVE    | 2041-04-15      | 8.2511%  |  | $20358631.07       | $20391505.39       | Other Instrument                                  |
| 05Q2EBX COML MTG TR 2024-M | 2039-02-15      | 6.0544%  |  | $5423409.09        | $5446347.24        | Other Instrument                                  |
| 051PQBX COM MRTG TR 2022-C | 2039-06-15      | 10.6203% |  | $136415.13         | $137205.12         | Other Instrument                                  |
| 05W44BDS LLC 2024-FL13     | 2039-09-20      | 8.0416%  |  | $875000.00         | $861555.51         | Other Instrument                                  |
| 04JBLJP MRGN CHASE COM TR  | 2037-01-16      | 3.0648%  |  | $4908750.00        | $3938701.15        | Other Instrument                                  |
| 04BCWWELLS FARGO COM MTG 2 | 2052-01-17      | 3.0000%  |  | $9435125.00        | $7692979.49        | Other Instrument                                  |
| 05022POSCO                 | 2027-08-04      | 4.5000%  |  | $176750.00         | $177744.22         | Other Instrument                                  |
| 01EFQADANI PORTS & SPL ECO | 2041-08-02      | 5.0000%  |  | $175000.00         | $145957.00         | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2034-04-04      | 5.6340%  |  | $129500.00         | $136155.33         | Other Instrument                                  |
| 02BX6LEIGHTON FINANCE (USA | 2034-03-25      | 7.0000%  |  | $166250.00         | $184524.94         | Other Instrument                                  |
| 02LJXPETROLEOS DEL PERU -  | 2047-06-19      | 5.6250%  |  | $14293125.00       | $9822056.83        | Other Instrument                                  |
| 01KUWAES GENER S A         | 2032-03-14      | 6.2500%  |  | $176750.00         | $187852.70         | Other Instrument                                  |
| 02OIAMINERVA LUXEMBOURG S  | 2033-09-13      | 8.8750%  |  | $413875.00         | $471616.20         | Other Instrument                                  |
| 03E4VUBS GROUP AG          | 2026-04-17      | 4.5500%  |  | $179375.00         | $182620.49         | Other Instrument                                  |
| 01E1TSTANDARD CHARTERED PL | 2030-02-08      | 7.0180%  |  | $991375.00         | $1075715.07        | Other Instrument                                  |
| 01E1TSTANDARD CHARTERED PL | 2500-12-31      | 4.3000%  |  | $518000.00         | $488253.56         | Other Instrument                                  |
| 060JTMADISON PARK FDG LTD  | 2038-04-23      | 5.4095%  |  | $2144117.50        | $2145481.16        | Asset-Backed Securities                           |
| 01EWBSOCIETE GENERALE      | 2500-12-31      | 8.1250%  |  | $525875.00         | $555980.32         | Other Instrument                                  |
| 01EWBSOCIETE GENERALE      | 2500-12-31      | 9.3750%  |  | $2750125.00        | $3003247.65        | Other Instrument                                  |

### Security 330: Societe Generale SA

- **C.1 - Title:** Societe Generale SA,  4.460%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FVT005, C.4 - ISIN: US8329940089, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 01BLAKOHLS CORP            | 2045-07-17      | 5.5500%  |  | $1338000.00        | $837126.39         | Corporate Debt Securities                         |
| 03IYIWINDSTREAM SERVICES L | 2028-04-15      | 4.7500%  |  | $9333.33           | $9265.58           | Corporate Debt Securities                         |
| 01EWBSOCIETE GENERALE      | 2033-04-13      | 6.1000%  |  | $230666.67         | $246459.13         | Corporate Debt Securities                         |
| 02D0ZPOST HLDGS INC        | 2029-12-15      | 5.5000%  |  | $22666.67          | $22868.98          | Corporate Debt Securities                         |
| 0491SNORDEA BK ABP MED TER | 2030-08-28      | 5.2138%  |  | $1004666.67        | $1006208.55        | Corporate Debt Securities                         |
| 02XNDLADDER CAPITAL FIN HL | 2029-06-15      | 4.7500%  |  | $812666.67         | $803616.72         | Corporate Debt Securities                         |
| 03HRRITT HOLDINGS LLC      | 2029-08-01      | 6.5000%  |  | $1292000.00        | $1271955.34        | Corporate Debt Securities                         |
| 02AHGHUNT COS INC          | 2029-04-15      | 5.2500%  |  | $853333.33         | $852268.09         | Corporate Debt Securities                         |
| 01DGNNEW GOLD INC CDA      | 2032-04-01      | 6.8750%  |  | $17333.33          | $18601.90          | Corporate Debt Securities                         |
| 01W6WPBF HLDG CO LLC / PBF | 2030-03-15      | 9.8750%  |  | $1144000.00        | $1229431.06        | Corporate Debt Securities                         |
| 01R4LSERVICE PPTYS TR      | 2026-10-01      | 4.7500%  |  | $50000.00          | $50502.39          | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2028-02-24      | 2.6400%  |  | $55333.33          | $54044.99          | Corporate Debt Securities                         |
| 01DT5FIRST QUANTUM MINERAL | 2034-02-15      | 7.2500%  |  | $226000.00         | $228714.83         | Corporate Debt Securities                         |
| 05KOTCOLUMBIA PIPELINES HL | 2028-08-15      | 6.0420%  |  | $2000.00           | $2096.72           | Corporate Debt Securities                         |
| 05SYVCOGENT COMMUNICATIONS | 2027-06-15      | 7.0000%  |  | $1333.33           | $1349.60           | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 6.8750%  |  | $21333.33          | $21870.40          | Corporate Debt Securities                         |
| 04GHIWYNN RESORTS FIN LLC  | 2029-10-01      | 5.1250%  |  | $30000.00          | $30612.88          | Corporate Debt Securities                         |
| 01D5BPARAMOUNT GLOBAL      | 2031-01-15      | 4.9500%  |  | $618666.67         | $618982.19         | Corporate Debt Securities                         |
| 04S5HASTRAZENECA FINANCE L | 2031-02-26      | 4.9000%  |  | $3333.33           | $3448.69           | Corporate Debt Securities                         |
| 04GKDALGOMA STL INC        | 2029-04-15      | 9.1250%  |  | $18000.00          | $16420.77          | Corporate Debt Securities                         |
| 03IYIWINDSTREAM SERVICES L | 2028-02-15      | 10.5000% |  | $10666.67          | $11740.51          | Corporate Debt Securities                         |
| 05GLFWESTLAKE AUTO REC TR  | 2030-06-17      | 8.3000%  |  | $17872666.67       | $17913001.31       | Asset-Backed Securities                           |
| 030MNSTRUCTURED ASSET MTG  | 2037-06-25      | 4.8970%  |  | $3493233.60        | $3750901.89        | Private Label Collateralized Mortgage Obligations |
| 030M9RASC SERIES TRUST 200 | 2036-10-25      | 4.7270%  |  | $4197873.81        | $3665735.94        | Private Label Collateralized Mortgage Obligations |
| 02XUBOWNIT MTG LN TR 2006- | 2037-01-25      | 5.0070%  |  | $331614.59         | $249795.43         | Private Label Collateralized Mortgage Obligations |
| 02XUDNEW CENTURY HEQ TR 20 | 2036-08-25      | 4.9020%  |  | $1728828.97        | $1547512.27        | Private Label Collateralized Mortgage Obligations |
| 02XTMIMPAC CMB TR 2005-7   | 2035-11-25      | 4.9570%  |  | $2536486.05        | $2262656.61        | Private Label Collateralized Mortgage Obligations |
| 02XSCCITIGROUP MTG LN TR 2 | 2037-05-26      | 4.7370%  |  | $11489723.14       | $9038210.73        | Private Label Collateralized Mortgage Obligations |
| 030L6MORGAN STANLEY ABS 20 | 2047-02-25      | 8.2370%  |  | $8788263.88        | $1531576.67        | Private Label Collateralized Mortgage Obligations |
| 01C99CSMC SERIES 2010-2R   | 2037-06-26      | 6.0000%  |  | $6712197.07        | $3321112.33        | Private Label Collateralized Mortgage Obligations |
| 030PBWAMU PTC WMALT 2007-O | 2037-05-26      | 4.9170%  |  | $3254216.23        | $2877603.63        | Private Label Collateralized Mortgage Obligations |
| 030LAMS HEQ LN TR 2007-2   | 2037-04-25      | 4.6670%  |  | $13085333.62       | $6729056.45        | Private Label Collateralized Mortgage Obligations |
| 030IBCWALT INC 2005-62     | 2035-12-25      | 6.2218%  |  | $5194829.37        | $3055184.88        | Private Label Collateralized Mortgage Obligations |
| 03487WAMU MTG CERT 2005-AR | 2045-11-25      | 5.1170%  |  | $1778820.17        | $1620392.33        | Private Label Collateralized Mortgage Obligations |
| 030M2RALI SERIES TRUST 200 | 2046-02-25      | 4.9770%  |  | $8158444.03        | $3111858.74        | Private Label Collateralized Mortgage Obligations |
| 030GDACE SECS HEQ 2005-HE3 | 2035-05-25      | 5.4270%  |  | $939421.26         | $730831.23         | Private Label Collateralized Mortgage Obligations |
| 030LHNOVASTAR HEQ LN TR 20 | 2036-01-25      | 5.1720%  |  | $1560619.68        | $1205958.97        | Private Label Collateralized Mortgage Obligations |
| 02XS8BEAR STEARNS MTG FDG  | 2037-03-25      | 4.8370%  |  | $3656187.60        | $3358058.61        | Private Label Collateralized Mortgage Obligations |
| 030PGAMERIQUEST MTG SECS 2 | 2034-07-25      | 4.3638%  |  | $3946105.80        | $3267352.03        | Private Label Collateralized Mortgage Obligations |
| 030MNSTRUCTURED ASSET MTG  | 2047-08-25      | 5.9518%  |  | $2477040.24        | $2426557.06        | Private Label Collateralized Mortgage Obligations |
| 030JYHOME EQUITY ASSET TR  | 2036-07-25      | 5.0370%  |  | $10460000.00       | $9879006.31        | Private Label Collateralized Mortgage Obligations |
| 030M5RAMP SERIES TRUST 200 | 2036-02-25      | 5.0070%  |  | $6412678.75        | $4661660.50        | Private Label Collateralized Mortgage Obligations |
| 030K6INDYMAC MBS 2005-AR18 | 2036-10-27      | 5.0570%  |  | $2462126.52        | $1213548.92        | Private Label Collateralized Mortgage Obligations |
| 02XT4GSAMP TRUST 2006-FM1  | 2036-04-25      | 4.7570%  |  | $2685347.19        | $1991194.50        | Private Label Collateralized Mortgage Obligations |
| 02M7XFBR SEC TRUST 2005-3  | 2035-10-25      | 5.1120%  |  | $4728768.30        | $4048700.50        | Private Label Collateralized Mortgage Obligations |
| 030ITDEUTSCHE MTG RE-REMIC | 2036-09-30      | 4.1894%  |  | $2081595.20        | $1545504.15        | Private Label Collateralized Mortgage Obligations |
| 05214CWABS INC 2006-13     | 2037-01-25      | 4.1139%  |  | $8088629.52        | $7533876.28        | Private Label Collateralized Mortgage Obligations |
| 030I5CWALT INC 2005-11CB   | 2035-06-25      | 4.9370%  |  | $582337.29         | $408162.86         | Private Label Collateralized Mortgage Obligations |
| 03EAACWABS INC 2005-4      | 2035-08-27      | 5.1360%  |  | $2165333.33        | $1996447.44        | Private Label Collateralized Mortgage Obligations |
| 03EAACWABS INC 2006-9      | 2034-11-25      | 4.8270%  |  | $6708494.12        | $5897895.61        | Private Label Collateralized Mortgage Obligations |
| 02XS8BEAR STRNS MTG FDG 20 | 2036-10-25      | 4.7970%  |  | $10044316.61       | $8747742.07        | Private Label Collateralized Mortgage Obligations |
| 030GDACE SECS HEQ 2005-HE7 | 2035-11-25      | 5.1270%  |  | $1711822.77        | $1607890.60        | Private Label Collateralized Mortgage Obligations |
| 030GHAAMES MTG TR 2005-4   | 2035-10-25      | 5.4120%  |  | $3585966.00        | $1941303.35        | Private Label Collateralized Mortgage Obligations |
| 030PBWAMU PTC WMALT 2007-H | 2037-02-25      | 4.6170%  |  | $4965596.45        | $2194783.71        | Private Label Collateralized Mortgage Obligations |
| 03468WAMU MTG CERT 2004-AR | 2035-01-25      | 5.2569%  |  | $788949.90         | $672304.23         | Private Label Collateralized Mortgage Obligations |
| 03487WAMU MTG CERT 2005-AR | 2045-11-25      | 5.2570%  |  | $3328814.63        | $3044684.04        | Private Label Collateralized Mortgage Obligations |
| 03487WAMU MTG CERT 2005-AR | 2045-10-25      | 5.3370%  |  | $7549096.50        | $6533743.05        | Private Label Collateralized Mortgage Obligations |
| 030GIAMERIQUEST MTG SECS 2 | 2036-01-25      | 5.5920%  |  | $4124724.70        | $4235784.31        | Private Label Collateralized Mortgage Obligations |
| 030PGAMERIQUEST MTG SECS 2 | 2035-09-25      | 5.5320%  |  | $7908508.80        | $7032836.55        | Private Label Collateralized Mortgage Obligations |
| 030I6CWALT INC ALT LN TR 2 | 2036-07-25      | 10.8519% |  | $1830395.25        | $1618317.90        | Private Label Collateralized Mortgage Obligations |
| 04FYVPRIMA CAP CRE SEC LTD | 2038-10-25      | 3.8300%  |  | $10461607.59       | $9072249.14        | Other Instrument                                  |
| 047D6NORTHWOODS CAP XII-B  | 2031-06-16      | 10.3681% |  | $3726000.00        | $3735539.17        | Other Instrument                                  |
| 042X6CROWN PT CLO LTD 2018 | 2031-04-21      | 10.0871% |  | $2195090.67        | $2098413.81        | Other Instrument                                  |
| 04HEXJACKCON PK TR 2019-LI | 2039-10-14      | 3.3505%  |  | $12182000.00       | $10435392.70       | Other Instrument                                  |
| 04HEXJACKCON PK TR 2019-LI | 2039-10-14      | 3.3505%  |  | $18312000.00       | $16158159.57       | Other Instrument                                  |
| 04RKCTRTX ISSUER LTD 2021- | 2038-03-17      | 5.8776%  |  | $8370000.00        | $8368122.83        | Other Instrument                                  |
| 04Y25SMRT COML MTG TR 2022 | 2039-01-18      | 7.0640%  |  | $16632972.00       | $16512329.08       | Other Instrument                                  |
| 060SBRFR TRUST 2025-SGRM   | 2041-03-11      | 7.5128%  |  | $20914160.67       | $21349598.97       | Other Instrument                                  |
| 04R99MHC COML MTG TR 2021- | 2038-04-15      | 7.6784%  |  | $3456000.00        | $3470641.17        | Other Instrument                                  |
| 04W7DJP MORGAN CHASE COML  | 2038-11-15      | 8.1435%  |  | $8000000.00        | $7965335.27        | Other Instrument                                  |
| 04W6XSREIT COMM MTG TR 202 | 2038-11-15      | 7.4514%  |  | $469751.24         | $470880.49         | Other Instrument                                  |
| 03I8HCOMM MTG TR 2015-PC1  | 2050-07-12      | 4.5405%  |  | $7935333.33        | $6832571.86        | Other Instrument                                  |
| 051PQBX COM MRTG TR 2022-C | 2039-06-15      | 10.6203% |  | $67465.33          | $67856.03          | Other Instrument                                  |
| 04UR4BX TR 2021-SDMF       | 2034-09-15      | 8.5105%  |  | $13833790.41       | $13780265.17       | Other Instrument                                  |
| 064ERWELLS FARGO COML MTG  | 2042-06-16      | 10.5490% |  | $147333.33         | $147379.21         | Other Instrument                                  |
| 05SOHWELLS FARGO COMMERICA | 2037-06-12      | 6.5336%  |  | $18493333.33       | $17835223.39       | Other Instrument                                  |
| 05QTXBX TRUST 2024-BRVE    | 2041-04-15      | 8.3131%  |  | $5093553.87        | $5104748.85        | Other Instrument                                  |
| 05UXTBOCA COML MTG TR 2024 | 2029-08-15      | 8.8001%  |  | $2666666.67        | $2687867.39        | Other Instrument                                  |
| 04VOKBX 2021-21M MTG TR    | 2036-10-15      | 7.5435%  |  | $1828400.00        | $1824985.97        | Other Instrument                                  |
| 05PFEMCR MORTGAGE 2024-HTL | 2037-02-17      | 9.0183%  |  | $1353562.86        | $1346242.95        | Other Instrument                                  |
| 03JPLGS MTG SECS TR 2015-G | 2048-10-13      | 4.4660%  |  | $4461814.67        | $3704209.94        | Other Instrument                                  |
| 04Y98COMM 2022-HC MORTGAGE | 2039-01-10      | 4.6578%  |  | $8512941.33        | $6706195.26        | Other Instrument                                  |
| 0323QCOMM MTG TR 2013-CCRE | 2046-03-12      | 4.0002%  |  | $2990503.33        | $2610823.93        | Other Instrument                                  |
| 04UR4BX TR 2021-SDMF       | 2034-09-15      | 7.3625%  |  | $14098907.62       | $14044900.17       | Other Instrument                                  |
| 04YGLBX TR 2022-LBA6       | 2039-01-17      | 7.7131%  |  | $17610000.00       | $17629803.13       | Other Instrument                                  |
| 01TUCPENSKE AUTOMOTIVE GRP | 2025-09-01      | 3.5000%  |  | $250000.00         | $254445.28         | Other Instrument                                  |
| 02K1HKOSMOS ENERGY LTD     | 2026-04-04      | 7.1250%  |  | $1034000.00        | $1052485.77        | Other Instrument                                  |
| 060JTMADISON PARK FDG LTD  | 2038-04-23      | 5.4095%  |  | $501606.67         | $501925.69         | Asset-Backed Securities                           |
| 01EWBSOCIETE GENERALE      | 2500-12-31      | 8.1250%  |  | $6353333.33        | $6717049.31        | Other Instrument                                  |
| 05SSUBX MORTGAGE TRUST 202 | 2037-06-15      | 7.8021%  |  | $3976257.12        | $3975538.01        | Other Instrument                                  |
| 051PQBX COM MRTG TR 2022-C | 2039-06-15      | 9.6218%  |  | $20704630.00       | $20841670.03       | Other Instrument                                  |
| 04YGLBX TR 2022-AHP        | 2039-01-18      | 7.4031%  |  | $66666.67          | $66622.53          | Other Instrument                                  |
| 04VEQBX TRUST 2021-ARIA    | 2036-10-15      | 6.7220%  |  | $7963333.33        | $7986644.45        | Other Instrument                                  |
| 04E2HBX TR 2019-IMC        | 2034-04-17      | 8.0093%  |  | $6106986.67        | $5862546.07        | Other Instrument                                  |
| 05XN7BX TR 2024-FNX        | 2041-11-15      | 8.3018%  |  | $7423521.85        | $7425663.48        | Other Instrument                                  |
| 03N6XWELLS FARGO COML TR 2 | 2048-07-17      | 3.1420%  |  | $3126666.67        | $2928094.50        | Other Instrument                                  |
| 03IR1WELLS FARGO COML TR 2 | 2058-09-17      | 4.9375%  |  | $839252.49         | $823600.67         | Other Instrument                                  |

### Security 331: Societe Generale SA

- **C.1 - Title:** Societe Generale SA,  4.390%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FVT005, C.4 - ISIN: US8329940089, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 01T8CEXPORT IMPORT BANK KO | 2026-01-11      | 4.8750%  |  | $133333.33         | $134529.33         | Agency Debentures and Agency Strips |
| 01PDFLOCKHEED MARTIN CORP  | 2050-06-15      | 2.8000%  |  | $33333.33          | $21151.19          | Corporate Debt Securities           |
| 02G54GOLDMAN SACHS GROUP I | 2043-02-24      | 3.4360%  |  | $47333.33          | $36564.87          | Corporate Debt Securities           |
| 0239BVALERO ENERGY CORP    | 2028-06-01      | 4.3500%  |  | $7369333.33        | $7475328.91        | Corporate Debt Securities           |
| 01DSEMETA PLATFORMS INC    | 2033-05-15      | 4.9500%  |  | $1974666.67        | $2061532.25        | Corporate Debt Securities           |
| 01BR0SOUTHERN CO           | 2032-10-15      | 5.7000%  |  | $192666.67         | $207578.43         | Corporate Debt Securities           |
| 01BP1ALTRIA GROUP INC      | 2032-02-04      | 2.4500%  |  | $10032000.00       | $8770590.25        | Corporate Debt Securities           |
| 02IG7SUMITOMO MITSUI FIN G | 2046-07-08      | 5.7960%  |  | $198000.00         | $199370.36         | Corporate Debt Securities           |
| 01BR0SOUTHERN CO           | 2030-04-30      | 3.7000%  |  | $7636666.67        | $7548467.41        | Corporate Debt Securities           |
| 01BVHORACLE CORP           | 2031-03-25      | 2.8750%  |  | $7221333.33        | $6718213.01        | Corporate Debt Securities           |
| 02IPSANGLO AMERICAN CAPITA | 2027-04-10      | 4.7500%  |  | $8506666.67        | $8718995.43        | Corporate Debt Securities           |
| 01PUHCOX COMMUNICATIONS IN | 2028-08-01      | 6.8000%  |  | $430666.67         | $456958.39         | Corporate Debt Securities           |
| 053TOSOLVENTUM CORP        | 2029-03-01      | 5.4000%  |  | $6000.00           | $6417.42           | Corporate Debt Securities           |
| 056NHGE HEALTHCARE TECHNOL | 2030-03-15      | 5.8570%  |  | $486666.67         | $529732.72         | Corporate Debt Securities           |
| 01QOMGENERAL MTRS CO       | 2036-04-01      | 6.6000%  |  | $175333.33         | $191645.18         | Corporate Debt Securities           |
| 01RD0FLORIDA PWR & LT CO   | 2044-10-01      | 4.0500%  |  | $8864666.67        | $7449599.93        | Corporate Debt Securities           |
| 01DH6FAIRFAX FINL HLDGS LT | 2055-03-15      | 6.1000%  |  | $7659333.33        | $7860841.88        | Corporate Debt Securities           |
| 02LL9DIGITAL RLTY TR LP    | 2028-01-15      | 5.5500%  |  | $1270000.00        | $1315762.33        | Corporate Debt Securities           |
| 02FONDEUTSCHE TELEKOM INTL | 2030-06-15      | 8.7500%  |  | $7780666.67        | $9353420.37        | Corporate Debt Securities           |
| 01ULIDEUTSCHE BK AG N Y    | 2030-09-11      | 4.9990%  |  | $9497333.33        | $9885191.77        | Corporate Debt Securities           |
| 01PR6JOHN DEERE CAPITAL CO | 2028-01-07      | 4.6500%  |  | $6666.67           | $6822.31           | Corporate Debt Securities           |
| 01EYTDBS GROUP HOLDINGS LT | 2028-03-21      | 4.4030%  |  | $8136000.00        | $8396386.81        | Corporate Debt Securities           |
| 01R4FDARDEN RESTAURANTS IN | 2033-10-10      | 6.3000%  |  | $180000.00         | $198278.10         | Corporate Debt Securities           |
| 01BFHJPMORGAN CHASE & CO   | 2033-07-25      | 4.9120%  |  | $4500000.00        | $4592696.00        | Corporate Debt Securities           |
| 01BVDINTEL CORP            | 2060-02-15      | 3.1000%  |  | $2000.00           | $1123.85           | Corporate Debt Securities           |
| 01YQ9HYUNDAI CAP AMER      | 2027-11-01      | 4.8750%  |  | $11218000.00       | $11509546.47       | Corporate Debt Securities           |
| 01YQ9HYUNDAI CAP AMER      | 2027-06-24      | 5.2750%  |  | $6577333.33        | $6733967.96        | Corporate Debt Securities           |
| 01BJHHOME DEPOT INC        | 2036-12-16      | 5.8750%  |  | $28000.00          | $30591.21          | Corporate Debt Securities           |
| 03E43HEWLETT PACKARD ENTER | 2035-10-15      | 6.2000%  |  | $1333.33           | $1460.00           | Corporate Debt Securities           |
| 01DXQHSBC HLDGS PLC        | 2028-06-09      | 4.7550%  |  | $6088000.00        | $6197624.59        | Corporate Debt Securities           |
| 05MBQGOLUB CAP PRIVATE CR  | 2029-09-12      | 5.8000%  |  | $9214000.00        | $9562432.53        | Corporate Debt Securities           |
| 02G54GOLDMAN SACHS GROUP I | 2028-03-15      | 3.6150%  |  | $102666.67         | $103299.95         | Corporate Debt Securities           |
| 02G54GOLDMAN SACHS GROUP I | 2041-02-01      | 6.2500%  |  | $5333.33           | $5791.05           | Corporate Debt Securities           |
| 02HC9CREDIT AGRICOLE S A   | 2029-10-03      | 6.3160%  |  | $800000.00         | $864283.91         | Corporate Debt Securities           |
| 02MCUCOREBRIDGE FINL INC   | 2052-12-15      | 6.8750%  |  | $139333.33         | $145917.11         | Corporate Debt Securities           |
| 01BV9COMCAST CORP NEW      | 2032-11-15      | 5.5000%  |  | $6207333.33        | $6652392.24        | Corporate Debt Securities           |
| 01BPCCITIGROUP INC         | 2029-03-04      | 5.2276%  |  | $8144000.00        | $8252096.61        | Corporate Debt Securities           |
| 01BV0AMGEN INC             | 2033-03-02      | 5.2500%  |  | $10255333.33       | $10822786.57       | Corporate Debt Securities           |
| 01RD0FLORIDA PWR & LT CO   | 2038-02-01      | 5.9500%  |  | $7117333.33        | $7678661.60        | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2028-01-19      | 5.5190%  |  | $3814666.67        | $3888374.51        | Corporate Debt Securities           |
| 01BVDINTEL CORP            | 2061-08-12      | 3.2000%  |  | $1266666.67        | $722115.41         | Corporate Debt Securities           |
| 01BCKAMERICAN ELEC PWR CO  | 2032-11-01      | 5.9500%  |  | $20000.00          | $21751.85          | Corporate Debt Securities           |
| 02YOCGOLDMAN SACHS BDC INC | 2027-03-11      | 6.3750%  |  | $7150666.67        | $7530438.57        | Corporate Debt Securities           |
| 044HRTHAIOIL TREAS CTR CO  | 2050-06-18      | 3.7500%  |  | $5600000.00        | $3997424.67        | Corporate Debt Securities           |
| 01TV8CARDINAL HEALTH INC   | 2026-10-15      | 7.0000%  |  | $5640666.67        | $5932489.69        | Corporate Debt Securities           |
| 01BDWBANK NEW YORK MELLON  | 2028-04-28      | 3.8500%  |  | $133333.33         | $135217.37         | Corporate Debt Securities           |
| 02WRRMPLX LP               | 2034-06-01      | 5.5000%  |  | $10747333.33       | $11006606.77       | Corporate Debt Securities           |
| 01BR3SOUTHWEST AIRLS CO    | 2027-11-16      | 3.4500%  |  | $9990666.67        | $9905854.23        | Corporate Debt Securities           |
| 02IMWMIZUHO FINANCIAL GROU | 2031-07-08      | 5.6306%  |  | $2008666.67        | $2041114.79        | Corporate Debt Securities           |
| 04T6YDAIMLER TRUCKS FIN NO | 2028-12-14      | 2.3750%  |  | $8356000.00        | $7916039.19        | Corporate Debt Securities           |
| 02FU1MARRIOTT INTL INC NEW | 2035-10-15      | 5.2500%  |  | $1034000.00        | $1031717.45        | Corporate Debt Securities           |
| 03E4VUBS GROUP AG          | 2028-01-09      | 4.2820%  |  | $166666.67         | $167414.54         | Corporate Debt Securities           |
| 01F8JAPTARGROUP INC        | 2032-03-15      | 3.6000%  |  | $7422000.00        | $6958718.76        | Corporate Debt Securities           |
| 01Y9PNEXTERA ENERGY CAP HL | 2077-12-01      | 4.8000%  |  | $6454666.67        | $6294289.71        | Corporate Debt Securities           |
| 01DE9CANADIAN NAT RES LTD  | 2038-03-15      | 6.2500%  |  | $1333.33           | $1436.69           | Corporate Debt Securities           |
| 01M39CF INDS INC           | 2026-12-01      | 4.5000%  |  | $5978000.00        | $6047165.46        | Corporate Debt Securities           |
| 04NT6BLACKSTONE PRIVATE CR | 2030-04-01      | 5.2500%  |  | $7886000.00        | $8091062.29        | Corporate Debt Securities           |
| 04J89CARRIER GLOBAL CORPOR | 2054-03-15      | 6.2000%  |  | $307333.33         | $338458.35         | Corporate Debt Securities           |
| 02X8DZOETIS INC            | 2032-11-16      | 5.6000%  |  | $99333.33          | $106887.85         | Corporate Debt Securities           |
| 02K0EYARA INTL ASA         | 2030-06-04      | 3.1480%  |  | $7053333.33        | $6662245.59        | Corporate Debt Securities           |
| 01BUGWESTPAC BKG CORP      | 2029-04-16      | 5.1945%  |  | $9566666.67        | $9710141.79        | Corporate Debt Securities           |
| 01BTYWALMART INC           | 2035-09-01      | 5.2500%  |  | $33333.33          | $35849.95          | Corporate Debt Securities           |
| 01BDYBARCLAYS PLC          | 2027-05-09      | 5.8290%  |  | $11443333.33       | $11750253.07       | Corporate Debt Securities           |
| 01BDTBANCO SANTANDER S.A.  | 2027-08-18      | 5.2940%  |  | $6000000.00        | $6119025.67        | Corporate Debt Securities           |
| 01QW7BPCE                  | 2034-10-19      | 7.0030%  |  | $5066666.67        | $5740171.63        | Corporate Debt Securities           |
| 01BNOAVANGRID INC          | 2029-06-01      | 3.8000%  |  | $6106666.67        | $6059272.15        | Corporate Debt Securities           |
| 01BDLAUTOZONE INC          | 2033-08-01      | 5.2000%  |  | $1774000.00        | $1817878.91        | Corporate Debt Securities           |
| 01E49AUSTRALIA & NEW ZEALA | 2027-01-18      | 5.1952%  |  | $8535333.33        | $8637070.13        | Corporate Debt Securities           |
| 01BI6GALLAGHER ARTHUR J &  | 2053-03-02      | 5.7500%  |  | $7911333.33        | $7928270.18        | Corporate Debt Securities           |
| 04PL4APA CORPORATION       | 2049-07-01      | 5.3500%  |  | $7960666.67        | $6445110.53        | Corporate Debt Securities           |
| 01BCKAMERICAN EXPRESS CO   | 2027-03-04      | 2.5500%  |  | $40666.67          | $40270.41          | Corporate Debt Securities           |
| 01E1TSTANDARD CHARTERED PL | 2043-01-09      | 5.3000%  |  | $6663333.33        | $6262874.40        | Corporate Debt Securities           |
| 01YQ8AMAZON COM INC        | 2029-12-01      | 4.6500%  |  | $15333.33          | $15921.16          | Corporate Debt Securities           |
| 01EFHAKER BP ASA           | 2030-01-15      | 3.7500%  |  | $9432666.67        | $9121137.13        | Corporate Debt Securities           |
| 01BR3AT&T INC              | 2034-02-15      | 5.4000%  |  | $1333.33           | $1379.61           | Corporate Debt Securities           |
| 01BSZUNION PAC CORP        | 2050-02-05      | 3.2500%  |  | $666.67            | $460.78            | Corporate Debt Securities           |
| 01BSZUNION PAC CORP        | 2060-03-20      | 3.8390%  |  | $61333.33          | $45277.22          | Corporate Debt Securities           |
| 01EP2TAKEDA PHARMACEUTICAL | 2034-07-05      | 5.3000%  |  | $7896000.00        | $8153409.60        | Corporate Debt Securities           |
| 02LVTPHILIP MORRIS INTL IN | 2031-11-01      | 4.7500%  |  | $990000.00         | $1020808.25        | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2029-05-22      | 5.8032%  |  | $666666.67         | $670808.33         | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2031-05-22      | 5.5120%  |  | $1673333.33        | $1741072.84        | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2029-04-13      | 5.5000%  |  | $1133333.33        | $1181588.15        | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2030-01-19      | 5.6340%  |  | $3541333.33        | $3669494.19        | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2034-01-10      | 6.6910%  |  | $461333.33         | $501841.72         | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2026-12-14      | 1.4880%  |  | $1767333.33        | $1756340.52        | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2030-01-22      | 3.0000%  |  | $7500000.00        | $7034350.00        | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2033-04-13      | 6.1000%  |  | $13048666.67       | $13942036.38       | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2035-01-19      | 6.0660%  |  | $380000.00         | $396245.00         | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2033-06-15      | 6.2210%  |  | $5000000.00        | $5241688.05        | Corporate Debt Securities           |
| 01FGTSHINHAN BK REG S      | 2028-04-12      | 4.5000%  |  | $6200000.00        | $6365881.00        | Corporate Debt Securities           |
| 02MD4NATWEST GROUP PLC     | 2029-05-18      | 4.8920%  |  | $686666.67         | $707221.88         | Corporate Debt Securities           |
| 01BOXPEPSICO INC           | 2029-01-15      | 4.1000%  |  | $1735333.33        | $1746699.77        | Corporate Debt Securities           |
| 02LVSPACIFIC GAS & ELEC CO | 2031-06-01      | 3.2500%  |  | $8356000.00        | $7730089.17        | Corporate Debt Securities           |
| 01EWBSOCIETE GENERALE      | 2031-05-22      | 5.5120%  |  | $378666.67         | $393995.77         | Corporate Debt Securities           |
| 01COPNORDSON CORP          | 2033-09-15      | 5.8000%  |  | $133333.33         | $145444.29         | Corporate Debt Securities           |
| 02J7JNEW YORK LIFE GLOBAL  | 2031-08-01      | 1.8500%  |  | $5904000.00        | $5151823.84        | Corporate Debt Securities           |
| 01F6JMORGAN STANLEY        | 2042-07-24      | 6.3750%  |  | $2666.67           | $2966.53           | Corporate Debt Securities           |
| 01F6JMORGAN STANLEY        | 2032-07-21      | 2.2390%  |  | $1229333.33        | $1083722.97        | Corporate Debt Securities           |
| 02H5UMORGAN STANLEY BK N A | 2028-05-26      | 5.2491%  |  | $5380666.67        | $5403947.77        | Corporate Debt Securities           |
| 01FENMONDELEZ INTL INC     | 2029-02-20      | 4.7500%  |  | $2666.67           | $2731.81           | Corporate Debt Securities           |
| 01MP1MITSUBISHI UFJ FINANC | 2029-07-18      | 3.1950%  |  | $6144666.67        | $5934327.05        | Corporate Debt Securities           |
| 01KVLMACQUARIE BK LTD      | 2026-12-07      | 5.3910%  |  | $7682666.67        | $7918213.39        | Corporate Debt Securities           |
| 01BLLLENNAR CORP           | 2030-07-30      | 5.2000%  |  | $13333.33          | $13958.73          | Corporate Debt Securities           |
| 01BFHJPMORGAN CHASE & CO   | 2036-07-23      | 5.5760%  |  | $6000.00           | $6168.45           | Corporate Debt Securities           |
| 062K5FORTRESS CR OPPORT CL | 2033-07-20      | 5.8167%  |  | $1039784.00        | $1059953.17        | Other Instrument                    |
| 05748BLACK DIAMOND CLO 202 | 2035-10-25      | 6.8185%  |  | $5582053.33        | $5631728.35        | Other Instrument                    |
| USTR TINT 08/15/38         | 2038-08-15      | 0.0000%  |  | $109098.24         | $59518.98          | U.S. Treasuries (including strips)  |
| 02FSZREPUBLIC OF THE PHILI | 2049-09-05      | 5.1750%  |  | $666666.67         | $649228.33         | Other Instrument                    |
| USTR TINT 05/15/42         | 2042-05-15      | 0.0000%  |  | $701.32            | $304.05            | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/53         | 2053-05-15      | 0.0000%  |  | $805.47            | $199.75            | U.S. Treasuries (including strips)  |
| 02IB9CHILE REP             | 2032-01-27      | 2.5500%  |  | $1472000.00        | $1309530.45        | Other Instrument                    |
| USTR TINT 08/15/29         | 2029-08-15      | 0.0000%  |  | $551368.53         | $475789.69         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/50         | 2050-02-15      | 0.0000%  |  | $0.03              | $0.01              | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/46         | 2046-08-15      | 0.0000%  |  | $210596.54         | $72358.45          | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/45         | 2045-02-15      | 0.0000%  |  | $279403.95         | $103388.96         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/45         | 2045-05-15      | 0.0000%  |  | $11.77             | $4.30              | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/53         | 2053-08-15      | 0.0000%  |  | $13.65             | $3.35              | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/52         | 2052-11-15      | 0.0000%  |  | $50840.53          | $12804.55          | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/39         | 2039-02-15      | 0.0000%  |  | $28810.07          | $15232.72          | U.S. Treasuries (including strips)  |
| 028MRCNPC OVERSEAS CAPITAL | 2041-04-28      | 5.9500%  |  | $133333.33         | $147927.81         | Other Instrument                    |
| 01K9NLENOVO GROUP LTD      | 2032-07-27      | 6.5360%  |  | $8670000.00        | $9527027.57        | Other Instrument                    |
| 02HMCKOREA HYDRO & NUCLEAR | 2027-07-27      | 4.2500%  |  | $5750666.67        | $5783950.25        | Other Instrument                    |
| 01EFQADANI PORTS & SPL ECO | 2029-07-03      | 4.3750%  |  | $3275333.33        | $3176862.26        | Other Instrument                    |
| 03O5WDAI-ICHI LIFE INSURAN | 2500-12-31      | 6.2000%  |  | $4946000.00        | $5160040.90        | Other Instrument                    |
| 03MGTSTATE GRID OVERSEAS I | 2027-05-04      | 3.5000%  |  | $8733333.33        | $8761284.85        | Other Instrument                    |
| USTR TINT 02/15/38         | 2038-02-15      | 0.0000%  |  | $0.31              | $0.17              | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/28         | 2028-05-15      | 0.0000%  |  | $3.41              | $3.09              | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/27         | 2027-02-15      | 0.0000%  |  | $6662826.67        | $6316812.75        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/36         | 2036-08-15      | 0.0000%  |  | $9100.78           | $5556.45           | U.S. Treasuries (including strips)  |
| USTR 1 5/8 TRIN AE 27      | 2027-10-15      | 1.6250%  |  | $145.12            | $148.79            | U.S. Treasuries (including strips)  |
| USTR 1 NOTE N 28           | 2028-07-31      | 1.0000%  |  | $1869333.33        | $1736762.16        | U.S. Treasuries (including strips)  |
| 03KP5KOREA REP             | 2031-10-15      | 1.7500%  |  | $133333.33         | $118467.19         | Other Instrument                    |
| 01E1TSTANDARD CHARTERED PL | 2028-02-08      | 6.4112%  |  | $580666.67         | $592978.99         | Other Instrument                    |
| 02MD6NATWEST MKTS PLC US M | 2029-05-17      | 5.5221%  |  | $133333.33         | $134580.13         | Other Instrument                    |
| 03MSEMEITUAN               | 2028-04-02      | 4.5000%  |  | $174666.67         | $178045.59         | Other Instrument                    |
| 02BQNMEGA ADVANCE INVESTME | 2041-05-12      | 6.3750%  |  | $10066666.67       | $11172066.37       | Other Instrument                    |
| 061AVAGL CLO 2025-39 LTD   | 2038-04-20      | 5.3429%  |  | $1371466.67        | $1371565.41        | Asset-Backed Securities             |
| 01EWBSOCIETE GENERALE      | 2026-08-19      | 4.2500%  |  | $2782000.00        | $2774128.49        | Other Instrument                    |
| 02HC9CREDIT AGRICOLE S A   | 2099-12-31      | 8.1250%  |  | $1710666.67        | $1748653.45        | Other Instrument                    |
| 03MSEMEITUAN               | 2030-10-28      | 3.0500%  |  | $206666.67         | $194820.82         | Other Instrument                    |
| 01SMBBARCLAYS BANK PLC     | 2027-06-15      | 4.4000%  |  | $13058000.00       | $13238127.85       | Other Instrument                    |
| 01SMBBARCLAYS BANK PLC     | 2027-02-10      | 4.7000%  |  | $4166666.67        | $4306372.69        | Other Instrument                    |
| 06415DWIGHT 2025-FL1       | 2042-12-19      | 5.9620%  |  | $372460.67         | $373860.71         | Other Instrument                    |
| 03P0QCSMC COML MTG TR 2016 | 2049-12-17      | 4.5563%  |  | $1428393.33        | $1306068.28        | Other Instrument                    |
| 03OOEMORGAN STAN CAP I 201 | 2049-12-17      | 4.0300%  |  | $6166666.67        | $5590511.57        | Other Instrument                    |

### Security 332: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  4.340%, 9/2/2025
- **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: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB FHOR 21-27 D3    | 2027-08-23      | 1.5000%  |  | $125000.00         | $119825.00         | Agency Debentures and Agency Strips |
| GNMA GNII SF MB0481 M | 2055-07-20      | 3.5000%  |  | $30139577.05       | $27547580.12       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0092 M | 2054-12-20      | 5.5000%  |  | $6941510.88        | $7028125.51        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0090 M | 2054-12-20      | 4.5000%  |  | $100056768.39      | $96736484.59       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0022 M | 2054-11-20      | 3.5000%  |  | $77799999.47       | $71109216.79       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CV6290 C | 2053-09-20      | 7.0000%  |  | $17779253.94       | $18994278.27       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9904 M | 2054-09-20      | 4.5000%  |  | $48462591.50       | $46854457.33       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8148 M | 2052-07-20      | 3.0000%  |  | $53851417.00       | $47832085.10       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7535 M | 2051-08-20      | 3.0000%  |  | $95920913.47       | $85214348.98       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7987 M | 2052-04-20      | 2.5000%  |  | $48028363.82       | $41029691.97       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0088 M | 2054-12-20      | 3.5000%  |  | $34900753.78       | $31899296.71       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8801 M | 2053-04-20      | 5.5000%  |  | $5239212.79        | $5329577.57        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4778 M | 2047-10-20      | 3.5000%  |  | $32898177.50       | $30550965.64       | Agency Mortgage-Backed Securities   |

### Security 333: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC,  4.400%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FWZ000, C.4 - ISIN: US4549910010, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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         |
|:---|:---|:---|:---|:---|:---|:---|
| 01FKXGARMIN LTD            | 2500-12-31      | 0.0000%  |  | $50.00             | $120.53            | Equities         |
| 01RN4AMBARELLA INC         | 2500-12-31      | 0.0000%  |  | $100.00            | $70.63             | Equities         |
| 01M64WISDOMTREE TR         | 2500-12-31      | 0.0000%  |  | $3680650.00        | $1632000.21        | Other Instrument |
| 04HE1VIATRIS INC           | 2500-12-31      | 0.0000%  |  | $700.00            | $72.87             | Equities         |
| 01BE7VERIZON COMMUNICATION | 2500-12-31      | 0.0000%  |  | $170000.00         | $74681.00          | Equities         |
| 055ABVERALTO CORP          | 2500-12-31      | 0.0000%  |  | $50.00             | $53.25             | Equities         |
| 03ITAVAXCYTE INC           | 2500-12-31      | 0.0000%  |  | $186950.00         | $57524.52          | Equities         |
| 05OE3COINSHARES BITCOIN ET | 2500-12-31      | 0.0000%  |  | $916850.00         | $290183.03         | Other Instrument |
| 01D4UUNITIL CORP           | 2500-12-31      | 0.0000%  |  | $186700.00         | $87282.25          | Equities         |
| 01RU4TRAVELZOO             | 2500-12-31      | 0.0000%  |  | $37550.00          | $3672.39           | Equities         |
| 05XIDTIDAL TRUST II        | 2500-12-31      | 0.0000%  |  | $613900.00         | $217627.55         | Other Instrument |
| 05LJTTIDAL TRUST II        | 2500-12-31      | 0.0000%  |  | $4841300.00        | $132167.49         | Other Instrument |
| 05OCNTIDAL TRUST II        | 2500-12-31      | 0.0000%  |  | $605000.00         | $93412.00          | Other Instrument |
| 05LJETIDAL TRUST I         | 2500-12-31      | 0.0000%  |  | $815000.00         | $244477.18         | Other Instrument |
| 05KUXTIDAL TRUST II        | 2500-12-31      | 0.0000%  |  | $20827050.00       | $366556.08         | Other Instrument |
| 01BS8TEXAS INSTRS INC      | 2500-12-31      | 0.0000%  |  | $2147950.00        | $4383751.16        | Equities         |
| 02K98T-MOBILE US INC       | 2500-12-31      | 0.0000%  |  | $38500.00          | $96465.60          | Equities         |
| 01BSETJX COS INC NEW       | 2500-12-31      | 0.0000%  |  | $154850.00         | $212330.32         | Equities         |
| 01PCPSTRATTEC SEC CORP     | 2500-12-31      | 0.0000%  |  | $82800.00          | $54863.28          | Equities         |
| 01TBSSTRATEGIC ED INC      | 2500-12-31      | 0.0000%  |  | $44150.00          | $35986.67          | Equities         |
| 04N3OSTEPSTONE GROUP INC   | 2500-12-31      | 0.0000%  |  | $1520700.00        | $956064.09         | Equities         |
| 05UJOSPROTT FDS TR         | 2500-12-31      | 0.0000%  |  | $2000.00           | $679.60            | Other Instrument |
| 050WNSIONNA THERAPEUTICS I | 2500-12-31      | 0.0000%  |  | $350000.00         | $90020.00          | Equities         |
| 05ZEJSERIES PORTFOLIOS TR  | 2500-12-31      | 0.0000%  |  | $1115000.00        | $297669.32         | Other Instrument |
| 05ZHYSCHWAB STRATEGIC TR   | 2500-12-31      | 0.0000%  |  | $747650.00         | $192445.11         | Other Instrument |
| 01DCPSALESFORCE INC        | 2500-12-31      | 0.0000%  |  | $3140500.00        | $7993514.65        | Equities         |
| 02ITJSPDR GOLD TR          | 2500-12-31      | 0.0000%  |  | $1980000.00        | $6237594.00        | Other Instrument |
| 01CVJREGENERON PHARMACEUTI | 2500-12-31      | 0.0000%  |  | $1601150.00        | $9280425.52        | Equities         |
| 01EY1RADIAN GROUP INC      | 2500-12-31      | 0.0000%  |  | $1443500.00        | $500317.10         | Equities         |
| 01CUKQUALCOMM INC          | 2500-12-31      | 0.0000%  |  | $100.00            | $160.80            | Equities         |
| 02LVTPHILIP MORRIS INTL IN | 2500-12-31      | 0.0000%  |  | $3609300.00        | $5983136.61        | Equities         |
| 02FP9PERDOCEO ED CORP      | 2500-12-31      | 0.0000%  |  | $44950.00          | $14766.08          | Equities         |
| 01HX3PATTERSON-UTI ENERGY  | 2500-12-31      | 0.0000%  |  | $5850.00           | $335.79            | Equities         |
| 01FUAORION GROUP HLDGS INC | 2500-12-31      | 0.0000%  |  | $146300.00         | $11148.06          | Equities         |
| 02BPUORCHID IS CAP INC     | 2500-12-31      | 0.0000%  |  | $3900.00           | $275.73            | Equities         |
| 01BVHORACLE CORP           | 2500-12-31      | 0.0000%  |  | $153050.00         | $367809.76         | Equities         |
| 04N4LOPPFI INC             | 2500-12-31      | 0.0000%  |  | $1563350.00        | $158836.36         | Equities         |
| 02FU1NVIDIA CORPORATION    | 2500-12-31      | 0.0000%  |  | $849900.00         | $1531264.83        | Equities         |
| 05QM4NEUBERGER BERMAN ETF  | 2500-12-31      | 0.0000%  |  | $75300.00          | $38493.36          | Other Instrument |
| 01BN9NACCO INDS INC        | 2500-12-31      | 0.0000%  |  | $100.00            | $38.75             | Equities         |
| 02JNDNRG ENERGY INC        | 2500-12-31      | 0.0000%  |  | $100.00            | $148.66            | Equities         |
| 034AZMISSION PRODUCE INC   | 2500-12-31      | 0.0000%  |  | $100.00            | $12.65             | Equities         |
| 01CN6MIDDLESEX WTR CO      | 2500-12-31      | 0.0000%  |  | $47100.00          | $25349.22          | Equities         |
| 02JDAMIDDLEFIELD BANC CORP | 2500-12-31      | 0.0000%  |  | $44550.00          | $13846.14          | Equities         |
| 01I4TMID-AMER APT CMNTYS I | 2500-12-31      | 0.0000%  |  | $900.00            | $1297.17           | Equities         |
| 01BVGMICROSOFT CORP        | 2500-12-31      | 0.0000%  |  | $1638200.00        | $8348922.48        | Equities         |
| 01BMIMCDONALDS CORP        | 2500-12-31      | 0.0000%  |  | $100.00            | $312.22            | Equities         |
| 01RWKMASTERCARD INCORPORAT | 2500-12-31      | 0.0000%  |  | $9200.00           | $54324.16          | Equities         |
| 054JGMADISON SQUARE GARDEN | 2500-12-31      | 0.0000%  |  | $137850.00         | $56380.65          | Equities         |
| 01CIVLAM RESEARCH CORP     | 2500-12-31      | 0.0000%  |  | $100.00            | $104.09            | Equities         |
| 05FCUKIMCO RLTY CORP       | 2500-12-31      | 0.0000%  |  | $100.00            | $22.40             | Equities         |
| 05080KENVUE INC            | 2500-12-31      | 0.0000%  |  | $28051900.00       | $5761860.26        | Equities         |
| 01BL1KELLANOVA             | 2500-12-31      | 0.0000%  |  | $9165150.00        | $7283544.71        | Equities         |
| 01BKTJOHNSON & JOHNSON     | 2500-12-31      | 0.0000%  |  | $100.00            | $175.45            | Equities         |
| 05T1VJANUS DETROIT STR TR  | 2500-12-31      | 0.0000%  |  | $669250.00         | $350409.26         | Other Instrument |
| 05WXDJANUS DETROIT STR TR  | 2500-12-31      | 0.0000%  |  | $265400.00         | $135738.83         | Other Instrument |
| 03HP0JACKSON FINANCIAL INC | 2500-12-31      | 0.0000%  |  | $50.00             | $49.12             | Equities         |
| 045NRJ P MORGAN EXCHANGE T | 2500-12-31      | 0.0000%  |  | $4905000.00        | $3365320.50        | Other Instrument |
| 01BFHJPMORGAN CHASE & CO.  | 2500-12-31      | 0.0000%  |  | $3850.00           | $11591.20          | Equities         |
| 01BFHJPMORGAN CHASE & CO.  | 2500-12-31      | 0.0000%  |  | $5700.00           | $17160.99          | Equities         |
| 05S7GISHARES TR            | 2500-12-31      | 0.0000%  |  | $1206750.00        | $317013.23         | Other Instrument |
| 02GLZISHARES TR            | 2500-12-31      | 0.0000%  |  | $12415000.00       | $5160915.50        | Other Instrument |
| 02MMIISHARES TR            | 2500-12-31      | 0.0000%  |  | $7335000.00        | $6247219.50        | Other Instrument |
| 02NO8ISHARES TR            | 2500-12-31      | 0.0000%  |  | $11895000.00       | $6249633.00        | Other Instrument |
| 01MJ7ISHARES TR            | 2500-12-31      | 0.0000%  |  | $50000.00          | $67110.00          | Other Instrument |
| 02GLYISHARES INC           | 2500-12-31      | 0.0000%  |  | $14330000.00       | $6021466.00        | Other Instrument |
| 05WYXINVESCO EXCH TRADED F | 2500-12-31      | 0.0000%  |  | $1645100.00        | $439241.70         | Other Instrument |
| 047Q2AQUESTIVE THERAPEUTIC | 2500-12-31      | 0.0000%  |  | $350.00            | $13.41             | Equities         |
| 01BV1APPLE INC             | 2500-12-31      | 0.0000%  |  | $8606100.00        | $20014346.16       | Equities         |
| 05M9HAMPLIFY ETF TR        | 2500-12-31      | 0.0000%  |  | $116900.00         | $68409.77          | Other Instrument |
| 02HYGAMERESCO INC          | 2500-12-31      | 0.0000%  |  | $21350.00          | $5399.42           | Equities         |
| 03IZSALPHABET INC          | 2500-12-31      | 0.0000%  |  | $50.00             | $105.82            | Equities         |
| 01BUYADOBE INC             | 2500-12-31      | 0.0000%  |  | $150.00            | $530.94            | Equities         |
| 04TU2AARDVARK THERAPEUTICS | 2500-12-31      | 0.0000%  |  | $37850.00          | $3213.47           | Equities         |
| 01RXCAMN HEALTHCARE SVCS I | 2500-12-31      | 0.0000%  |  | $42950.00          | $8611.48           | Equities         |
| 03ZACFOX CORP              | 2500-12-31      | 0.0000%  |  | $50.00             | $27.15             | Equities         |
| 04R7IFINANCE OF AMERICA CO | 2500-12-31      | 0.0000%  |  | $30800.00          | $8134.28           | Equities         |
| 01DSEMETA PLATFORMS INC    | 2500-12-31      | 0.0000%  |  | $463500.00         | $3481394.85        | Equities         |
| 02840EXP WORLD HLDGS INC   | 2500-12-31      | 0.0000%  |  | $92000.00          | $9862.40           | Equities         |
| 02IK2EQUINIX INC           | 2500-12-31      | 0.0000%  |  | $489050.00         | $3845644.68        | Equities         |
| 03KRBDUPONT DE NEMOURS INC | 2500-12-31      | 0.0000%  |  | $13583400.00       | $10544793.42       | Equities         |
| 01BG4DOVER CORP            | 2500-12-31      | 0.0000%  |  | $102050.00         | $185312.60         | Equities         |
| 02KCLDOMINOS PIZZA INC     | 2500-12-31      | 0.0000%  |  | $1160050.00        | $5208160.48        | Equities         |
| 047KODISNEY WALT CO        | 2500-12-31      | 0.0000%  |  | $70100.00          | $82465.64          | Equities         |
| 01M8PDEUTSCHE BK AG LONDON | 2500-12-31      | 0.0000%  |  | $148500.00         | $9994.05           | Other Instrument |
| 01BFXCUMMINS INC           | 2500-12-31      | 0.0000%  |  | $1229550.00        | $4941807.36        | Equities         |
| 02L8OCRYOPORT INC          | 2500-12-31      | 0.0000%  |  | $50.00             | $4.35              | Equities         |
| 03QW1UBS AG                | 2500-12-31      | 0.0000%  |  | $760800.00         | $394886.40         | Other Instrument |
| 03GNFCOMMUNITY HEALTHCARE  | 2500-12-31      | 0.0000%  |  | $84650.00          | $12875.27          | Equities         |
| 01BFOCOMMERCIAL METALS CO  | 2500-12-31      | 0.0000%  |  | $201750.00         | $116833.43         | Equities         |
| 01RDSCOLUMBUS MCKINNON COR | 2500-12-31      | 0.0000%  |  | $339050.00         | $51603.41          | Equities         |
| 02FU6COGNIZANT TECHNOLOGY  | 2500-12-31      | 0.0000%  |  | $50.00             | $35.86             | Equities         |
| 01BFNCOCA COLA CO          | 2500-12-31      | 0.0000%  |  | $488100.00         | $333665.16         | Equities         |
| 01BPCCITIGROUP INC         | 2500-12-31      | 0.0000%  |  | $300.00            | $290.46            | Equities         |
| 01BV9CINTAS CORP           | 2500-12-31      | 0.0000%  |  | $2519800.00        | $5249247.36        | Equities         |
| 04PVYCISCO SYS INC         | 2500-12-31      | 0.0000%  |  | $3725150.00        | $2586371.65        | Equities         |
| 01BFHCHEVRON CORP NEW      | 2500-12-31      | 0.0000%  |  | $100.00            | $159.32            | Equities         |
| 03CZ4CASTLE BIOSCIENCES IN | 2500-12-31      | 0.0000%  |  | $18050.00          | $4234.53           | Equities         |
| 01C0JCARDINAL HEALTH INC   | 2500-12-31      | 0.0000%  |  | $100.00            | $149.51            | Equities         |
| 01PQRCAPITAL ONE FINL CORP | 2500-12-31      | 0.0000%  |  | $431100.00         | $979200.54         | Equities         |
| 045S6BROADCOM INC          | 2500-12-31      | 0.0000%  |  | $195000.00         | $601867.50         | Equities         |
| 045S6BROADCOM INC          | 2500-12-31      | 0.0000%  |  | $2411900.00        | $7444329.35        | Equities         |
| 042C9BRIGHTSPIRE CAPITAL I | 2500-12-31      | 0.0000%  |  | $47800.00          | $2729.38           | Equities         |
| 05Z1SEXCHANGE LISTED FDS T | 2500-12-31      | 0.0000%  |  | $1130000.00        | $479685.00         | Other Instrument |
| 02GFPBOOKING HOLDINGS INC  | 2500-12-31      | 0.0000%  |  | $18350.00          | $1037140.17        | Equities         |
| 01BEKBOEING CO             | 2500-12-31      | 0.0000%  |  | $58950.00          | $139216.32         | Equities         |
| 01BEKBOEING CO             | 2500-12-31      | 0.0000%  |  | $4317450.00        | $10196089.92       | Equities         |
| 02JVVVANGUARD INTL EQUITY  | 2500-12-31      | 0.0000%  |  | $2869900.00        | $2493369.12        | Other Instrument |
| 01TBMSOUTHSIDE BANCSHARES  | 2500-12-31      | 0.0000%  |  | $127250.00         | $39905.60          | Equities         |
| 01SLVMATIV HOLDINGS INC    | 2500-12-31      | 0.0000%  |  | $28100.00          | $3461.92           | Equities         |
| 01BOZPFIZER INC            | 2500-12-31      | 0.0000%  |  | $150.00            | $36.90             | Equities         |
| 04Q45PAYONEER GLOBAL INC   | 2500-12-31      | 0.0000%  |  | $422900.00         | $29095.52          | Equities         |
| 03ZACFOX CORP              | 2500-12-31      | 0.0000%  |  | $378650.00         | $205606.95         | Equities         |
| 05MHVBLACKROCK ETF TRUST   | 2500-12-31      | 0.0000%  |  | $294050.00         | $80011.01          | Other Instrument |
| 05ET5BITWISE FUNDS TRUST   | 2500-12-31      | 0.0000%  |  | $5000.00           | $2359.50           | Other Instrument |
| 01F6IINTUIT                | 2500-12-31      | 0.0000%  |  | $757700.00         | $5062951.40        | Equities         |
| 01BVDINTEL CORP            | 2500-12-31      | 0.0000%  |  | $100.00            | $24.93             | Equities         |
| 01CEVINGLES MKTS INC       | 2500-12-31      | 0.0000%  |  | $50.00             | $33.81             | Equities         |
| 04WHCCRESCENT ENERGY COMPA | 2500-12-31      | 0.0000%  |  | $100.00            | $9.61              | Equities         |
| 01BM8HOST HOTELS & RESORTS | 2500-12-31      | 0.0000%  |  | $3750.00           | $648.38            | Equities         |
| 05TG6GOLDMAN SACHS ETF TR  | 2500-12-31      | 0.0000%  |  | $559050.00         | $278447.71         | Other Instrument |
| 01BI8GE AEROSPACE          | 2500-12-31      | 0.0000%  |  | $77200.00          | $213072.00         | Equities         |
| 01HSFGARTNER INC           | 2500-12-31      | 0.0000%  |  | $50.00             | $123.87            | Equities         |
| 02N8JFRESHWORKS INC        | 2500-12-31      | 0.0000%  |  | $3050.00           | $412.67            | Equities         |
| 01BEEBEST BUY INC          | 2500-12-31      | 0.0000%  |  | $3481600.00        | $2529730.56        | Equities         |
| 03RVTBERRY CORP            | 2049-01-01      | 0.0000%  |  | $200.00            | $6.56              | Equities         |
| 01BEBBERKSHIRE HATHAWAY IN | 2500-12-31      | 0.0000%  |  | $281850.00         | $1408855.41        | Equities         |
| 01QL0ARISTA NETWORKS INC   | 2500-12-31      | 0.0000%  |  | $50.00             | $68.12             | Equities         |
| 02K0PARBOR REALTY TRUST IN | 2500-12-31      | 0.0000%  |  | $3200.00           | $378.24            | Equities         |
| 02K4DNETFLIX INC           | 2500-12-31      | 0.0000%  |  | $83550.00          | $1028876.48        | Equities         |
| 01ND3MATTHEWS INTL CORP    | 2500-12-31      | 0.0000%  |  | $250.00            | $60.48             | Equities         |
| 05R34GOLDMAN SACHS ETF TR  | 2500-12-31      | 0.0000%  |  | $420000.00         | $214453.26         | Other Instrument |
| 02DM8AIRBNB INC            | 2500-12-31      | 0.0000%  |  | $50.00             | $65.23             | Equities         |
| 02I0OCYTOKINETICS INC      | 2500-12-31      | 0.0000%  |  | $36950.00          | $13800.83          | Equities         |
| 01C10CITY HLDG CO          | 2500-12-31      | 0.0000%  |  | $3450.00           | $4476.03           | Equities         |
| 01BFWCSX CORP              | 2500-12-31      | 0.0000%  |  | $63910250.00       | $20873087.65       | Equities         |

### Security 334: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC,  4.400%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FWZ000, C.4 - ISIN: US4549910010, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01DCPSALESFORCE INC        | 2028-04-11      | 3.7000%  |  | $1759500.00        | $1778402.90        | Corporate Debt Securities |
| 01DP2ROYAL BK CDA          | 2027-01-21      | 2.0500%  |  | $1830750.00        | $1785354.52        | Corporate Debt Securities |
| 01PR9PACCAR FINANCIAL CORP | 2028-03-03      | 4.5500%  |  | $4215750.00        | $4377737.85        | Corporate Debt Securities |
| 01BO2NORTHROP GRUMMAN CORP | 2054-06-01      | 5.2000%  |  | $1537500.00        | $1450971.21        | Corporate Debt Securities |
| 02JWDNATIONAL SECS CLEARIN | 2026-06-26      | 5.1500%  |  | $1306500.00        | $1327446.46        | Corporate Debt Securities |
| 02JWDNATIONAL SECS CLEARIN | 2027-11-21      | 5.1000%  |  | $883500.00         | $914407.78         | Corporate Debt Securities |
| 01F6JMORGAN STANLEY        | 2027-01-20      | 3.6250%  |  | $4841250.00        | $4833538.29        | Corporate Debt Securities |
| 01BVGMICROSOFT CORP        | 2026-08-08      | 2.4000%  |  | $750000.00         | $740047.50         | Corporate Debt Securities |
| 01GZDMSCI INC              | 2035-09-01      | 5.2500%  |  | $1950000.00        | $1946845.88        | Corporate Debt Securities |
| 05ZQSJBS USA HOLDING LUX   | 2035-04-20      | 5.9500%  |  | $1425000.00        | $1540582.55        | Corporate Debt Securities |
| 01F0OING GROEP N.V.        | 2028-10-02      | 4.5500%  |  | $2400000.00        | $2468374.00        | Corporate Debt Securities |
| 01BG3DOMINION ENERGY INC   | 2056-02-15      | 6.2000%  |  | $1837500.00        | $1845090.92        | Corporate Debt Securities |
| 01BFNCOCA COLA CO          | 2055-01-14      | 5.2000%  |  | $900000.00         | $866412.00         | Corporate Debt Securities |
| 01BPCCITIGROUP INC         | 2026-10-21      | 3.2000%  |  | $1180500.00        | $1180485.57        | Corporate Debt Securities |
| 04PVYCISCO SYS INC         | 2026-09-20      | 2.5000%  |  | $1500000.00        | $1493597.50        | Corporate Debt Securities |
| 01BETBURLINGTON NORTHN SAN | 2055-03-15      | 5.5000%  |  | $675000.00         | $679755.75         | Corporate Debt Securities |
| 02N2XBLACKROCK INC         | 2027-07-26      | 4.6000%  |  | $1490250.00        | $1515549.48        | Corporate Debt Securities |
| 01DCJBANK NOVA SCOTIA B C  | 2027-06-04      | 5.4000%  |  | $17647500.00       | $18283162.95       | Corporate Debt Securities |
| 01DCJBANK NOVA SCOTIA B C  | 2028-06-12      | 5.2500%  |  | $3858750.00        | $4031271.50        | Corporate Debt Securities |
| 01BDWBANK NEW YORK MELLON  | 2026-08-17      | 2.4500%  |  | $11898750.00       | $11726773.40       | Corporate Debt Securities |
| 01DCJBANK MONTREAL MEDIUM  | 2027-01-22      | 0.9490%  |  | $1582500.00        | $1561714.43        | Corporate Debt Securities |
| 01BNABANK AMERICA CORP     | 2027-09-15      | 5.9330%  |  | $7485000.00        | $7807065.41        | Corporate Debt Securities |
| 01BNABANK AMERICA CORP     | 2028-07-22      | 4.9480%  |  | $1147500.00        | $1168069.45        | Corporate Debt Securities |
| 01QW7BPCE                  | 2027-01-18      | 5.9750%  |  | $3750000.00        | $3794605.73        | Corporate Debt Securities |
| 01SYXAMERICAN HONDA FIN CO | 2027-07-09      | 4.9000%  |  | $3195000.00        | $3258310.70        | Corporate Debt Securities |
| 01W0APNC BK N A PITTSBURGH | 2027-10-25      | 3.1000%  |  | $4875000.00        | $4834721.67        | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2028-01-24      | 4.9000%  |  | $1017000.00        | $1030479.20        | Corporate Debt Securities |
| 01BDYBARCLAYS PLC          | 2055-03-12      | 6.0360%  |  | $1087500.00        | $1151086.49        | Corporate Debt Securities |
| 03QVHDELL INTL LLC/EMC COR | 2032-04-01      | 5.3000%  |  | $712500.00         | $750325.83         | Corporate Debt Securities |
| 02H5UMORGAN STANLEY BK N A | 2026-10-30      | 5.8820%  |  | $1386750.00        | $1440948.74        | Corporate Debt Securities |
| 01TGMHCA INC.              | 2055-03-01      | 6.2000%  |  | $1500000.00        | $1551716.67        | Corporate Debt Securities |
| 02MMZABBVIE INC            | 2028-03-15      | 4.6500%  |  | $1425000.00        | $1482295.69        | Corporate Debt Securities |
| 01BO2WELLS FARGO & CO      | 2029-01-24      | 4.1500%  |  | $1350000.00        | $1354704.38        | Corporate Debt Securities |
| 01F0OING GROEP N.V.        | 2027-04-01      | 1.7260%  |  | $2564250.00        | $2543314.89        | Corporate Debt Securities |
| 01DP2ROYAL BK CDA          | 2027-01-19      | 4.8750%  |  | $911250.00         | $927020.70         | Corporate Debt Securities |
| 02XQUGFL ENVIRONMENTAL INC | 2028-09-01      | 3.5000%  |  | $1575000.00        | $1553006.00        | Corporate Debt Securities |
| 01PRBTOYOTA MTR CR CORP    | 2028-01-11      | 3.0500%  |  | $1103250.00        | $1085130.96        | Corporate Debt Securities |
| 01GZ9MERCEDES-BENZ FIN NOR | 2026-03-02      | 1.4500%  |  | $1605000.00        | $1593683.42        | Corporate Debt Securities |
| 01PR6JOHN DEERE CAPITAL CO | 2028-01-07      | 4.6500%  |  | $6637500.00        | $6792463.50        | Corporate Debt Securities |
| 01DP2ROYAL BK CDA          | 2027-10-18      | 4.5100%  |  | $6910500.00        | $7038353.85        | Corporate Debt Securities |
| 04T6YDAIMLER TRUCKS FIN NO | 2027-08-12      | 4.3000%  |  | $1875000.00        | $1881132.29        | Corporate Debt Securities |
| 045S6BROADCOM INC          | 2035-11-15      | 3.1370%  |  | $412500.00         | $353946.63         | Corporate Debt Securities |
| 01PR9PACCAR FINANCIAL CORP | 2026-08-10      | 5.0500%  |  | $14463000.00       | $14628822.32       | Corporate Debt Securities |
| 01O01VERISK ANALYTICS INC  | 2035-03-15      | 5.2500%  |  | $1500000.00        | $1554090.00        | Corporate Debt Securities |
| 01BT3UNITEDHEALTH GROUP IN | 2063-02-15      | 6.0500%  |  | $712500.00         | $725540.73         | Corporate Debt Securities |
| 01BSRTUCSON ELEC PWR CO    | 2034-09-15      | 5.2000%  |  | $410250.00         | $425490.33         | Corporate Debt Securities |
| 01DRJTORONTO DOMINION BK O | 2028-07-17      | 5.5230%  |  | $12073500.00       | $12606708.02       | Corporate Debt Securities |
| 0246XT MOBILE USA INC      | 2028-07-15      | 4.8000%  |  | $1311750.00        | $1343162.04        | Corporate Debt Securities |
| 01BR0SOUTHERN CO           | 2028-06-15      | 4.8500%  |  | $1992000.00        | $2051221.05        | Corporate Debt Securities |

### Security 335: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank,  4.380%, 9/4/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 966RQU009, C.4 - ISIN: US966RQU0094, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-168 SD     | 2054-10-20      | 1.0650%  |  | $119522421.25      | $6053480.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 SA     | 2055-06-20      | 0.0000%  |  | $480941.96         | $14017.53          | Agency Collateralized Mortgage Obligation |
| FMAC FERA RP7784 05/25/54 | 2054-05-25      | 1.5016%  |  | $3953726.85        | $218118.59         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RP4597 10/25/53 | 2053-10-25      | 2.0016%  |  | $81327363.06       | $6217916.24        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RP3940 09/25/53 | 2053-09-25      | 2.0516%  |  | $1505685.47        | $116368.34         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5524SD 04/25/55 | 2055-04-25      | 0.9516%  |  | $220574.00         | $10148.11          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052GS R25F052 | 2055-07-25      | 1.4816%  |  | $73004872.28       | $4611252.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL102DS R24F102 | 2055-01-25      | 1.5516%  |  | $53071940.44       | $3427460.32        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053SG R22F053 | 2052-08-25      | 0.8516%  |  | $70324891.84       | $4398584.50        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5421ES 04/25/54 | 2054-04-25      | 1.3016%  |  | $63479728.24       | $3983519.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005SE R25F005 | 2055-02-25      | 1.4516%  |  | $68718666.78       | $3990993.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 SA     | 2054-04-20      | 1.0550%  |  | $86726217.00       | $4679724.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 SE     | 2054-10-20      | 0.4050%  |  | $91550187.17       | $3608106.67        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RP4563 10/25/53 | 2053-10-25      | 1.7016%  |  | $90209532.40       | $5866061.40        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RP7782 05/25/54 | 2054-05-25      | 1.6016%  |  | $5647400.32        | $268567.53         | Agency Collateralized Mortgage Obligation |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $56570220.70       | $53763391.12       | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $845256.59         | $834345.57         | U.S. Treasuries (including strips)        |

### Security 336: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank,  4.370%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 966RQU009, C.4 - ISIN: US966RQU0094, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-114 SM     | 2053-08-20      | 1.4050%  |  | $14926889.27       | $745721.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-146 SB     | 2053-10-20      | 1.3050%  |  | $11629217.26       | $540540.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TS     | 2053-07-20      | 1.6050%  |  | $10714663.33       | $531964.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 SM     | 2053-05-20      | 1.0550%  |  | $16025069.14       | $695211.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 SA     | 2055-06-20      | 0.0000%  |  | $19685350.37       | $573749.22         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5563ST 08/25/55 | 2055-08-25      | 0.8016%  |  | $25160031.84       | $1106825.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5524SD 04/25/55 | 2055-04-25      | 0.9516%  |  | $12323587.54       | $566980.34         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5426SD 06/25/54 | 2054-06-25      | 0.8016%  |  | $11272491.37       | $495505.67         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326SA 08/25/53 | 2053-08-25      | 1.5516%  |  | $14437946.25       | $948290.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053SC R25F053 | 2055-07-25      | 2.7016%  |  | $19808033.59       | $1882083.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL031SM R25F031 | 2054-09-25      | 2.7016%  |  | $31597786.68       | $3001447.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL097SG R24F097 | 2055-01-25      | 0.1516%  |  | $22671922.42       | $587947.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016SD R25F016 | 2055-03-25      | 1.5016%  |  | $40145613.09       | $2890839.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC026SE R24F026 | 2054-05-25      | 1.6516%  |  | $11077736.66       | $818650.41         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL071SA R22F071 | 2052-10-25      | 0.1816%  |  | $19951481.43       | $831282.05         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5561SD 07/25/55 | 2055-07-25      | 0.8016%  |  | $19003916.58       | $969828.15         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL018SM R25F018 | 2054-09-25      | 2.7516%  |  | $61735273.07       | $5805939.13        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL062SN R22F062 | 2052-09-25      | 1.0016%  |  | $10764336.81       | $792269.08         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5514SC 10/25/53 | 2053-10-25      | 2.7516%  |  | $14926791.61       | $1554427.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5393SA 12/25/53 | 2053-12-25      | 1.4516%  |  | $16335232.67       | $967524.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 SL     | 2055-07-20      | 0.0050%  |  | $16612748.17       | $540217.38         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RP3940 09/25/53 | 2053-09-25      | 2.0516%  |  | $7635584.93        | $590123.48         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RP7805 05/25/54 | 2054-05-25      | 2.2016%  |  | $6777694.51        | $425121.56         | Agency Collateralized Mortgage Obligation |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $2325000.00        | $2429101.93        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $7527266.67        | $8046883.01        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $83522.67          | $79378.55          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  |  | $11306198.54       | $12606941.72       | U.S. Treasuries (including strips)        |

### Security 337: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.490%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 02KDSCHARTER COMMUNICATION | 2035-10-23      | 6.3840%  |  | $1350.00           | $1443.51           | Corporate Debt Securities                         |
| 02HXWBUNGE LTD FIN CORP    | 2034-09-17      | 4.6500%  |  | $64125.00          | $63922.05          | Corporate Debt Securities                         |
| 01CIPRANGE RES CORP        | 2030-02-15      | 4.7500%  |  | $201825.00         | $197487.22         | Corporate Debt Securities                         |
| 05V6LNEW RES MTG LN TR 202 | 2039-09-26      | 5.4430%  |  | $186414.75         | $186811.58         | Private Label Collateralized Mortgage Obligations |
| 02XU1ML FF MTG LN TR 2007- | 2037-10-25      | 6.4370%  |  | $511436.19         | $436264.91         | Private Label Collateralized Mortgage Obligations |
| 030KYML MTG INV TR 2006-OP | 2037-08-25      | 4.9170%  |  | $92981.93          | $78735.11          | Private Label Collateralized Mortgage Obligations |
| 02XTTLONG BEACH MTG LN TR  | 2033-06-25      | 5.6670%  |  | $107393.05         | $111418.96         | Private Label Collateralized Mortgage Obligations |
| 02MESKREDITANSTALT FUR WIE | 2026-01-22      | 0.6250%  |  | $1350.00           | $1331.94           | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $228825.00         | $230908.77         | Agency Debentures and Agency Strips               |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $12070576.24       | $12081923.92       | Private Label Collateralized Mortgage Obligations |
| 046J1TOWD PT MTG TR 2018-2 | 2058-03-25      | 3.5000%  |  | $13671365.63       | $12493853.94       | Private Label Collateralized Mortgage Obligations |
| 030GPARGENT SECS INC 2004- | 2034-10-25      | 3.7866%  |  | $16087.65          | $13489.55          | Private Label Collateralized Mortgage Obligations |
| 030GPARGENT SECS INC 2004- | 2034-10-25      | 3.7866%  |  | $267055.49         | $239600.41         | Private Label Collateralized Mortgage Obligations |
| 030IBCWALT INC 2005-16     | 2035-06-25      | 4.9370%  |  | $611.82            | $556.32            | Private Label Collateralized Mortgage Obligations |
| 030KOLEHMAN XS TRUST 2007- | 2047-09-25      | 5.3770%  |  | $164660.36         | $148113.06         | Private Label Collateralized Mortgage Obligations |
| 02XTULONG BEACH MTG LN TR  | 2036-01-25      | 5.0370%  |  | $48906.41          | $44972.80          | Private Label Collateralized Mortgage Obligations |
| 061NYFIGRE TRUST 2025-HE2  | 2055-03-25      | 5.9250%  |  | $2527122.12        | $2565525.11        | Private Label Collateralized Mortgage Obligations |
| 04S2DNELNET STUDENT LN TR  | 2062-04-20      | 2.8500%  |  | $13100453.33       | $11804694.04       | Asset-Backed Securities                           |
| 04ATULCSS FINANCING LLC 20 | 2062-12-15      | 4.7000%  |  | $2404554.60        | $2088662.92        | Asset-Backed Securities                           |
| 05R6AKINETIC ADVANTAGE MST | 2027-11-15      | 6.9927%  |  | $2452275.00        | $2464488.11        | Asset-Backed Securities                           |
| 04QAFCOLLEGE AVE STD LN LL | 2051-07-25      | 2.9200%  |  | $826195.61         | $782403.48         | Asset-Backed Securities                           |
| 05QGVSWITCH ABS ISSUER LLC | 2054-06-25      | 5.4360%  |  | $16875.00          | $17040.77          | Asset-Backed Securities                           |
| 062K4PK ALIFT LOAN  6 FDG  | 2042-11-17      | 5.8110%  |  | $2355295.96        | $2387520.72        | Asset-Backed Securities                           |
| 05WDEPK ALIFT LN FDG LP 20 | 2039-10-15      | 5.4320%  |  | $3348113.52        | $3338669.97        | Asset-Backed Securities                           |
| 03S4ZJGWPT XXXIX LLC 2017- | 2072-09-15      | 3.5300%  |  | $398094.51         | $354444.56         | Asset-Backed Securities                           |
| 04ARMWINGSTOP FUNDING LLC  | 2050-12-05      | 2.8410%  |  | $770410.61         | $744454.71         | Asset-Backed Securities                           |
| 01SLRNISSAN MTR ACCEP CO L | 2027-09-13      | 6.4132%  |  | $46575.00          | $47608.64          | Corporate Debt Securities                         |
| 02JDJNBCUNIVERSAL MEDIA LL | 2041-04-01      | 5.9500%  |  | $666900.00         | $710055.84         | Corporate Debt Securities                         |
| 02H5UMORGAN STANLEY BK N A | 2028-05-26      | 5.2491%  |  | $774225.00         | $777574.92         | Corporate Debt Securities                         |
| 029HOMPT OPER PTSHP LP/MPT | 2031-03-15      | 3.5000%  |  | $403650.00         | $291788.27         | Corporate Debt Securities                         |
| 02GAULIBERTY MUT GROUP INC | 2049-06-15      | 4.5000%  |  | $843750.00         | $641688.75         | Corporate Debt Securities                         |
| 02JC7LEVEL 3 FING INC      | 2030-12-15      | 10.7500% |  | $0.68              | $0.78              | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2500-12-31      | 3.8750%  |  | $2169450.00        | $2086721.94        | Corporate Debt Securities                         |
| 02GEIHUNTSMAN INTERNATIONA | 2029-05-01      | 4.5000%  |  | $2025.00           | $1976.87           | Corporate Debt Securities                         |
| 02FMCENOVA INTL INC        | 2028-12-15      | 11.2500% |  | $11475.00          | $12503.68          | Corporate Debt Securities                         |
| 03EPEEARTHSTONE ENERGY HLD | 2027-04-15      | 8.0000%  |  | $1350.00           | $1417.72           | Corporate Debt Securities                         |
| 02BXUCIVITAS RESOURCES INC | 2031-07-01      | 8.7500%  |  | $29025.00          | $30240.78          | Corporate Debt Securities                         |
| 01BUCWESTERN DIGITAL CORP  | 2032-02-01      | 3.1000%  |  | $1350.00           | $1208.93           | Corporate Debt Securities                         |
| 02FQUWESCO DISTR INC       | 2033-03-15      | 6.3750%  |  | $141750.00         | $151342.99         | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2038-11-15      | 8.8750%  |  | $392850.00         | $532932.01         | Corporate Debt Securities                         |
| 01W3TTRI POINTE HOMES INC  | 2027-06-01      | 5.2500%  |  | $2700.00           | $2737.16           | Corporate Debt Securities                         |
| 0608YSTONEPEAK NILE PARENT | 2032-03-15      | 7.2500%  |  | $151200.00         | $164792.16         | Corporate Debt Securities                         |
| 01GG2SENSATA TECHNOLOGIES  | 2030-02-15      | 4.3750%  |  | $193725.00         | $187016.57         | Corporate Debt Securities                         |
| 02FU6SEALED AIR CORP NEW   | 2029-04-15      | 5.0000%  |  | $54000.00          | $54625.38          | Corporate Debt Securities                         |
| 034ZTQUIKRETE HLDGS INC    | 2032-03-01      | 6.3750%  |  | $238275.00         | $254372.76         | Corporate Debt Securities                         |
| 04QUNBURFORD CAPITAL GLOBA | 2031-07-01      | 9.2500%  |  | $565650.00         | $610660.34         | Corporate Debt Securities                         |
| 01BNPNEWELL BRANDS INC     | 2027-09-15      | 6.3750%  |  | $18225.00          | $19009.98          | Corporate Debt Securities                         |
| 05IQMFORESEA HLDG S A      | 2030-06-15      | 7.5000%  |  | $1360.13           | $1326.15           | Corporate Debt Securities                         |
| 02KFWICAHN ENTERPRISES LP/ | 2029-11-15      | 10.0000% |  | $2025.00           | $2065.18           | Corporate Debt Securities                         |
| 0246XT MOBILE USA INC      | 2035-05-15      | 5.3000%  |  | $3004425.00        | $3093779.94        | Corporate Debt Securities                         |
| 01M04DELHAIZE AMER INC     | 2031-04-15      | 9.0000%  |  | $111375.00         | $136445.51         | Corporate Debt Securities                         |
| 04RXIFRONTIER COMMUNICATIO | 2027-10-15      | 5.8750%  |  | $43200.00          | $44174.94          | Corporate Debt Securities                         |
| 02JVFPERFORMANCE FOOD GROU | 2032-09-15      | 6.1250%  |  | $67500.00          | $71043.94          | Corporate Debt Securities                         |
| 02KDSCHARTER COMMUNICATION | 2047-05-01      | 5.3750%  |  | $2025.00           | $1774.72           | Corporate Debt Securities                         |
| 02FSYUNITED MEXICAN STATES | 2040-01-11      | 6.0500%  |  | $1134000.00        | $1106406.00        | Other Instrument                                  |
| 02XUUTABERNA PREF FDG II 2 | 2035-11-05      | 5.0128%  |  | $3515690.16        | $3282958.83        | Other Instrument                                  |
| 01U4QBANGKOK BK PUB CO LTD | 2500-12-31      | 5.0000%  |  | $573750.00         | $585246.04         | Other Instrument                                  |
| 04TFQMISSION LN CR CD MT T | 2029-08-15      | 5.9927%  |  | $3385800.00        | $3400340.30        | Asset-Backed Securities                           |
| 05PO9J.G. WENT WORTH 2020- | 2073-12-15      | 3.1650%  |  | $4332223.86        | $3998602.91        | Asset-Backed Securities                           |
| 04UHBAVANT CR CRD MSTR TR  | 2030-04-15      | 6.0927%  |  | $2714850.00        | $2731007.11        | Asset-Backed Securities                           |
| 02L0QEMPRESAS PUBLICAS DE  | 2029-07-18      | 4.2500%  |  | $3080025.00        | $2910008.48        | Other Instrument                                  |
| 01UE4BANCO DO BRASIL S A   | 2030-04-18      | 6.2500%  |  | $459000.00         | $480707.51         | Other Instrument                                  |
| 03O4QULTRAPAR INTL S A     | 2029-06-06      | 5.2500%  |  | $1465425.00        | $1481213.74        | Other Instrument                                  |
| 04UFXFWD GROUP HLDGS LTD   | 2029-04-05      | 8.4000%  |  | $447525.00         | $474412.30         | Other Instrument                                  |
| 01EU0BNP PARIBAS           | 2500-12-31      | 5.1250%  |  | $846450.00         | $839479.96         | Other Instrument                                  |
| 01EU0BNP PARIBAS           | 2500-12-31      | 4.6250%  |  | $5819175.00        | $5733855.38        | Other Instrument                                  |
| 01SKMHUDBAY MINERALS INC   | 2029-04-01      | 6.1250%  |  | $3375.00           | $3487.59           | Other Instrument                                  |
| 03HN0WRKCO INC DISC COML P | 2025-10-02      | 0.0000%  |  | $184943.25         | $184132.64         | Other Instrument                                  |
| 01BLHSPIRE INC             | 2025-09-30      | 0.0000%  |  | $43.88             | $43.69             | Other Instrument                                  |
| 01PAQPENSKE TRUCK LEASNG/P | 2026-01-05      | 0.0000%  |  | $173659.28         | $170831.06         | Other Instrument                                  |
| 03E4VUBS GROUP AG          | 2500-12-31      | 4.8750%  |  | $276750.00         | $273277.36         | Other Instrument                                  |
| 01EWBSOCIETE GENERALE      | 2500-12-31      | 4.7500%  |  | $5697675.00        | $5673920.44        | Other Instrument                                  |
| WLDB WBFR 02/23/27         | 2027-02-23      | 4.6624%  |  | $22950.00          | $22988.73          | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2026-04-01      | 4.7500%  |  | $512325.00         | $523779.45         | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2028-09-26      | 4.8750%  |  | $3138750.00        | $3231182.27        | Other Instrument                                  |
| 01TK3BRITISH COLUMBIA PROV | 2030-08-27      | 3.9000%  |  | $2388825.00        | $2394860.76        | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2029-04-12      | 4.9500%  |  | $1035450.00        | $1058786.46        | Other Instrument                                  |
| 04V4BM360 2021-CRE3 LTD    | 2038-11-22      | 6.7036%  |  | $337500.00         | $337496.63         | Other Instrument                                  |
| 063AWINCREF LLC 2025-FL1   | 2042-10-20      | 7.4422%  |  | $684115.20         | $687097.96         | Other Instrument                                  |
| 04S99VMC FIN LL 2021-FL4   | 2036-06-18      | 6.2744%  |  | $4101099.04        | $4061101.77        | Other Instrument                                  |
| 04RMYSTWD LTD 2021-FL2     | 2038-04-19      | 5.9244%  |  | $12336300.00       | $12359248.43       | Other Instrument                                  |
| 052DBPROGRESS RESIDENTIAL  | 2039-06-17      | 6.6180%  |  | $639225.00         | $644650.31         | Other Instrument                                  |
| 05UONPFP LTD 2024-11       | 2039-09-19      | 7.3467%  |  | $358578.63         | $359247.31         | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $2835000.00        | $2745172.11        | Other Instrument                                  |
| 03KGTMORGAN STAN CAP I  20 | 2048-12-17      | 3.1800%  |  | $1345000.28        | $1153335.50        | Other Instrument                                  |
| 04QHKJ.P. MOG CHSE CML TR  | 2036-03-17      | 5.7785%  |  | $4810050.00        | $4406458.85        | Other Instrument                                  |
| 04RMYSTWD LTD 2021-FL2     | 2038-04-19      | 6.2744%  |  | $4050000.00        | $4058007.59        | Other Instrument                                  |
| 03YHZATRIUM HOTEL PORT TR  | 2036-12-15      | 8.5360%  |  | $235753.88         | $195391.53         | Other Instrument                                  |
| 03KAFMS BOFA ML TRUST 2015 | 2047-12-17      | 4.6243%  |  | $3464475.98        | $3390335.01        | Other Instrument                                  |

### Security 338: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 1.60 FNNT C 22-35     | 2035-09-06      | 1.6000%  |  | $5584000.00        | $4247050.18        | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $4478000.00        | $4518778.41        | Agency Debentures and Agency Strips               |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $148544.54         | $148684.18         | Private Label Collateralized Mortgage Obligations |
| 05JVOFHLMC STACR REMIC TR  | 2043-06-25      | 8.1984%  |  | $3005465.00        | $3199680.95        | Private Label Collateralized Mortgage Obligations |
| 05GJNCIM TR 2023-R2        | 2064-08-25      | 5.7584%  |  | $5726706.00        | $5144573.52        | Private Label Collateralized Mortgage Obligations |
| 04HYGCSMC 2019-NQM1        | 2059-10-25      | 3.6560%  |  | $1832419.64        | $1813429.46        | Private Label Collateralized Mortgage Obligations |
| 04HAKMILL CTY MTG LN TR 20 | 2059-08-25      | 3.2500%  |  | $2850000.00        | $2474258.22        | Private Label Collateralized Mortgage Obligations |
| 03PJHTOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  |  | $19465393.00       | $18888218.13       | Private Label Collateralized Mortgage Obligations |
| 04D8XANGEL OAK MTG TR 2019 | 2049-03-25      | 5.0160%  |  | $499994.27         | $502017.91         | Private Label Collateralized Mortgage Obligations |
| 03WJXTOWD PT MTG TR 2017-6 | 2057-10-25      | 3.3239%  |  | $147229.00         | $124360.99         | Private Label Collateralized Mortgage Obligations |
| 055A6VERUS SEC TR 2022-8   | 2067-09-26      | 6.1270%  |  | $5916916.73        | $5930895.12        | Private Label Collateralized Mortgage Obligations |
| 04CMHTOWD PT MTG TR 2019-2 | 2058-12-26      | 3.7500%  |  | $1289040.00        | $1076319.61        | Private Label Collateralized Mortgage Obligations |
| 03OSETOWD PT MTG TR 2016-5 | 2056-10-25      | 3.2500%  |  | $892070.41         | $885215.54         | Private Label Collateralized Mortgage Obligations |
| 05XALRCKT MTG TR 2024-CES8 | 2044-11-25      | 5.4896%  |  | $9759074.10        | $9873573.90        | Private Label Collateralized Mortgage Obligations |
| 05QXNJ P MORGAN MTG TR 202 | 2054-10-26      | 6.5000%  |  | $2695932.12        | $2720145.78        | Private Label Collateralized Mortgage Obligations |
| 01BFHJPMORGAN CHASE & CO   | 2035-07-22      | 5.2940%  |  | $2000.00           | $2057.78           | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2028-03-28      | 4.0170%  |  | $1033000.00        | $1046500.36        | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2029-03-03      | 4.8990%  |  | $3597000.00        | $3735127.20        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2031-05-07      | 4.9520%  |  | $845000.00         | $874478.86         | Corporate Debt Securities                         |
| 02FP9CHOICE HOTELS INTL IN | 2031-01-15      | 3.7000%  |  | $2000.00           | $1882.50           | Corporate Debt Securities                         |
| 01L28CARGILL INC           | 2051-05-25      | 3.1250%  |  | $5750000.00        | $3859858.40        | Corporate Debt Securities                         |
| 02IXWCANADIAN PAC RY CO NE | 2026-12-02      | 1.7500%  |  | $285000.00         | $277937.46         | Corporate Debt Securities                         |
| 01QW7BPCE                  | 2027-10-19      | 2.0450%  |  | $252000.00         | $246830.15         | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2027-06-01      | 2.3000%  |  | $613000.00         | $597118.53         | Corporate Debt Securities                         |
| 01BETBURLINGTON NORTHN SAN | 2048-12-15      | 4.1500%  |  | $4443000.00        | $3670853.50        | Corporate Debt Securities                         |
| 01FMYMETLIFE REINS CO CHAR | 2042-12-31      | 5.1136%  |  | $42700000.00       | $11506925.77       | Corporate Debt Securities                         |
| 01BPEPUBLIC SERVICE CO COL | 2034-05-15      | 5.3500%  |  | $3238000.00        | $3354780.27        | Corporate Debt Securities                         |
| 05RHQJBS USA LUX S A / JBS | 2031-12-01      | 3.7500%  |  | $233000.00         | $221127.87         | Corporate Debt Securities                         |
| 01EMYNOMURA HLDGS INC      | 2027-07-02      | 5.5940%  |  | $8424000.00        | $8686299.49        | Corporate Debt Securities                         |
| 01BVKSTRYKER CORPORATION   | 2035-02-10      | 5.2000%  |  | $136000.00         | $139903.80         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2079-12-31      | 6.0000%  |  | $3854000.00        | $3915496.99        | Corporate Debt Securities                         |
| 04OM4BRITISH AWYS PTC SER  | 2034-05-15      | 4.2500%  |  | $562000.00         | $239196.91         | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2049-11-21      | 4.2500%  |  | $2000.00           | $1670.26           | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2030-10-30      | 2.8790%  |  | $4783000.00        | $4563301.00        | Corporate Debt Securities                         |
| 03HN0WRKCO INC             | 2032-06-01      | 4.2000%  |  | $1451000.00        | $1418304.13        | Corporate Debt Securities                         |
| 01ZO5UNILEVER CAP CORP     | 2029-09-06      | 2.1250%  |  | $1436000.00        | $1351350.39        | Corporate Debt Securities                         |
| 03QGNSTELLANTIS FINANCE US | 2031-09-15      | 2.6910%  |  | $500000.00         | $432914.50         | Corporate Debt Securities                         |
| 02GEHSIMON PPTY GROUP LP   | 2029-09-13      | 2.4500%  |  | $2399000.00        | $2277891.82        | Corporate Debt Securities                         |
| 05Q5QRWE FINANCE US LLC    | 2054-04-16      | 6.2500%  |  | $2117000.00        | $2216330.23        | Corporate Debt Securities                         |
| 01BP2PULTE GROUP INC       | 2032-06-15      | 7.8750%  |  | $3354000.00        | $4006210.46        | Corporate Debt Securities                         |
| 01T89PRINCIPAL FINANCIAL G | 2046-11-15      | 4.3000%  |  | $460000.00         | $389372.62         | Corporate Debt Securities                         |
| 01F6JMORGAN STANLEY        | 2032-10-20      | 2.5110%  |  | $2699000.00        | $2419269.57        | Corporate Debt Securities                         |
| 01T8CMACQUARIE GROUP LIMIT | 2033-01-14      | 2.8710%  |  | $808000.00         | $724128.59         | Corporate Debt Securities                         |
| 01C8WLPL HLDGS INC         | 2029-03-15      | 4.0000%  |  | $8215000.00        | $8173121.76        | Corporate Debt Securities                         |
| 01BGWKINDER MORGAN ENERGY  | 2038-01-15      | 6.9500%  |  | $1368000.00        | $1540716.08        | Corporate Debt Securities                         |
| 04EWZJACK IN THE BOX FUNDI | 2049-08-25      | 4.9700%  |  | $4435975.00        | $4280912.04        | Asset-Backed Securities                           |
| 05UI0CLI FUG LLC 2024-9    | 2049-07-20      | 5.6300%  |  | $482444.67         | $487014.14         | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 4.5200%  |  | $4438954.00        | $4313055.40        | Asset-Backed Securities                           |
| 05IB3SMB PRIVATE ED LN TR  | 2056-10-16      | 6.1427%  |  | $272651.67         | $278558.89         | Asset-Backed Securities                           |
| 03MDWTACO BELL FDG LLC 201 | 2048-11-25      | 4.9400%  |  | $2517617.52        | $2534490.31        | Asset-Backed Securities                           |
| 04WBIOAK ST INV GD NT LS F | 2051-11-20      | 4.0800%  |  | $375000.00         | $345170.25         | Asset-Backed Securities                           |
| 05LCSCARS-DB4 DB5 2023-1   | 2053-09-15      | 6.5000%  |  | $113152.50         | $114560.43         | Asset-Backed Securities                           |
| 03O9LSTORE MSTR FDG I-VII  | 2048-10-20      | 4.7400%  |  | $4708333.32        | $4615532.07        | Asset-Backed Securities                           |
| 03HOHWENDYS FDG LLC 2018-1 | 2048-03-16      | 3.8840%  |  | $1129164.09        | $1115559.67        | Asset-Backed Securities                           |
| 04X89TOWD POINT MTG TRUST  | 2061-12-25      | 3.0000%  |  | $2449135.00        | $2170847.95        | Asset-Backed Securities                           |
| 03O9LSTORE MSTR FDG I-VII  | 2048-10-20      | 4.2900%  |  | $758817.17         | $751076.10         | Asset-Backed Securities                           |
| 04UW1CIFC FUNDING LTD 2021 | 2034-10-16      | 5.7192%  |  | $1942060.00        | $1959711.29        | Other Instrument                                  |
| WLDB INTERNATIONAL BK FOR  | 2034-02-01      | 5.6700%  |  | $420000.00         | $435388.80         | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2028-06-30      | 4.1250%  |  | $3000.00           | $3033.57           | Other Instrument                                  |
| 01TK3BRITISH COLUMBIA PROV | 2030-08-27      | 3.9000%  |  | $102000.00         | $102257.72         | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2029-04-12      | 4.9500%  |  | $5768000.00        | $5897996.30        | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2028-09-26      | 4.8750%  |  | $1100000.00        | $1132393.63        | Other Instrument                                  |
| ADBB 4.125 ADBB 27         | 2027-01-12      | 4.1250%  |  | $2000.00           | $2018.85           | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2030-02-12      | 4.7500%  |  | $10000000.00       | $10335830.56       | Other Instrument                                  |
| 063AWINCREF LLC 2025-FL1   | 2042-10-20      | 7.4422%  |  | $1938903.00        | $1947356.66        | Other Instrument                                  |
| 02IB9CHILE REP             | 2033-07-27      | 2.5500%  |  | $717000.00         | $612545.05         | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  |  | $4790000.00        | $4786766.75        | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2028-01-13      | 4.6250%  |  | $67871000.00       | $68236805.82       | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  |  | $3134000.00        | $3229795.93        | Other Instrument                                  |
| 02FSZPOLAND REP            | 2032-11-16      | 5.7500%  |  | $500000.00         | $538875.69         | Other Instrument                                  |
| 04F75GS MORTGAGE SECS TR 2 | 2052-07-10      | 3.4120%  |  | $482380.00         | $452324.72         | Other Instrument                                  |
| 03KBIGS MTG SECS TR 2015-G | 2048-11-13      | 4.0370%  |  | $51150.00          | $49844.70          | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $953000.00         | $951674.07         | Other Instrument                                  |
| 03OX9DBWF MTG TR 2016-85T  | 2036-12-11      | 3.7910%  |  | $13146827.00       | $12873971.92       | Other Instrument                                  |
| 03LBWCITIGRP COML MTG TR 2 | 2049-02-12      | 3.3490%  |  | $506947.47         | $506644.71         | Other Instrument                                  |
| 04Y98COMM 2022-HC MORTGAGE | 2039-01-10      | 2.8190%  |  | $1200000.00        | $1149648.67        | Other Instrument                                  |
| 03LZSCOMM MTG TR 2016-DC2  | 2049-02-12      | 4.8335%  |  | $95990.00          | $94999.71          | Other Instrument                                  |
| 061TMBENCHMARK  MTG TR 202 | 2057-04-17      | 6.6030%  |  | $1149200.00        | $1191608.54        | Other Instrument                                  |
| 05KHXBENCHMARK  MTG TR 202 | 2056-07-17      | 6.9237%  |  | $3267576.00        | $3417388.15        | Other Instrument                                  |
| 05W87BSPRT ISSUER 2024-FL1 | 2039-07-15      | 6.6571%  |  | $822000.00         | $821662.05         | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.2221%  |  | $8288500.00        | $8338385.12        | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.6221%  |  | $985901.67         | $989229.34         | Other Instrument                                  |
| 05FNKBMO MTG TR 2023-C4    | 2056-02-17      | 5.5404%  |  | $5000000.00        | $5155770.99        | Other Instrument                                  |
| 04J94BBCMS MTG TR 2020-C6  | 2053-02-18      | 3.0450%  |  | $2440709.00        | $1996595.96        | Other Instrument                                  |
| 0468UWELLS FARGO CO TR 201 | 2051-05-17      | 4.4640%  |  | $2548864.00        | $2529046.58        | Other Instrument                                  |
| 03RQGMSDBTRUST 2017-712F   | 2039-07-13      | 3.4265%  |  | $287000.00         | $275957.99         | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.6281%  |  | $385000.00         | $387112.30         | Other Instrument                                  |
| 03PJHCD MTG TR 2017-CD3    | 2050-02-11      | 3.6310%  |  | $399719.00         | $387789.03         | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $165000.00         | $159771.92         | Other Instrument                                  |
| 05UI5CONE 2024-DWF1        | 2041-08-15      | 7.0533%  |  | $587670.00         | $589516.44         | Other Instrument                                  |
| 03IVR1211 AVE OF AMERICA 2 | 2035-08-10      | 3.9005%  |  | $600000.00         | $578945.23         | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 6.5933%  |  | $4233849.00        | $4251945.29        | Other Instrument                                  |
| 05RVKGWT COMMERCIAL MTG 20 | 2041-05-15      | 6.5037%  |  | $2505000.00        | $2521513.49        | Other Instrument                                  |
| 04JJQBANK 2020-BNK26       | 2063-03-16      | 2.9090%  |  | $1486170.00        | $1338045.75        | Other Instrument                                  |
| 04P29BANK 2020-BNK30       | 2053-12-17      | 2.7570%  |  | $2648590.00        | $2191015.18        | Other Instrument                                  |
| 05U6MKIND COML MTG TR 2024 | 2041-08-15      | 6.2531%  |  | $615000.00         | $617072.38         | Other Instrument                                  |
| 05XABBX TRUST 2024-BRBK    | 2041-10-15      | 7.2396%  |  | $5000000.00        | $5049628.11        | Other Instrument                                  |
| 03LGZ225 LIBERTY STR TR 20 | 2036-02-12      | 3.5970%  |  | $1197025.00        | $1155686.54        | Other Instrument                                  |
| 061F8TRTX ISSUER LTD 2025- | 2042-09-18      | 6.7558%  |  | $1528702.00        | $1524916.01        | Other Instrument                                  |
| 0604XSWCH COMM MTG TR  202 | 2042-02-15      | 6.2054%  |  | $2077000.00        | $2074223.52        | Other Instrument                                  |
| 0556YPROGRESS RESI TR 2022 | 2039-10-19      | 5.5000%  |  | $3878000.00        | $3885398.36        | Other Instrument                                  |
| 05UONPFP LTD 2024-11       | 2039-09-19      | 6.1895%  |  | $1374686.03        | $1379952.76        | Other Instrument                                  |
| 05TFYMF1 LLC 2024-FL15     | 2041-08-19      | 6.8509%  |  | $2458323.00        | $2465782.31        | Other Instrument                                  |
| 0574OMFI LLC 2022-B1       | 2037-11-19      | 7.0631%  |  | $20511000.00       | $20551036.90       | Other Instrument                                  |
| 04XTPKREF LTD  2022-FL3    | 2039-02-22      | 5.8033%  |  | $1958281.56        | $1961595.00        | Other Instrument                                  |
| 04QHSJP MRGN CHS C MTG SEC | 2042-03-05      | 2.2870%  |  | $2210000.00        | $2061253.32        | Other Instrument                                  |
| 01BTDGENERAL MTRS FINL CO  | 2026-03-23      | 0.0000%  |  | $152119.00         | $148372.77         | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2027-03-27      | 4.0000%  |  | $58000.00          | $58702.32          | Other Instrument                                  |
| 02038GUATEMALA REP         | 2055-08-15      | 6.8750%  |  | $1091000.00        | $1101727.56        | Other Instrument                                  |
| 03E4VUBS GROUP AG          | 2032-02-11      | 2.0950%  |  | $470000.00         | $413556.53         | Other Instrument                                  |
| 01E1TSTANDARD CHARTERED PL | 2029-01-09      | 6.3010%  |  | $728000.00         | $764291.81         | Other Instrument                                  |
| 01EDMBRITISH TELECOMMUNICA | 2029-11-08      | 3.2500%  |  | $1173000.00        | $1137130.64        | Other Instrument                                  |
| 01DCJBANK NOVA SCOTIA B C  | 2029-07-26      | 5.2089%  |  | $1996000.00        | $2014622.68        | Other Instrument                                  |
| 03D9DPERUSAHAAN PENERBIT S | 2028-03-01      | 4.4000%  |  | $1889000.00        | $1943319.25        | Other Instrument                                  |

### Security 339: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $278000.00         | $280531.57         | Agency Debentures and Agency Strips               |
| FMAC FMFR 00SO GB 27 D7    | 2027-05-05      | 4.4750%  |  | $38000.00          | $38123.34          | Agency Debentures and Agency Strips               |
| 01DP2ROYAL BK CDA          | 2027-07-23      | 5.0690%  |  | $630666.67         | $638164.66         | Corporate Debt Securities                         |
| 05Q5QRWE FINANCE US LLC    | 2054-04-16      | 6.2500%  |  | $1470000.00        | $1538972.81        | Corporate Debt Securities                         |
| 01UKOQUEST DIAGNOSTICS INC | 2034-12-15      | 5.0000%  |  | $2492000.00        | $2528950.82        | Corporate Debt Securities                         |
| 01MSPPHILLIPS 66 CO        | 2028-03-01      | 3.7500%  |  | $12666.67          | $12790.31          | Corporate Debt Securities                         |
| 01FMYMETLIFE REINS CO CHAR | 2042-12-31      | 5.1136%  |  | $16800000.00       | $4527315.06        | Corporate Debt Securities                         |
| 01BGWKINDER MORGAN ENERGY  | 2038-01-15      | 6.9500%  |  | $351333.33         | $395690.73         | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2033-09-14      | 5.7170%  |  | $476000.00         | $510977.87         | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2026-02-10      | 4.8750%  |  | $114666.67         | $115117.64         | Corporate Debt Securities                         |
| 01YQ9HYUNDAI CAP AMER      | 2027-02-10      | 3.0000%  |  | $12000.00          | $11785.12          | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2027-01-26      | 3.8500%  |  | $915333.33         | $914115.18         | Corporate Debt Securities                         |
| 05495FOUNDRY JV HOLDCO LLC | 2037-01-25      | 6.2000%  |  | $3868000.00        | $4105980.85        | Corporate Debt Securities                         |
| 01PUHCOX COMMUNICATIONS IN | 2043-06-30      | 4.5000%  |  | $178000.00         | $142265.61         | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2032-11-03      | 2.5200%  |  | $162000.00         | $144756.72         | Corporate Debt Securities                         |
| 04OM4BRITISH AWYS PTC SER  | 2034-05-15      | 4.2500%  |  | $208666.67         | $88812.14          | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2027-01-13      | 1.3230%  |  | $333333.33         | $329910.17         | Corporate Debt Securities                         |
| 053U3BGC GROUP INC         | 2029-06-10      | 6.6000%  |  | $66666.67          | $70490.22          | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2035-08-22      | 5.5430%  |  | $395333.33         | $395937.33         | Corporate Debt Securities                         |
| 01C0JCARDINAL HEALTH INC   | 2047-06-15      | 4.3680%  |  | $110000.00         | $90415.45          | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2027-09-13      | 6.4960%  |  | $226000.00         | $237513.29         | Corporate Debt Securities                         |
| 03N5LSUZANO AUSTRIA GMBH   | 2029-01-15      | 6.0000%  |  | $429333.33         | $445254.45         | Corporate Debt Securities                         |
| 01RCQERAC USA FINANCE COMP | 2037-10-15      | 7.0000%  |  | $70000.00          | $83117.61          | Corporate Debt Securities                         |
| 01KSMDNB BANK ASA          | 2026-09-16      | 1.1270%  |  | $2133333.33        | $2140592.65        | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2027-06-01      | 2.3000%  |  | $354666.67         | $345478.04         | Corporate Debt Securities                         |
| 01BUGWESTPAC BKG CORP      | 2028-11-17      | 5.5350%  |  | $354666.67         | $377305.93         | Corporate Debt Securities                         |
| 01RCIVIRGINIA ELEC & PWR C | 2037-11-30      | 6.3500%  |  | $1068000.00        | $1183630.87        | Corporate Debt Securities                         |
| 053WESG RESDTL MRTG TR 202 | 2062-08-25      | 5.3530%  |  | $6255616.40        | $6273047.32        | Private Label Collateralized Mortgage Obligations |
| 05TV2RCKT MORTGAGE TRUST 2 | 2044-07-25      | 6.5900%  |  | $791477.33         | $801364.12         | Private Label Collateralized Mortgage Obligations |
| 05PI9PRKCM TRUST 2024-AFC1 | 2059-03-25      | 6.8680%  |  | $92990.00          | $94639.34          | Private Label Collateralized Mortgage Obligations |
| 05YT8OBX TRUST 2024-NQM18  | 2064-10-27      | 5.4080%  |  | $3992791.31        | $4024427.08        | Private Label Collateralized Mortgage Obligations |
| 04EOJMILL CITY MTG LN TR 2 | 2069-10-25      | 3.2500%  |  | $731295.63         | $714726.51         | Private Label Collateralized Mortgage Obligations |
| 05V5IJ P MORGAN MTG TR 202 | 2055-01-25      | 5.5000%  |  | $112061.82         | $112760.05         | Private Label Collateralized Mortgage Obligations |
| 05QXNJ P MORGAN MTG TR 202 | 2054-10-26      | 6.5000%  |  | $19877.64          | $20056.17          | Private Label Collateralized Mortgage Obligations |
| 05L5GJ.P.MORGAN MORTGAGE 2 | 2054-02-25      | 6.0000%  |  | $234831.80         | $238437.56         | Private Label Collateralized Mortgage Obligations |
| 061BPGS MTG SEC 2025-CES1  | 2055-05-25      | 6.2980%  |  | $70868.00          | $72067.26          | Private Label Collateralized Mortgage Obligations |
| 04UN2COLT 2021-HX1 MTG LN  | 2066-10-25      | 1.1100%  |  | $3688798.50        | $3200037.61        | Private Label Collateralized Mortgage Obligations |
| 04MH7ANGEL OAK MTG TR 2020 | 2065-05-26      | 2.8050%  |  | $10130.27          | $9838.61           | Private Label Collateralized Mortgage Obligations |
| 060KZEFMT TR 2025-CES1     | 2060-01-25      | 6.5200%  |  | $2545600.00        | $2601295.47        | Private Label Collateralized Mortgage Obligations |
| 05GJNCIM TR 2023-R2        | 2064-08-25      | 5.7584%  |  | $481134.00         | $432225.65         | Private Label Collateralized Mortgage Obligations |
| 055A6VERUS SEC TR 2022-8   | 2067-09-26      | 6.1270%  |  | $289607.29         | $290291.47         | Private Label Collateralized Mortgage Obligations |
| 04JB5OBX TRUST 2020-EXP1   | 2060-01-26      | 3.5000%  |  | $240726.72         | $212554.77         | Private Label Collateralized Mortgage Obligations |
| 03PJHTOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  |  | $9210626.67        | $8937519.30        | Private Label Collateralized Mortgage Obligations |
| 05OHEA&D MORTGAGE TRUST 20 | 2069-02-25      | 6.3470%  |  | $556325.00         | $562059.35         | Private Label Collateralized Mortgage Obligations |
| 049FCJP MORGAN MTG TR 2018 | 2049-02-25      | 4.2370%  |  | $13761.93          | $13157.22          | Private Label Collateralized Mortgage Obligations |
| 04TX7NEW RES MTG LN TR 202 | 2051-06-26      | 2.5000%  |  | $249948.91         | $225725.97         | Private Label Collateralized Mortgage Obligations |
| 060EYVERUS SEC TR 2025-INV | 2070-02-25      | 5.9530%  |  | $1713398.42        | $1730842.71        | Private Label Collateralized Mortgage Obligations |
| 030PGAMERIQUEST MTG SECS 2 | 2035-07-25      | 5.3820%  |  | $126939.60         | $126576.42         | Private Label Collateralized Mortgage Obligations |
| 05R2WSEQUOIA MORTGAGE TRUS | 2054-05-26      | 6.0000%  |  | $96974.91          | $97837.57          | Private Label Collateralized Mortgage Obligations |
| 02JJTCITIGROUP MTG LN TR 2 | 2064-09-25      | 3.0000%  |  | $11095366.67       | $10065565.00       | Private Label Collateralized Mortgage Obligations |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $6144093.71        | $6149869.85        | Private Label Collateralized Mortgage Obligations |
| 05O9QTOWD POINT MORTGAGE 2 | 2064-01-25      | 5.8480%  |  | $403788.66         | $407643.81         | Private Label Collateralized Mortgage Obligations |
| 04W0STOWD POINT MTG TR 202 | 2068-07-25      | 3.2500%  |  | $427651.33         | $369322.59         | Private Label Collateralized Mortgage Obligations |
| 04HGYTOWD POINT MTG TR 201 | 2059-10-27      | 3.7500%  |  | $553994.00         | $471927.36         | Private Label Collateralized Mortgage Obligations |
| 04CMHTOWD PT MTG TR 2019-2 | 2058-12-26      | 3.7500%  |  | $3140520.00        | $2622264.06        | Private Label Collateralized Mortgage Obligations |
| 03WJXTOWD PT MTG TR 2017-6 | 2057-10-25      | 3.3239%  |  | $2561470.00        | $2163615.41        | Private Label Collateralized Mortgage Obligations |
| 04VV9HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  |  | $3822528.67        | $3704747.96        | Asset-Backed Securities                           |
| 05KG0FRONTIER ISSUER LLC 2 | 2053-08-20      | 6.6000%  |  | $1888451.33        | $1921565.33        | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 4.5200%  |  | $80830.67          | $78538.13          | Asset-Backed Securities                           |
| 04TU2ALIGNED DT CEN ISS LL | 2046-08-15      | 2.4820%  |  | $123094.00         | $119065.29         | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 3.4800%  |  | $79132.47          | $76990.85          | Asset-Backed Securities                           |
| 0514YPG&E WILDFIRE RECOVER | 2043-06-01      | 5.0810%  |  | $3096666.67        | $3111779.09        | Asset-Backed Securities                           |
| 03MDWTACO BELL FDG LLC 201 | 2048-11-25      | 4.9400%  |  | $127000.00         | $127851.14         | Asset-Backed Securities                           |
| 04TU5CPS AUTO RCVBLS TR 20 | 2027-06-15      | 1.6900%  |  | $23826.56          | $23725.21          | Asset-Backed Securities                           |
| 05LCSCARS-DB4 DB5 2023-1   | 2053-09-15      | 6.5000%  |  | $6836314.49        | $6921377.25        | Asset-Backed Securities                           |
| 05QS7TIF FDG III LLC 2024- | 2049-07-20      | 6.2700%  |  | $1050394.89        | $1064156.64        | Asset-Backed Securities                           |
| 05G4KOWL ROCK CLO 2025-10R | 2037-04-20      | 5.6500%  |  | $166666.67         | $169980.29         | Other Instrument                                  |
| 04UW1CIFC FUNDING LTD 2021 | 2034-10-16      | 5.7192%  |  | $9993101.33        | $10083928.13       | Other Instrument                                  |
| WLDB 0.500 WBGB 10/28/25   | 2025-10-28      | 0.5000%  |  | $882000.00         | $877960.93         | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2028-06-30      | 4.1250%  |  | $332666.67         | $336389.35         | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2030-02-12      | 4.7500%  |  | $7913333.33        | $8179087.25        | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2029-04-12      | 4.9500%  |  | $19268000.00       | $19702252.55       | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2028-09-26      | 4.8750%  |  | $12166666.67       | $12524959.79       | Other Instrument                                  |
| 0604XSWCH COMM MTG TR  202 | 2042-02-15      | 6.2054%  |  | $214000.00         | $213713.93         | Other Instrument                                  |
| 04YF6PROG RES TR 2022-SFR1 | 2041-02-18      | 3.1070%  |  | $1333333.33        | $1265078.07        | Other Instrument                                  |
| 04P84ONE NEW YORK PLAZATR  | 2036-01-15      | 5.4285%  |  | $2553333.33        | $2482123.13        | Other Instrument                                  |
| 0606ONY COML MTG TR 2025-2 | 2047-02-12      | 5.8525%  |  | $322666.67         | $338089.47         | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 7.0423%  |  | $3592272.00        | $3608074.11        | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 6.5933%  |  | $5891742.00        | $5916924.45        | Other Instrument                                  |
| 04XTPKREF LTD  2022-FL3    | 2039-02-22      | 5.8033%  |  | $136071.26         | $136301.49         | Other Instrument                                  |
| 063AWINCREF LLC 2025-FL1   | 2042-10-20      | 7.4422%  |  | $5625421.33        | $5649948.28        | Other Instrument                                  |
| 05W6WHIH TR 2024-61P       | 2041-10-15      | 8.0031%  |  | $1313671.71        | $1319402.31        | Other Instrument                                  |
| 04F75GS MORTGAGE SECS TR 2 | 2052-07-10      | 3.4120%  |  | $459046.67         | $430445.20         | Other Instrument                                  |
| 03DGQGS MTG SECS TR 2014-G | 2047-09-12      | 3.9310%  |  | $7211.24           | $7221.68           | Other Instrument                                  |
| 03OX9DBWF MTG TR 2016-85T  | 2036-12-11      | 3.7910%  |  | $2207706.00        | $2161886.29        | Other Instrument                                  |
| 04HGYCITIGROUP COML MTG 20 | 2052-11-13      | 3.4910%  |  | $145228.67         | $127161.38         | Other Instrument                                  |
| 05XVZBX COMMERCIAL MTG TR  | 2041-11-15      | 6.5545%  |  | $1001333.33        | $1006389.01        | Other Instrument                                  |
| 04BEYBENCHMARK MTG TR 2018 | 2052-01-18      | 5.0023%  |  | $37024.67          | $33489.17          | Other Instrument                                  |
| 04P29BANK 2020-BNK30       | 2053-12-17      | 2.7570%  |  | $7029.33           | $5814.93           | Other Instrument                                  |
| 04CF1BANK 2019-BNK16       | 2052-02-16      | 4.2670%  |  | $66188.67          | $64631.89          | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.2221%  |  | $6382000.00        | $6420410.67        | Other Instrument                                  |
| 05MVQBBCMS MORTGAGE TRUST  | 2056-12-15      | 7.7032%  |  | $28362.00          | $30356.74          | Other Instrument                                  |
| 03YHZATRIUM HOTEL PORT TR  | 2036-12-15      | 6.1610%  |  | $672376.67         | $656757.99         | Other Instrument                                  |
| 0468YASHFORD HOSP TR 2018- | 2035-04-16      | 5.9360%  |  | $600000.00         | $598385.07         | Other Instrument                                  |
| 04FGVAFN 2019-1            | 2049-05-20      | 3.7800%  |  | $7686250.27        | $7668149.15        | Other Instrument                                  |
| 03PXKWELLS FARGO COML TR 2 | 2060-01-16      | 3.2500%  |  | $163366.67         | $144643.67         | Other Instrument                                  |
| 04Y25SMRT COML MTG TR 2022 | 2039-01-18      | 5.3640%  |  | $333333.33         | $333403.55         | Other Instrument                                  |
| 04EOJJPMCC COML MORTG SEC  | 2052-06-14      | 3.8710%  |  | $131833.33         | $117673.22         | Other Instrument                                  |
| 05LS7BPR TRUST 2023-BRK2   | 2038-10-07      | 7.1465%  |  | $745762.67         | $789374.40         | Other Instrument                                  |
| 0574OMFI LLC 2022-B1       | 2037-11-19      | 7.0631%  |  | $966000.00         | $967885.61         | Other Instrument                                  |
| 04JJQBANK 2020-BNK26       | 2063-03-16      | 2.9090%  |  | $60715.33          | $54663.93          | Other Instrument                                  |
| 03KBIGS MTG SECS TR 2015-G | 2048-11-13      | 4.0370%  |  | $1654928.67        | $1612696.36        | Other Instrument                                  |
| 05U6MKIND COML MTG TR 2024 | 2041-08-15      | 6.2531%  |  | $930666.67         | $933802.75         | Other Instrument                                  |
| 04RBAVASA TRUST 2021-VASA  | 2039-04-15      | 5.3785%  |  | $1620000.00        | $1584741.72        | Other Instrument                                  |
| 0468UWELLS FARGO CO TR 201 | 2051-05-17      | 4.4640%  |  | $410020.00         | $406832.09         | Other Instrument                                  |
| 061F8TRTX ISSUER LTD 2025- | 2042-09-18      | 6.4063%  |  | $1725686.67        | $1722678.11        | Other Instrument                                  |
| 02FSZPOLAND REP            | 2032-11-16      | 5.7500%  |  | $420666.67         | $453374.09         | Other Instrument                                  |
| 02IT1CANADA GOVT           | 2028-04-26      | 3.7500%  |  | $193333.33         | $196421.35         | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2028-01-13      | 4.6250%  |  | $2290000.00        | $2302342.47        | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  |  | $1890666.67        | $1948458.05        | Other Instrument                                  |
| 02XEWITALY REP             | 2029-10-17      | 2.8750%  |  | $133333.33         | $128170.89         | Other Instrument                                  |
| 03D9DPERUSAHAAN PENERBIT S | 2028-03-01      | 4.4000%  |  | $2644666.67        | $2720715.53        | Other Instrument                                  |
| 01PAQPENSKE TRUCK LEASNG/P | 2026-01-05      | 0.0000%  |  | $269050.00         | $264668.25         | Other Instrument                                  |
| 01BTDGENERAL MTRS FINL CO  | 2026-03-23      | 0.0000%  |  | $4200.67           | $4097.22           | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2027-03-27      | 4.0000%  |  | $76666.67          | $77595.01          | Other Instrument                                  |
| 03KNPPARAGUAY (REPUBLIC OF | 2050-03-30      | 5.4000%  |  | $358666.67         | $322140.05         | Other Instrument                                  |
| 02038GUATEMALA REP         | 2036-06-13      | 6.6000%  |  | $190666.67         | $201899.47         | Other Instrument                                  |
| 01KUWEMPRESA NACIONAL DE T | 2032-09-14      | 3.0500%  |  | $2368666.67        | $2088475.11        | Other Instrument                                  |
| 01EDMBRITISH TELECOMMUNICA | 2029-11-08      | 3.2500%  |  | $747333.33         | $724480.50         | Other Instrument                                  |
| 03HN0WRKCO INC DISC COML P | 2025-10-02      | 0.0000%  |  | $98356.00          | $97924.91          | Other Instrument                                  |

### Security 340: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 01D03US BANCORP            | 2031-02-12      | 5.0460%  |  | $1428.57           | $1469.04           | Corporate Debt Securities                         |
| 01BJHHOME DEPOT INC        | 2040-04-15      | 3.3000%  |  | $73571.43          | $60267.75          | Corporate Debt Securities                         |
| 02LVXSAN DIEGO GAS & ELEC  | 2035-04-15      | 5.4000%  |  | $2142.86           | $2250.81           | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2026-05-01      | 3.4000%  |  | $714.29            | $717.98            | Corporate Debt Securities                         |
| 01VYUCDW LLC / CDW FIN COR | 2031-12-01      | 3.5690%  |  | $1428.57           | $1343.69           | Corporate Debt Securities                         |
| 03823JD.COM INC            | 2026-04-29      | 3.8750%  |  | $142857.14         | $144206.66         | Corporate Debt Securities                         |
| 01F6JMORGAN STANLEY        | 2034-11-01      | 6.6270%  |  | $1428.57           | $1620.53           | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2050-03-15      | 3.4000%  |  | $1428.57           | $996.59            | Corporate Debt Securities                         |
| 02INVOHIOHEALTH CORP       | 2050-11-15      | 3.0420%  |  | $714.29            | $485.31            | Corporate Debt Securities                         |
| 039G8SYNCHRONY FINANCIAL   | 2036-07-29      | 6.0000%  |  | $2857.14           | $2904.34           | Corporate Debt Securities                         |
| 01EWBSOCIETE GENERALE      | 2031-05-22      | 5.5120%  |  | $2293571.43        | $2386419.28        | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2045-08-15      | 4.0000%  |  | $5000.00           | $4114.78           | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2050-03-25      | 4.7500%  |  | $470000.00         | $391180.74         | Corporate Debt Securities                         |
| 01C8WLPL HLDGS INC         | 2029-03-15      | 4.0000%  |  | $1428.57           | $1421.29           | Corporate Debt Securities                         |
| 01SYXAMERICAN HONDA FIN CO | 2030-10-04      | 5.8500%  |  | $1428.57           | $1554.53           | Corporate Debt Securities                         |
| 02M7CSHELL INTERNATIONAL F | 2038-12-15      | 6.3750%  |  | $6256428.57        | $7088121.69        | Corporate Debt Securities                         |
| 02MD4NATWEST GROUP PLC     | 2029-05-18      | 4.8920%  |  | $3157857.14        | $3252386.89        | Corporate Debt Securities                         |
| 02MD4NATWEST GROUP PLC     | 2026-04-05      | 4.8000%  |  | $241428.57         | $246698.96         | Corporate Debt Securities                         |
| 04JLVNUVEEN CHURCHILL DIRE | 2030-03-15      | 6.6500%  |  | $214285.71         | $230229.59         | Corporate Debt Securities                         |
| 01RD1NORTHERN STS PWR CO W | 2054-06-15      | 5.6500%  |  | $1898571.43        | $1931594.97        | Corporate Debt Securities                         |
| 02GEGNEW YORK ST ELEC & GA | 2035-08-15      | 5.0500%  |  | $142857.14         | $142605.16         | Corporate Debt Securities                         |
| 02W9QNYU HOSPS CTR         | 2042-07-01      | 4.4280%  |  | $714.29            | $622.86            | Corporate Debt Securities                         |
| 01F6JMORGAN STANLEY        | 2030-10-18      | 4.6540%  |  | $714.29            | $733.65            | Corporate Debt Securities                         |
| 01F6JMORGAN STANLEY        | 2035-01-18      | 5.4660%  |  | $714.29            | $742.75            | Corporate Debt Securities                         |
| 01F6JMORGAN STANLEY        | 2047-01-22      | 4.3750%  |  | $714.29            | $616.44            | Corporate Debt Securities                         |
| 05HWPGOLDMAN SACHS PRIVATE | 2030-05-06      | 6.2500%  |  | $2142.86           | $2236.79           | Corporate Debt Securities                         |
| 04U42AON CORP / AON GLOBAL | 2052-02-28      | 3.9000%  |  | $454285.71         | $336588.61         | Corporate Debt Securities                         |
| 01C18CINCINNATI FINL CORP  | 2028-05-15      | 6.9200%  |  | $714.29            | $778.84            | Corporate Debt Securities                         |
| 01BVKSTRYKER CORPORATION   | 2035-02-10      | 5.2000%  |  | $1737857.14        | $1787741.36        | Corporate Debt Securities                         |
| 02K4DNETFLIX INC.          | 2026-11-15      | 4.3750%  |  | $2857.14           | $2909.89           | Corporate Debt Securities                         |
| 02L0EDUKE ENERGY CAROLINAS | 2035-03-15      | 5.2500%  |  | $2857.14           | $3040.37           | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2035-08-22      | 5.5430%  |  | $430000.00         | $430656.96         | Corporate Debt Securities                         |
| 02K84ASCENSION HEALTH ALLI | 2046-11-15      | 3.9450%  |  | $714.29            | $580.74            | Corporate Debt Securities                         |
| 01BFEAEP TEX INC           | 2051-05-15      | 3.4500%  |  | $2142.86           | $1455.91           | Corporate Debt Securities                         |
| 01BKTJOHNSON & JOHNSON     | 2046-03-01      | 3.7000%  |  | $2142.86           | $1766.34           | Corporate Debt Securities                         |
| 01PRBTOYOTA MTR CR CORP    | 2030-05-17      | 4.5500%  |  | $1428.57           | $1467.97           | Corporate Debt Securities                         |
| 01C6OFISERV INC            | 2049-07-01      | 4.4000%  |  | $3571.43           | $2907.17           | Corporate Debt Securities                         |
| 01BDWBANK NEW YORK MELLON  | 2034-04-26      | 4.9670%  |  | $714.29            | $736.29            | Corporate Debt Securities                         |
| 02YKPAEP TRANSMISSION CO L | 2047-12-01      | 3.7500%  |  | $1428.57           | $1099.42           | Corporate Debt Securities                         |
| 01FMYMETLIFE REINS CO CHAR | 2042-12-31      | 5.1136%  |  | $214285.71         | $57746.36          | Corporate Debt Securities                         |
| 01BMIMCDONALDS CORP        | 2029-05-17      | 5.0000%  |  | $1428.57           | $1492.84           | Corporate Debt Securities                         |
| 02WRRMPLX LP               | 2033-03-01      | 5.0000%  |  | $1428.57           | $1453.99           | Corporate Debt Securities                         |
| 01E2YLLOYDS BANKING GROUP  | 2028-01-05      | 5.9544%  |  | $145000.00         | $147939.22         | Corporate Debt Securities                         |
| 01BLAKROGER CO             | 2054-09-15      | 5.5000%  |  | $505714.29         | $491845.35         | Corporate Debt Securities                         |
| 01BGWKINDER MORGAN ENERGY  | 2038-01-15      | 6.9500%  |  | $551428.57         | $621048.88         | Corporate Debt Securities                         |
| 02G5DKILROY RLTY L P       | 2032-11-15      | 2.5000%  |  | $456428.57         | $377942.13         | Corporate Debt Securities                         |
| 03HP0JACKSON FINANCIAL INC | 2031-11-23      | 3.1250%  |  | $2857.14           | $2605.84           | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2033-09-14      | 5.7170%  |  | $1428.57           | $1533.55           | Corporate Debt Securities                         |
| 05RHQJBS USA LUX S A / JBS | 2033-04-01      | 5.7500%  |  | $47857.14          | $50754.36          | Corporate Debt Securities                         |
| 05RHQJBS USA LUX S A / JBS | 2031-12-01      | 3.7500%  |  | $3584285.71        | $3401654.41        | Corporate Debt Securities                         |
| 01YVBINDIAN RAILWAY FINANC | 2030-02-13      | 3.2490%  |  | $5821428.57        | $5548601.50        | Corporate Debt Securities                         |
| 01YQ9HYUNDAI CAP AMER      | 2027-02-10      | 3.0000%  |  | $1428.57           | $1402.99           | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2027-06-15      | 4.3870%  |  | $714.29            | $720.61            | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2028-03-15      | 3.6150%  |  | $2142.86           | $2156.07           | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2033-02-15      | 6.1250%  |  | $2857.14           | $3143.52           | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2031-01-28      | 5.4592%  |  | $2857.14           | $2873.24           | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2030-10-23      | 4.6920%  |  | $40714.29          | $41925.61          | Corporate Debt Securities                         |
| 02HR5GLAXOSMITHKLINE CAP I | 2035-04-15      | 4.8750%  |  | $1357142.86        | $1392590.30        | Corporate Debt Securities                         |
| 01BI6GALLAGHER ARTHUR J &  | 2051-05-20      | 3.5000%  |  | $1411428.57        | $991648.54         | Corporate Debt Securities                         |
| 05495FOUNDRY JV HOLDCO LLC | 2037-01-25      | 6.2000%  |  | $142857.14         | $151646.51         | Corporate Debt Securities                         |
| 01C6OFISERV INC            | 2034-03-15      | 5.4500%  |  | $1428.57           | $1502.37           | Corporate Debt Securities                         |
| 04S7DTELEDYNE FLIR LLC     | 2030-08-01      | 2.5000%  |  | $2142.86           | $1965.24           | Corporate Debt Securities                         |
| 01SUPEQUINOR ASA           | 2027-04-06      | 3.0000%  |  | $714.29            | $712.92            | Corporate Debt Securities                         |
| 01BV9COMCAST CORP NEW      | 2055-05-15      | 6.0500%  |  | $23571.43          | $24515.80          | Corporate Debt Securities                         |
| 01BFLCLOROX CO DEL         | 2032-05-01      | 4.6000%  |  | $1330000.00        | $1355293.64        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2031-05-07      | 4.9520%  |  | $1428.57           | $1478.41           | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2032-11-03      | 2.5200%  |  | $1428.57           | $1276.51           | Corporate Debt Securities                         |
| 02FP9CHOICE HOTELS INTL IN | 2031-01-15      | 3.7000%  |  | $2857.14           | $2689.29           | Corporate Debt Securities                         |
| 01L28CARGILL INC           | 2049-05-23      | 3.8750%  |  | $199285.71         | $155290.07         | Corporate Debt Securities                         |
| 01PQRCAPITAL ONE FINL CORP | 2027-10-29      | 7.1490%  |  | $2857.14           | $3012.54           | Corporate Debt Securities                         |
| 01BUHWEYERHAEUSER CO       | 2032-03-15      | 7.3750%  |  | $2142.86           | $2519.54           | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2036-04-23      | 5.6050%  |  | $4285.71           | $4543.15           | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2028-07-25      | 4.8080%  |  | $11428.57          | $11602.18          | Corporate Debt Securities                         |
| 01W45UNIVERSITY CHICAGO    | 2052-10-01      | 3.0000%  |  | $2857.14           | $1951.86           | Corporate Debt Securities                         |
| 04T6YDAIMLER TRUCKS FIN NO | 2028-12-14      | 2.3750%  |  | $160000.00         | $151575.66         | Corporate Debt Securities                         |
| 01BVMTYSON FOODS INC       | 2048-09-28      | 5.1000%  |  | $386428.57         | $357253.86         | Corporate Debt Securities                         |
| 01BVMTYSON FOODS INC       | 2047-06-02      | 4.5500%  |  | $957857.14         | $818810.61         | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2051-02-15      | 3.7500%  |  | $1252142.86        | $945791.50         | Corporate Debt Securities                         |
| 04OM4BRITISH AWYS PTC SER  | 2034-05-15      | 4.2500%  |  | $376428.57         | $160214.50         | Corporate Debt Securities                         |
| 02HLTBOSTON PPTYS LTD PART | 2031-01-30      | 3.2500%  |  | $2142.86           | $2000.35           | Corporate Debt Securities                         |
| 01PQQBOSTON GAS CO         | 2042-02-15      | 4.4870%  |  | $4285.71           | $3631.61           | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2029-05-09      | 4.7920%  |  | $1680000.00        | $1720626.14        | Corporate Debt Securities                         |
| 01TJWBANQUE FED DU CRED MU | 2028-02-16      | 5.4521%  |  | $285714.29         | $288762.36         | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2026-10-24      | 1.1970%  |  | $2142.86           | $2141.07           | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2031-02-13      | 2.4960%  |  | $2757857.14        | $2550602.34        | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2029-06-12      | 5.3350%  |  | $1857142.86        | $1928273.24        | Corporate Debt Securities                         |
| 02MESKREDITANSTALT FUR WIE | 2027-08-27      | 3.5000%  |  | $367142.86         | $365921.90         | Agency Debentures and Agency Strips               |
| 01SORLANDWIRTSCHAFTLICHE R | 2026-07-27      | 1.7500%  |  | $973571.43         | $956081.76         | Agency Debentures and Agency Strips               |
| 03K10ATHENE GLOBAL FDG     | 2030-11-19      | 2.5500%  |  | $1428.57           | $1296.69           | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2029-01-07      | 2.7170%  |  | $1428.57           | $1355.65           | Corporate Debt Securities                         |
| 04A0NANDEAVOR              | 2028-04-01      | 3.8000%  |  | $2142.86           | $2086.96           | Corporate Debt Securities                         |
| 02MD2AMERICAN INTL GROUP I | 2030-05-07      | 4.8500%  |  | $1428.57           | $1485.53           | Corporate Debt Securities                         |
| 02MMZABBVIE INC            | 2031-03-15      | 4.9500%  |  | $3571.43           | $3774.04           | Corporate Debt Securities                         |
| 02YKPAEP TRANSMISSION CO L | 2046-12-01      | 4.0000%  |  | $1428.57           | $1154.39           | Corporate Debt Securities                         |
| 01BRSSYSCO CORP            | 2046-04-01      | 4.5000%  |  | $130714.29         | $112585.52         | Corporate Debt Securities                         |
| 01BVKSTRYKER CORPORATION   | 2028-03-07      | 3.6500%  |  | $445714.29         | $450095.16         | Corporate Debt Securities                         |
| 03QGNSTELLANTIS FINANCE US | 2031-09-15      | 2.6910%  |  | $163571.43         | $141624.89         | Corporate Debt Securities                         |
| 01CZWSTATE STR CORP        | 2027-03-18      | 4.9930%  |  | $1428.57           | $1481.97           | Corporate Debt Securities                         |
| 01EWBSOCIETE GENERALE      | 2029-05-22      | 5.2490%  |  | $2265000.00        | $2331960.51        | Corporate Debt Securities                         |
| 02MESKREDITANSTALT FUR WIE | 2026-01-22      | 0.6250%  |  | $336428.57         | $331927.95         | Agency Debentures and Agency Strips               |
| 03D9DPERUSAHAAN PENERBIT S | 2029-02-20      | 4.4500%  |  | $3983571.43        | $4009275.42        | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2028-05-15      | 3.8750%  |  | $395714.29         | $402680.61         | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $485000.00         | $489416.60         | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2036-04-18      | 0.0000%  |  | $1428.57           | $904.27            | Agency Debentures and Agency Strips               |
| 01SORBNG BK N V            | 2026-10-26      | 5.2500%  |  | $142857.14         | $147522.50         | Agency Debentures and Agency Strips               |
| 062A4PMT LOAN TRUST 2025-I | 2056-03-27      | 6.0000%  |  | $1565509.60        | $1594218.96        | Private Label Collateralized Mortgage Obligations |
| 05QGWOBX TR 2024-NQM5      | 2064-01-25      | 5.9880%  |  | $2864158.45        | $2898076.77        | Private Label Collateralized Mortgage Obligations |
| 03TN8NEW RESI MTG TR 2017- | 2057-08-27      | 4.7000%  |  | $64481.38          | $63676.36          | Private Label Collateralized Mortgage Obligations |
| 03RLBNEW RESI MTG TR 2017- | 2057-05-25      | 4.7500%  |  | $66334.20          | $65730.85          | Private Label Collateralized Mortgage Obligations |
| 05QXNJ P MORGAN MTG TR 202 | 2054-10-26      | 6.5000%  |  | $228350.19         | $230401.13         | Private Label Collateralized Mortgage Obligations |
| 05GB6GS MTG-BACK SEC TR 20 | 2053-08-25      | 7.3832%  |  | $159581.43         | $161183.39         | Private Label Collateralized Mortgage Obligations |
| 05VL1A&D MORTGAGE TRUST 20 | 2069-08-25      | 5.9290%  |  | $3346067.14        | $3378358.18        | Private Label Collateralized Mortgage Obligations |
| 03PJHTOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  |  | $361953.57         | $351221.16         | Private Label Collateralized Mortgage Obligations |
| 05TV2RCKT MORTGAGE TRUST 2 | 2044-07-25      | 6.5900%  |  | $699695.71         | $708436.00         | Private Label Collateralized Mortgage Obligations |
| 061BPGS MTG SEC 2025-CES1  | 2055-05-25      | 5.9490%  |  | $2428840.00        | $2469632.36        | Private Label Collateralized Mortgage Obligations |
| 04HHUSEQUOIA MTG TR 2019-5 | 2049-12-27      | 3.5000%  |  | $788709.07         | $704341.48         | Private Label Collateralized Mortgage Obligations |
| 04AMSTOWD PT MTG TR 2018-6 | 2058-03-25      | 3.7500%  |  | $4571428.57        | $3883792.76        | Private Label Collateralized Mortgage Obligations |
| 04W0STOWD POINT MTG TR 202 | 2068-07-25      | 3.2500%  |  | $3686096.43        | $3183337.86        | Private Label Collateralized Mortgage Obligations |
| 046J1TOWD PT MTG TR 2018-2 | 2058-03-25      | 3.5000%  |  | $3318660.71        | $3032825.21        | Private Label Collateralized Mortgage Obligations |
| 030KYML MTG INVESTORS 2004 | 2035-04-25      | 6.3120%  |  | $863163.10         | $843007.99         | Private Label Collateralized Mortgage Obligations |
| 05YYSJP MORGAN MTG TR 2024 | 2055-06-25      | 5.5000%  |  | $339298.86         | $341412.95         | Private Label Collateralized Mortgage Obligations |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $130787.11         | $130910.06         | Private Label Collateralized Mortgage Obligations |
| 03RLBNEW RESI MTG TR 2017- | 2057-05-25      | 4.5000%  |  | $547945.51         | $542037.56         | Private Label Collateralized Mortgage Obligations |
| 053WESG RESDTL MRTG TR 202 | 2062-08-25      | 5.3530%  |  | $378809.02         | $379864.55         | Private Label Collateralized Mortgage Obligations |
| 055A6VERUS SEC TR 2022-8   | 2067-09-26      | 6.1270%  |  | $3646532.41        | $3655147.15        | Private Label Collateralized Mortgage Obligations |
| 04MH7ANGEL OAK MTG TR 2020 | 2065-05-26      | 2.8050%  |  | $3793.55           | $3684.33           | Private Label Collateralized Mortgage Obligations |
| 04CMHTOWD PT MTG TR 2019-2 | 2058-12-26      | 3.7500%  |  | $4642985.71        | $3876789.37        | Private Label Collateralized Mortgage Obligations |
| 04MJHSTARWOOD MTG RES TR 2 | 2065-04-25      | 1.4860%  |  | $51965.64          | $50602.46          | Private Label Collateralized Mortgage Obligations |
| 061AHREGIONAL MGT ISSUANC  | 2034-04-17      | 5.7300%  |  | $472857.14         | $478839.41         | Asset-Backed Securities                           |
| 04806PLANET FITNESS MSTR I | 2049-12-06      | 3.8580%  |  | $168750.00         | $163694.93         | Asset-Backed Securities                           |
| 0514YPG&E WILDFIRE RECOVER | 2043-06-01      | 5.0810%  |  | $5000.00           | $5024.40           | Asset-Backed Securities                           |
| 03RJFJIMMY JOHNS FDG 2017- | 2047-07-30      | 4.8460%  |  | $1729827.21        | $1726019.39        | Asset-Backed Securities                           |
| 03YR2JGWPT XL LLC 2017-3   | 2067-02-15      | 3.8000%  |  | $159298.74         | $140619.96         | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 4.5200%  |  | $5096057.86        | $4951522.34        | Asset-Backed Securities                           |
| 030KVMORTGAGE EQU CONV TR  | 2060-07-26      | 4.0000%  |  | $28776.35          | $27405.48          | Asset-Backed Securities                           |
| 03YR2JGWPT XL LLC 2017-3   | 2069-02-15      | 5.4300%  |  | $494811.71         | $453773.84         | Asset-Backed Securities                           |
| 03S4ZJGWPT XXXIX LLC 2017- | 2072-09-15      | 3.5300%  |  | $67222.98          | $59852.17          | Asset-Backed Securities                           |
| 03HOHWENDYS FDG LLC 2018-1 | 2048-03-16      | 3.8840%  |  | $42936.51          | $42419.20          | Asset-Backed Securities                           |
| 04VV9HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  |  | $420176.43         | $407229.85         | Asset-Backed Securities                           |
| 04NF9FIP MSTR FDG 2023-1 L | 2053-03-17      | 6.9700%  |  | $71113.38          | $72030.64          | Asset-Backed Securities                           |
| 05UI0CLI FUG LLC 2024-9    | 2049-07-20      | 5.6300%  |  | $1771235.42        | $1788011.68        | Asset-Backed Securities                           |
| 061ATUNITED AUTO CR SEC TR | 2030-07-10      | 5.9600%  |  | $1134285.71        | $1149992.80        | Asset-Backed Securities                           |
| 04X89TOWD POINT MTG TRUST  | 2061-12-25      | 3.0000%  |  | $1202910.71        | $1066227.98        | Asset-Backed Securities                           |
| 0526NCF HIPPOLYTA ISSUER 2 | 2060-07-15      | 2.2800%  |  | $1109538.29        | $867112.68         | Asset-Backed Securities                           |
| 05LCSCARS-DB4 DB5 2023-1   | 2053-09-15      | 6.5000%  |  | $288006.49         | $291590.09         | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 3.4800%  |  | $1469166.13        | $1429405.10        | Asset-Backed Securities                           |
| 05279TEXAS ELEC MKT STABIL | 2044-02-01      | 4.9660%  |  | $217857.14         | $214949.29         | Asset-Backed Securities                           |
| 03MDWTACO BELL FDG LLC 201 | 2048-11-25      | 4.9400%  |  | $3436034.21        | $3459062.14        | Asset-Backed Securities                           |
| 03O9LSTORE MSTR FDG I-VII  | 2048-10-20      | 4.2900%  |  | $198575.27         | $196549.51         | Asset-Backed Securities                           |
| 01BENBRISTOL-MYERS SQUIBB  | 2048-02-20      | 4.5500%  |  | $1428.57           | $1226.96           | Corporate Debt Securities                         |
| 051Q2IP LENDING IV LTD 6.0 | 2027-04-28      | 6.0500%  |  | $1269378.57        | $1226531.40        | Other Instrument                                  |
| 05G4KOWL ROCK CLO 2025-10R | 2037-04-20      | 5.6500%  |  | $1835765.00        | $1872263.16        | Other Instrument                                  |
| 04UW1CIFC FUNDING LTD 2021 | 2034-10-16      | 5.7192%  |  | $3112054.29        | $3140339.59        | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2026-04-01      | 4.7500%  |  | $530000.00         | $541849.62         | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2029-04-12      | 4.9500%  |  | $6040714.29        | $6176856.89        | Other Instrument                                  |
| 01TK3BRITISH COLUMBIA PROV | 2030-08-27      | 3.9000%  |  | $6662142.86        | $6678975.87        | Other Instrument                                  |
| WLDB 0.875 WBGB 05/14/30   | 2030-05-14      | 0.8750%  |  | $714.29            | $629.36            | Other Instrument                                  |
| WLDB 0.500 WBGB 10/28/25   | 2025-10-28      | 0.5000%  |  | $1428.57           | $1422.03           | Other Instrument                                  |
| WLDB 1.750 WBGB 10/23/29   | 2029-10-23      | 1.7500%  |  | $2857.14           | $2662.87           | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2028-06-30      | 4.1250%  |  | $2142.86           | $2166.84           | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2030-02-12      | 4.7500%  |  | $42492857.14       | $43919897.14       | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2028-09-26      | 4.8750%  |  | $2228571.43        | $2294200.07        | Other Instrument                                  |
| ADBB 4.125 ADBB 27         | 2027-01-12      | 4.1250%  |  | $917142.86         | $925787.31         | Other Instrument                                  |
| 0604XSWCH COMM MTG TR  202 | 2042-02-15      | 7.0043%  |  | $1522857.14        | $1521294.54        | Other Instrument                                  |
| 05UONPFP LTD 2024-11       | 2039-09-19      | 6.1895%  |  | $5078256.72        | $5097712.66        | Other Instrument                                  |
| 0606ONY COML MTG TR 2025-2 | 2047-02-12      | 5.8525%  |  | $1051428.57        | $1101684.69        | Other Instrument                                  |
| 0487RMORGAN STAN CAP I TR  | 2051-07-17      | 4.9954%  |  | $1428571.43        | $1329840.41        | Other Instrument                                  |
| 05TFYMF1 LLC 2024-FL15     | 2041-08-19      | 6.8509%  |  | $8118188.57        | $8142821.66        | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 6.5933%  |  | $1685932.14        | $1693138.14        | Other Instrument                                  |
| 03RQGMSDBTRUST 2017-712F   | 2039-07-13      | 3.4265%  |  | $212142.86         | $203980.89         | Other Instrument                                  |
| 05U6MKIND COML MTG TR 2024 | 2041-08-15      | 6.2531%  |  | $9301428.57        | $9332771.81        | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.2221%  |  | $4489642.86        | $4516664.19        | Other Instrument                                  |
| 05W87BSPRT ISSUER 2024-FL1 | 2039-07-15      | 7.0071%  |  | $2146071.43        | $2144021.89        | Other Instrument                                  |
| 04P84ONE NEW YORK PLAZATR  | 2036-01-15      | 5.4285%  |  | $497142.86         | $483277.99         | Other Instrument                                  |
| 03LZSCOMM MTG TR 2016-DC2  | 2049-02-12      | 4.8335%  |  | $145721.43         | $144218.08         | Other Instrument                                  |
| 05XEZMF1 LLC 2024-FL16     | 2039-11-18      | 6.5019%  |  | $496714.29         | $483377.84         | Other Instrument                                  |
| 05KHXBENCHMARK  MTG TR 202 | 2056-07-17      | 6.9237%  |  | $1928160.00        | $2016562.47        | Other Instrument                                  |
| 03DGQGS MTG SECS TR 2014-G | 2047-09-12      | 3.9310%  |  | $493.64            | $494.35            | Other Instrument                                  |
| 04SJQGS MTG SEC CORP 2021- | 2036-06-16      | 5.7780%  |  | $1432736.43        | $1353858.08        | Other Instrument                                  |
| 05RVKGWT COMMERCIAL MTG 20 | 2041-05-15      | 6.8033%  |  | $1003571.43        | $1010617.22        | Other Instrument                                  |
| 052LHFIRSTKEY HOMES TR 202 | 2039-03-17      | 4.0630%  |  | $3491428.57        | $3432971.97        | Other Instrument                                  |
| 04RKEDROP MORTGAGE TRUST 2 | 2043-10-15      | 5.6275%  |  | $714285.71         | $692634.76         | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $97857.14          | $94756.51          | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $263571.43         | $263204.71         | Other Instrument                                  |
| 05UI5CONE 2024-DWF1        | 2041-08-15      | 7.0533%  |  | $34078.57          | $34185.64          | Other Instrument                                  |
| 04HGYCITIGROUP COML MTG 20 | 2052-11-13      | 3.4910%  |  | $7932.86           | $6945.96           | Other Instrument                                  |
| 03LGZ225 LIBERTY STR TR 20 | 2036-02-12      | 3.5970%  |  | $71433.57          | $68966.66          | Other Instrument                                  |
| 04CF1BANK 2019-BNK16       | 2052-02-16      | 4.2670%  |  | $943571.43         | $921378.42         | Other Instrument                                  |
| 05W87BSPRT ISSUER 2024-FL1 | 2039-07-15      | 6.6571%  |  | $2966428.57        | $2965208.99        | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.6281%  |  | $71428.57          | $71820.46          | Other Instrument                                  |
| 05KHZBMO 2023-5C1 MTG TR   | 2056-08-17      | 6.9600%  |  | $987706.43         | $1039445.79        | Other Instrument                                  |
| 05KHZBMO 2023-5C1 MTG TR   | 2056-08-17      | 6.5340%  |  | $82147.14          | $86955.79          | Other Instrument                                  |
| 02FSZREPUBLIC OF THE PHILI | 2027-03-29      | 3.2290%  |  | $2857142.86        | $2852640.48        | Other Instrument                                  |
| 02FSZPERU REP              | 2034-01-15      | 3.0000%  |  | $34285.71          | $29564.11          | Other Instrument                                  |
| 02FSZPERU REP              | 2031-01-23      | 2.7830%  |  | $5000.00           | $4601.66           | Other Instrument                                  |
| USTR TINT 11/15/26         | 2026-11-15      | 0.0000%  |  | $155.71            | $148.85            | U.S. Treasuries (including strips)                |
| 02FSXJAMAICA GOVT          | 2039-03-15      | 8.0000%  |  | $234285.71         | $286384.87         | Other Instrument                                  |
| USTR 4 1/8 NOTE AY 27      | 2027-02-28      | 4.1250%  |  | $1142.86           | $1172.47           | U.S. Treasuries (including strips)                |
| USTR 1 1/4 NOTE AH 26      | 2026-12-31      | 1.2500%  |  | $3214.29           | $3114.84           | U.S. Treasuries (including strips)                |
| USTR 2 1/4 NOTE B 27       | 2027-02-15      | 2.2500%  |  | $285.71            | $279.88            | U.S. Treasuries (including strips)                |
| 02FSVBRAZIL FEDERATIVE REP | 2031-09-12      | 3.7500%  |  | $5353571.43        | $5001551.80        | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  |  | $14970714.29       | $14960609.06       | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2028-01-13      | 4.6250%  |  | $1314285.71        | $1321369.35        | Other Instrument                                  |
| 02FSYUNITED MEXICAN STATES | 2040-01-11      | 6.0500%  |  | $3608571.43        | $3520762.86        | Other Instrument                                  |
| 02FSZPOLAND REP            | 2032-11-16      | 5.7500%  |  | $17857.14          | $19245.56          | Other Instrument                                  |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  |  | $798.96            | $692.96            | Agency Mortgage-Backed Securities                 |
| FMAC FEPC 04.000 CLSL1033  | 2054-01-01      | 4.0000%  |  | $2750.88           | $2580.48           | Agency Mortgage-Backed Securities                 |
| FMAC FEPC 03.000 CLRA2388  | 2050-03-01      | 3.0000%  |  | $1470.29           | $1300.41           | Agency Mortgage-Backed Securities                 |
| FMAC FEPC 05.000 CLQY4258  | 2055-06-01      | 5.0000%  |  | $3544.69           | $3527.90           | Agency Mortgage-Backed Securities                 |
| FNMA FNMS 06.500 CL885705  | 2036-10-01      | 6.5000%  |  | $18.06             | $19.12             | Agency Mortgage-Backed Securities                 |
| FNMA FNMS 03.500 CICA4721  | 2034-11-01      | 3.5000%  |  | $1896.73           | $1854.13           | Agency Mortgage-Backed Securities                 |
| FNMA FNMS 05.000 CLDD8468  | 2055-05-01      | 5.0000%  |  | $2128.67           | $2112.93           | Agency Mortgage-Backed Securities                 |
| 01KUNKEB HANA BANK         | 2026-12-16      | 1.2500%  |  | $229285.71         | $221500.26         | Other Instrument                                  |
| 01EYGALLIANZ SE            | 2053-09-06      | 6.3500%  |  | $142857.14         | $155900.76         | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2029-03-12      | 4.8750%  |  | $211428.57         | $219895.14         | Other Instrument                                  |
| 01PAQPENSKE TRUCK LEASNG/P | 2026-01-05      | 0.0000%  |  | $4402.14           | $4330.45           | Other Instrument                                  |
| 02JIYINTESA FDG LLC        | 2025-11-03      | 0.0000%  |  | $70.71             | $70.10             | Other Instrument                                  |
| 02BWKAPOLLO MGMT HLDGS LP  | 2030-06-05      | 2.6500%  |  | $6428.57           | $5984.25           | Other Instrument                                  |
| 01BTDGENERAL MTRS FINL CO  | 2026-03-23      | 0.0000%  |  | $38753.57          | $37799.19          | Other Instrument                                  |
| 0499ASINOPEC GRP OVERSEAS  | 2031-01-08      | 2.3000%  |  | $142857.14         | $132746.91         | Other Instrument                                  |
| 03N4VCRH AMER FIN INC DISC | 2025-12-19      | 0.0000%  |  | $862.14            | $850.05            | Other Instrument                                  |
| 01R4REMPRESA DE ENERGIA DE | 2033-11-09      | 7.8500%  |  | $189285.71         | $223187.94         | Other Instrument                                  |
| 01EOQSUMITOMO MITSUI TR BK | 2026-03-09      | 5.6500%  |  | $237857.14         | $245692.29         | Other Instrument                                  |
| 01EDMBRITISH TELECOMMUNICA | 2029-11-08      | 3.2500%  |  | $284285.71         | $275592.49         | Other Instrument                                  |
| 02HC9CREDIT AGRICOLE S A   | 2099-12-31      | 8.1250%  |  | $857142.86         | $876176.43         | Other Instrument                                  |
| 01DCJBANK NOVA SCOTIA B C  | 2029-07-26      | 5.2089%  |  | $514285.71         | $519084.00         | Other Instrument                                  |
| 03HN0WRKCO INC DISC COML P | 2025-10-02      | 0.0000%  |  | $140334.29         | $139719.20         | Other Instrument                                  |
| 05022POSCO                 | 2026-01-17      | 5.6250%  |  | $214285.71         | $216675.54         | Other Instrument                                  |
| 02HJ1SHINHAN FINANCIAL GRO | 2500-12-31      | 2.8750%  |  | $3374285.71        | $3347443.74        | Other Instrument                                  |
| 02HLTBOSTON PPTYS LTD PART | 2025-10-08      | 0.0000%  |  | $164.29            | $163.44            | Other Instrument                                  |
| 01BLHSPIRE INC             | 2025-09-30      | 0.0000%  |  | $51494.29          | $51281.41          | Other Instrument                                  |

### Security 341: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 01DXQHSBC HLDGS PLC        | 2500-12-31      | 8.0000%  |  | $210000.00         | $229545.17         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2032-11-22      | 2.8710%  |  | $195000.00         | $177653.93         | Corporate Debt Securities                         |
| 05HWPGOLDMAN SACHS PRIVATE | 2030-05-06      | 6.2500%  |  | $3362250.00        | $3509644.50        | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2045-08-15      | 4.0000%  |  | $666750.00         | $548705.62         | Corporate Debt Securities                         |
| 01C18CINCINNATI FINL CORP  | 2028-05-15      | 6.9200%  |  | $341250.00         | $372092.56         | Corporate Debt Securities                         |
| 01BF5CARLISLE COS INC      | 2027-12-01      | 3.7500%  |  | $322500.00         | $322308.65         | Corporate Debt Securities                         |
| 01BFWCSX CORP              | 2028-03-01      | 3.8000%  |  | $1185000.00        | $1201742.73        | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2041-02-15      | 3.5000%  |  | $429750.00         | $344445.11         | Corporate Debt Securities                         |
| 0232FARCELORMITTAL SA LUXE | 2034-06-17      | 6.0000%  |  | $30000.00          | $32052.30          | Corporate Debt Securities                         |
| 04KWSAMFAM HOLDINGS INC    | 2051-03-11      | 3.8330%  |  | $5509500.00        | $3604575.68        | Corporate Debt Securities                         |
| 01BCKAMERICAN EXPRESS CO   | 2033-07-20      | 4.9180%  |  | $3750.00           | $3817.89           | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2027-06-01      | 2.3000%  |  | $1688250.00        | $1644511.19        | Corporate Debt Securities                         |
| 04S6YF&G ANNUITIES & LIFE  | 2034-10-04      | 6.2500%  |  | $488250.00         | $504808.32         | Corporate Debt Securities                         |
| 01BMIMCDONALDS CORP        | 2029-05-17      | 5.0000%  |  | $353250.00         | $369141.54         | Corporate Debt Securities                         |
| 01PQQBOSTON GAS CO         | 2042-02-15      | 4.4870%  |  | $861000.00         | $729589.83         | Corporate Debt Securities                         |
| 01DP2ROYAL BK CDA          | 2027-07-23      | 5.0690%  |  | $78750.00          | $79686.26          | Corporate Debt Securities                         |
| 01BO0NORTHERN STS PWR CO M | 2053-05-15      | 5.1000%  |  | $56250.00          | $52964.06          | Corporate Debt Securities                         |
| 01F6GUNITED OVERSEAS BK LT | 2032-10-07      | 3.8630%  |  | $189000.00         | $189901.04         | Corporate Debt Securities                         |
| 01FMYMETLIFE REINS CO CHAR | 2042-12-31      | 5.1136%  |  | $1125000.00        | $303168.42         | Corporate Debt Securities                         |
| 01EWBSOCIETE GENERALE      | 2029-05-22      | 5.8032%  |  | $1909500.00        | $1921362.74        | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2027-06-15      | 4.3870%  |  | $2999250.00        | $3025816.52        | Corporate Debt Securities                         |
| 02K0EYARA INTL ASA         | 2030-06-04      | 3.1480%  |  | $1500.00           | $1416.83           | Corporate Debt Securities                         |
| 02W9QNYU HOSPS CTR         | 2042-07-01      | 4.4280%  |  | $58500.00          | $51012.82          | Corporate Debt Securities                         |
| 01BGWKINDER MORGAN ENERGY  | 2038-01-15      | 6.9500%  |  | $375750.00         | $423190.11         | Corporate Debt Securities                         |
| 045S6BROADCOM INC          | 2051-02-15      | 3.7500%  |  | $489750.00         | $369926.95         | Corporate Debt Securities                         |
| 04OM4BRITISH AWYS PTC SER  | 2034-05-15      | 4.2500%  |  | $238500.00         | $101509.72         | Corporate Debt Securities                         |
| 01BWYAPPLIED MATLS INC     | 2030-06-01      | 1.7500%  |  | $153000.00         | $137930.69         | Corporate Debt Securities                         |
| 01ED1HEALTH CARE SVC CORP  | 2054-06-15      | 5.8750%  |  | $539250.00         | $529972.95         | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2033-01-20      | 3.1320%  |  | $1337250.00        | $1211592.63        | Corporate Debt Securities                         |
| 02MESKREDITANSTALT FUR WIE | 2027-08-27      | 3.5000%  |  | $896250.00         | $893269.47         | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $1365750.00        | $1378187.05        | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-01-22      | 0.6250%  |  | $12750.00          | $12579.44          | Agency Debentures and Agency Strips               |
| 061BPGS MTG SEC 2025-CES1  | 2055-05-25      | 6.2980%  |  | $5121523.50        | $5208192.20        | Private Label Collateralized Mortgage Obligations |
| 053NQGS MBS TR 2022-MM1    | 2052-07-25      | 2.8200%  |  | $1940145.48        | $1636511.45        | Private Label Collateralized Mortgage Obligations |
| 04U2DGS MRTG BCK SEC TR 20 | 2051-12-26      | 5.0000%  |  | $3935572.35        | $3621008.18        | Private Label Collateralized Mortgage Obligations |
| 03WJXTOWD PT MTG TR 2017-6 | 2057-10-25      | 3.3239%  |  | $84322.50          | $71225.30          | Private Label Collateralized Mortgage Obligations |
| 05XALRCKT MTG TR 2024-CES8 | 2044-11-25      | 6.1077%  |  | $2231250.00        | $2248514.22        | Private Label Collateralized Mortgage Obligations |
| 02XUVTERWIN MTG TR 2006-1- | 2037-01-25      | 5.1420%  |  | $457042.82         | $457166.37         | Private Label Collateralized Mortgage Obligations |
| 04MJHSTARWOOD MTG RES TR 2 | 2065-04-25      | 1.4860%  |  | $37075.00          | $36102.44          | Private Label Collateralized Mortgage Obligations |
| 04TFROBX TRUST 2021-NQM2   | 2061-05-25      | 1.1010%  |  | $1842264.97        | $1514436.38        | Private Label Collateralized Mortgage Obligations |
| 047F6MILL CITY MTG LN TR 2 | 2058-05-28      | 3.7500%  |  | $111131.27         | $98641.41          | Private Label Collateralized Mortgage Obligations |
| 04MEYANGEL OAK MRTG TR 202 | 2065-04-27      | 2.8720%  |  | $142852.67         | $137575.66         | Private Label Collateralized Mortgage Obligations |
| 05GB6GS MTG-BACK SEC TR 20 | 2053-08-25      | 7.3832%  |  | $760369.50         | $768002.48         | Private Label Collateralized Mortgage Obligations |
| 055A6VERUS SEC TR 2022-8   | 2067-09-26      | 6.1270%  |  | $17567994.82       | $17609498.24       | Private Label Collateralized Mortgage Obligations |
| 04BTZTOWD PT MTG TR 2019-1 | 2058-03-25      | 3.7500%  |  | $9193109.25        | $7630148.90        | Private Label Collateralized Mortgage Obligations |
| 063NYOBX TR 2025-NQM8      | 2065-03-25      | 5.8260%  |  | $118017.20         | $119156.11         | Private Label Collateralized Mortgage Obligations |
| 04W0STOWD POINT MTG TR 202 | 2068-07-25      | 3.2500%  |  | $1038014.25        | $896436.14         | Private Label Collateralized Mortgage Obligations |
| 04UN2COLT 2021-HX1 MTG LN  | 2066-10-25      | 1.1100%  |  | $976963.60         | $847517.23         | Private Label Collateralized Mortgage Obligations |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $6165003.84        | $6170799.63        | Private Label Collateralized Mortgage Obligations |
| 05488FLAGSHIP CR AUTO TR 2 | 2028-07-17      | 4.9900%  |  | $3375000.00        | $3374148.00        | Asset-Backed Securities                           |
| 02QYHDB MASTER FINANCE LLC | 2051-11-20      | 2.7910%  |  | $1027228.13        | $909153.14         | Asset-Backed Securities                           |
| 0625TCONSOLIDATED COMM LLC | 2030-05-20      | 6.0000%  |  | $581998.50         | $600174.32         | Asset-Backed Securities                           |
| 03HOHWENDYS FDG LLC 2019-1 | 2049-06-15      | 4.0800%  |  | $897307.60         | $881569.42         | Asset-Backed Securities                           |
| 03HOHWENDYS FDG LLC 2018-1 | 2048-03-16      | 3.8840%  |  | $145653.84         | $143898.98         | Asset-Backed Securities                           |
| 04X89TOWD POINT MTG TRUST  | 2061-12-25      | 3.0000%  |  | $503685.00         | $446452.95         | Asset-Backed Securities                           |
| 03MDWTACO BELL FDG LLC 201 | 2048-11-25      | 4.9400%  |  | $320511.49         | $322659.52         | Asset-Backed Securities                           |
| 030KVMORTGAGE EQU CONV TR  | 2060-07-26      | 4.0000%  |  | $730434.62         | $695637.53         | Asset-Backed Securities                           |
| 05UI0CLI FUG LLC 2024-9    | 2049-07-20      | 5.6300%  |  | $1078749.87        | $1088967.26        | Asset-Backed Securities                           |
| 0526NCF HIPPOLYTA ISSUER 2 | 2060-07-15      | 2.2800%  |  | $782811.29         | $611773.03         | Asset-Backed Securities                           |
| 04VV9HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  |  | $499584.75         | $484191.42         | Asset-Backed Securities                           |
| 02G54GOLDMAN SACHS GROUP I | 2026-12-09      | 5.1485%  |  | $1671750.00        | $1692467.26        | Corporate Debt Securities                         |
| 01FKTGLOBAL PMTS INC       | 2032-08-15      | 5.4000%  |  | $81000.00          | $82751.22          | Corporate Debt Securities                         |
| 01DSEMETA PLATFORMS INC    | 2062-08-15      | 4.6500%  |  | $7500.00           | $6343.94           | Corporate Debt Securities                         |
| 01BENBOSTON SCIENTIFIC COR | 2039-03-01      | 4.5500%  |  | $68250.00          | $66396.14          | Corporate Debt Securities                         |
| 01BDWBANK NEW YORK MELLON  | 2028-07-14      | 1.6500%  |  | $36000.00          | $33965.01          | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2030-11-19      | 2.5500%  |  | $267000.00         | $242351.45         | Corporate Debt Securities                         |
| 04T6YDAIMLER TRUCKS FIN NO | 2028-12-14      | 2.3750%  |  | $282000.00         | $267152.12         | Corporate Debt Securities                         |
| 01BG0DTE ELEC CO           | 2035-05-15      | 5.2500%  |  | $13500.00          | $14036.93          | Corporate Debt Securities                         |
| 01CL3CUBESMART L P         | 2035-11-01      | 5.1250%  |  | $565500.00         | $558454.58         | Corporate Debt Securities                         |
| 01DRJTORONTO DOMINION BK O | 2027-09-15      | 4.6930%  |  | $70500.00          | $72805.30          | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2031-02-11      | 2.5720%  |  | $60000.00          | $55695.96          | Corporate Debt Securities                         |
| 01CZWSTATE STR CORP        | 2031-03-03      | 2.2000%  |  | $140250.00         | $126565.19         | Corporate Debt Securities                         |
| 01BQKSHERWIN WILLIAMS CO   | 2049-08-15      | 3.8000%  |  | $10971750.00       | $8228129.81        | Corporate Debt Securities                         |
| 02MD4NATWEST GROUP PLC     | 2029-05-18      | 4.8920%  |  | $1013250.00        | $1043581.42        | Corporate Debt Securities                         |
| 02MD4NATWEST GROUP PLC     | 2026-04-05      | 4.8000%  |  | $296250.00         | $302717.14         | Corporate Debt Securities                         |
| 01F1WROLLS ROYCE PLC       | 2027-10-15      | 5.7500%  |  | $1754250.00        | $1839002.69        | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2055-03-14      | 5.7500%  |  | $30000.00          | $31006.33          | Corporate Debt Securities                         |
| 02J3TREYNOLDS AMERICAN INC | 2035-08-15      | 5.7000%  |  | $37500.00          | $38818.37          | Corporate Debt Securities                         |
| 01BT7RTX CORPORATION       | 2053-02-27      | 5.3750%  |  | $12000.00          | $11473.67          | Corporate Debt Securities                         |
| 05Q5QRWE FINANCE US LLC    | 2054-04-16      | 6.2500%  |  | $213000.00         | $222994.02         | Corporate Debt Securities                         |
| 01BORPACIFICORP            | 2050-02-15      | 4.1500%  |  | $4500.00           | $3452.69           | Corporate Debt Securities                         |
| 02IZJNIAGARA MOHAWK PWR CO | 2054-01-17      | 5.6640%  |  | $2063250.00        | $2006403.34        | Corporate Debt Securities                         |
| 01MP1MITSUBISHI UFJ FINANC | 2036-01-16      | 5.5740%  |  | $1080750.00        | $1132915.46        | Corporate Debt Securities                         |
| 01T8CMACQUARIE GROUP LIMIT | 2033-01-14      | 2.8710%  |  | $1500.00           | $1344.30           | Corporate Debt Securities                         |
| 01BLAKROGER CO             | 2043-08-01      | 5.1500%  |  | $3000000.00        | $2807986.67        | Corporate Debt Securities                         |
| 02HNCKOOKMIN BANK          | 2026-05-06      | 1.3750%  |  | $293250.00         | $288952.71         | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2050-03-25      | 4.7500%  |  | $1158000.00        | $963802.76         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2036-03-03      | 5.4500%  |  | $1245000.00        | $1304603.69        | Corporate Debt Securities                         |
| 05G4KOWL ROCK CLO 2025-10R | 2037-04-20      | 5.6500%  |  | $341428.50         | $348216.68         | Other Instrument                                  |
| 051Q2IP LENDING IV LTD 6.0 | 2027-04-28      | 6.0500%  |  | $2417152.50        | $2335562.86        | Other Instrument                                  |
| 04UW1CIFC FUNDING LTD 2021 | 2034-10-16      | 5.7192%  |  | $2221530.00        | $2241721.37        | Other Instrument                                  |
| 02HLTBOSTON PPTYS LTD PART | 2025-10-08      | 0.0000%  |  | $3745721.25        | $3726370.85        | Other Instrument                                  |
| 02PDXNONGHYUP BANK         | 2030-07-21      | 4.3750%  |  | $450000.00         | $457082.12         | Other Instrument                                  |
| 02K1PHYUNDAI CAP SVCS INC  | 2029-02-05      | 5.1250%  |  | $300000.00         | $307247.00         | Other Instrument                                  |
| 02FOIAIRPORT AUTHORITY HON | 2051-02-04      | 2.6250%  |  | $3750000.00        | $2448198.44        | Other Instrument                                  |
| 02FOIAIRPORT AUTHORITY HON | 2031-02-04      | 1.6250%  |  | $3009750.00        | $2675091.30        | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2029-03-12      | 4.8750%  |  | $3600000.00        | $3744160.50        | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2027-03-27      | 4.0000%  |  | $2387250.00        | $2416156.94        | Other Instrument                                  |
| 02038GUATEMALA REP         | 2030-06-01      | 4.9000%  |  | $150750.00         | $151418.99         | Other Instrument                                  |
| 01R4REMPRESA DE ENERGIA DE | 2033-11-09      | 7.8500%  |  | $994500.00         | $1172621.03        | Other Instrument                                  |
| 02GEKEMPRESA NACIONAL DEL  | 2034-07-30      | 5.9500%  |  | $1073250.00        | $1111171.20        | Other Instrument                                  |
| 04KWECK HUTCHISON INTL 20  | 2030-05-08      | 2.5000%  |  | $378750.00         | $353914.73         | Other Instrument                                  |
| 02HC9CREDIT AGRICOLE S A   | 2500-12-31      | 4.7500%  |  | $420750.00         | $402896.87         | Other Instrument                                  |
| 02HC9CREDIT AGRICOLE S A   | 2099-12-31      | 8.1250%  |  | $187500.00         | $191663.60         | Other Instrument                                  |
| 02HC9CREDIT AGRICOLE S A   | 2500-12-31      | 6.7000%  |  | $201000.00         | $202640.83         | Other Instrument                                  |
| 03HN0WRKCO INC DISC COML P | 2025-10-02      | 0.0000%  |  | $18761.25          | $18679.02          | Other Instrument                                  |
| 01W7DKOREA GAS CORP        | 2026-07-18      | 2.2500%  |  | $1450500.00        | $1429935.54        | Other Instrument                                  |
| 025MJAMETEK INC DISC COML  | 2025-09-04      | 0.0000%  |  | $3978.75           | $3958.86           | Other Instrument                                  |
| 05022POSCO                 | 2026-01-17      | 5.6250%  |  | $903750.00         | $913829.07         | Other Instrument                                  |
| 02038GUATEMALA REP         | 2028-02-13      | 4.8750%  |  | $150000.00         | $150182.50         | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2030-02-12      | 4.7500%  |  | $15802500.00       | $16333196.24       | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2028-06-30      | 4.1250%  |  | $2558250.00        | $2586877.88        | Other Instrument                                  |
| 023XKPROVINCE OF QUEBEC    | 2035-08-28      | 4.6250%  |  | $2682750.00        | $2694657.31        | Other Instrument                                  |
| WLDB 0.875 WBGB 07/15/26   | 2026-07-15      | 0.8750%  |  | $6325500.00        | $6166536.67        | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2029-04-12      | 4.9500%  |  | $261750.00         | $267649.19         | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2028-09-26      | 4.8750%  |  | $2242500.00        | $2308538.82        | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2026-04-01      | 4.7500%  |  | $1331250.00        | $1361013.80        | Other Instrument                                  |
| WLDB INTERNATIONAL BK FOR  | 2034-02-01      | 5.6700%  |  | $1327500.00        | $1376139.60        | Other Instrument                                  |
| 05RVKGWT COMMERCIAL MTG 20 | 2041-05-15      | 6.5037%  |  | $3267000.00        | $3288536.76        | Other Instrument                                  |
| 04P29BANK 2020-BNK30       | 2053-12-17      | 2.7570%  |  | $630649.50         | $521697.44         | Other Instrument                                  |
| 04JJQBANK 2020-BNK26       | 2063-03-16      | 2.9090%  |  | $11144.25          | $10033.52          | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.6281%  |  | $3030375.00        | $3047001.11        | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.2221%  |  | $4299000.00        | $4324873.94        | Other Instrument                                  |
| 04NH8BBCMS MTG TR 2020-BID | 2037-10-15      | 7.0185%  |  | $787347.00         | $789250.19         | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $36750.00          | $35585.57          | Other Instrument                                  |
| 04VQRDBGS MORTGAGE TRUST 2 | 2039-10-17      | 5.8733%  |  | $750000.00         | $744968.90         | Other Instrument                                  |
| 05MMGOPEN TRUST 2023-AIR   | 2040-11-15      | 7.4522%  |  | $24379.63          | $24465.52          | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 6.5933%  |  | $2741392.50        | $2753109.74        | Other Instrument                                  |
| 0511NJP MRGN CHASE COM TR  | 2037-04-15      | 5.2096%  |  | $732941.89         | $728013.56         | Other Instrument                                  |
| 04D07CALI MTG TR 2019-101C | 2039-03-11      | 3.9570%  |  | $517779.75         | $493138.44         | Other Instrument                                  |
| 05TFYMF1 LLC 2024-FL15     | 2041-08-19      | 6.8509%  |  | $5169918.75        | $5185605.88        | Other Instrument                                  |
| 061F8TRTX ISSUER LTD 2025- | 2042-09-18      | 6.7558%  |  | $4137563.25        | $4127316.14        | Other Instrument                                  |
| 04DUWNEW ORLEANS HOTEL 201 | 2032-04-15      | 5.3997%  |  | $417000.00         | $414967.08         | Other Instrument                                  |
| 05XEZMF1 LLC 2024-FL16     | 2039-11-18      | 6.5019%  |  | $1518198.00        | $1477435.40        | Other Instrument                                  |
| 04HE7BBCMS MTG TR 2019-C5  | 2052-11-15      | 3.5170%  |  | $3750000.00        | $3492234.17        | Other Instrument                                  |
| 04CF1BANK 2019-BNK16       | 2052-02-16      | 4.2670%  |  | $1421122.50        | $1387697.39        | Other Instrument                                  |
| 05VEAELMCL COML MTG 2024-G | 2041-09-16      | 7.1130%  |  | $2334809.71        | $2369050.99        | Other Instrument                                  |
| 03YHZATRIUM HOTEL PORT TR  | 2036-12-15      | 6.1610%  |  | $75474.75          | $73721.54          | Other Instrument                                  |
| GNMA GNII SF DL7826 C      | 2055-08-20      | 6.0000%  |  | $58080.75          | $59408.23          | Agency Mortgage-Backed Securities                 |
| 03KP5KOREA REP             | 2028-09-20      | 3.5000%  |  | $225000.00         | $226516.13         | Other Instrument                                  |
| 02FSXJAMAICA GOVT          | 2039-03-15      | 8.0000%  |  | $138750.00         | $169604.45         | Other Instrument                                  |
| 02XEWITALY REP             | 2026-02-17      | 1.2500%  |  | $314250.00         | $310016.00         | Other Instrument                                  |
| 02IB9CHILE REP             | 2033-07-27      | 2.5500%  |  | $293250.00         | $250528.37         | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  |  | $9270000.00        | $9263742.75        | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  |  | $4620000.00        | $4761218.00        | Other Instrument                                  |
| 02IT1CANADA GOVT           | 2028-04-26      | 3.7500%  |  | $10365000.00       | $10530554.96       | Other Instrument                                  |
| 02FSZPOLAND REP            | 2032-11-16      | 5.7500%  |  | $2320500.00        | $2500922.10        | Other Instrument                                  |

### Security 342: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 01SORLANDWIRTSCHAFTLICHE R | 2026-07-27      | 1.7500%  |  | $2164200.00        | $2125321.35        | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $39649200.00       | $40010261.04       | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-01-22      | 0.6250%  |  | $129000.00         | $127274.29         | Agency Debentures and Agency Strips               |
| 01Q44ELECTRICITE DE FRANCE | 2044-01-22      | 4.8750%  |  | $1200.00           | $1056.05           | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2027-08-27      | 3.5000%  |  | $25200.00          | $25116.20          | Agency Debentures and Agency Strips               |
| 01BRIPUBLIC STORAGE OPER C | 2030-07-01      | 4.3750%  |  | $70800.00          | $71763.60          | Corporate Debt Securities                         |
| 01F6JMORGAN STANLEY        | 2034-11-01      | 6.6270%  |  | $1900200.00        | $2155533.36        | Corporate Debt Securities                         |
| 01F6TMICROCHIP TECHNOLOGY  | 2030-02-15      | 5.0500%  |  | $1156200.00        | $1182970.52        | Corporate Debt Securities                         |
| 01BMIMCDONALDS CORP        | 2029-05-17      | 5.0000%  |  | $26400.00          | $27587.65          | Corporate Debt Securities                         |
| 01C8WLPL HLDGS INC         | 2029-03-15      | 4.0000%  |  | $1800.00           | $1790.83           | Corporate Debt Securities                         |
| 01BGWKINDER MORGAN ENERGY  | 2038-01-15      | 6.9500%  |  | $600.00            | $675.75            | Corporate Debt Securities                         |
| 02G5DKILROY RLTY L P       | 2032-11-15      | 2.5000%  |  | $641400.00         | $531106.28         | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2031-03-25      | 5.0660%  |  | $225600.00         | $236108.72         | Corporate Debt Securities                         |
| 01BFNCOLGATE PALMOLIVE CO  | 2045-08-15      | 4.0000%  |  | $885000.00         | $728315.67         | Corporate Debt Securities                         |
| 02FP9CHOICE HOTELS INTL IN | 2031-01-15      | 3.7000%  |  | $1200.00           | $1129.50           | Corporate Debt Securities                         |
| 02IBOCENTERPOINT ENERGY HO | 2049-02-01      | 4.2500%  |  | $148200.00         | $121293.63         | Corporate Debt Securities                         |
| 04OM4BRITISH AWYS PTC SER  | 2034-05-15      | 4.2500%  |  | $99000.00          | $42136.11          | Corporate Debt Securities                         |
| 01MTAAT&T WIRELESS SVCS IN | 2031-03-01      | 8.7500%  |  | $600.00            | $738.64            | Corporate Debt Securities                         |
| 01BVMTYSON FOODS INC       | 2048-09-28      | 5.1000%  |  | $26400.00          | $24406.84          | Corporate Debt Securities                         |
| 01W0TGLAXOSMITHKLINE CAP P | 2029-06-01      | 3.3750%  |  | $181200.00         | $178246.44         | Corporate Debt Securities                         |
| 01BI6GALLAGHER ARTHUR J &  | 2051-05-20      | 3.5000%  |  | $1200.00           | $843.10            | Corporate Debt Securities                         |
| 01BDYBARCLAYS PLC          | 2035-09-10      | 5.3350%  |  | $211200.00         | $217473.67         | Corporate Debt Securities                         |
| 04I38RGA GLOBAL FUNDING    | 2031-01-11      | 5.5000%  |  | $156000.00         | $164262.28         | Corporate Debt Securities                         |
| 03ROQTOWD PT MTG TR 2017-3 | 2057-07-25      | 3.8070%  |  | $1070711.40        | $999702.91         | Private Label Collateralized Mortgage Obligations |
| 05TV2RCKT MORTGAGE TRUST 2 | 2044-07-25      | 6.5900%  |  | $85845.60          | $86917.94          | Private Label Collateralized Mortgage Obligations |
| 04TFROBX TRUST 2021-NQM2   | 2061-05-25      | 1.1010%  |  | $1243936.31        | $1022579.50        | Private Label Collateralized Mortgage Obligations |
| 05MN0MORGAN STANLEY RES MT | 2053-11-25      | 6.5000%  |  | $1833718.64        | $1878803.46        | Private Label Collateralized Mortgage Obligations |
| 05L5GJ.P.MORGAN MORTGAGE 2 | 2054-02-25      | 6.0000%  |  | $68478.97          | $69530.44          | Private Label Collateralized Mortgage Obligations |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $653541.35         | $654155.75         | Private Label Collateralized Mortgage Obligations |
| 05GJNCIM TR 2023-R2        | 2064-08-25      | 5.7584%  |  | $295158.00         | $265154.53         | Private Label Collateralized Mortgage Obligations |
| 047F6MILL CITY MTG LN TR 2 | 2058-05-28      | 3.7500%  |  | $243798.48         | $216398.37         | Private Label Collateralized Mortgage Obligations |
| 055A6VERUS SEC TR 2022-8   | 2067-09-26      | 6.1270%  |  | $5382540.28        | $5395256.24        | Private Label Collateralized Mortgage Obligations |
| 055NQNEW RESI MTG LN TR 20 | 2052-11-25      | 6.2960%  |  | $1147493.27        | $1148769.16        | Private Label Collateralized Mortgage Obligations |
| 045E3TOWD PT MTG TR 2018-1 | 2058-01-25      | 3.7500%  |  | $3000000.00        | $2848298.00        | Private Label Collateralized Mortgage Obligations |
| 05QXNJ P MORGAN MTG TR 202 | 2054-10-26      | 6.0000%  |  | $1287804.00        | $1317752.74        | Private Label Collateralized Mortgage Obligations |
| 047ESTOWD PT MTG TR 2018-3 | 2058-05-28      | 3.7500%  |  | $28964.81          | $28524.74          | Private Label Collateralized Mortgage Obligations |
| 04X89TOWD POINT MTG TRUST  | 2061-12-25      | 3.0000%  |  | $248644.80         | $220392.12         | Asset-Backed Securities                           |
| 048G3TEXTAINER MARINE VII  | 2045-08-21      | 4.9400%  |  | $28812.01          | $28405.18          | Asset-Backed Securities                           |
| 03MDWTACO BELL FDG LLC 201 | 2048-11-25      | 4.9400%  |  | $460255.81         | $463340.39         | Asset-Backed Securities                           |
| 061AHREGIONAL MGT ISSUANC  | 2034-04-17      | 5.7300%  |  | $195000.00         | $197467.01         | Asset-Backed Securities                           |
| 04806PLANET FITNESS MSTR I | 2049-12-06      | 3.8580%  |  | $157059.00         | $152354.14         | Asset-Backed Securities                           |
| 04VV9HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  |  | $2894071.20        | $2804898.35        | Asset-Backed Securities                           |
| 04YNGGBX LEASING LLC 2022- | 2052-02-20      | 3.4500%  |  | $2100000.00        | $1920409.05        | Asset-Backed Securities                           |
| 05KG0FRONTIER ISSUER LLC 2 | 2053-08-20      | 6.6000%  |  | $15477.60          | $15749.00          | Asset-Backed Securities                           |
| 02QYHDB MASTER FINANCE LLC | 2051-11-20      | 2.7910%  |  | $710325.00         | $628676.51         | Asset-Backed Securities                           |
| 03HOHWENDYS FDG LLC 2019-1 | 2049-06-15      | 4.0800%  |  | $344056.40         | $338021.89         | Asset-Backed Securities                           |
| 03YR2JGWPT XL LLC 2017-3   | 2067-02-15      | 3.8000%  |  | $457403.59         | $403770.17         | Asset-Backed Securities                           |
| 049Z5JGWPT XLII LLC 2018-2 | 2075-10-15      | 3.9600%  |  | $1778400.01        | $1651930.87        | Asset-Backed Securities                           |
| 04UW1CIFC FUNDING LTD 2021 | 2034-10-16      | 5.7192%  |  | $1154087.40        | $1164576.84        | Other Instrument                                  |
| 01BLHSPIRE INC             | 2025-09-30      | 0.0000%  |  | $24402.00          | $24301.12          | Other Instrument                                  |
| 01T0CKT CORP               | 2028-02-02      | 4.1250%  |  | $3890400.00        | $3888780.62        | Other Instrument                                  |
| 01OL3SOFTBANK CORP         | 2035-07-09      | 5.3320%  |  | $945000.00         | $951204.45         | Other Instrument                                  |
| 01E1TSTANDARD CHARTERED PL | 2029-01-09      | 6.3010%  |  | $1578600.00        | $1657295.40        | Other Instrument                                  |
| 01EDMBRITISH TELECOMMUNICA | 2029-11-08      | 3.2500%  |  | $333600.00         | $323398.79         | Other Instrument                                  |
| 02FSZREPUBLIC OF THE PHILI | 2035-03-05      | 4.7500%  |  | $396000.00         | $403103.58         | Other Instrument                                  |
| 02FSZPERU REP              | 2034-01-15      | 3.0000%  |  | $1937400.00        | $1670594.19        | Other Instrument                                  |
| 02FSZPERU REP              | 2031-01-23      | 2.7830%  |  | $600.00            | $552.20            | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  |  | $16684200.00       | $16672938.17       | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2028-01-13      | 4.6250%  |  | $197400.00         | $198463.93         | Other Instrument                                  |
| 02FSYUNITED MEXICAN STATES | 2040-01-11      | 6.0500%  |  | $1758000.00        | $1715222.00        | Other Instrument                                  |
| 02FSZPOLAND REP            | 2032-11-16      | 5.7500%  |  | $9000.00           | $9699.76           | Other Instrument                                  |
| 023XKPROVINCE OF QUEBEC    | 2035-08-28      | 4.6250%  |  | $1806000.00        | $1814015.88        | Other Instrument                                  |
| WLDB INTERNATIONAL BK FOR  | 2034-02-01      | 5.6700%  |  | $1332000.00        | $1380804.48        | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2030-02-12      | 4.7500%  |  | $11382000.00       | $11764242.34       | Other Instrument                                  |
| 05TFYMF1 LLC 2024-FL15     | 2041-08-19      | 6.8509%  |  | $598598.40         | $600414.73         | Other Instrument                                  |
| 04EOJJPMCC COML MORTG SEC  | 2052-06-14      | 3.8710%  |  | $2390550.00        | $2133782.89        | Other Instrument                                  |
| 063AWINCREF LLC 2025-FL1   | 2042-10-20      | 7.4422%  |  | $610168.80         | $612829.15         | Other Instrument                                  |
| 03HS7GS MTG SECS TR 2015-G | 2050-05-12      | 3.7770%  |  | $95838.70          | $93963.87          | Other Instrument                                  |
| 05RVKGWT COMMERCIAL MTG 20 | 2041-05-15      | 6.8033%  |  | $72000.00          | $72505.49          | Other Instrument                                  |
| 052LHFIRSTKEY HOMES TR 202 | 2039-03-17      | 4.0630%  |  | $6198000.00        | $6094227.58        | Other Instrument                                  |
| 03OX9DBWF MTG TR 2016-85T  | 2036-12-11      | 3.7910%  |  | $181164.60         | $177404.63         | Other Instrument                                  |
| 04CF1BANK 2019-BNK16       | 2052-02-16      | 4.2670%  |  | $86647.20          | $84609.24          | Other Instrument                                  |
| 05XABBX TRUST 2024-BRBK    | 2041-10-15      | 9.2337%  |  | $737366.40         | $741858.53         | Other Instrument                                  |
| 05LS7BPR TRUST 2023-BRK2   | 2038-10-07      | 7.1465%  |  | $395390.40         | $418512.58         | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.6281%  |  | $71400.00          | $71791.73          | Other Instrument                                  |
| 061LRBANK 2025-BNK49       | 2058-03-15      | 5.6230%  |  | $1088256.60        | $1154135.78        | Other Instrument                                  |
| 03PXKWELLS FARGO COML TR 2 | 2060-01-16      | 3.2500%  |  | $2252970.00        | $1994763.37        | Other Instrument                                  |
| 061Y9SKY1 TR 2025-LINE     | 2042-04-15      | 10.2966% |  | $5815290.74        | $5879609.30        | Other Instrument                                  |
| 061F8TRTX ISSUER LTD 2025- | 2042-09-18      | 6.7558%  |  | $2550762.00        | $2544444.77        | Other Instrument                                  |
| 05XVZBX COMMERCIAL MTG TR  | 2041-11-15      | 6.5545%  |  | $596400.00         | $599411.19         | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2028-06-30      | 4.1250%  |  | $625800.00         | $632802.96         | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $1842600.00        | $1784216.62        | Other Instrument                                  |
| 05UI5CONE 2024-DWF1        | 2041-08-15      | 7.0533%  |  | $2327634.00        | $2334947.34        | Other Instrument                                  |
| 03S0RUBS COML MTG TR 2017- | 2050-08-17      | 3.9930%  |  | $916200.00         | $885899.13         | Other Instrument                                  |
| 05QNOBMO MORTGAGE 2024-C8  | 2057-03-16      | 5.7941%  |  | $150000.00         | $160215.97         | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 6.5933%  |  | $67836.60          | $68126.54          | Other Instrument                                  |
| 05UONPFP LTD 2024-11       | 2039-09-19      | 6.1895%  |  | $3903409.21        | $3918364.05        | Other Instrument                                  |
| 046UWJPMDB COML MTG SEC TR | 2051-06-16      | 4.5216%  |  | $1200000.00        | $1140004.56        | Other Instrument                                  |
| 03IZ3MAD MTG TR 2015-11MD  | 2035-09-12      | 3.6733%  |  | $1545000.00        | $1544099.27        | Other Instrument                                  |
| 04FGVAFN 2019-1            | 2049-05-20      | 3.7800%  |  | $101240.11         | $101001.70         | Other Instrument                                  |
| 05KEBWSTN TR 2023-MAUI     | 2037-07-06      | 7.9576%  |  | $840000.00         | $858837.20         | Other Instrument                                  |

### Security 343: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 02MESKREDITANSTALT FUR WIE | 2026-01-22      | 0.6250%  |  | $2549000.00        | $2514900.40        | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2030-07-15      | 3.7500%  |  | $8000.00           | $8047.79           | Agency Debentures and Agency Strips               |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $1086764.61        | $1087786.29        | Private Label Collateralized Mortgage Obligations |
| 03PJHTOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  |  | $3500004.00        | $3396224.21        | Private Label Collateralized Mortgage Obligations |
| 02GKAINTERCONTINENTAL EXCH | 2030-06-15      | 2.1000%  |  | $75000.00          | $68408.75          | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2052-08-05      | 4.9000%  |  | $2963000.00        | $2448731.84        | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2026-12-09      | 5.1485%  |  | $4096000.00        | $4146759.92        | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2031-01-28      | 5.4592%  |  | $22000.00          | $22123.91          | Corporate Debt Securities                         |
| 01QOMGENERAL MTRS CO       | 2045-04-01      | 5.2000%  |  | $60000.00          | $53732.27          | Corporate Debt Securities                         |
| 01BI2FREEPORT MCMORAN INC  | 2043-03-15      | 5.4500%  |  | $111000.00         | $108189.23         | Corporate Debt Securities                         |
| 01T0PFS KKR CAP CORP       | 2026-01-15      | 3.4000%  |  | $795000.00         | $793637.02         | Corporate Debt Securities                         |
| 01BFLCLOROX CO DEL         | 2032-05-01      | 4.6000%  |  | $1371000.00        | $1397073.37        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2031-05-07      | 4.9520%  |  | $27000.00          | $27941.93          | Corporate Debt Securities                         |
| 03G0GCHENIERE CORPUS CHRIS | 2029-11-15      | 3.7000%  |  | $4283000.00        | $4209713.11        | Corporate Debt Securities                         |
| 01YQHBOOZ ALLEN HAMILTON I | 2035-04-15      | 5.9500%  |  | $100000.00         | $105672.08         | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2044-01-21      | 5.0000%  |  | $5642000.00        | $5410834.72        | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2030-05-28      | 3.4900%  |  | $200000.00         | $193934.39         | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2027-09-14      | 1.7220%  |  | $1400000.00        | $1372409.50        | Corporate Debt Securities                         |
| 01QW7BPCE                  | 2034-10-19      | 7.0030%  |  | $950000.00         | $1076282.18        | Corporate Debt Securities                         |
| 044GTAVOLON HLDGS FDG LTD  | 2030-10-10      | 4.9000%  |  | $96000.00          | $97150.03          | Corporate Debt Securities                         |
| 05Z9BTAKEDA US FING INC    | 2035-07-07      | 5.2000%  |  | $1944000.00        | $1975849.20        | Corporate Debt Securities                         |
| 053TOSOLVENTUM CORP        | 2029-03-01      | 5.4000%  |  | $1103000.00        | $1179735.71        | Corporate Debt Securities                         |
| 01TXKSAMMONS FINANCIAL GRO | 2034-04-15      | 6.8750%  |  | $454000.00         | $504562.11         | Corporate Debt Securities                         |
| 05G8ZPRUDENTIAL FDG ASIA P | 2030-04-14      | 3.1250%  |  | $4039000.00        | $3911887.62        | Corporate Debt Securities                         |
| 02IZJNIAGARA MOHAWK PWR CO | 2054-01-17      | 5.6640%  |  | $397000.00         | $386061.86         | Corporate Debt Securities                         |
| 01F6JMORGAN STANLEY        | 2026-07-27      | 3.1250%  |  | $7965000.00        | $7912015.05        | Corporate Debt Securities                         |
| 02MD4NATWEST GROUP PLC     | 2028-03-01      | 5.5830%  |  | $305000.00         | $319119.92         | Corporate Debt Securities                         |
| 02IZ1AMERICAN NATIONAL GRO | 2035-07-15      | 6.0000%  |  | $1473000.00        | $1507104.86        | Corporate Debt Securities                         |
| 027KQPUGET ENERGY INC      | 2048-06-15      | 4.2230%  |  | $365000.00         | $297643.12         | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2031-01-13      | 3.0520%  |  | $4859000.00        | $4579120.52        | Corporate Debt Securities                         |
| 01BVKSTRYKER CORPORATION   | 2035-02-10      | 5.2000%  |  | $1213000.00        | $1247818.49        | Corporate Debt Securities                         |
| 01EU0BNP PARIBAS           | 2030-11-19      | 5.2830%  |  | $9155000.00        | $9521337.32        | Corporate Debt Securities                         |
| 01BGWKINDER MORGAN ENERGY  | 2038-01-15      | 6.9500%  |  | $4764000.00        | $5365476.17        | Corporate Debt Securities                         |
| 01FD0DANSKE BK A/S         | 2027-09-10      | 1.5490%  |  | $402000.00         | $393216.98         | Corporate Debt Securities                         |
| 01QW7BPCE                  | 2031-05-28      | 5.3890%  |  | $1658000.00        | $1722897.76        | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2031-01-24      | 5.1400%  |  | $4838000.00        | $5015202.50        | Corporate Debt Securities                         |
| 04NF9FIP MSTR FDG 2023-1 L | 2053-03-17      | 6.9700%  |  | $329066.50         | $333310.99         | Asset-Backed Securities                           |
| 02QYHDB MASTER FINANCE LLC | 2051-11-20      | 2.7910%  |  | $1325362.50        | $1173018.38        | Asset-Backed Securities                           |
| 0625TCONSOLIDATED COMM LLC | 2030-05-20      | 6.0000%  |  | $433003.00         | $446525.68         | Asset-Backed Securities                           |
| 04VV9HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  |  | $2409656.00        | $2335409.08        | Asset-Backed Securities                           |
| ADBB ASIAN DEVELOPMENT BAN | 2029-04-12      | 4.9500%  |  | $859000.00         | $878359.71         | Other Instrument                                  |
| 01TK3BRITISH COLUMBIA PROV | 2030-08-27      | 3.9000%  |  | $1310000.00        | $1313309.93        | Other Instrument                                  |
| 02IB9EL SALVADOR REP       | 2029-02-28      | 8.6250%  |  | $277000.00         | $291054.86         | Other Instrument                                  |
| 02IB9CHILE REP             | 2033-07-27      | 2.5500%  |  | $27128000.00       | $23175902.54       | Other Instrument                                  |
| 02FSZREPUBLIC OF THE PHILI | 2035-03-05      | 4.7500%  |  | $9085000.00        | $9247969.76        | Other Instrument                                  |
| 061F8TRTX ISSUER LTD 2025- | 2042-09-18      | 6.7558%  |  | $809307.00         | $807302.67         | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $9161000.00        | $9148254.09        | Other Instrument                                  |
| 05VEAELMCL COML MTG 2024-G | 2041-09-16      | 7.1130%  |  | $381354.41         | $386947.19         | Other Instrument                                  |
| 056PDWMRK COML MTG TR 2022 | 2035-11-15      | 8.4461%  |  | $14232980.00       | $14315312.02       | Other Instrument                                  |
| 03N4VCRH AMER FIN INC DISC | 2025-12-19      | 0.0000%  |  | $5759520.00        | $5678731.21        | Other Instrument                                  |
| 01L28CARGILL INC           | 2025-10-10      | 4.8750%  |  | $87000.00          | $88657.60          | Other Instrument                                  |
| 03KNPPARAGUAY (REPUBLIC OF | 2031-04-28      | 4.9500%  |  | $1936000.00        | $1965306.20        | Other Instrument                                  |
| 01F6TEL PUERTO DE LIVERPOO | 2032-01-22      | 6.2550%  |  | $2299000.00        | $2424568.51        | Other Instrument                                  |
| 03MSEMEITUAN               | 2029-10-02      | 4.6250%  |  | $1529000.00        | $1562783.89        | Other Instrument                                  |
| 04UFXFWD GROUP HLDGS LTD   | 2029-04-05      | 8.4000%  |  | $2525000.00        | $2676702.00        | Other Instrument                                  |
| 02HC9CREDIT AGRICOLE S A   | 2500-12-31      | 4.7500%  |  | $200000.00         | $191513.67         | Other Instrument                                  |
| 02HC9CREDIT AGRICOLE S A   | 2099-12-31      | 8.1250%  |  | $207000.00         | $211596.61         | Other Instrument                                  |
| 01PAQPENSKE TRUCK LEASNG/P | 2026-01-05      | 0.0000%  |  | $44212.00          | $43491.96          | Other Instrument                                  |

### Security 344: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/5/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 01RDPEXPORT-IMPORT BK INDI | 2031-01-13      | 2.2500%  |  | $265000.00         | $238607.33         | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $1087000.00        | $1096898.64        | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2027-08-27      | 3.5000%  |  | $116000.00         | $115614.24         | Agency Debentures and Agency Strips               |
| 02MESKREDITANSTALT FUR WIE | 2026-01-22      | 0.6250%  |  | $2754000.00        | $2717157.98        | Agency Debentures and Agency Strips               |
| 02G54GOLDMAN SACHS GROUP I | 2027-09-10      | 1.5420%  |  | $218000.00         | $213399.95         | Corporate Debt Securities                         |
| 01PUHCOX COMMUNICATIONS IN | 2043-06-30      | 4.5000%  |  | $515000.00         | $411611.18         | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2050-03-15      | 3.4000%  |  | $3587000.00        | $2502323.08        | Corporate Debt Securities                         |
| 046P4THE CIGNA GROUP       | 2048-12-15      | 4.9000%  |  | $293000.00         | $260164.14         | Corporate Debt Securities                         |
| 02FU1MARRIOTT INTL INC NEW | 2031-10-15      | 4.5000%  |  | $2750000.00        | $2737363.75        | Corporate Debt Securities                         |
| 03QVHDELL INTL LLC/EMC COR | 2026-10-01      | 4.9000%  |  | $47000.00          | $48149.36          | Corporate Debt Securities                         |
| 05HWPGOLDMAN SACHS PRIVATE | 2030-05-06      | 6.2500%  |  | $12000.00          | $12526.06          | Corporate Debt Securities                         |
| 01RCQERAC USA FINANCE COMP | 2037-10-15      | 7.0000%  |  | $330000.00         | $391840.17         | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2027-06-01      | 2.3000%  |  | $416000.00         | $405222.36         | Corporate Debt Securities                         |
| 04KWSAMFAM HOLDINGS INC    | 2051-03-11      | 3.8330%  |  | $181000.00         | $118418.77         | Corporate Debt Securities                         |
| 01BR3AT&T INC              | 2037-03-01      | 5.2500%  |  | $105000.00         | $108410.22         | Corporate Debt Securities                         |
| 01P82COOPERATIEVE RABOBANK | 2027-02-24      | 1.1060%  |  | $994000.00         | $978616.47         | Corporate Debt Securities                         |
| 01TGMHCA INC.              | 2039-06-15      | 5.1250%  |  | $799000.00         | $765869.24         | Corporate Debt Securities                         |
| 03TN8VICI PROPERTIES LP    | 2030-02-15      | 4.9500%  |  | $92000.00          | $93286.62          | Corporate Debt Securities                         |
| 01BR2TRUIST FINL CORP      | 2029-10-30      | 7.1610%  |  | $2000.00           | $2219.28           | Corporate Debt Securities                         |
| 01PRBTOYOTA MTR CR CORP    | 2030-01-09      | 4.9500%  |  | $6000.00           | $6223.83           | Corporate Debt Securities                         |
| 01E1TSTANDARD CHARTERED PL | 2029-01-21      | 5.5450%  |  | $9309000.00        | $9599376.15        | Corporate Debt Securities                         |
| 01KUJKONINKLIJKE KPN N.V   | 2030-10-01      | 8.3750%  |  | $276000.00         | $333871.83         | Corporate Debt Securities                         |
| 01MSPPHILLIPS 66 CO        | 2035-03-15      | 4.9500%  |  | $670000.00         | $672934.60         | Corporate Debt Securities                         |
| 01FMYMETLIFE REINS CO CHAR | 2042-12-31      | 5.1136%  |  | $1600000.00        | $431172.86         | Corporate Debt Securities                         |
| 01C8WLPL HLDGS INC         | 2029-03-15      | 4.0000%  |  | $1604000.00        | $1595823.16        | Corporate Debt Securities                         |
| 05JVOFHLMC STACR REMIC TR  | 2043-06-25      | 8.1984%  |  | $158676.00         | $168929.79         | Private Label Collateralized Mortgage Obligations |
| 033HCEVERBANK MTG LN TR 20 | 2043-06-25      | 3.3377%  |  | $1912361.06        | $1542969.38        | Private Label Collateralized Mortgage Obligations |
| 04UN2COLT 2021-HX1 MTG LN  | 2066-10-25      | 1.1100%  |  | $1798545.92        | $1560240.99        | Private Label Collateralized Mortgage Obligations |
| 05J8GBRAVO RES FDG TR 2023 | 2063-05-25      | 7.0647%  |  | $225898.00         | $228556.55         | Private Label Collateralized Mortgage Obligations |
| 04MJHSTARWOOD MTG RES TR 2 | 2065-04-25      | 1.4860%  |  | $37890.98          | $36897.01          | Private Label Collateralized Mortgage Obligations |
| 05GJNCIM TR 2023-R2        | 2064-08-25      | 5.7584%  |  | $536324.00         | $481805.47         | Private Label Collateralized Mortgage Obligations |
| 01BFHJPMORGAN CHASE & CO   | 2035-07-22      | 5.2940%  |  | $1559000.00        | $1604041.16        | Corporate Debt Securities                         |
| 05Q5QRWE FINANCE US LLC    | 2054-04-16      | 6.2500%  |  | $382000.00         | $399923.55         | Corporate Debt Securities                         |
| 01BP2PULTE GROUP INC       | 2032-06-15      | 7.8750%  |  | $13000.00          | $15527.95          | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2026-02-10      | 4.8750%  |  | $320000.00         | $321258.53         | Corporate Debt Securities                         |
| 04VV9STARWOOD MTG RES TR 2 | 2066-09-25      | 1.9200%  |  | $12588189.00       | $10851891.70       | Private Label Collateralized Mortgage Obligations |
| 03WJXTOWD PT MTG TR 2017-6 | 2057-10-25      | 3.3239%  |  | $222129.00         | $180045.60         | Private Label Collateralized Mortgage Obligations |
| 05TV2RCKT MORTGAGE TRUST 2 | 2044-07-25      | 6.5900%  |  | $743741.00         | $753031.48         | Private Label Collateralized Mortgage Obligations |
| 05XN9VERUS SECURITIZATN TR | 2069-09-25      | 5.4700%  |  | $229492.12         | $230891.44         | Private Label Collateralized Mortgage Obligations |
| 055A6VERUS SEC TR 2022-8   | 2067-09-26      | 6.1270%  |  | $338447.35         | $339246.91         | Private Label Collateralized Mortgage Obligations |
| 04W0STOWD POINT MTG TR 202 | 2068-07-25      | 3.2500%  |  | $2871373.00        | $2479737.18        | Private Label Collateralized Mortgage Obligations |
| 03PJHTOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  |  | $5833390.00        | $5660422.20        | Private Label Collateralized Mortgage Obligations |
| 060EZOBX TR 2025-NQM2      | 2064-11-25      | 5.9520%  |  | $349591.69         | $353279.30         | Private Label Collateralized Mortgage Obligations |
| 049FCJP MORGAN MTG TR 2018 | 2049-02-25      | 4.2370%  |  | $2672173.13        | $2554756.34        | Private Label Collateralized Mortgage Obligations |
| 05SANRCKT MORTGAGE TRUST 2 | 2044-06-27      | 6.1470%  |  | $75957.89          | $77145.57          | Private Label Collateralized Mortgage Obligations |
| 02QYHDB MASTER FINANCE LLC | 2051-11-20      | 2.7910%  |  | $770000.00         | $681492.16         | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 4.5200%  |  | $120151.00         | $116743.25         | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 3.4800%  |  | $4403949.79        | $4284762.76        | Asset-Backed Securities                           |
| 04YNGGBX LEASING LLC 2022- | 2052-02-20      | 2.8700%  |  | $4339376.65        | $4081063.79        | Asset-Backed Securities                           |
| 05279TEXAS ELEC MKT STABIL | 2044-02-01      | 4.9660%  |  | $503000.00         | $496286.18         | Asset-Backed Securities                           |
| 04X89TOWD POINT MTG TRUST  | 2061-12-25      | 3.0000%  |  | $252868.00         | $224135.45         | Asset-Backed Securities                           |
| 03MDWTACO BELL FDG LLC 201 | 2048-11-25      | 4.9400%  |  | $46139.10          | $46448.32          | Asset-Backed Securities                           |
| 03RJFJIMMY JOHNS FDG 2017- | 2047-07-30      | 4.8460%  |  | $40921.90          | $40831.82          | Asset-Backed Securities                           |
| 030JYJGWPT XXVI LLC 2012-2 | 2061-10-17      | 6.7700%  |  | $1773298.85        | $1794870.64        | Asset-Backed Securities                           |
| 04VV9HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  |  | $1562707.00        | $1514556.48        | Asset-Backed Securities                           |
| 05G4KOWL ROCK CLO 2025-10R | 2037-04-20      | 5.6500%  |  | $3811164.00        | $3886936.50        | Other Instrument                                  |
| 04UW1CIFC FUNDING LTD 2021 | 2034-10-16      | 5.7192%  |  | $1446675.00        | $1459823.76        | Other Instrument                                  |
| 04IE1APIDOS CLO 2020-32R   | 2033-01-20      | 5.4255%  |  | $615020.88         | $619386.06         | Other Instrument                                  |
| 05022POSCO                 | 2028-01-17      | 5.7500%  |  | $200000.00         | $207637.67         | Other Instrument                                  |
| 02HJ1SHINHAN FINANCIAL GRO | 2500-12-31      | 2.8750%  |  | $817000.00         | $810500.88         | Other Instrument                                  |
| 01PKMINDUSTRIAL & COML BK  | 2025-09-21      | 4.8750%  |  | $502000.00         | $512826.05         | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2027-03-27      | 4.0000%  |  | $173000.00         | $175094.84         | Other Instrument                                  |
| 01KUWEMPRESA NACIONAL DE T | 2032-09-14      | 3.0500%  |  | $1167000.00        | $1028954.60        | Other Instrument                                  |
| 01F6TEL PUERTO DE LIVERPOO | 2032-01-22      | 6.2550%  |  | $200000.00         | $210923.75         | Other Instrument                                  |
| 03MSEMEITUAN               | 2030-10-28      | 3.0500%  |  | $617000.00         | $581634.42         | Other Instrument                                  |
| 01TJWBANQUE FEDERATIVE DU  | 2030-01-22      | 5.5380%  |  | $2202000.00        | $2307942.26        | Other Instrument                                  |
| 03HN0WRKCO INC DISC COML P | 2025-10-02      | 0.0000%  |  | $79003.00          | $78656.73          | Other Instrument                                  |
| 03D9DPERUSAHAAN PENERBIT S | 2028-03-01      | 4.4000%  |  | $7487000.00        | $7702292.85        | Other Instrument                                  |
| 01PAQPENSKE TRUCK LEASNG/P | 2026-01-05      | 0.0000%  |  | $38551.00          | $37923.16          | Other Instrument                                  |
| 02JIYINTESA FDG LLC        | 2025-11-03      | 0.0000%  |  | $1.00              | $0.99              | Other Instrument                                  |
| 02IB9CHILE REP             | 2033-07-27      | 2.5500%  |  | $271000.00         | $231519.82         | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  |  | $8625000.00        | $8619178.13        | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2026-04-07      | 6.0000%  |  | $12408000.00       | $12787271.20       | Other Instrument                                  |
| 02IT1CANADA GOVT           | 2028-04-26      | 3.7500%  |  | $210000.00         | $213354.23         | Other Instrument                                  |
| 02FSZPOLAND REP            | 2032-11-16      | 5.7500%  |  | $47000.00          | $50654.32          | Other Instrument                                  |
| 02FSZPERU REP              | 2034-01-15      | 3.0000%  |  | $984000.00         | $848490.08         | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2028-06-30      | 4.1250%  |  | $3000.00           | $3033.57           | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2026-04-01      | 4.7500%  |  | $1060000.00        | $1083699.24        | Other Instrument                                  |
| 01TK3BRITISH COLUMBIA PROV | 2030-08-27      | 3.9000%  |  | $88000.00          | $88222.35          | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2029-04-12      | 4.9500%  |  | $39000.00          | $39878.96          | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2028-09-26      | 4.8750%  |  | $4860000.00        | $5003120.93        | Other Instrument                                  |
| ADBB 4.125 ADBB 27         | 2027-01-12      | 4.1250%  |  | $1714000.00        | $1730155.16        | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2030-02-12      | 4.7500%  |  | $19780000.00       | $20444272.85       | Other Instrument                                  |
| WLDB INTERNATIONAL BK FOR  | 2034-02-01      | 5.6700%  |  | $3560000.00        | $3690438.40        | Other Instrument                                  |
| 023XKPROVINCE OF QUEBEC    | 2035-08-28      | 4.6250%  |  | $65000.00          | $65288.50          | Other Instrument                                  |
| WLDB 0.875 WBGB 07/15/26   | 2026-07-15      | 0.8750%  |  | $2000.00           | $1949.74           | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $5882000.00        | $5873816.24        | Other Instrument                                  |
| 03LBWCITIGRP COML MTG TR 2 | 2049-02-12      | 3.3490%  |  | $553310.15         | $552979.70         | Other Instrument                                  |
| 03I5CCITGRP COML MTG TR 20 | 2048-06-10      | 3.7620%  |  | $16285.89          | $16039.42          | Other Instrument                                  |
| 03RUCCSMC TRUST 2017-CHOP  | 2032-07-15      | 5.4440%  |  | $5450000.00        | $5434751.50        | Other Instrument                                  |
| 04HGYCITIGROUP COML MTG 20 | 2052-11-13      | 3.4910%  |  | $4727245.00        | $4139148.41        | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.6221%  |  | $12033189.31       | $12073804.47       | Other Instrument                                  |
| 04DUWNEW ORLEANS HOTEL 201 | 2032-04-15      | 5.3997%  |  | $7944000.00        | $7905272.10        | Other Instrument                                  |
| 03LGZ225 LIBERTY STR TR 20 | 2036-02-12      | 3.5970%  |  | $2202968.00        | $2126889.97        | Other Instrument                                  |
| 05UI5CONE 2024-DWF1        | 2041-08-15      | 7.0533%  |  | $1588330.00        | $1593320.47        | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 6.5933%  |  | $3739552.00        | $3755535.57        | Other Instrument                                  |
| 063AWINCREF LLC 2025-FL1   | 2042-10-20      | 7.4422%  |  | $10607297.00       | $10653545.03       | Other Instrument                                  |
| 05UONPFP LTD 2024-11       | 2039-09-19      | 6.1895%  |  | $13172944.94       | $13223413.44       | Other Instrument                                  |
| 052LHFIRSTKEY HOMES TR 202 | 2039-03-17      | 4.0630%  |  | $693000.00         | $681397.18         | Other Instrument                                  |
| 05XVZBX COMMERCIAL MTG TR  | 2041-11-15      | 6.5545%  |  | $2760000.00        | $2773935.09        | Other Instrument                                  |
| 061TMBENCHMARK  MTG TR 202 | 2057-04-17      | 6.6030%  |  | $305210.00         | $316473.06         | Other Instrument                                  |
| 04PYBBANK 2021-BNK31       | 2054-02-18      | 2.5450%  |  | $6250000.00        | $5094696.53        | Other Instrument                                  |
| 04JJQBANK 2020-BNK26       | 2063-03-16      | 2.9090%  |  | $701194.00         | $631307.09         | Other Instrument                                  |
| 05W87BSPRT ISSUER 2024-FL1 | 2039-07-15      | 7.0071%  |  | $517000.00         | $516506.26         | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.6281%  |  | $276000.00         | $277514.27         | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.2221%  |  | $8988000.00        | $9042095.12        | Other Instrument                                  |
| 04J94BBCMS MTG TR 2020-C6  | 2053-02-18      | 3.0450%  |  | $1788816.00        | $1463321.85        | Other Instrument                                  |
| 0468YASHFORD HOSP TR 2018- | 2035-04-16      | 5.7860%  |  | $8459000.00        | $8451599.31        | Other Instrument                                  |
| 04FGVAFN 2019-1            | 2049-05-20      | 4.4600%  |  | $3913752.02        | $3530024.29        | Other Instrument                                  |
| 04YZOWELLS FRGO COM MTG TR | 2039-12-16      | 5.0919%  |  | $2107000.00        | $1958577.40        | Other Instrument                                  |
| 061F8TRTX ISSUER LTD 2025- | 2042-09-18      | 6.7558%  |  | $1011916.00        | $1009409.88        | Other Instrument                                  |
| 0604XSWCH COMM MTG TR  202 | 2042-02-15      | 7.0043%  |  | $3474000.00        | $3470435.34        | Other Instrument                                  |
| 04VWTNYO COML MTG TR 2021- | 2038-12-15      | 5.5735%  |  | $2000000.00        | $1999334.93        | Other Instrument                                  |
| 03OA9MS BOFA ML TRUST 2016 | 2049-11-18      | 2.9520%  |  | $535891.25         | $534926.64         | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 7.0423%  |  | $1311617.00        | $1317386.69        | Other Instrument                                  |
| 05U6MKIND COML MTG TR 2024 | 2041-08-15      | 6.2531%  |  | $138000.00         | $138465.02         | Other Instrument                                  |
| 0511NJP MRGN CHASE COM TR  | 2037-04-15      | 5.2096%  |  | $975303.29         | $968745.31         | Other Instrument                                  |
| 0556YPROGRESS RESI TR 2022 | 2039-10-19      | 5.5000%  |  | $100000.00         | $100190.78         | Other Instrument                                  |

### Security 345: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/4/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 04UW1CIFC FUNDING LTD 2021 | 2034-10-16      | 5.7192%  |  | $2379218.00        | $2400842.59        | Other Instrument                                  |
| 04IE1APIDOS CLO 2020-32R   | 2033-01-20      | 5.4255%  |  | $5649743.76        | $5689843.46        | Other Instrument                                  |
| 0604XSWCH COMM MTG TR  202 | 2042-02-15      | 7.0043%  |  | $100000.00         | $99897.39          | Other Instrument                                  |
| 0556YPROGRESS RESI TR 2022 | 2039-10-19      | 5.5000%  |  | $200000.00         | $200381.56         | Other Instrument                                  |
| 04P84ONE NEW YORK PLAZATR  | 2036-01-15      | 5.4285%  |  | $117000.00         | $113736.97         | Other Instrument                                  |
| 0606ONY COML MTG TR 2025-2 | 2047-02-12      | 5.8525%  |  | $5043000.00        | $5284045.03        | Other Instrument                                  |
| 05TFYMF1 LLC 2024-FL15     | 2041-08-19      | 6.8509%  |  | $7407757.00        | $7430234.42        | Other Instrument                                  |
| 05P2YMF1 2024-FL14 LLC     | 2039-03-19      | 6.5933%  |  | $2997422.00        | $3010233.56        | Other Instrument                                  |
| 05W87BSPRT ISSUER 2024-FL1 | 2039-07-15      | 6.6571%  |  | $1760500.00        | $1759776.21        | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.2221%  |  | $6498500.00        | $6537611.83        | Other Instrument                                  |
| 05RVKGWT COMMERCIAL MTG 20 | 2041-05-15      | 7.3026%  |  | $100000.00         | $100752.79         | Other Instrument                                  |
| 05RVKGWT COMMERCIAL MTG 20 | 2041-05-15      | 6.5037%  |  | $6719000.00        | $6763293.08        | Other Instrument                                  |
| 03N68CITIGRP COML MTG TR 2 | 2049-07-12      | 2.4500%  |  | $368176.39         | $364829.14         | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $10406000.00       | $10076282.53       | Other Instrument                                  |
| 03OX9DBWF MTG TR 2016-85T  | 2036-12-11      | 3.7910%  |  | $174255.00         | $170638.43         | Other Instrument                                  |
| 05XVZBX COMMERCIAL MTG TR  | 2041-11-15      | 6.5545%  |  | $2244000.00        | $2255329.83        | Other Instrument                                  |
| 03RQGMSDBTRUST 2017-712F   | 2039-07-13      | 3.4265%  |  | $2873000.00        | $2762464.43        | Other Instrument                                  |
| 061F8TRTX ISSUER LTD 2025- | 2042-09-18      | 6.7558%  |  | $6614044.00        | $6597663.63        | Other Instrument                                  |
| 05W87BSPRT ISSUER 2024-FL1 | 2039-07-15      | 7.0071%  |  | $4996500.00        | $4991728.26        | Other Instrument                                  |
| 05UVNWELLS FARGO COML MTG  | 2041-08-15      | 6.3538%  |  | $204457.00         | $204597.04         | Other Instrument                                  |
| 061F8TRTX ISSUER LTD 2025- | 2042-09-18      | 6.4063%  |  | $1911470.00        | $1908137.55        | Other Instrument                                  |
| 04JJQBANK 2020-BNK26       | 2063-03-16      | 2.9090%  |  | $272945.00         | $245741.00         | Other Instrument                                  |
| 05UONPFP LTD 2024-11       | 2039-09-19      | 6.1895%  |  | $523978.67         | $525986.15         | Other Instrument                                  |
| 05LIPJ.P. MORGAN CHASE CM  | 2040-10-05      | 7.2355%  |  | $1000000.00        | $1067012.59        | Other Instrument                                  |
| 03I5CCITGRP COML MTG TR 20 | 2048-06-10      | 3.7620%  |  | $235889.81         | $232319.85         | Other Instrument                                  |
| 03D9DPERUSAHAAN PENERBIT S | 2028-03-01      | 4.4000%  |  | $5854000.00        | $6022335.02        | Other Instrument                                  |
| 02JIYINTESA FDG LLC        | 2025-11-03      | 0.0000%  |  | $1.00              | $0.99              | Other Instrument                                  |
| 02HJ1SHINHAN FINANCIAL GRO | 2500-12-31      | 2.8750%  |  | $485000.00         | $481141.89         | Other Instrument                                  |
| 02KA5GLENCORE FDG LLC      | 2027-03-27      | 4.0000%  |  | $138000.00         | $139671.03         | Other Instrument                                  |
| 01W0FSANTOS FINANCE LTD    | 2033-09-19      | 6.8750%  |  | $601000.00         | $678321.99         | Other Instrument                                  |
| 03HN0WRKCO INC DISC COML P | 2025-10-02      | 0.0000%  |  | $337478.00         | $335998.83         | Other Instrument                                  |
| 023XKPROVINCE OF QUEBEC    | 2035-08-28      | 4.6250%  |  | $404000.00         | $405793.14         | Other Instrument                                  |
| WLDB 0.875 WBGB 07/15/26   | 2026-07-15      | 0.8750%  |  | $343000.00         | $334380.22         | Other Instrument                                  |
| WLDB 1.750 WBGB 10/23/29   | 2029-10-23      | 1.7500%  |  | $18000.00          | $16776.09          | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2029-04-12      | 4.9500%  |  | $115000.00         | $117591.81         | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2028-09-26      | 4.8750%  |  | $12420000.00       | $12785753.48       | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2026-04-01      | 4.7500%  |  | $915000.00         | $935457.37         | Other Instrument                                  |
| 02MESKREDITANSTALT FUR WIE | 2026-01-22      | 0.6250%  |  | $1932000.00        | $1906154.40        | Agency Debentures and Agency Strips               |
| 044ITJGWPT XLI LLC 2018-1  | 2072-10-17      | 3.7400%  |  | $181662.52         | $164413.02         | Asset-Backed Securities                           |
| 03YR2JGWPT XL LLC 2017-3   | 2067-02-15      | 3.8000%  |  | $1063815.49        | $939076.50         | Asset-Backed Securities                           |
| 02QYHDB MASTER FIN LLC 201 | 2049-05-20      | 4.3520%  |  | $9256180.00        | $9167339.18        | Asset-Backed Securities                           |
| 05UI0CLI FUG LLC 2024-9    | 2049-07-20      | 5.6300%  |  | $99909.25          | $100855.54         | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 4.5200%  |  | $3494934.00        | $3395809.91        | Asset-Backed Securities                           |
| 03QB8FOCUS BRANDS FDG LLC  | 2047-04-30      | 5.0930%  |  | $285219.56         | $285457.34         | Asset-Backed Securities                           |
| 048G3TEXTAINER MARINE VII  | 2045-08-21      | 4.9400%  |  | $374727.59         | $369436.44         | Asset-Backed Securities                           |
| 063NPGM FINAN AB LEASING T | 2028-05-22      | 4.5800%  |  | $49000.00          | $49414.93          | Asset-Backed Securities                           |
| 04X89TOWD POINT MTG TRUST  | 2061-12-25      | 3.0000%  |  | $505510.00         | $448070.58         | Asset-Backed Securities                           |
| 04VV9HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  |  | $1209190.00        | $1171932.14        | Asset-Backed Securities                           |
| 03MDWTACO BELL FDG LLC 201 | 2048-11-25      | 4.9400%  |  | $471554.18         | $474714.48         | Asset-Backed Securities                           |
| 01BR4SOUTHWESTERN PUB SVC  | 2035-05-15      | 5.3000%  |  | $893000.00         | $918865.75         | Corporate Debt Securities                         |
| 02848SIXTH STREET SPECIALT | 2028-08-14      | 6.9500%  |  | $8000.00           | $8488.69           | Corporate Debt Securities                         |
| 01MSPPHILLIPS 66 CO        | 2028-03-01      | 3.7500%  |  | $425000.00         | $429148.71         | Corporate Debt Securities                         |
| 01BOXPEPSICO INC           | 2026-02-24      | 2.8500%  |  | $1099000.00        | $1092027.76        | Corporate Debt Securities                         |
| 03OLCBLUE OWL CAP CORP II  | 2026-11-15      | 8.4500%  |  | $185000.00         | $196366.61         | Corporate Debt Securities                         |
| 02JDJNBCUNIVERSAL MEDIA LL | 2041-04-01      | 5.9500%  |  | $991000.00         | $1055128.71        | Corporate Debt Securities                         |
| 01F0OING GROEP N.V.        | 2036-03-25      | 5.5250%  |  | $265000.00         | $278982.65         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2500-12-31      | 4.0000%  |  | $200000.00         | $202279.78         | Corporate Debt Securities                         |
| 04VKPHF SINCLAIR CORP      | 2035-01-15      | 6.2500%  |  | $1345000.00        | $1394333.11        | Corporate Debt Securities                         |
| 02GNRGULFSTREAM NAT GAS SY | 2035-07-23      | 5.6000%  |  | $2000.00           | $2035.44           | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2027-04-09      | 5.0000%  |  | $9641000.00        | $9909833.92        | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2035-08-22      | 5.5430%  |  | $2025000.00        | $2028093.81        | Corporate Debt Securities                         |
| 01BV0AMGEN INC             | 2028-03-02      | 5.1500%  |  | $1643000.00        | $1723426.22        | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2032-01-12      | 3.1000%  |  | $624000.00         | $558571.87         | Corporate Debt Securities                         |
| 05495FOUNDRY JV HOLDCO LLC | 2037-01-25      | 6.2000%  |  | $6282000.00        | $6668503.54        | Corporate Debt Securities                         |
| 01FJ4DELTA AIR LINES INC   | 2026-01-15      | 7.3750%  |  | $661000.00         | $671651.28         | Corporate Debt Securities                         |
| 03E4VUBS GROUP AG          | 2029-01-12      | 3.8690%  |  | $525000.00         | $522506.88         | Corporate Debt Securities                         |
| 04OM4BRITISH AWYS PTC SER  | 2034-05-15      | 4.2500%  |  | $861000.00         | $366456.47         | Corporate Debt Securities                         |
| 01BEKBOEING CO             | 2054-05-01      | 6.8580%  |  | $5000000.00        | $5669195.00        | Corporate Debt Securities                         |
| 01BEKBOEING CO             | 2026-02-04      | 2.1960%  |  | $15728000.00       | $15586998.48       | Corporate Debt Securities                         |
| 01NHNBARRICK NORTH AMERICA | 2041-05-30      | 5.7000%  |  | $184000.00         | $189124.71         | Corporate Debt Securities                         |
| 01BNABANK AMERICA CORP     | 2032-10-20      | 2.5720%  |  | $3095000.00        | $2791028.70        | Corporate Debt Securities                         |
| 03E43HEWLETT PACKARD ENTER | 2034-10-15      | 5.0000%  |  | $309000.00         | $309880.99         | Corporate Debt Securities                         |
| 01VYUCDW LLC / CDW FIN COR | 2029-02-15      | 3.2500%  |  | $37000.00          | $35434.30          | Corporate Debt Securities                         |
| 01TGMHCA INC.              | 2039-06-15      | 5.1250%  |  | $2375000.00        | $2276519.96        | Corporate Debt Securities                         |
| 05Q5QRWE FINANCE US LLC    | 2054-04-16      | 6.2500%  |  | $4065000.00        | $4255730.93        | Corporate Debt Securities                         |
| 01BJ1L3HARRIS TECHNOLOGIES | 2028-06-15      | 4.4000%  |  | $1421000.00        | $1442406.57        | Corporate Debt Securities                         |
| 01PLLRIO TINTO FIN USA PLC | 2035-03-14      | 5.2500%  |  | $599000.00         | $625962.49         | Corporate Debt Securities                         |
| 02G13HOST HOTELS & RESORTS | 2029-12-15      | 3.3750%  |  | $992000.00         | $947853.52         | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2035-12-03      | 5.2110%  |  | $4792000.00        | $4907000.81        | Corporate Debt Securities                         |
| 02LEZTOLL BROS FIN CORP    | 2035-06-15      | 5.6000%  |  | $139000.00         | $143200.43         | Corporate Debt Securities                         |
| 05TV2RCKT MORTGAGE TRUST 2 | 2044-07-25      | 6.5900%  |  | $3171088.00        | $3210699.82        | Private Label Collateralized Mortgage Obligations |
| 060TNJP MORGAN MTG TR 2025 | 2055-08-25      | 6.4120%  |  | $2600000.00        | $2646545.49        | Private Label Collateralized Mortgage Obligations |
| 05JVOFHLMC STACR REMIC TR  | 2043-06-25      | 7.6984%  |  | $900455.00         | $940042.04         | Private Label Collateralized Mortgage Obligations |
| 053E5ELLINGTON FINL MTG TR | 2067-08-25      | 5.0000%  |  | $599002.88         | $599177.13         | Private Label Collateralized Mortgage Obligations |
| 060U7EFMT 2025-INV1        | 2070-03-25      | 6.4890%  |  | $2600000.00        | $2649647.00        | Private Label Collateralized Mortgage Obligations |
| 05S69CHASE HOME LDG MTG TR | 2055-04-26      | 5.5000%  |  | $378005.09         | $380434.07         | Private Label Collateralized Mortgage Obligations |
| 062A4PMT LOAN TRUST 2025-I | 2056-03-27      | 6.0000%  |  | $16786362.31       | $17094201.82       | Private Label Collateralized Mortgage Obligations |
| 05QGWOBX TR 2024-NQM5      | 2064-01-25      | 5.9880%  |  | $1577530.44        | $1596212.09        | Private Label Collateralized Mortgage Obligations |
| 04XXKGCAT TR 2022-INV1     | 2051-12-26      | 3.0000%  |  | $76254.21          | $65244.19          | Private Label Collateralized Mortgage Obligations |
| 055A6VERUS SEC TR 2022-8   | 2067-09-26      | 6.1270%  |  | $3478079.14        | $3486295.91        | Private Label Collateralized Mortgage Obligations |
| 04W0STOWD POINT MTG TR 202 | 2068-07-25      | 3.2500%  |  | $349550.00         | $301873.75         | Private Label Collateralized Mortgage Obligations |
| 03NYBTOWD PT MTG TR 2016-4 | 2056-07-25      | 3.9874%  |  | $3775627.00        | $3618909.39        | Private Label Collateralized Mortgage Obligations |
| 061BPGS MTG SEC 2025-CES1  | 2055-05-25      | 5.9490%  |  | $4319624.00        | $4392172.09        | Private Label Collateralized Mortgage Obligations |
| 0519XCOLT MTG LOAN TR 2022 | 2067-04-25      | 4.5500%  |  | $69916.12          | $70685.82          | Private Label Collateralized Mortgage Obligations |
| 04UN2COLT 2021-HX1 MTG LN  | 2066-10-25      | 1.1100%  |  | $849625.13         | $737050.93         | Private Label Collateralized Mortgage Obligations |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $10047465.99       | $10056911.72       | Private Label Collateralized Mortgage Obligations |
| 02IB9EL SALVADOR REP       | 2035-06-15      | 7.6500%  |  | $185000.00         | $184671.63         | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2031-09-12      | 3.7500%  |  | $12505000.00       | $11682744.14       | Other Instrument                                  |
| 05G4KOWL ROCK CLO 2025-10R | 2037-04-20      | 5.6500%  |  | $12467772.00       | $12715652.76       | Other Instrument                                  |

### Security 346: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.390%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 967FVL008, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 01RD1NORTHERN STS PWR CO W | 2054-06-15      | 5.6500%  |  | $30000.00          | $30521.82          | Corporate Debt Securities                         |
| 01FMYMETLIFE REINS CO CHAR | 2042-12-31      | 5.1136%  |  | $2900000.00        | $781500.81         | Corporate Debt Securities                         |
| 02FU1MARRIOTT INTL INC NEW | 2025-10-01      | 3.7500%  |  | $3574000.00        | $3625382.21        | Corporate Debt Securities                         |
| 01BLPLINCOLN NATL CORP IND | 2028-03-01      | 3.8000%  |  | $1425000.00        | $1421934.67        | Corporate Debt Securities                         |
| 01BVDINTEL CORP            | 2050-03-25      | 4.7500%  |  | $2089000.00        | $1738673.54        | Corporate Debt Securities                         |
| 05GGXSTORE CAP LLC         | 2030-04-30      | 5.4000%  |  | $3790000.00        | $3950165.40        | Corporate Debt Securities                         |
| 03WBUSPIRIT AIRLINES 2017- | 2031-08-15      | 3.3750%  |  | $100000.00         | $54286.57          | Corporate Debt Securities                         |
| 02848SIXTH STREET SPECIALT | 2028-08-14      | 6.9500%  |  | $243000.00         | $257843.86         | Corporate Debt Securities                         |
| 01BVHORACLE CORP           | 2055-05-15      | 4.3750%  |  | $700000.00         | $547413.22         | Corporate Debt Securities                         |
| 02M7CSHELL INTERNATIONAL F | 2038-12-15      | 6.3750%  |  | $316000.00         | $358007.20         | Corporate Debt Securities                         |
| 04LKQROYALTY PHARMA PLC    | 2025-09-02      | 1.2000%  |  | $185000.00         | $186008.25         | Corporate Debt Securities                         |
| 01CWPROPER TECHNOLOGIES IN | 2031-02-15      | 1.7500%  |  | $1260000.00        | $1094323.30        | Corporate Debt Securities                         |
| 02L8NHYATT HOTELS CORP     | 2030-04-23      | 5.7500%  |  | $105000.00         | $111325.73         | Corporate Debt Securities                         |
| 0317ZHA SUSTAINABLE INFRA  | 2034-07-01      | 6.3750%  |  | $771000.00         | $775063.81         | Corporate Debt Securities                         |
| 01DXQHSBC HLDGS PLC        | 2500-12-31      | 4.0000%  |  | $6162000.00        | $6232239.95        | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2028-03-15      | 3.6150%  |  | $2565000.00        | $2580821.77        | Corporate Debt Securities                         |
| 01BTDGENERAL MTRS FINL CO  | 2027-04-09      | 5.0000%  |  | $8194000.00        | $8422485.13        | Corporate Debt Securities                         |
| 01C66FIRST CTZNS BANCSHARE | 2031-03-12      | 5.2310%  |  | $1205000.00        | $1251074.41        | Corporate Debt Securities                         |
| 01CL3CUBESMART L P         | 2035-11-01      | 5.1250%  |  | $8000.00           | $7900.33           | Corporate Debt Securities                         |
| 02MCUCOREBRIDGE FINL INC   | 2033-09-15      | 6.0500%  |  | $397000.00         | $433528.41         | Corporate Debt Securities                         |
| 02MCUCOREBRIDGE FINL INC   | 2042-04-05      | 4.3500%  |  | $1538000.00        | $1328339.84        | Corporate Debt Securities                         |
| 02J6CCONOCOPHILLIPS COMPAN | 2055-01-15      | 5.5000%  |  | $1721000.00        | $1648394.83        | Corporate Debt Securities                         |
| 01BFLCLOROX CO DEL         | 2032-05-01      | 4.6000%  |  | $1580000.00        | $1610048.09        | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2032-11-03      | 2.5200%  |  | $153000.00         | $136714.68         | Corporate Debt Securities                         |
| 04OM4BRITISH AWYS PTC SER  | 2034-05-15      | 4.2500%  |  | $184000.00         | $78313.58          | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2030-01-17      | 5.5650%  |  | $1000000.00        | $1051352.50        | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2028-08-08      | 5.5880%  |  | $400000.00         | $417031.87         | Corporate Debt Securities                         |
| 01UE9BAT CAPITAL CORP      | 2031-03-25      | 2.7260%  |  | $2578000.00        | $2376893.37        | Corporate Debt Securities                         |
| 01BDLAUTOZONE INC          | 2030-06-15      | 5.1250%  |  | $101000.00         | $106274.09         | Corporate Debt Securities                         |
| 03K10ATHENE GLOBAL FDG     | 2035-08-22      | 5.5430%  |  | $652000.00         | $652996.13         | Corporate Debt Securities                         |
| 04U42AON CORP / AON GLOBAL | 2052-02-28      | 3.9000%  |  | $509000.00         | $377127.43         | Corporate Debt Securities                         |
| 01W7IAMERICAN TOWER CORP   | 2029-03-15      | 3.9500%  |  | $1710000.00        | $1723277.20        | Corporate Debt Securities                         |
| 02MEXABN AMRO BANK N.V.    | 2027-09-18      | 6.1476%  |  | $1600000.00        | $1637689.01        | Corporate Debt Securities                         |
| 01BULWILLIAMS COS INC      | 2044-06-24      | 5.7500%  |  | $5410000.00        | $5401246.32        | Corporate Debt Securities                         |
| 01BO2WELLS FARGO & CO      | 2036-04-23      | 5.6050%  |  | $677000.00         | $717665.70         | Corporate Debt Securities                         |
| 03TN8VICI PROPERTIES LP    | 2030-02-15      | 4.9500%  |  | $620000.00         | $628670.70         | Corporate Debt Securities                         |
| 02MESKREDITANSTALT FUR WIE | 2026-08-07      | 4.6250%  |  | $2860000.00        | $2886044.27        | Agency Debentures and Agency Strips               |
| 04CBQUNITED AIRLINES PTC 2 | 2033-02-25      | 4.1500%  |  | $100000.00         | $61380.82          | Corporate Debt Securities                         |
| 01EP2TAKEDA PHARMACEUTICAL | 2040-07-09      | 3.0250%  |  | $13603000.00       | $10333673.87       | Corporate Debt Securities                         |
| 01BDTBANCO SANTANDER S.A.  | 2031-03-25      | 2.9580%  |  | $2400000.00        | $2249096.80        | Corporate Debt Securities                         |
| 01BDRBANCO BILBAO VIZCAYA  | 2026-09-14      | 5.8620%  |  | $8800000.00        | $9040746.00        | Corporate Debt Securities                         |
| 01BG3DOMINION ENERGY INC   | 2035-03-15      | 5.4500%  |  | $2909000.00        | $3029995.01        | Corporate Debt Securities                         |
| 053TOSOLVENTUM CORP        | 2027-02-25      | 5.4500%  |  | $11000.00          | $11215.66          | Corporate Debt Securities                         |
| 01BP1KONINKLIJKE PHILIPS N | 2038-03-11      | 6.8750%  |  | $41000.00          | $47094.38          | Corporate Debt Securities                         |
| 01E1TSTANDARD CHARTERED PL | 2030-05-21      | 4.3050%  |  | $2000000.00        | $2010778.33        | Corporate Debt Securities                         |
| 02FR8CROWN CASTLE INC      | 2031-07-15      | 2.5000%  |  | $488000.00         | $434327.59         | Corporate Debt Securities                         |
| 063NYOBX TR 2025-NQM8      | 2065-03-25      | 5.8260%  |  | $2513296.23        | $2537550.38        | Private Label Collateralized Mortgage Obligations |
| 04TFROBX TRUST 2021-NQM2   | 2061-05-25      | 1.1010%  |  | $1590638.46        | $1307586.46        | Private Label Collateralized Mortgage Obligations |
| 05PI9PRKCM TRUST 2024-AFC1 | 2059-03-25      | 6.8680%  |  | $1738635.00        | $1769472.78        | Private Label Collateralized Mortgage Obligations |
| 0562OGCAT TR 2022-NQM5     | 2067-08-25      | 5.7100%  |  | $2160864.49        | $2162895.94        | Private Label Collateralized Mortgage Obligations |
| 05GJNCIM TR 2023-R2        | 2064-08-25      | 5.7584%  |  | $317339.00         | $285080.78         | Private Label Collateralized Mortgage Obligations |
| 05VL1A&D MORTGAGE TRUST 20 | 2069-08-25      | 5.9290%  |  | $815506.00         | $823375.99         | Private Label Collateralized Mortgage Obligations |
| 04BTZTOWD PT MTG TR 2019-1 | 2058-03-25      | 3.7500%  |  | $3732180.00        | $3097655.90        | Private Label Collateralized Mortgage Obligations |
| 03PJHTOWD PT MTG TR 2017-1 | 2056-10-25      | 3.7500%  |  | $743320.00         | $721279.57         | Private Label Collateralized Mortgage Obligations |
| 047F6MILL CITY MTG LN TR 2 | 2058-05-28      | 3.7500%  |  | $2041027.85        | $1811640.13        | Private Label Collateralized Mortgage Obligations |
| 05TV2RCKT MORTGAGE TRUST 2 | 2044-07-25      | 6.5900%  |  | $455305.00         | $460992.47         | Private Label Collateralized Mortgage Obligations |
| 063NYOBX TR 2025-NQM8      | 2065-03-25      | 5.4720%  |  | $1479939.64        | $1495930.39        | Private Label Collateralized Mortgage Obligations |
| 044ITJGWPT XLI LLC 2018-1  | 2072-10-17      | 3.7400%  |  | $1060260.81        | $959585.27         | Asset-Backed Securities                           |
| 03YR2JGWPT XL LLC 2017-3   | 2069-02-15      | 5.4300%  |  | $75264.04          | $69021.92          | Asset-Backed Securities                           |
| 03YR2JGWPT XL LLC 2017-3   | 2067-02-15      | 3.8000%  |  | $51275.66          | $45263.27          | Asset-Backed Securities                           |
| 061AHREGIONAL MGT ISSUANC  | 2034-04-17      | 5.7300%  |  | $955000.00         | $967082.02         | Asset-Backed Securities                           |
| 04806PLANET FITNESS MSTR I | 2049-12-06      | 3.8580%  |  | $446985.00         | $433595.12         | Asset-Backed Securities                           |
| 05KG0FRONTIER ISSUER LLC 2 | 2053-08-20      | 6.6000%  |  | $37087.00          | $37737.32          | Asset-Backed Securities                           |
| 04NF9FIP MSTR FDG 2023-1 L | 2053-03-17      | 6.9700%  |  | $1991174.68        | $2016857.95        | Asset-Backed Securities                           |
| 0625TCONSOLIDATED COMM LLC | 2030-05-20      | 6.0000%  |  | $506432.00         | $522247.87         | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 4.5200%  |  | $6322864.00        | $6143533.53        | Asset-Backed Securities                           |
| 04TU2ALIGNED DT CEN ISS LL | 2046-08-15      | 2.4820%  |  | $290358.00         | $280854.94         | Asset-Backed Securities                           |
| 03HOHWENDYS FDG LLC 2018-1 | 2048-03-16      | 3.8840%  |  | $2870536.73        | $2835951.86        | Asset-Backed Securities                           |
| 061ATUNITED AUTO CR SEC TR | 2030-07-10      | 5.9600%  |  | $8837000.00        | $8959370.85        | Asset-Backed Securities                           |
| 030HECARS-DB4 LLP 2020-1   | 2050-02-15      | 3.4800%  |  | $738548.68         | $718560.85         | Asset-Backed Securities                           |
| 030KVMORTGAGE EQU CONV TR  | 2060-07-26      | 4.0000%  |  | $91551.02          | $87189.63          | Asset-Backed Securities                           |
| 03QB8FOCUS BRANDS FDG LLC  | 2047-04-30      | 5.0930%  |  | $110100.00         | $110191.79         | Asset-Backed Securities                           |
| 048G3TEXTAINER MARINE VII  | 2045-08-21      | 4.9400%  |  | $57452.51          | $56641.28          | Asset-Backed Securities                           |
| 04WBJAASET TR 2021-1       | 2041-11-16      | 2.9500%  |  | $258285.06         | $247285.03         | Asset-Backed Securities                           |
| 03S4ZJGWPT XXXIX LLC 2017- | 2072-09-15      | 3.5300%  |  | $4430801.35        | $3944976.29        | Asset-Backed Securities                           |
| 04VV9HOTWIRE FUNDING LLC 2 | 2051-11-20      | 2.3110%  |  | $900842.00         | $873085.03         | Asset-Backed Securities                           |
| 02QYHDB MASTER FINANCE LLC | 2051-11-20      | 2.7910%  |  | $1191575.00        | $1054609.11        | Asset-Backed Securities                           |
| 04LXMCIFC FUNDING 2020-1 L | 2036-07-15      | 5.7292%  |  | $550000.00         | $554538.30         | Other Instrument                                  |
| 05G4KOWL ROCK CLO 2025-10R | 2037-04-20      | 5.6500%  |  | $9014724.00        | $9193952.23        | Other Instrument                                  |
| 02HC9CREDIT AGRICOLE S A   | 2099-12-31      | 8.1250%  |  | $200000.00         | $204441.17         | Other Instrument                                  |
| ADBB ASIAN DEVELOPMENT BAN | 2028-09-26      | 4.8750%  |  | $1330000.00        | $1369166.84        | Other Instrument                                  |
| 01TAECORPORACION ANDINA DE | 2028-06-30      | 4.1250%  |  | $8797000.00        | $8895442.10        | Other Instrument                                  |
| 0604XSWCH COMM MTG TR  202 | 2042-02-15      | 6.2054%  |  | $1934000.00        | $1931414.68        | Other Instrument                                  |
| 04SJQGS MTG SEC CORP 2021- | 2036-06-16      | 5.7780%  |  | $1041375.00        | $984042.79         | Other Instrument                                  |
| 052LHFIRSTKEY HOMES TR 202 | 2039-03-17      | 4.0630%  |  | $4089000.00        | $4020538.33        | Other Instrument                                  |
| 05SKYCOMM MORTGAGE TRUST 2 | 2041-06-17      | 6.2041%  |  | $565905.00         | $565317.62         | Other Instrument                                  |
| 04CF1BANK 2019-BNK16       | 2052-02-16      | 4.2670%  |  | $3726220.00        | $3638578.48        | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.6281%  |  | $1143000.00        | $1149271.05        | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 7.2221%  |  | $237000.00         | $238426.41         | Other Instrument                                  |
| 04U1NBXHPP 2021-FILM       | 2036-08-15      | 5.1275%  |  | $1690000.00        | $1636662.29        | Other Instrument                                  |
| 04J94BBCMS MTG TR 2020-C6  | 2053-02-18      | 3.0450%  |  | $670475.00         | $548474.92         | Other Instrument                                  |
| 05LH0BSPRT ISSUER LLC 2023 | 2035-09-17      | 6.6221%  |  | $9345742.44        | $9377286.76        | Other Instrument                                  |
| 05JVWDATA MTG TR 2023-CNTR | 2043-08-12      | 5.9190%  |  | $6735000.00        | $6725629.44        | Other Instrument                                  |
| 0556YPROGRESS RESI TR 2022 | 2039-10-19      | 5.5000%  |  | $3967000.00        | $3974568.16        | Other Instrument                                  |
| 05XEZMF1 LLC 2024-FL16     | 2039-11-18      | 6.5019%  |  | $5571304.00        | $5421718.21        | Other Instrument                                  |
| 063AWINCREF LLC 2025-FL1   | 2042-10-20      | 7.4422%  |  | $8851838.00        | $8890432.19        | Other Instrument                                  |
| 02FSVBRAZIL FEDERATIVE REP | 2029-05-30      | 4.5000%  |  | $200000.00         | $199865.00         | Other Instrument                                  |

### Security 347: Wild Eagle Insurance Trust

- **C.1 - Title:** Wild Eagle Insurance Trust,  4.450%, 5/1/2045
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 968084AA1, C.4 - ISIN: US968084AA13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7835000.00
- **C.18.a - Value (excl. sponsor support):** $7835000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2045-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1
- **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 348: Wingo Family Master Trust

- **C.1 - Title:** Wingo Family Master Trust,  4.450%, 5/1/2046
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 97413AAB0, C.4 - ISIN: US97413AAB08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16400000.00
- **C.18.a - Value (excl. sponsor support):** $16400000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2046-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **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 349: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.340%, 9/2/2025
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNFR SOFR A 06/18/26 | 2026-06-18      | 4.4600%  |  | $15111.11          | $15250.29          | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $53037.04          | $44184.73          | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 26 A1   | 2026-10-16      | 4.5000%  |  | $10814.81          | $10882.15          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR DK 26/06   | 2026-06-18      | 4.5100%  |  | $16444.44          | $16602.97          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EX 26/10   | 2026-10-16      | 4.4750%  |  | $125925.93         | $126679.70         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FU 25/12   | 2025-12-29      | 4.4450%  |  | $23259.26          | $23440.58          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01   | 2026-01-29      | 4.4300%  |  | $9037.04           | $9074.04           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BE 26/09   | 2026-09-14      | 4.4800%  |  | $188148.15         | $190078.65         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BD 26/06   | 2026-06-12      | 4.4600%  |  | $207407.41         | $209392.99         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AZ 26/06   | 2026-06-03      | 4.4550%  |  | $48148.15          | $48671.95          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 4.4600%  |  | $8296.30           | $8295.25           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 4.4700%  |  | $11407.41          | $11472.99          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.5300%  |  | $260592.59         | $263444.13         | Agency Debentures and Agency Strips |
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 4.5950%  |  | $147703.70         | $148024.63         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 25/11   | 2025-11-28      | 4.5150%  |  | $23703.70          | $23716.17          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 6688 | 2025-12-08      | 4.5100%  |  | $29629.63          | $29944.99          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/25 6616 | 2025-09-26      | 4.5150%  |  | $8888.89           | $8960.99           | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/26 7434 | 2026-10-29      | 4.5000%  |  | $14074.07          | $14141.99          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR FM 25/11   | 2025-11-28      | 4.4300%  |  | $16296296.30       | $16301723.87       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 4.5200%  |  | $7703.70           | $7727.85           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 25/11   | 2025-11-14      | 4.5150%  |  | $31259.26          | $31328.26          | Agency Debentures and Agency Strips |
| FCSB 5.05 FCOR 25-32 EV   | 2032-08-25      | 5.0500%  |  | $1446666.67        | $1445305.51        | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  |  | $127559111.11      | $128243146.84      | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 4.4850%  |  | $24444.44          | $24671.11          | Agency Debentures and Agency Strips |
| GNMA GNPL PN DD4713       | 2060-06-15      | 5.8000%  |  | $84419.58          | $89575.51          | Agency Mortgage-Backed Securities   |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  |  | $7407337.78        | $5994728.83        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $970119.11         | $802874.46         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  |  | $7.26              | $6.20              | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $0.15              | $0.13              | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  |  | $7258661.78        | $4744290.37        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  |  | $5374238.22        | $3611181.75        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  |  | $4775140.74        | $3299798.93        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/33        | 2033-11-15      | 0.0000%  |  | $3895848.59        | $2762939.72        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/33        | 2033-05-15      | 0.0000%  |  | $1895096.44        | $1379863.31        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/32        | 2032-11-15      | 0.0000%  |  | $3493551.26        | $2605567.39        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $756026.67         | $577388.15         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/31        | 2031-05-15      | 0.0000%  |  | $2301027.41        | $1841314.35        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  |  | $1854614.96        | $1196247.05        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  |  | $4115710.52        | $2727979.36        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  |  | $226385.04         | $166747.07         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/32        | 2032-08-15      | 0.0000%  |  | $229734.81         | $173389.13         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/32        | 2032-02-15      | 0.0000%  |  | $20400568.44       | $15765314.49       | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $276625.78         | $218895.08         | U.S. Treasuries (including strips)  |
| USTR 1 1/4 TPRN E 31      | 2031-08-15      | 0.0000%  |  | $29629.63          | $23608.12          | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TPRN E 30      | 2030-08-15      | 0.0000%  |  | $18903.70          | $15734.23          | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  |  | $0.15              | $0.13              | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/30        | 2030-05-15      | 0.0000%  |  | $378.96            | $316.92            | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $64382.52          | $43872.44          | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/33        | 2033-08-15      | 0.0000%  |  | $135053.33         | $97080.66          | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/31        | 2031-11-15      | 0.0000%  |  | $8843377.04        | $6915706.55        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/30        | 2030-11-15      | 0.0000%  |  | $2183712.89        | $1787790.46        | U.S. Treasuries (including strips)  |

### Security 350: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.340%, 9/2/2025
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNAR XX.XXX WS843823 | 2035-11-01      | 6.1980%  |  | $5627.21           | $5755.90           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $3755850.33        | $3731241.58        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB3750 | 2052-06-01      | 4.5000%  |  | $5746.20           | $5557.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3745 | 2052-03-01      | 3.0000%  |  | $214.48            | $186.61            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $3544.68           | $3332.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  |  | $831.12            | $754.11            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $369.62            | $311.44            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  |  | $170.43            | $149.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  |  | $861.56            | $758.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4028 | 2035-05-01      | 3.5000%  |  | $169.77            | $165.95            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $1442.78           | $1269.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  |  | $179.81            | $164.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $157.04            | $153.22            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CKAS8356 | 2046-11-01      | 3.0000%  |  | $4196.65           | $3667.85           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI3544       | 2064-06-15      | 2.7000%  |  | $377920.71         | $322762.80         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1027       | 2063-10-15      | 2.6200%  |  | $252428.90         | $213693.88         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1781       | 2064-10-15      | 4.0500%  |  | $102781.53         | $96408.56          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7768 H     | 2071-09-20      | 5.6410%  |  | $382092.76         | $397165.85         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7766 H     | 2071-08-20      | 5.8620%  |  | $279320.43         | $293084.50         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH2661 H     | 2071-08-20      | 6.2560%  |  | $259107.31         | $275294.29         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CG8075 H     | 2071-07-20      | 5.7380%  |  | $484843.25         | $506680.64         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CG2479 H     | 2071-08-20      | 5.6960%  |  | $1463906.98        | $1523772.64        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF9497       | 2064-02-15      | 2.4000%  |  | $252056.22         | $201399.89         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF5143       | 2064-01-15      | 2.7000%  |  | $125952.89         | $107649.54         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF1029       | 2064-09-15      | 3.6000%  |  | $885273.09         | $804124.53         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3957 | 2035-03-01      | 3.5000%  |  | $1234.77           | $1204.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  |  | $1237.74           | $1131.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3788 | 2026-12-01      | 3.0000%  |  | $9135.37           | $9066.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CIZK3065 | 2026-03-01      | 5.0000%  |  | $209.58            | $212.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3539 | 2026-09-01      | 3.0000%  |  | $7974.31           | $7917.59           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4LZJ9583 | 2037-07-01      | 6.0000%  |  | $10388.69          | $10435.29          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  |  | $2.95              | $3.07              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.500 CLZJ4957 | 2031-01-01      | 8.5000%  |  | $6962.58           | $7046.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZJ0144 | 2040-07-01      | 5.5000%  |  | $9990.88           | $10333.78          | Agency Mortgage-Backed Securities   |
| FMAC FMAR 972136 G        | 2034-01-01      | 6.4300%  |  | $16.47             | $16.94             | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7953       | 2060-07-15      | 5.9900%  |  | $97720.84          | $104697.51         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7952       | 2060-07-15      | 5.9900%  |  | $175482.81         | $188685.95         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7947       | 2060-06-15      | 5.9800%  |  | $978900.99         | $1051932.01        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7943       | 2060-06-15      | 5.9800%  |  | $357901.75         | $384603.05         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7941       | 2060-06-15      | 5.9400%  |  | $588133.97         | $630241.42         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ6839       | 2060-07-15      | 5.8500%  |  | $1034663.59        | $1097604.24        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ6586 C     | 2055-05-20      | 6.0000%  |  | $1712428.44        | $1762918.82        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4683       | 2060-05-15      | 5.5000%  |  | $19025.07          | $19878.07          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4687       | 2058-09-15      | 5.8800%  |  | $627254.24         | $665003.23         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4685       | 2055-09-15      | 5.8800%  |  | $674143.98         | $714875.31         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  |  | $647.81            | $606.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  |  | $3754.97           | $3596.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  |  | $2953.78           | $2928.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS4198 | 2029-12-01      | 3.5000%  |  | $137.30            | $136.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS4196 | 2030-01-01      | 3.5000%  |  | $11871.12          | $11722.40          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4169 | 2044-12-01      | 4.0000%  |  | $25.28             | $24.20             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  |  | $122.75            | $117.52            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS4488 | 2030-02-01      | 2.5000%  |  | $99.70             | $96.93             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18597 G | 2031-04-01      | 3.5000%  |  | $82.64             | $82.01             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18592 G | 2031-03-01      | 3.0000%  |  | $394.03            | $385.93            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  |  | $18.59             | $18.10             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2879 | 2047-01-01      | 4.0000%  |  | $2164.58           | $2068.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2871 | 2032-01-01      | 3.0000%  |  | $1293.33           | $1264.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  |  | $53.40             | $47.85             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $149.55            | $134.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GL252670 | 2029-07-01      | 7.0000%  |  | $59.41             | $61.26             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GL252409 | 2029-03-01      | 6.5000%  |  | $188.95            | $192.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GL252284 | 2029-01-01      | 6.5000%  |  | $125.14            | $127.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL250701 | 2026-10-01      | 7.5000%  |  | $1.73              | $1.74              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL250576 | 2026-06-01      | 7.0000%  |  | $0.26              | $0.27              | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS224713 | 2031-02-01      | 5.4970%  |  | $11556.34          | $11689.47          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  |  | $361.22            | $362.24            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  |  | $981.31            | $982.46            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $9500.16           | $9356.63           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  |  | $8958.25           | $8832.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  |  | $666.32            | $647.01            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $2206.77           | $2073.48           | Agency Mortgage-Backed Securities   |
| FMAC 05.460 FGPC U30869 G | 2038-01-01      | 5.4600%  |  | $7984.13           | $8231.77           | Agency Mortgage-Backed Securities   |
| FMAC 05.625 FGPC U30863 G | 2038-02-01      | 5.6250%  |  | $6378.94           | $6616.53           | Agency Mortgage-Backed Securities   |
| FMAC 06.200 FRPC G80294 G | 2027-10-01      | 6.2000%  |  | $2263.79           | $2275.72           | Agency Mortgage-Backed Securities   |
| FMAC 08.000 FRPC G80227 G | 2030-11-01      | 8.0000%  |  | $1943.08           | $1968.44           | Agency Mortgage-Backed Securities   |
| FMAC 08.000 FRPC G80210 G | 2027-08-01      | 8.0000%  |  | $1379.24           | $1387.93           | Agency Mortgage-Backed Securities   |
| FMAC 08.500 FRPC G80204 G | 2027-10-01      | 8.5000%  |  | $0.13              | $0.13              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C80354 G | 2025-10-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G61886 G | 2048-11-01      | 5.0000%  |  | $8763.65           | $8867.76           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61607 G | 2048-09-01      | 4.5000%  |  | $1042.28           | $1027.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253872 | 2031-05-01      | 8.5000%  |  | $36.90             | $37.32             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 K2253553 | 2030-10-01      | 8.0000%  |  | $521.74            | $532.23            | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  |  | $2.21              | $2.34              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253891 | 2031-07-01      | 7.5000%  |  | $94.82             | $97.81             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 K2254107 | 2031-11-01      | 7.0000%  |  | $264.47            | $266.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  |  | $83.56             | $83.39             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90598 G | 2042-12-01      | 3.5000%  |  | $3035.37           | $2859.35           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAL2921 | 2042-08-01      | 3.5000%  |  | $5452.78           | $5147.11           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  |  | $3107.93           | $2784.07           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  |  | $11874.67          | $12017.12          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CTRB5071 | 2040-09-01      | 2.0000%  |  | $13271.85          | $11542.47          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  |  | $4008.38           | $3757.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  |  | $1247.22           | $1233.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7766 | 2032-06-01      | 3.5000%  |  | $12737.43          | $12615.69          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6598 | 2030-04-01      | 3.5000%  |  | $344.66            | $341.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  |  | $2740.75           | $2618.02           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  |  | $7266.20           | $6659.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 K2254360 | 2032-05-01      | 7.0000%  |  | $162.69            | $163.51            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GO254485 | 2031-11-01      | 7.0000%  |  | $121.07            | $121.77            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB8145 | 2037-03-01      | 2.0000%  |  | $3024.18           | $2777.51           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  |  | $154.09            | $144.95            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  |  | $2116.63           | $2055.29           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB8032 | 2035-02-01      | 3.0000%  |  | $7879.53           | $7637.34           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB8006 | 2034-09-01      | 3.0000%  |  | $1036.57           | $1004.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $2358.83           | $2447.47           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  |  | $186.81            | $194.01            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  |  | $958.73            | $930.93            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0674 | 2035-12-01      | 3.5000%  |  | $12017.53          | $11728.06          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI7373 | 2038-04-01      | 5.5000%  |  | $10756.77          | $11154.99          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.000 CLZI7159 | 2038-02-01      | 8.0000%  |  | $10901.98          | $11297.92          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZI4628 | 2033-09-01      | 7.0000%  |  | $6067.19           | $6409.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZI3330 | 2035-07-01      | 5.0000%  |  | $6165.42           | $6312.36           | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C67997 G | 2032-06-01      | 6.5000%  |  | $0.10              | $0.10              | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC T45017 G | 2027-10-01      | 2.5000%  |  | $7166.01           | $7057.39           | Agency Mortgage-Backed Securities   |
| FMAC 05.440 FGPC T30297 G | 2037-09-01      | 5.4400%  |  | $8745.02           | $9065.49           | Agency Mortgage-Backed Securities   |
| FMAC 05.750 FGPC T30077 G | 2037-04-01      | 5.7500%  |  | $9583.32           | $10052.23          | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC G01624 G | 2033-11-01      | 6.5000%  |  | $1269.54           | $1323.93           | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC G01311 G | 2031-09-01      | 7.0000%  |  | $7.90              | $8.36              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2459 | 2037-11-01      | 5.5000%  |  | $8411.99           | $8764.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2423 | 2038-01-01      | 5.5000%  |  | $6891.88           | $7180.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2342 | 2038-08-01      | 5.5000%  |  | $6570.85           | $6730.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2133 | 2038-06-01      | 5.5000%  |  | $11967.55          | $12410.52          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS1976 | 2038-01-01      | 5.5000%  |  | $9530.53           | $9925.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0763 | 2033-11-01      | 7.0000%  |  | $7276.94           | $7687.82           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN5328 | 2036-02-01      | 2.0000%  |  | $11017.86          | $10175.06          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CIQN3915 | 2035-10-01      | 1.5000%  |  | $11540.31          | $10366.84          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA5159 | 2038-08-01      | 3.5000%  |  | $772.90            | $750.24            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  |  | $5543.71           | $5624.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  |  | $4134.70           | $4245.92           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  |  | $2291.35           | $2324.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  |  | $204.57            | $198.58            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $5786.18           | $5870.11           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ2360 H     | 2075-05-20      | 5.9110%  |  | $650951.58         | $693446.85         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ1942 C     | 2055-04-20      | 7.0000%  |  | $1781144.99        | $1885228.77        | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  |  | $786.53            | $769.68            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  |  | $507.96            | $498.50            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  |  | $557.25            | $548.20            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J36177 G | 2032-01-01      | 3.0000%  |  | $12743.59          | $12467.59          | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J32373 G | 2029-05-01      | 3.0000%  |  | $10195.98          | $10075.18          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3PRE6094 | 2051-04-01      | 2.0000%  |  | $55585.97          | $43256.76          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3JRE0031 | 2051-09-01      | 2.0000%  |  | $7446.01           | $6067.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3JRE0026 | 2051-05-01      | 2.0000%  |  | $8287.47           | $6714.79           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CNRD5188 | 2034-04-01      | 5.0000%  |  | $10804.01          | $10973.48          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CNRD5184 | 2034-03-01      | 6.0000%  |  | $10626.78          | $11047.18          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CNRD5158 | 2033-07-01      | 5.0000%  |  | $7391.45           | $7526.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CNRD5108 | 2032-08-01      | 3.0000%  |  | $7898.03           | $7656.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $4470.76           | $4305.85           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J29071 G | 2029-08-01      | 2.5000%  |  | $12295.78          | $11975.65          | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J29016 G | 2029-08-01      | 3.5000%  |  | $4670.77           | $4622.20           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J29029 G | 2029-08-01      | 2.5000%  |  | $10106.29          | $9851.29           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J20463 G | 2027-09-01      | 2.5000%  |  | $5228.88           | $5157.27           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 848690 G        | 2037-03-01      | 6.5050%  |  | $62.26             | $64.55             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q57433 G | 2048-07-01      | 4.0000%  |  | $69.81             | $66.75             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  |  | $419.81            | $409.41            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.150 WNWN5229 | 2030-02-01      | 4.1500%  |  | $10150032.20       | $10148070.99       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  |  | $1253.77           | $1102.40           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN5140 | 2029-10-01      | 4.0000%  |  | $10169491.53       | $10136645.20       | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  |  | $1581.60           | $1418.97           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  |  | $2066.42           | $1854.47           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  |  | $88.53             | $79.48             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08713 G | 2046-06-01      | 4.5000%  |  | $101.35            | $100.26            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08708 G | 2046-05-01      | 4.5000%  |  | $58.46             | $57.83             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08728 G | 2046-10-01      | 4.0000%  |  | $6546.73           | $6263.13           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  |  | $202.01            | $182.00            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  |  | $210.94            | $208.67            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08702 G | 2046-04-01      | 3.5000%  |  | $86.71             | $80.77             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  |  | $90.92             | $89.94             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08699 G | 2046-03-01      | 4.0000%  |  | $311.41            | $297.99            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08655 G | 2045-07-01      | 4.0000%  |  | $8407.46           | $8053.77           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q04022 G | 2041-10-01      | 4.0000%  |  | $7616.14           | $7446.36           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q03841 G | 2041-10-01      | 4.0000%  |  | $3816.74           | $3726.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL725162 | 2034-02-01      | 6.0000%  |  | $139.94            | $145.56            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL669954 | 2033-01-01      | 6.0000%  |  | $173.47            | $178.02            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GO653829 | 2033-05-01      | 6.5000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL647012 | 2032-06-01      | 7.0000%  |  | $10.95             | $11.57             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ0084 | 2030-06-01      | 3.5000%  |  | $107.49            | $106.08            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLAY7608 | 2045-04-01      | 2.5000%  |  | $3028.87           | $2611.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAY0828 | 2030-05-01      | 2.5000%  |  | $1707.49           | $1649.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  |  | $239.52            | $224.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX4887 | 2044-12-01      | 4.0000%  |  | $97.74             | $93.58             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV9316 | 2044-03-01      | 4.5000%  |  | $12.97             | $12.82             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV4892 | 2043-12-01      | 4.5000%  |  | $37.44             | $36.85             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV2359 | 2044-01-01      | 4.0000%  |  | $4413.15           | $4282.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAJ8203 | 2042-01-01      | 4.5000%  |  | $24.97             | $25.04             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAJ4535 | 2026-11-01      | 3.0000%  |  | $5170.56           | $5133.90           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAJ3591 | 2041-10-01      | 4.0000%  |  | $10.19             | $9.96              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  |  | $1339.22           | $1342.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAI5236 | 2041-06-01      | 5.0000%  |  | $1494.74           | $1528.64           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  |  | $654.74            | $656.58            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  |  | $11.12             | $11.09             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH7007 | 2041-03-01      | 4.0000%  |  | $1815.81           | $1775.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQJ8358 | 2054-11-01      | 4.5000%  |  | $8228.78           | $7949.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0688 | 2032-09-01      | 7.0000%  |  | $3972.50           | $4196.80           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0641 | 2032-05-01      | 7.0000%  |  | $6104.90           | $6449.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0614 | 2032-03-01      | 7.0000%  |  | $8866.95           | $9367.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS0898 | 2035-08-01      | 5.5000%  |  | $11521.39          | $11998.59          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8258 | 2038-10-01      | 4.0000%  |  | $5398.52           | $5317.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  |  | $714.27            | $680.06            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZI0715 | 2033-09-01      | 7.0000%  |  | $7981.75           | $8432.42           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q17648 G | 2043-04-01      | 3.5000%  |  | $6847.69           | $6457.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAT0347 | 2043-05-01      | 3.5000%  |  | $6020.36           | $5680.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CWMA1451 | 2028-05-01      | 3.0000%  |  | $42.72             | $42.17             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6115 | 2051-10-01      | 2.5000%  |  | $12471.53          | $10483.36          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8170 | 2037-08-01      | 3.5000%  |  | $329.88            | $320.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $55.77             | $54.59             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  |  | $1390.84           | $1428.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQB0974 | 2050-07-01      | 2.5000%  |  | $10632.94          | $8972.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $2527.97           | $2318.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQE7805 | 2052-08-01      | 5.5000%  |  | $9182.78           | $9309.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQB1158 | 2050-07-01      | 3.0000%  |  | $6840.81           | $6123.44           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 3JZJ2789 | 2039-06-01      | 4.5000%  |  | $9289.93           | $9323.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.500 CLZS2779 | 2031-08-01      | 8.5000%  |  | $11456.78          | $12174.41          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  |  | $130.64            | $133.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.490 CA824405 | 2035-08-01      | 4.4900%  |  | $6327.34           | $6299.70           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A46675 G | 2035-08-01      | 4.5000%  |  | $63.88             | $64.30             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL836865 | 2035-11-01      | 5.0000%  |  | $720.03            | $737.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT256107 | 2026-01-01      | 6.5000%  |  | $177.07            | $184.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  |  | $4734.43           | $4593.96           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q19134 G | 2043-06-01      | 4.0000%  |  | $2631.85           | $2563.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  |  | $513.72            | $470.29            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4592 | 2045-10-01      | 4.0000%  |  | $7804.44           | $7465.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIZA3940 | 2033-01-01      | 2.0000%  |  | $7256.59           | $6820.42           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q02173 G | 2041-07-01      | 4.5000%  |  | $11.70             | $11.75             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q02576 G | 2041-08-01      | 4.5000%  |  | $60.50             | $60.50             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q00804 G | 2041-05-01      | 4.5000%  |  | $12692.92          | $12744.07          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4275 | 2053-09-01      | 6.0000%  |  | $3487.08           | $3591.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4083 | 2053-11-01      | 6.0000%  |  | $11233.85          | $11749.17          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  |  | $237.00            | $206.21            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  |  | $10997.63          | $9978.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  |  | $7054.90           | $6815.11           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  |  | $237.13            | $239.54            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  |  | $5812.08           | $5871.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  |  | $4179.99           | $3916.09           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8375 | 2053-09-01      | 4.0000%  |  | $9903.02           | $9283.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8338 | 2053-06-01      | 4.0000%  |  | $1526.78           | $1430.63           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $6044.30           | $5486.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $7021.79           | $7116.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $880.22            | $850.30            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  |  | $217.80            | $197.65            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  |  | $67.59             | $67.43             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH5616 | 2026-02-01      | 3.5000%  |  | $0.96              | $0.96              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  |  | $1353.06           | $1356.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH6231 | 2041-03-01      | 4.5000%  |  | $34.70             | $34.54             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH4407 | 2026-01-01      | 3.5000%  |  | $0.45              | $0.44              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  |  | $1094.66           | $1044.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBE7150 | 2032-02-01      | 3.5000%  |  | $78.43             | $77.70             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  |  | $328.74            | $324.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC6175 | 2031-07-01      | 2.5000%  |  | $464.62            | $449.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  |  | $6464.11           | $5765.54           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC2631 | 2031-11-01      | 2.5000%  |  | $2487.20           | $2401.64           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC2628 | 2031-11-01      | 2.5000%  |  | $1335.42           | $1284.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBA2907 | 2045-11-01      | 4.0000%  |  | $4757.60           | $4529.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  |  | $156.46            | $148.10            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE4259 | 2055-07-01      | 5.5000%  |  | $631.75            | $643.55            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  |  | $254.01            | $259.95            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE1901 | 2055-07-01      | 6.0000%  |  | $253.97            | $262.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE0516 | 2055-06-01      | 6.0000%  |  | $253.28            | $261.96            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD9854 | 2055-07-01      | 5.0000%  |  | $452.75            | $448.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  |  | $5.90              | $6.06              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.850 CA945190 | 2037-08-01      | 5.8500%  |  | $5841.71           | $5863.09           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $1402.38           | $1178.51           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  |  | $1182.28           | $1034.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  |  | $14293.91          | $12017.67          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8143 | 2051-04-01      | 3.5000%  |  | $10939.86          | $10026.51          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8163 | 2051-08-01      | 3.5000%  |  | $234.20            | $213.82            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $783.13            | $627.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $152.58            | $133.32            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  |  | $5822.42           | $4904.02           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $9117.12           | $7332.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  |  | $10942.23          | $10405.34          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC2370 | 2036-11-01      | 2.0000%  |  | $8273.53           | $7619.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  |  | $4.74              | $4.73              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH0943 | 2040-12-01      | 4.0000%  |  | $5434.77           | $5315.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAH0621 | 2041-01-01      | 3.5000%  |  | $6645.25           | $6295.46           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB629640 | 2026-12-01      | 5.1050%  |  | $61.98             | $62.12             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 09.000 CL564318 | 2030-11-01      | 9.0000%  |  | $1.01              | $1.02              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  |  | $10398.94          | $9521.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  |  | $228.47            | $227.17            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  |  | $5874.56           | $5114.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  |  | $13362.60          | $12138.49          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  |  | $2631.56           | $2390.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  |  | $6265.57           | $6362.58           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZA3679 | 2028-12-01      | 3.0000%  |  | $7623.39           | $7510.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3CZA2995 | 2029-05-01      | 2.5000%  |  | $931.92            | $927.37            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CTZA2488 | 2038-01-01      | 3.0000%  |  | $10803.95          | $10229.11          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2481 | 2037-11-01      | 3.5000%  |  | $12478.53          | $12082.62          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CTZA2499 | 2038-03-01      | 4.0000%  |  | $1094.19           | $1081.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2498 | 2038-03-01      | 3.5000%  |  | $1390.96           | $1345.26           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2458 | 2037-05-01      | 3.5000%  |  | $563.65            | $546.43            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2412 | 2036-04-01      | 3.5000%  |  | $11258.48          | $10942.11          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2394 | 2035-10-01      | 3.5000%  |  | $6801.56           | $6616.34           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2380 | 2035-06-01      | 3.5000%  |  | $1717.53           | $1677.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2403 | 2036-01-01      | 3.5000%  |  | $1394.23           | $1358.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2217 | 2032-02-01      | 3.5000%  |  | $7613.68           | $7500.08           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6130 | 2054-10-01      | 5.5000%  |  | $617.63            | $623.96            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  |  | $11165.87          | $11669.35          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAH2720 | 2026-01-01      | 4.0000%  |  | $3419.13           | $3416.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL931307 | 2039-06-01      | 4.5000%  |  | $885.91            | $888.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL930922 | 2039-04-01      | 4.5000%  |  | $144.66            | $145.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL928560 | 2037-07-01      | 5.5000%  |  | $40.06             | $41.29             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA8072 | 2050-02-01      | 3.0000%  |  | $6091.21           | $5310.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  |  | $117.11            | $111.28            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQA3487 | 2049-09-01      | 5.0000%  |  | $9542.73           | $9673.07           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 972164 G        | 2035-01-01      | 6.6810%  |  | $176.01            | $182.00            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK3344 C     | 2055-05-20      | 6.5000%  |  | $1584340.90        | $1657604.87        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK3209 C     | 2055-08-20      | 6.5000%  |  | $1840060.17        | $1928338.08        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9301 H     | 2075-06-20      | 5.6440%  |  | $124344.62         | $129632.86         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC1826 | 2036-02-01      | 2.0000%  |  | $10736.59          | $9887.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIRC1695 | 2035-12-01      | 3.5000%  |  | $12821.88          | $12450.96          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CTRB5146 | 2042-02-01      | 2.5000%  |  | $9669.26           | $8589.79           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  |  | $11026.29          | $11602.10          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8627 | 2053-03-01      | 5.5000%  |  | $11596.46          | $11813.64          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $1169.39           | $1184.10           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  |  | $5812.29           | $5450.63           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $10818.46          | $10515.98          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $835.12            | $807.86            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7483 | 2052-06-01      | 4.0000%  |  | $8357.29           | $7843.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  |  | $6114.01           | $5553.92           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $10653.90          | $9678.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA6909 | 2052-03-01      | 3.5000%  |  | $1736.69           | $1576.24           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  |  | $11536.00          | $10037.97          | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A88472 G | 2039-09-01      | 4.5000%  |  | $2366.12           | $2377.36           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A84432 G | 2039-02-01      | 4.5000%  |  | $6202.58           | $6185.31           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC C09044 G | 2043-07-01      | 3.5000%  |  | $10721.80          | $10093.51          | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC C09064 G | 2044-10-01      | 4.0000%  |  | $8551.09           | $8200.16           | Agency Mortgage-Backed Securities   |
| FMAC 07.500 FGPC C00524 G | 2027-06-01      | 7.5000%  |  | $1.09              | $1.11              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C00785 G | 2029-06-01      | 6.5000%  |  | $2.50              | $2.60              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC H09098 G | 2037-10-01      | 6.5000%  |  | $156.97            | $161.78            | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC H09070 G | 2037-09-01      | 6.5000%  |  | $118.35            | $121.83            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45080 G | 2046-12-01      | 3.0000%  |  | $7702.23           | $6940.48           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45079 G | 2046-12-01      | 3.0000%  |  | $7363.67           | $6649.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC1914 | 2036-06-01      | 2.0000%  |  | $8717.39           | $8028.07           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ3142 | 2054-08-01      | 5.0000%  |  | $10102.97          | $10014.64          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH6123 | 2053-11-01      | 5.5000%  |  | $7160.84           | $7239.37           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  |  | $8602.13           | $8910.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $411.36            | $416.46            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8588 H     | 2075-05-20      | 6.8540%  |  | $197044.91         | $206253.66         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8563 H     | 2075-06-20      | 5.8730%  |  | $3956871.38        | $4258687.90        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8550 H     | 2075-05-20      | 5.8100%  |  | $3311385.80        | $3554477.57        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7336 C     | 2055-07-20      | 5.5000%  |  | $1839482.48        | $1867979.34        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM5475 | 2050-03-01      | 4.5000%  |  | $4253.18           | $4175.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  |  | $3615.91           | $3333.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  |  | $1240.93           | $1178.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM5035 | 2050-07-01      | 4.0000%  |  | $61.70             | $58.88             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $479.70            | $439.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  |  | $4350.82           | $4011.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $508.24            | $466.31            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4085 | 2050-01-01      | 3.5000%  |  | $2593.70           | $2412.54           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  |  | $1943.98           | $1947.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  |  | $2316.82           | $2103.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  |  | $451.78            | $458.52            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  |  | $474.66            | $475.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  |  | $2163.31           | $1962.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  |  | $350.17            | $360.10            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL3488 C     | 2055-06-20      | 4.5000%  |  | $1971292.63        | $1887234.74        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8699 H     | 2075-06-20      | 5.8580%  |  | $2426698.94        | $2613653.99        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA2938 | 2047-03-01      | 4.5000%  |  | $56.58             | $55.69             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2930 | 2047-03-01      | 4.0000%  |  | $101.08            | $96.58             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2903 | 2032-02-01      | 3.0000%  |  | $430.47            | $420.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  |  | $1745.67           | $1620.35           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CM6372 H     | 2072-03-20      | 5.7530%  |  | $50486.28          | $52735.86          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3807       | 2059-09-15      | 5.3300%  |  | $209437.67         | $216101.47         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM4400       | 2064-12-15      | 4.0300%  |  | $1165539.40        | $1081175.85        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3097       | 2064-08-15      | 3.9000%  |  | $293278.54         | $274269.79         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL6622       | 2064-10-15      | 3.6400%  |  | $366338.24         | $333685.09         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5333       | 2064-08-15      | 3.0800%  |  | $126078.63         | $110626.25         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5328       | 2064-07-15      | 2.9000%  |  | $517695.78         | $443377.21         | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q61246 G | 2049-01-01      | 3.0000%  |  | $97.39             | $89.34             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q31605 G | 2045-02-01      | 4.0000%  |  | $117.35            | $112.43            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q28764 G | 2044-06-01      | 3.5000%  |  | $9926.83           | $9238.92           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q28604 G | 2044-09-01      | 3.5000%  |  | $5337.54           | $5020.60           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q26218 G | 2044-05-01      | 3.5000%  |  | $1834.70           | $1726.57           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08812 G | 2048-04-01      | 3.0000%  |  | $10787.26          | $9607.03           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08803 G | 2048-03-01      | 3.0000%  |  | $8753.67           | $7795.93           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  |  | $1106.64           | $987.57            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08785 G | 2047-10-01      | 4.0000%  |  | $32.68             | $31.16             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08772 G | 2047-07-01      | 4.5000%  |  | $152.48            | $149.89            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G16303 G | 2028-10-01      | 4.5000%  |  | $237.68            | $238.68            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G16186 G | 2031-04-01      | 2.5000%  |  | $7602.01           | $7373.75           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G15227 G | 2029-12-01      | 3.5000%  |  | $130.49            | $129.67            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G16040 G | 2030-07-01      | 3.5000%  |  | $34.58             | $34.31             | Agency Mortgage-Backed Securities   |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $8733313.98        | $7227725.59        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/30        | 2030-05-15      | 0.0000%  |  | $7994816.88        | $6685833.51        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $6181886.16        | $5334504.11        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/29        | 2029-02-15      | 0.0000%  |  | $7578726.10        | $6670014.11        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  |  | $7870546.10        | $7461812.90        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  |  | $10947239.24       | $10464433.14       | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/26        | 2026-08-15      | 0.0000%  |  | $8917626.24        | $8601228.86        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  |  | $4142221.87        | $4069666.71        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  |  | $445677.97         | $307979.96         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/32        | 2032-11-15      | 0.0000%  |  | $7466207.54        | $5568461.84        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $12923068.04       | $9869527.99        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/31        | 2031-11-15      | 0.0000%  |  | $1222172.36        | $955764.45         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/30        | 2030-11-15      | 0.0000%  |  | $6856662.20        | $5613501.35        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  |  | $2457713.90        | $1585252.50        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  |  | $6363008.90        | $4217535.92        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  |  | $11704218.04       | $8192250.38        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/33        | 2033-08-15      | 0.0000%  |  | $81610.33          | $58664.12          | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  |  | $11896888.98       | $8762820.14        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/32        | 2032-08-15      | 0.0000%  |  | $15021998.12       | $11337642.78       | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $2457711.88        | $1944797.24        | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $62677855.93       | $63584906.67       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $24995516.95       | $25404114.86       | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  |  | $7683851.44        | $6218510.23        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/26        | 2026-05-15      | 0.0000%  |  | $7667197.61        | $7458036.46        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $49031516.95       | $51431080.21       | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/31        | 2031-05-15      | 0.0000%  |  | $7001756.95        | $5602903.93        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  |  | $415677.97         | $271688.78         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $2457712.35        | $1674768.76        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/33        | 2033-05-15      | 0.0000%  |  | $2.54              | $1.85              | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  |  | $0.06              | $0.04              | U.S. Treasuries (including strips)  |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $61800737.29       | $63585209.41       | U.S. Treasuries (including strips)  |
| FNMA FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  |  | $3866.29           | $3550.89           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ3296 | 2054-08-01      | 6.0000%  |  | $712.38            | $731.08            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLZS1370 | 2037-03-01      | 6.0000%  |  | $224.25            | $237.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  |  | $901.44            | $859.95            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM3770 | 2035-07-01      | 3.0000%  |  | $6478.28           | $6239.29           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH9518 H     | 2071-10-20      | 6.0340%  |  | $1085634.66        | $1139141.37        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $237.47            | $240.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  |  | $954.77            | $910.92            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZL7871 | 2044-03-01      | 4.5000%  |  | $7932.65           | $7837.48           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  |  | $7253.40           | $6349.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRJ4295 | 2055-02-01      | 5.0000%  |  | $506.61            | $502.34            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI8980       | 2064-01-15      | 4.1400%  |  | $2584.92           | $2440.39           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN1590 | 2030-06-01      | 4.0000%  |  | $9932796.61        | $9880312.82        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5825 H     | 2075-06-20      | 6.6660%  |  | $630733.89         | $667998.49         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF9973       | 2059-11-15      | 4.9800%  |  | $35794.45          | $35981.20          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  |  | $6236.66           | $6184.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA9685 | 2050-05-01      | 3.0000%  |  | $12518.43          | $11161.45          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AV2187 C     | 2046-09-20      | 3.0000%  |  | $2200871.69        | $1972932.54        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  |  | $3628.73           | $3331.71           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK7211 H     | 2072-01-20      | 5.6980%  |  | $191036.23         | $199279.60         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL6584 | 2030-04-01      | 3.0000%  |  | $5547.66           | $5452.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $6496.94           | $5659.24           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  |  | $973.17            | $932.94            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45819 G | 2047-01-01      | 3.0000%  |  | $9140.48           | $8217.30           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4672 | 2046-08-01      | 3.5000%  |  | $6645.86           | $6219.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3VZT1107 | 2043-03-01      | 3.5000%  |  | $12147.61          | $11436.64          | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18692 G | 2033-06-01      | 3.5000%  |  | $24.26             | $24.03             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS4485 | 2030-02-01      | 2.5000%  |  | $86.29             | $83.96             | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9363 H     | 2071-10-20      | 5.7760%  |  | $1138925.36        | $1188644.64        | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q36302 G | 2045-09-01      | 3.5000%  |  | $4941.20           | $4611.22           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3774 | 2026-12-01      | 3.0000%  |  | $9057.19           | $8985.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  |  | $2295.74           | $1920.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $5533.19           | $5022.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  |  | $2011.96           | $1853.30           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  |  | $4946.82           | $4721.99           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  |  | $462.52            | $441.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $1752.28           | $1740.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $719.97            | $738.75            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.500 CLRQ0018 | 2055-06-01      | 7.5000%  |  | $426.01            | $456.77            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN AF3338       | 2060-06-15      | 5.1500%  |  | $305681.49         | $310785.01         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9331 H     | 2075-02-20      | 6.6980%  |  | $665051.23         | $707216.88         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7366 H     | 2075-05-20      | 5.8830%  |  | $7082052.10        | $7619885.17        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQX3021 | 2055-01-01      | 5.0000%  |  | $12687.12          | $12569.12          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  |  | $77.35             | $73.91             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZA4888 | 2047-03-01      | 5.0000%  |  | $8201.97           | $8287.01           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CTRB5330 | 2045-01-01      | 4.0000%  |  | $12385.79          | $11925.73          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN7581       | 2061-04-15      | 5.4500%  |  | $19040.59          | $19773.97          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  |  | $4858.20           | $4925.89           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1390 H     | 2075-04-20      | 7.4770%  |  | $126595.49         | $133706.81         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQY3142 | 2055-05-01      | 4.5000%  |  | $9157.89           | $8846.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD6708 | 2054-02-01      | 6.0000%  |  | $4458.50           | $4575.51           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQG1385 | 2053-04-01      | 5.0000%  |  | $9948.46           | $9889.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRJ1662 | 2054-04-01      | 5.5000%  |  | $8981.74           | $9085.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD5164 | 2054-03-01      | 6.0000%  |  | $6612.34           | $6789.92           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD4116 | 2052-12-01      | 4.5000%  |  | $3084.08           | $2983.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  |  | $8090.12           | $6295.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  |  | $1923.05           | $1884.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3890 | 2040-01-01      | 3.0000%  |  | $279.62            | $262.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  |  | $86.58             | $85.24             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  |  | $1882.76           | $1510.47           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA2327 | 2048-09-01      | 4.0000%  |  | $1322.07           | $1266.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  |  | $804.91            | $798.31            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD5314 | 2053-01-01      | 3.0000%  |  | $12898.74          | $11222.82          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7554 | 2052-06-01      | 4.0000%  |  | $7532.76           | $7074.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  |  | $313.32            | $298.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $1882.82           | $1708.36           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1049 | 2052-06-01      | 3.5000%  |  | $12228.41          | $11184.60          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  |  | $2032.75           | $2061.08           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $11381.73          | $10994.87          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  |  | $2546.06           | $2612.47           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9300 H     | 2075-05-20      | 5.7830%  |  | $188156.68         | $198203.00         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  |  | $398.52            | $413.18            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  |  | $6362645.34        | $6146379.03        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAS5622 | 2030-08-01      | 3.0000%  |  | $5056.54           | $4964.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6427 | 2051-12-01      | 3.0000%  |  | $5932.23           | $5161.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  |  | $4455.20           | $4571.42           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 3PZA3246 | 2047-10-01      | 3.0000%  |  | $7077.20           | $6185.23           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CH6570       | 2064-02-15      | 2.5000%  |  | $126052.45         | $105814.91         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD1154 | 2055-02-01      | 5.0000%  |  | $758.09            | $755.77            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CB5880       | 2062-11-15      | 2.7400%  |  | $252405.05         | $214803.03         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $2229.03           | $2022.49           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.250 WNWN4051 | 2033-08-01      | 4.2500%  |  | $5288898.31        | $5218495.43        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC8341 | 2054-12-01      | 5.0000%  |  | $6465.33           | $6416.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $7761.06           | $8079.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA2126 | 2055-06-01      | 5.0000%  |  | $769.01            | $763.93            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7942       | 2060-06-15      | 5.9400%  |  | $75385.44          | $79924.32          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN BW3016       | 2060-06-15      | 5.3100%  |  | $286647.43         | $294722.87         | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60238 G | 2045-10-01      | 3.5000%  |  | $6269.79           | $5874.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB0950 | 2037-02-01      | 2.0000%  |  | $2162.69           | $1990.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $2018.79           | $1776.95           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF6767       | 2064-04-15      | 2.6500%  |  | $502668.72         | $426902.52         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  |  | $2588.67           | $2283.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $227.41            | $213.07            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G31026 G | 2037-07-01      | 4.0000%  |  | $356.61            | $354.12            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN6703 | 2036-06-01      | 2.0000%  |  | $2922.25           | $2703.32           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  |  | $85.92             | $80.23             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS9518 | 2032-03-01      | 3.5000%  |  | $99.40             | $98.47             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  |  | $9273.99           | $8971.26           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQF0427 | 2052-09-01      | 2.0000%  |  | $5509.74           | $4402.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  |  | $5508.06           | $5464.70           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q31934 G | 2045-03-01      | 4.0000%  |  | $9824.29           | $9365.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6018 | 2054-10-01      | 5.5000%  |  | $8860.53           | $8959.35           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08672 G | 2045-10-01      | 4.0000%  |  | $9812.41           | $9394.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $226.04            | $224.55            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZA0873 | 2032-11-01      | 7.0000%  |  | $2497.96           | $2639.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD7734 | 2055-04-01      | 6.0000%  |  | $759.41            | $783.55            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8172       | 2064-04-15      | 2.7000%  |  | $62912.12          | $53459.13          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQX6525 | 2054-12-01      | 4.5000%  |  | $8337.21           | $8053.83           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL3484 C     | 2055-07-20      | 6.5000%  |  | $1849078.86        | $1909892.39        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $8278.62           | $8407.75           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1355 H     | 2075-02-20      | 6.8090%  |  | $208658.86         | $222121.21         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI2076 C     | 2055-04-20      | 7.0000%  |  | $1589604.46        | $1666961.67        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4176 H     | 2075-04-20      | 7.4870%  |  | $132496.79         | $136703.28         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT9828 | 2051-09-01      | 2.5000%  |  | $7572.78           | $6314.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3628 | 2035-04-01      | 3.5000%  |  | $163.76            | $160.25            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08694 G | 2046-02-01      | 4.0000%  |  | $182.01            | $172.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  |  | $5323.90           | $5005.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS3208 | 2052-05-01      | 2.0000%  |  | $660.87            | $527.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8270 | 2038-11-01      | 6.0000%  |  | $2146.04           | $2226.60           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18534 G | 2029-12-01      | 3.0000%  |  | $1923.07           | $1892.44           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC C92007 G | 2038-05-01      | 4.5000%  |  | $7669.82           | $7816.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQA1023 | 2049-07-01      | 3.5000%  |  | $10181.19          | $9448.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY8695 | 2055-06-01      | 6.0000%  |  | $1561.17           | $1602.90           | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DF8425 H     | 2074-12-20      | 4.5490%  |  | $113352.09         | $113186.05         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DG2522       | 2065-01-15      | 5.6900%  |  | $201213.89         | $212225.23         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7424 C     | 2055-02-20      | 7.0000%  |  | $1651029.26        | $1763650.00        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8567 H     | 2075-06-20      | 6.6560%  |  | $931602.63         | $988220.68         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ2698 C     | 2055-05-20      | 6.5000%  |  | $900652.71         | $939102.07         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI5373 C     | 2055-04-20      | 6.5000%  |  | $1865350.95        | $1956416.56        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6388 | 2054-10-01      | 5.5000%  |  | $12288.68          | $12434.83          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  |  | $183.13            | $180.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAL9072 | 2044-07-01      | 5.0000%  |  | $4292.51           | $4399.25           | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FRPC G80398 G | 2039-02-01      | 7.0000%  |  | $5153.97           | $5319.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8080 | 2050-06-01      | 2.0000%  |  | $13490.22          | $10866.42          | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  |  | $323.95            | $310.12            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK4039 | 2027-03-01      | 3.0000%  |  | $5638.50           | $5589.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  |  | $1182.38           | $1214.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1036 | 2032-02-01      | 2.5000%  |  | $409.58            | $395.74            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  |  | $3469.99           | $3314.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS4781 | 2048-07-01      | 4.5000%  |  | $116.72            | $114.54            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN2886       | 2060-09-15      | 5.7500%  |  | $1016949.15        | $1068072.43        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $8152.44           | $7875.34           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7421 C     | 2055-02-20      | 7.0000%  |  | $1779068.26        | $1900412.18        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 3LZL0797 | 2038-08-01      | 5.0000%  |  | $9943.39           | $10168.80          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $2500.87           | $2295.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  |  | $11559.05          | $10829.28          | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08801 G | 2048-02-01      | 4.0000%  |  | $89.35             | $85.43             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM5490 | 2031-11-01      | 3.5000%  |  | $5946.18           | $5902.24           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQC0887 | 2051-04-01      | 2.0000%  |  | $10553.69          | $8410.06           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5536 | 2039-11-01      | 5.5000%  |  | $210.16            | $215.64            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60904 G | 2030-09-01      | 2.5000%  |  | $11830.19          | $11490.48          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS2905 | 2040-04-01      | 4.5000%  |  | $12573.42          | $12608.69          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIQO0806 | 2037-09-01      | 4.0000%  |  | $8073.40           | $7955.14           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4686       | 2055-09-15      | 5.8800%  |  | $1020821.95        | $1082499.33        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE2192 | 2055-07-01      | 6.0000%  |  | $7351.50           | $7544.43           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM8620       | 2064-03-15      | 3.2400%  |  | $126603.19         | $114898.47         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD8517 | 2055-03-01      | 6.5000%  |  | $9731.09           | $10132.85          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQX4181 | 2055-01-01      | 4.5000%  |  | $9889.61           | $9553.46           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8145       | 2064-06-15      | 2.6400%  |  | $756602.21         | $641506.62         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  |  | $8503.02           | $7617.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  |  | $209.37            | $196.47            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7337 C     | 2055-07-20      | 5.5000%  |  | $1401554.27        | $1420591.27        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA4934 | 2051-03-01      | 3.0000%  |  | $4880.85           | $4246.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  |  | $811.13            | $755.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4053 | 2035-06-01      | 2.5000%  |  | $708.77            | $667.49            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q53648 G | 2048-01-01      | 3.5000%  |  | $13092.53          | $12193.32          | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61374 G | 2048-04-01      | 4.5000%  |  | $7251.72           | $7170.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  |  | $197.78            | $187.11            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  |  | $1374.39           | $1302.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  |  | $9860.27           | $8666.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI4002 | 2035-12-01      | 5.5000%  |  | $2996.03           | $3086.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  |  | $39.74             | $38.05             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  |  | $3702.56           | $3227.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  |  | $3555.15           | $3452.11           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF8952       | 2060-06-15      | 5.7000%  |  | $34846.68          | $36774.03          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD7436 | 2055-04-01      | 6.5000%  |  | $207.81            | $217.81            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3652       | 2064-12-15      | 4.5300%  |  | $14410.27          | $14056.00          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM0609 C     | 2055-08-20      | 6.5000%  |  | $1932817.88        | $2015334.82        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ0056       | 2060-03-15      | 5.7000%  |  | $64968.93          | $71601.76          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF8953       | 2060-04-15      | 5.2200%  |  | $19006.96          | $18083.74          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  |  | $12410.13          | $12735.82          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1771       | 2060-05-15      | 5.6400%  |  | $97797.29          | $102769.67         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI7056 C     | 2055-04-20      | 6.5000%  |  | $1827199.32        | $1887291.44        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7779 | 2036-06-01      | 2.0000%  |  | $6607.70           | $6105.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS8195 | 2031-10-01      | 2.5000%  |  | $4925.14           | $4761.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0184 | 2057-02-01      | 4.0000%  |  | $11204.12          | $10517.76          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS7780 | 2037-05-01      | 2.5000%  |  | $10575.55          | $9984.64           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQE5112 | 2052-07-01      | 3.5000%  |  | $6728.73           | $6105.25           | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBL1296 | 2026-02-01      | 3.5750%  |  | $1759.07           | $1753.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  |  | $1911.50           | $1790.92           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5786 | 2030-09-01      | 2.5000%  |  | $5003.01           | $4854.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $770.65            | $792.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBK4740 | 2048-08-01      | 4.0000%  |  | $6645.17           | $6345.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  |  | $2200.09           | $2107.93           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4708       | 2055-09-15      | 5.8800%  |  | $953347.37         | $1014513.51        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7954       | 2060-07-15      | 5.9900%  |  | $85319.75          | $91411.06          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  |  | $239.66            | $245.91            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0063 | 2049-08-01      | 3.5000%  |  | $12260.30          | $11263.19          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  |  | $217.91            | $191.78            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J32491 G | 2030-07-01      | 2.5000%  |  | $309.59            | $300.36            | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CZ2398       | 2066-03-15      | 10.5000% |  | $5040550.68        | $5356531.04        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZA3836 | 2030-08-01      | 3.0000%  |  | $12494.08          | $12185.46          | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DM1331 H     | 2075-07-20      | 6.4700%  |  | $712483.73         | $732223.96         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DL5004 H     | 2075-07-20      | 6.7370%  |  | $71853.05          | $74385.14          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4996 H     | 2075-07-20      | 5.7420%  |  | $282277.63         | $299289.09         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5005 H     | 2075-07-20      | 6.6620%  |  | $696260.08         | $738045.13         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK8593 H     | 2075-07-20      | 6.2190%  |  | $121354.58         | $124066.49         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8570 H     | 2075-07-20      | 5.7300%  |  | $5105924.49        | $5480488.31        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8565 H     | 2075-07-20      | 5.7470%  |  | $5300979.66        | $5692292.09        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8573 H     | 2075-07-20      | 5.9420%  |  | $399936.61         | $423828.65         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DL4962 H     | 2075-07-20      | 6.5670%  |  | $309047.03         | $319709.36         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CTZA2201 | 2031-04-01      | 4.5000%  |  | $11099.33          | $11190.78          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFM5594 | 2033-01-01      | 2.5000%  |  | $388.46            | $375.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  |  | $3882.88           | $3545.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  |  | $3361.66           | $3263.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  |  | $4874.01           | $4656.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  |  | $247.00            | $245.72            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5534 | 2039-11-01      | 4.5000%  |  | $1565.03           | $1566.86           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4603 | 2045-02-01      | 3.5000%  |  | $1504.88           | $1408.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  |  | $118.91            | $110.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS0008 | 2036-12-01      | 2.0000%  |  | $6047.53           | $5569.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBN4542 | 2049-02-01      | 4.5000%  |  | $2474.89           | $2407.53           | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML CV3930 H     | 2073-05-20      | 6.5990%  |  | $138546.65         | $142386.06         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DI9903       | 2040-07-15      | 6.1100%  |  | $270518.72         | $289040.39         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DL7503       | 2055-09-15      | 5.8800%  |  | $1016949.15        | $1082195.93        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8503       | 2060-03-15      | 5.7200%  |  | $18999.74          | $20086.88          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6605 C     | 2055-08-20      | 5.5000%  |  | $1620836.69        | $1646097.07        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $5263.64           | $5400.93           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ6845       | 2060-08-15      | 5.8500%  |  | $732203.39         | $776744.79         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD4713       | 2060-06-15      | 5.8000%  |  | $557106.42         | $591131.76         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DK4989 H     | 2075-06-20      | 4.3770%  |  | $292437.90         | $290511.29         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC7865 | 2055-01-01      | 5.5000%  |  | $6782.88           | $6855.17           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7951       | 2060-07-15      | 5.9900%  |  | $268167.25         | $287312.75         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ1394       | 2064-03-15      | 3.0800%  |  | $378959.56         | $375400.58         | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.500 WNWN1566 | 2030-05-01      | 4.5000%  |  | $2785088.39        | $2816947.02        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8500       | 2060-03-15      | 5.7200%  |  | $44420.13          | $46961.80          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  |  | $13.02             | $13.04             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  |  | $625.34            | $597.82            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  |  | $10887.21          | $9117.43           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G08833 G | 2048-07-01      | 5.0000%  |  | $10160.58          | $10278.53          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZS9068 | 2034-01-01      | 3.5000%  |  | $11668.80          | $11477.10          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM5444 | 2050-12-01      | 2.0000%  |  | $5657.51           | $4521.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $6121.75           | $6200.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQC5662 | 2051-08-01      | 3.5000%  |  | $7708.48           | $7039.47           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6895 | 2045-12-01      | 6.4830%  |  | $12053.74          | $12497.09          | Agency Mortgage-Backed Securities   |
| GNMA GNHF PF 786210 H     | 2072-05-20      | 4.5920%  |  | $708884.48         | $685337.15         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  |  | $1420.47           | $1328.57           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI5692 | 2054-05-01      | 5.5000%  |  | $6322.11           | $6423.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIFS3310 | 2037-11-01      | 4.5000%  |  | $6107.02           | $6119.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  |  | $473.59            | $456.12            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DL4992 H     | 2075-06-20      | 6.5280%  |  | $178440.92         | $188025.04         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8707 H     | 2075-07-20      | 7.0240%  |  | $332927.54         | $357840.55         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8594 H     | 2075-07-20      | 6.5110%  |  | $334478.90         | $348305.96         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DL4957 H     | 2075-07-20      | 6.6050%  |  | $565592.80         | $599625.77         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRJ3284 | 2055-02-01      | 5.5000%  |  | $3146541.53        | $3184938.08        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD2599 | 2052-08-01      | 2.0000%  |  | $11772.82          | $9433.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1461 | 2052-05-01      | 3.0000%  |  | $6374.83           | $5613.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  |  | $1237.81           | $1078.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD1099 | 2052-05-01      | 2.5000%  |  | $9795.86           | $8241.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1118 | 2052-06-01      | 3.5000%  |  | $5336.11           | $4867.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0963 | 2052-01-01      | 3.5000%  |  | $7135.82           | $6498.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA4584 | 2039-04-01      | 4.5000%  |  | $186.55            | $187.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  |  | $415.46            | $416.88            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  |  | $80.67             | $79.07             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL995672 | 2039-04-01      | 4.5000%  |  | $23.91             | $23.98             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL993203 | 2039-06-01      | 4.5000%  |  | $2635.76           | $2625.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  |  | $881.02            | $826.20            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 714618 H     | 2059-07-20      | 5.4600%  |  | $210.28            | $214.62            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 756718 H     | 2062-04-20      | 4.7000%  |  | $3915.73           | $3926.52           | Agency Mortgage-Backed Securities   |
| GNMA GNHA PD 786990 H     | 2073-07-20      | 6.4650%  |  | $129677.22         | $132947.62         | Agency Mortgage-Backed Securities   |
| GNMA GNHA PB 785943 H     | 2071-12-20      | 5.7590%  |  | $240512.35         | $251614.08         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML 893008 H     | 2060-11-20      | 6.1230%  |  | $5090.31           | $5218.82           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF3882       | 2059-11-15      | 4.9800%  |  | $57847.90          | $58262.98          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2257       | 2059-12-15      | 4.9500%  |  | $572832.98         | $573829.13         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2254       | 2059-11-15      | 4.7300%  |  | $649702.38         | $645107.62         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC7248       | 2060-05-15      | 5.5300%  |  | $798823.95         | $833127.94         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8508       | 2060-05-15      | 5.9500%  |  | $984431.44         | $1044630.19        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8504       | 2060-05-15      | 5.9500%  |  | $884374.06         | $948468.87         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8502       | 2060-03-15      | 5.7200%  |  | $102874.73         | $108761.11         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3978 | 2050-07-01      | 4.0000%  |  | $3757.53           | $3561.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  |  | $7838.82           | $6819.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA4914 | 2038-02-01      | 4.5000%  |  | $995.54            | $997.51            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $11899.14          | $11846.28          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH4167 | 2041-01-01      | 4.0000%  |  | $1538.71           | $1500.98           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  |  | $18999.74          | $20086.88          | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CZ2404       | 2066-05-15      | 10.7500% |  | $3615375.76        | $3842645.92        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CU1282       | 2065-08-15      | 7.0500%  |  | $3835132.12        | $3878086.88        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CT3707       | 2060-01-15      | 5.1300%  |  | $18958.43          | $19179.10          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6553       | 2056-09-15      | 6.1000%  |  | $82459.88          | $83554.24          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS2716       | 2065-01-15      | 5.5000%  |  | $19036.26          | $19839.56          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CR2278       | 2065-02-15      | 4.5000%  |  | $65623.98          | $63395.65          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CR0589 H     | 2072-11-20      | 6.0960%  |  | $253610.38         | $270004.07         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AP6957 H     | 2065-09-20      | 4.5570%  |  | $45731.87          | $45581.88          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN AF3339       | 2060-03-15      | 5.3100%  |  | $95587.23          | $91226.64          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  |  | $23.63             | $23.47             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  |  | $4458.34           | $4624.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 NP889151 | 2038-01-01      | 6.5000%  |  | $108.98            | $113.61            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CL889072 | 2037-12-01      | 6.5000%  |  | $59.31             | $63.33             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL888560 | 2035-11-01      | 6.0000%  |  | $2011.74           | $2087.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 NP888412 | 2037-04-01      | 7.0000%  |  | $176.59            | $181.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  |  | $71.40             | $74.39             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  |  | $229.10            | $235.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBY6776 | 2053-07-01      | 5.5000%  |  | $5274.16           | $5331.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  |  | $1669.24           | $1452.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBX0579 | 2052-11-01      | 5.0000%  |  | $5915.73           | $5926.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  |  | $2675.75           | $2328.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  |  | $3111.16           | $3037.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBV9997 | 2052-06-01      | 4.0000%  |  | $5970.69           | $5601.83           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CNMA3159 | 2027-10-01      | 3.0000%  |  | $62.13             | $61.46             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV8509 | 2052-05-01      | 3.0000%  |  | $413.08            | $359.45            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  |  | $164.62            | $156.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  |  | $1108.92           | $1088.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  |  | $192.11            | $200.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS6606 | 2052-10-01      | 2.0000%  |  | $1602.84           | $1283.24           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  |  | $4692.85           | $4258.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $1076.13           | $1048.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CTFS5700 | 2042-07-01      | 4.0000%  |  | $1132.94           | $1120.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  |  | $3123.34           | $2930.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  |  | $554.05            | $470.76            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  |  | $2905.79           | $2650.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6019 | 2051-10-01      | 2.5000%  |  | $5690.18           | $4780.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  |  | $178.51            | $155.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA4919 | 2051-03-01      | 3.0000%  |  | $10002.79          | $8777.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $6161.52           | $5185.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $4662.82           | $4060.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $406.95            | $371.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAD5093 | 2025-10-01      | 3.5000%  |  | $1.74              | $1.74              | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WSAD0389 | 2035-01-01      | 6.5800%  |  | $2019.18           | $2074.90           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  |  | $1486.24           | $1571.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  |  | $251.90            | $228.56            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6068 | 2044-03-01      | 7.0650%  |  | $11642.82          | $12101.19          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  |  | $5566.27           | $5560.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  |  | $169.46            | $155.06            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  |  | $131.45            | $132.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  |  | $1172.35           | $1145.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $4867.77           | $4734.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIFS2506 | 2037-07-01      | 4.0000%  |  | $5944.07           | $5854.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  |  | $11430.23          | $11974.94          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  |  | $2269.58           | $2059.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  |  | $1684.21           | $1728.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  |  | $451.27            | $467.83            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60770 G | 2030-03-01      | 2.5000%  |  | $4543.38           | $4421.87           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q22264 G | 2043-10-01      | 3.5000%  |  | $3445.36           | $3217.69           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q21579 G | 2043-09-01      | 4.0000%  |  | $9203.43           | $8895.86           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q18473 G | 2043-05-01      | 4.0000%  |  | $8878.51           | $8497.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAL0476 | 2040-11-01      | 5.0000%  |  | $3009.59           | $3077.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  |  | $473.56            | $474.00            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBAL0120 | 2036-06-01      | 6.8650%  |  | $11879.98          | $12249.31          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAK7791 | 2042-03-01      | 4.5000%  |  | $5107.52           | $5008.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAJ9355 | 2027-01-01      | 3.0000%  |  | $2.79              | $2.76              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAJ8364 | 2042-01-01      | 4.0000%  |  | $2894.81           | $2824.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  |  | $2471.22           | $2387.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $4907.66           | $4134.48           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  |  | $84.46             | $74.23             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  |  | $435.35            | $380.10            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  |  | $241.17            | $235.69            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $1373.36           | $1204.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  |  | $13479.50          | $12332.29          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $1274.55           | $1121.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  |  | $473.73            | $450.45            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  |  | $464.10            | $408.63            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  |  | $1014.05           | $990.07            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA2618 | 2050-05-01      | 2.5000%  |  | $7135.76           | $6062.29           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA1084 | 2049-07-01      | 4.5000%  |  | $1891.24           | $1853.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQX8354 | 2055-03-01      | 5.0000%  |  | $2158.33           | $2138.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQX3506 | 2055-01-01      | 5.5000%  |  | $207.25            | $209.56            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQX1397 | 2054-12-01      | 6.0000%  |  | $11084.76          | $11380.57          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQX0813 | 2054-12-01      | 4.0000%  |  | $1001.41           | $938.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE9814 | 2025-12-01      | 3.5000%  |  | $0.60              | $0.60              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE8748 | 2040-12-01      | 4.0000%  |  | $1562.47           | $1529.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE7731 | 2040-11-01      | 4.5000%  |  | $404.46            | $405.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $9637.12           | $9127.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC2715 | 2054-12-01      | 5.5000%  |  | $6378.66           | $6444.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  |  | $11509.92          | $11811.98          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC2615 | 2055-04-01      | 6.0000%  |  | $506.32            | $519.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDC2601 | 2055-04-01      | 6.5000%  |  | $506.94            | $530.01            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB7687 | 2054-08-01      | 6.0000%  |  | $4472.00           | $4625.79           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB851836 | 2035-12-01      | 6.8350%  |  | $8174.43           | $8461.02           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS843997 | 2035-11-01      | 6.1280%  |  | $2970.55           | $3046.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5632 | 2040-02-01      | 6.0000%  |  | $1171.11           | $1214.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CLMA5606 | 2055-01-01      | 7.5000%  |  | $8969.96           | $9629.76           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  |  | $982.28            | $891.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  |  | $5392.35           | $5467.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  |  | $4296.98           | $4455.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $3922.33           | $3979.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $572766.87         | $578593.50         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $628.44            | $645.35            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  |  | $1362.54           | $1364.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $5891.55           | $5973.64           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  |  | $244.28            | $221.65            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  |  | $252.24            | $263.85            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFA0901 | 2052-10-01      | 2.0000%  |  | $492.27            | $393.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB8751 | 2054-06-01      | 4.5000%  |  | $1160.84           | $1126.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  |  | $1543.88           | $1533.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  |  | $1841.36           | $1832.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  |  | $1793.73           | $1681.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $3202.16           | $3101.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  |  | $1018.84           | $930.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $1697.68           | $1643.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4337 | 2052-08-01      | 4.5000%  |  | $2544.38           | $2506.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $10204.56          | $9871.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $616.08            | $562.01            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4081 | 2052-07-01      | 3.5000%  |  | $2436.21           | $2223.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $2986.15           | $2802.41           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q14875 G | 2043-01-01      | 3.0000%  |  | $12046.75          | $11079.43          | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q14038 G | 2042-12-01      | 3.5000%  |  | $11382.31          | $10725.81          | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q13205 G | 2042-11-01      | 3.0000%  |  | $8376.05           | $7710.35           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q12162 G | 2042-08-01      | 3.5000%  |  | $6478.41           | $6130.90           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q11909 G | 2042-10-01      | 3.5000%  |  | $2288.07           | $2176.00           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  |  | $8098.41           | $7633.94           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90903 G | 2043-02-01      | 3.5000%  |  | $9649.81           | $9096.32           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90608 G | 2042-12-01      | 3.5000%  |  | $4654.04           | $4384.15           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC U90791 G | 2043-01-01      | 4.0000%  |  | $11025.54          | $10825.22          | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90778 G | 2043-01-01      | 3.5000%  |  | $6360.44           | $5991.59           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q08239 G | 2042-05-01      | 3.5000%  |  | $1840.41           | $1739.79           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q07479 G | 2042-04-01      | 3.5000%  |  | $2712.56           | $2571.26           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3PQU7309 | 2049-11-01      | 3.5000%  |  | $116662.17         | $105145.54         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI1377 | 2034-01-01      | 5.5000%  |  | $6794.25           | $6917.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.860 6GZM8961 | 2037-01-01      | 5.8600%  |  | $10041.47          | $10311.38          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX2741 | 2029-10-01      | 3.5000%  |  | $2017.21           | $1986.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  |  | $625.85            | $551.05            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  |  | $1942.51           | $1710.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  |  | $240.20            | $232.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $4352.65           | $4423.54           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  |  | $227.10            | $172.63            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  |  | $367.41            | $363.42            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $5853.15           | $5096.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  |  | $20.50             | $20.37             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAB5004 | 2027-04-01      | 3.5000%  |  | $51.28             | $51.01             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC C04038 G | 2042-06-01      | 3.5000%  |  | $8454.45           | $7999.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CRAB5615 | 2042-07-01      | 3.5000%  |  | $1075.89           | $1013.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL2118 | 2042-05-01      | 4.0000%  |  | $1184.52           | $1157.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  |  | $5456.44           | $5440.45           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45560 G | 2047-01-01      | 3.0000%  |  | $8243.90           | $7395.31           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  |  | $2166.45           | $1907.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4216 | 2049-06-01      | 3.5000%  |  | $1477.65           | $1365.15           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  |  | $5869.32           | $5572.52           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q39583 G | 2046-03-01      | 4.5000%  |  | $5392.86           | $5334.76           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60714 G | 2046-01-01      | 4.0000%  |  | $663.93            | $636.62            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3WZN0326 | 2032-10-01      | 3.5000%  |  | $2414.36           | $2367.69           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08761 G | 2047-05-01      | 3.5000%  |  | $601.20            | $558.62            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  |  | $1559.81           | $1537.94           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS836852 | 2035-10-01      | 6.2230%  |  | $8559.51           | $8780.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL832244 | 2035-08-01      | 5.0000%  |  | $511.11            | $523.61            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90768 G | 2043-01-01      | 3.5000%  |  | $1421.43           | $1339.89           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90794 G | 2043-01-01      | 3.5000%  |  | $5869.01           | $5532.36           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  |  | $4965.47           | $4677.52           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U91027 G | 2043-02-01      | 3.5000%  |  | $4984.11           | $4695.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  |  | $7956.13           | $6952.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA5731 | 2051-08-01      | 2.0000%  |  | $3657.38           | $2939.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $2319.05           | $2307.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  |  | $7197.48           | $6747.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $1715.14           | $1493.60           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $361.63            | $338.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $2534.79           | $2113.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $361.94            | $328.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $4278.72           | $3727.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  |  | $411.36            | $328.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5392 | 2039-06-01      | 5.0000%  |  | $5316.69           | $5393.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  |  | $962.39            | $929.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5344 | 2039-04-01      | 4.5000%  |  | $5479.54           | $5486.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  |  | $251.87            | $240.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  |  | $735.34            | $687.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAS5714 | 2030-09-01      | 3.0000%  |  | $5188.24           | $5090.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  |  | $1202.35           | $1123.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5403 | 2030-07-01      | 2.5000%  |  | $1577.07           | $1531.62           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6285 | 2045-12-01      | 4.0000%  |  | $4444.45           | $4251.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS5137 | 2045-06-01      | 4.0000%  |  | $6368.74           | $6093.86           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9402 H     | 2071-11-20      | 5.6010%  |  | $400376.25         | $416101.47         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9411 H     | 2072-01-20      | 5.7220%  |  | $1391921.44        | $1451143.83        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CD1378       | 2059-11-15      | 5.5000%  |  | $18937.76          | $19761.95          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3679       | 2065-04-15      | 6.1500%  |  | $6248.39           | $6745.74           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CO3151       | 2064-08-15      | 3.9600%  |  | $383787.82         | $358986.68         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN7600       | 2064-05-15      | 4.6500%  |  | $18947.07          | $18656.36          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  |  | $2464.55           | $2070.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  |  | $6967.85           | $6079.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  |  | $12711.31          | $12014.49          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1911 | 2051-08-01      | 3.0000%  |  | $348.61            | $308.28            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS1636 | 2052-04-01      | 4.0000%  |  | $4954.36           | $4682.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $827.86            | $720.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $1843.20           | $1603.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  |  | $6036.16           | $5251.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  |  | $1485.75           | $1294.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  |  | $4270.41           | $3602.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS0121 | 2052-01-01      | 2.0000%  |  | $14836.82          | $11933.01          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1896 | 2031-11-01      | 2.5000%  |  | $220.47            | $213.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1423 | 2032-05-01      | 2.5000%  |  | $45.76             | $44.22             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61260 G | 2046-04-01      | 4.5000%  |  | $1186.77           | $1179.86           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G61033 G | 2041-05-01      | 5.0000%  |  | $1286.01           | $1316.84           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G60989 G | 2046-12-01      | 3.0000%  |  | $1267.34           | $1138.13           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60713 G | 2046-09-01      | 3.5000%  |  | $6848.87           | $6412.00           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60440 G | 2046-03-01      | 3.5000%  |  | $3583.28           | $3355.45           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G60201 G | 2044-12-01      | 4.5000%  |  | $158.48            | $156.78            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60174 G | 2043-10-01      | 4.0000%  |  | $6515.64           | $6373.14           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G60855 G | 2045-12-01      | 4.5000%  |  | $77.67             | $76.97             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  |  | $930.72            | $921.47            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $118.49            | $117.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  |  | $31.18             | $30.82             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  |  | $29.29             | $29.03             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS0190 | 2028-08-01      | 2.5000%  |  | $819.10            | $803.06            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  |  | $42.11             | $38.45             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  |  | $28.27             | $28.00             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAR7439 | 2043-08-01      | 3.5000%  |  | $6596.40           | $6218.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRAR1198 | 2043-01-01      | 3.0000%  |  | $3594.93           | $3271.06           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRAQ9670 | 2043-01-01      | 3.0000%  |  | $3454.18           | $3142.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAQ4573 | 2042-12-01      | 4.0000%  |  | $1467.04           | $1425.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAQ4080 | 2043-06-01      | 4.0000%  |  | $3212.74           | $3132.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  |  | $2521.28           | $2491.04           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  |  | $531.32            | $497.31            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  |  | $352.28            | $337.38            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  |  | $800.05            | $750.17            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  |  | $226.45            | $212.38            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $2981.06           | $2894.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD5419 | 2054-05-01      | 6.5000%  |  | $3841.10           | $4014.71           | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC A53990 G | 2036-11-01      | 7.0000%  |  | $6531.22           | $6906.67           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 847040 G        | 2029-02-01      | 6.5010%  |  | $5.04              | $5.05              | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G30698 G | 2031-07-01      | 5.0000%  |  | $893.79            | $903.53            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G30419 G | 2028-11-01      | 5.0000%  |  | $673.31            | $678.39            | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC C67630 G | 2032-06-01      | 7.0000%  |  | $3.58              | $3.79              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  |  | $7318.64           | $6847.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS0009 | 2051-11-01      | 3.5000%  |  | $6010.33           | $5473.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  |  | $1110.78           | $1021.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM9994 | 2051-10-01      | 4.0000%  |  | $1426.69           | $1357.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $2176.69           | $1997.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  |  | $6332.05           | $6032.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM9813 | 2051-11-01      | 2.0000%  |  | $2023.86           | $1618.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8648 | 2051-09-01      | 3.0000%  |  | $166.94            | $147.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  |  | $2306.38           | $2358.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM8347 | 2033-12-01      | 3.0000%  |  | $91.69             | $89.55             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $23952541.15       | $24215223.36       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $243.26            | $234.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $1348359.54        | $1363350.31        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  |  | $5104.60           | $5241.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  |  | $2449.33           | $2515.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  |  | $238.02            | $215.97            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $922.17            | $915.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $1451.35           | $1490.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $813.33            | $835.21            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $13743.11          | $12014.12          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $2107.29           | $1685.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  |  | $661.11            | $579.18            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $1529.15           | $1408.29           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3292 C     | 2055-08-20      | 6.5000%  |  | $1583541.36        | $1651148.37        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1878 C     | 2055-08-20      | 5.5000%  |  | $1726527.71        | $1757582.38        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DL7504       | 2055-09-15      | 5.8800%  |  | $207144.15         | $216254.63         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8090 C     | 2055-08-20      | 6.5000%  |  | $1900750.42        | $2004760.54        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6606 C     | 2055-08-20      | 5.5000%  |  | $1837863.31        | $1867864.18        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4991 H     | 2075-06-20      | 5.7880%  |  | $116969.21         | $122616.44         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4989 H     | 2075-06-20      | 5.6080%  |  | $66990.22          | $69737.29          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  |  | $70.69             | $67.48             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBK7697 | 2048-10-01      | 4.5000%  |  | $1328.76           | $1308.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  |  | $112.29            | $109.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  |  | $2519.34           | $2217.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $81.66             | $77.98             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBJ6773 | 2048-05-01      | 6.5700%  |  | $11014.69          | $11420.68          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CKBH1893 | 2047-11-01      | 3.5000%  |  | $4883.76           | $4378.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBH1237 | 2047-04-01      | 4.0000%  |  | $6285.74           | $6036.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  |  | $740.34            | $728.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 U3BF0237 | 2041-06-01      | 4.0000%  |  | $6088.86           | $5961.16           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  |  | $9016.47           | $8464.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  |  | $11319.92          | $10626.47          | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4975 H     | 2075-05-20      | 6.6710%  |  | $629652.28         | $667179.98         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK4777 C     | 2055-06-20      | 5.5000%  |  | $1970430.03        | $2018738.62        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTMA2473 | 2035-12-01      | 3.5000%  |  | $87.65             | $85.42             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8190 | 2037-11-01      | 4.5000%  |  | $460.14            | $461.05            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $1490.24           | $1399.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $7613.71           | $6636.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $423.09            | $353.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2078 | 2051-11-01      | 3.0000%  |  | $3961.50           | $3475.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB1632 | 2051-09-01      | 3.0000%  |  | $437.23            | $383.67            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCA8494 | 2051-01-01      | 2.0000%  |  | $6451.26           | $5209.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  |  | $6302.27           | $5306.16           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1389 H     | 2075-04-20      | 6.8490%  |  | $82712.63          | $88409.78          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  |  | $167.70            | $155.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA1600 | 2043-10-01      | 3.5000%  |  | $1100.52           | $1034.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CRMA1146 | 2042-08-01      | 4.0000%  |  | $3938.03           | $3811.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA1034 | 2027-04-01      | 3.5000%  |  | $14.82             | $14.72             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  |  | $6265.35           | $6320.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA1770 | 2044-02-01      | 4.5000%  |  | $74.37             | $73.51             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA0755 | 2041-06-01      | 4.5000%  |  | $35.95             | $36.05             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAC3318 | 2039-10-01      | 5.0000%  |  | $4258.65           | $4333.24           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAC2968 | 2039-09-01      | 4.5000%  |  | $4455.28           | $4471.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAC0391 | 2039-07-01      | 4.5000%  |  | $19.42             | $19.48             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB9597 | 2043-06-01      | 4.0000%  |  | $4399.52           | $4290.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAB8870 | 2028-04-01      | 2.5000%  |  | $251.10            | $246.65            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAB6194 | 2027-09-01      | 2.5000%  |  | $315.67            | $311.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $114.30            | $117.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO535441 | 2030-03-01      | 8.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQG7176 | 2053-07-01      | 3.0000%  |  | $8169.19           | $7108.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQG4998 | 2053-06-01      | 3.0000%  |  | $14111.23          | $12278.09          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQF5938 | 2053-01-01      | 2.5000%  |  | $10531.77          | $8787.86           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQF2223 | 2052-10-01      | 4.0000%  |  | $6133.90           | $5752.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQF0919 | 2052-09-01      | 4.5000%  |  | $2949.27           | $2852.42           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQF0206 | 2052-09-01      | 4.5000%  |  | $9616.01           | $9333.57           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQF0133 | 2052-09-01      | 4.0000%  |  | $13084.35          | $12283.68          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQE8485 | 2052-08-01      | 2.0000%  |  | $6765.48           | $5399.91           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQE7644 | 2052-08-01      | 3.5000%  |  | $5826.34           | $5286.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2127 | 2044-12-01      | 4.0000%  |  | $817.06            | $782.55            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE6919 | 2052-07-01      | 4.0000%  |  | $6083.18           | $5704.86           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIQO1248 | 2038-03-01      | 4.0000%  |  | $12072.22          | $11889.65          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI7884 | 2054-06-01      | 5.5000%  |  | $7093.64           | $7168.59           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQI3936 | 2054-04-01      | 6.0000%  |  | $5898.08           | $6059.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQI2881 | 2054-03-01      | 6.0000%  |  | $5119.35           | $5271.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQI2723 | 2054-03-01      | 6.5000%  |  | $10130.00          | $10620.14          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQI3548 | 2054-04-01      | 4.0000%  |  | $315.57            | $295.65            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3KSE4017 | 2028-09-01      | 2.5000%  |  | $6611.30           | $6447.24           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAU8774 | 2028-10-01      | 3.0000%  |  | $3242.90           | $3196.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAU7552 | 2028-10-01      | 3.5000%  |  | $19.66             | $19.41             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAU6041 | 2028-09-01      | 3.5000%  |  | $6387.68           | $6306.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAU0567 | 2043-08-01      | 3.5000%  |  | $5997.96           | $5631.97           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT9657 | 2043-07-01      | 4.0000%  |  | $3844.14           | $3731.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAT6033 | 2028-05-01      | 3.0000%  |  | $1314.76           | $1295.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT3874 | 2043-06-01      | 4.0000%  |  | $3557.19           | $3501.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAT3121 | 2028-04-01      | 3.0000%  |  | $1084.04           | $1068.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAT2062 | 2028-04-01      | 2.5000%  |  | $11.23             | $11.03             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS9972 | 2047-07-01      | 4.0000%  |  | $515.20            | $492.26            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX GW458126 | 2028-10-01      | 6.2780%  |  | $10602.34          | $10776.04          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQE4965 | 2052-06-01      | 5.0000%  |  | $6683.59           | $6689.33           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.250 WNWN5278 | 2030-02-01      | 4.2500%  |  | $7414331.19        | $7447247.52        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.190 WNWN2416 | 2030-05-01      | 4.1900%  |  | $5847457.63        | $5810319.78        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  |  | $4879923.81        | $4917068.17        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  |  | $1840443.56        | $1441771.58        | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G67718 G | 2049-01-01      | 4.0000%  |  | $10810.93          | $10336.72          | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  |  | $9482.92           | $9070.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  |  | $145.45            | $130.00            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  |  | $4252.06           | $4172.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL9259 | 2031-08-01      | 3.5000%  |  | $228.84            | $226.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  |  | $2394.29           | $2375.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  |  | $1203.44           | $1086.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  |  | $3880.43           | $3712.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $8341.06           | $7804.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CTAL8083 | 2029-03-01      | 6.0000%  |  | $1415.08           | $1452.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8081 | 2031-02-01      | 3.5000%  |  | $42.52             | $42.26             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTAL6970 | 2035-07-01      | 3.5000%  |  | $322.16            | $312.43            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  |  | $31.30             | $31.23             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  |  | $322.78            | $311.61            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CQAL7167 | 2041-01-01      | 4.0000%  |  | $2803.64           | $2703.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6146 | 2030-01-01      | 3.5000%  |  | $34.04             | $33.78             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL5931 | 2028-09-01      | 3.5000%  |  | $77.57             | $77.42             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.6980%  |  | $1696.54           | $1765.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  |  | $13282.51          | $11558.35          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0084 | 2032-02-01      | 3.0000%  |  | $9147.28           | $8992.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0036 | 2033-04-01      | 3.0000%  |  | $10037.92          | $9840.61           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN5117 | 2029-09-01      | 4.0000%  |  | $6406779.66        | $6396901.12        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  |  | $103.24            | $99.67             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  |  | $72.02             | $70.52             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL254766 | 2033-06-01      | 5.0000%  |  | $18.18             | $18.50             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253642 | 2031-02-01      | 7.0000%  |  | $782.70            | $826.89            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  |  | $6870.56           | $6771.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  |  | $254.71            | $249.35            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZM8774 | 2048-10-01      | 5.0000%  |  | $6724.74           | $6809.80           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZM6867 | 2048-06-01      | 5.0000%  |  | $9070.78           | $9075.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZM6683 | 2048-05-01      | 4.0000%  |  | $12415.32          | $11856.21          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM4518 | 2047-10-01      | 3.5000%  |  | $6780.56           | $6295.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM5380 | 2048-01-01      | 3.5000%  |  | $9677.08           | $9001.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM3771 | 2047-07-01      | 3.5000%  |  | $11214.39          | $10397.77          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  |  | $579.84            | $537.74            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZM3064 | 2047-04-01      | 4.5000%  |  | $10778.75          | $10640.51          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 ZL310151 | 2034-11-01      | 5.5000%  |  | $98.88             | $101.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0880 | 2037-05-01      | 3.0000%  |  | $6678.33           | $6489.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  |  | $827.67            | $840.02            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 ZLZT2229 | 2048-05-01      | 4.0000%  |  | $3930.66           | $3753.82           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  |  | $1667.72           | $1589.37           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  |  | $5009.38           | $5057.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  |  | $251.86            | $247.07            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  |  | $1056.30           | $1037.97           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $22.93             | $23.13             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZT1586 | 2048-01-01      | 3.5000%  |  | $5461.58           | $5071.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZT1550 | 2032-07-01      | 2.5000%  |  | $9033.47           | $8732.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 3VZT1115 | 2043-06-01      | 4.0000%  |  | $11104.32          | $10610.42          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3XZT0999 | 2028-02-01      | 2.5000%  |  | $8643.16           | $8494.01           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZT1799 | 2034-03-01      | 3.5000%  |  | $895.90            | $885.44            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZT0488 | 2041-06-01      | 5.5000%  |  | $6083.86           | $6338.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CNRD5059 | 2031-06-01      | 1.5000%  |  | $6652.44           | $6262.39           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $9432.41           | $8775.79           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.700 WAWA3234 | 2037-09-01      | 3.7000%  |  | $1086043.86        | $991532.83         | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.100 WAWA2531 | 2052-05-01      | 4.1000%  |  | $565107.43         | $501602.29         | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q47623 G | 2047-04-01      | 4.0000%  |  | $6747.48           | $6453.70           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q46801 G | 2047-03-01      | 4.0000%  |  | $9537.39           | $9127.17           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 848565 G        | 2037-12-01      | 7.2110%  |  | $15.27             | $15.68             | Agency Mortgage-Backed Securities   |
| FMAC 08.000 FGPC C40856 G | 2030-05-01      | 8.0000%  |  | $11010.51          | $11191.62          | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  |  | $726.40            | $729.33            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A97040 G | 2041-02-01      | 4.0000%  |  | $997.15            | $975.75            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A96834 G | 2041-02-01      | 4.5000%  |  | $8.30              | $8.27              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A96312 G | 2041-01-01      | 4.0000%  |  | $582.13            | $565.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA5014 | 2047-06-01      | 3.5000%  |  | $3548.31           | $3296.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $491.74            | $475.63            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  |  | $217.50            | $204.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  |  | $5486.91           | $4983.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $2349.12           | $2378.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $422.07            | $396.18            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CTZS9100 | 2028-11-01      | 5.5000%  |  | $911.29            | $920.56            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8843 | 2027-09-01      | 6.0000%  |  | $7038.93           | $7223.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8838 | 2027-09-01      | 6.0000%  |  | $7264.19           | $7454.82           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8796 | 2026-02-01      | 6.0000%  |  | $854.28            | $876.70            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  |  | $10586.33          | $10357.81          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZS8610 | 2031-05-01      | 2.5000%  |  | $61.70             | $59.62             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS8532 | 2029-07-01      | 3.0000%  |  | $9636.17           | $9484.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7436 | 2031-05-01      | 3.5000%  |  | $8853.78           | $8780.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7974 | 2032-09-01      | 3.5000%  |  | $8965.14           | $8861.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS6818 | 2027-04-01      | 3.0000%  |  | $5684.30           | $5631.58           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS6771 | 2026-12-01      | 3.5000%  |  | $4037.25           | $4030.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  |  | $402.47            | $370.19            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLZS4746 | 2047-12-01      | 3.0000%  |  | $6123.35           | $5457.54           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q25818 G | 2044-04-01      | 4.5000%  |  | $8226.09           | $8171.34           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  |  | $333.07            | $331.12            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q23779 G | 2043-12-01      | 4.5000%  |  | $7227.14           | $7094.17           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC V83815 G | 2047-12-01      | 3.5000%  |  | $10827.94          | $9961.62           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V83156 G | 2047-04-01      | 4.5000%  |  | $27.81             | $27.51             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V82147 G | 2045-12-01      | 4.5000%  |  | $2052.64           | $2030.51           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60909 G | 2030-08-01      | 3.0000%  |  | $1717.59           | $1683.51           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60905 G | 2030-07-01      | 2.5000%  |  | $427.38            | $415.26            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60903 G | 2030-09-01      | 2.5000%  |  | $6265.36           | $6082.75           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J17898 G | 2027-02-01      | 3.5000%  |  | $33.82             | $33.66             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17774 G | 2027-01-01      | 3.0000%  |  | $105.23            | $104.50            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17508 G | 2026-12-01      | 3.0000%  |  | $7169.57           | $7120.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZS9205 | 2036-04-01      | 3.5000%  |  | $2422.54           | $2361.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 GL931104 | 2039-05-01      | 5.0000%  |  | $211.06            | $215.54            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 721379 H     | 2059-06-20      | 5.5000%  |  | $0.24              | $0.24              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  |  | $3590.22           | $3594.42           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  |  | $11687.76          | $11711.25          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV8516 | 2029-03-01      | 3.5000%  |  | $53.69             | $53.17             | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 725891 H     | 2064-02-20      | 5.2000%  |  | $0.28              | $0.28              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  |  | $8.78              | $8.79              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS2700 | 2044-06-01      | 4.0000%  |  | $5727.21           | $5518.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $8121.14           | $7377.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB8103 | 2036-05-01      | 2.0000%  |  | $8661.35           | $7968.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  |  | $1073.71           | $943.35            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  |  | $286.08            | $280.94            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI3496 | 2054-04-01      | 5.5000%  |  | $7003.61           | $7079.09           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CNSA0042 | 2033-05-01      | 4.5000%  |  | $8635.62           | $8714.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $5240.65           | $5214.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  |  | $5443.09           | $5585.94           | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 694836 H     | 2059-09-20      | 5.6840%  |  | $0.30              | $0.30              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD3685 | 2040-05-01      | 4.5000%  |  | $1152.11           | $1146.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1088 | 2040-06-01      | 4.5000%  |  | $4352.41           | $4364.63           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q27319 G | 2044-07-01      | 3.5000%  |  | $2394.21           | $2248.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  |  | $308.77            | $304.51            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AG8139 H     | 2064-06-20      | 5.1940%  |  | $1.23              | $1.24              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $2112.21           | $2047.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD2921 | 2053-05-01      | 4.5000%  |  | $2042.32           | $1985.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4907 | 2047-05-01      | 4.0000%  |  | $9035.48           | $8673.24           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7787 H     | 2071-10-20      | 5.7000%  |  | $262483.75         | $273615.54         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $219.32            | $190.95            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $214.92            | $195.22            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  |  | $2814.57           | $2450.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $3094.69           | $3005.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  |  | $177.43            | $166.71            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  |  | $260.84            | $258.33            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA0859 | 2047-12-01      | 3.5000%  |  | $1288.96           | $1187.32           | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBZ4245 | 2035-07-01      | 5.2600%  |  | $4863.56           | $5074.49           | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4420 | 2032-07-01      | 4.7700%  |  | $4934.75           | $5056.84           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI9689 C     | 2055-05-20      | 6.5000%  |  | $1684743.42        | $1757907.71        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DI7403       | 2060-04-15      | 5.6400%  |  | $19012.48          | $19889.94          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7369 H     | 2075-06-20      | 5.9110%  |  | $3536730.83        | $3811851.95        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7368 H     | 2075-05-20      | 5.8860%  |  | $8297483.01        | $8934005.06        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7363 H     | 2075-04-20      | 5.7790%  |  | $8913075.00        | $9517494.38        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  |  | $227.43            | $225.01            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  |  | $123.86            | $122.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $4911.90           | $4364.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $1791.24           | $1769.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3279 | 2038-02-01      | 3.0000%  |  | $465.18            | $440.67            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  |  | $3738.71           | $3451.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $1014.03           | $935.43            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  |  | $981.81            | $874.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  |  | $2655.71           | $2536.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $4106.40           | $3801.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  |  | $201.81            | $193.24            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5326       | 2064-06-15      | 2.9000%  |  | $761048.60         | $648537.12         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CL0595 H     | 2072-02-20      | 5.7540%  |  | $2712266.90        | $2835453.24        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CL0603 H     | 2072-03-20      | 5.7130%  |  | $262816.91         | $274338.22         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK2787 H     | 2072-02-20      | 5.8540%  |  | $316632.75         | $332561.91         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK2261 H     | 2071-12-20      | 5.7330%  |  | $1209430.45        | $1262222.09        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8169       | 2063-11-15      | 2.9200%  |  | $63488.34          | $54050.49          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8167       | 2063-12-15      | 2.7000%  |  | $50437.01          | $43041.18          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ6760 H     | 2071-10-20      | 5.5620%  |  | $249755.26         | $259039.99         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ7141 H     | 2071-11-20      | 5.7120%  |  | $470178.67         | $490178.34         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ7138 H     | 2071-11-20      | 5.7110%  |  | $234947.99         | $245321.62         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ3116 H     | 2071-11-20      | 5.6120%  |  | $412516.38         | $427925.42         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  |  | $67.04             | $65.10             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  |  | $2367.95           | $2078.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  |  | $274.48            | $258.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $1066.63           | $967.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT2292 | 2052-04-01      | 2.5000%  |  | $11220.20          | $9354.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT0417 | 2051-06-01      | 2.5000%  |  | $12943.15          | $10871.91          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  |  | $1592.63           | $1327.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR4051 | 2051-02-01      | 2.0000%  |  | $13318.50          | $10754.58          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  |  | $3263.96           | $2610.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  |  | $7361.40           | $6777.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $2583.27           | $2270.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  |  | $3848.89           | $3245.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  |  | $3000.10           | $2849.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  |  | $306.27            | $291.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  |  | $401.11            | $382.33            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J16564 G | 2026-09-01      | 3.5000%  |  | $4.91              | $4.89              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC J15780 G | 2026-06-01      | 4.0000%  |  | $13.19             | $13.18             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J13236 G | 2025-10-01      | 3.5000%  |  | $3206.90           | $3207.51           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J13585 G | 2025-11-01      | 3.5000%  |  | $1029.54           | $1029.17           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G06496 G | 2041-06-01      | 5.0000%  |  | $2828.42           | $2874.55           | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G06385 G | 2040-08-01      | 5.5000%  |  | $6153.36           | $6393.74           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G05676 G | 2039-11-01      | 4.0000%  |  | $6264.77           | $6138.73           | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G05267 G | 2038-12-01      | 5.5000%  |  | $1.68              | $1.75              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  |  | $1653.09           | $1633.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5231 | 2042-09-01      | 4.5000%  |  | $665.58            | $667.45            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL4597 | 2044-01-01      | 4.0000%  |  | $3879.48           | $3764.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  |  | $71.94             | $71.22             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  |  | $1305.07           | $1323.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL4464 | 2028-06-01      | 2.5000%  |  | $4817.78           | $4730.06           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  |  | $4472.68           | $4435.48           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WSAL2815 | 2035-05-01      | 6.7370%  |  | $6185.15           | $6399.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL2120 | 2041-02-01      | 4.0000%  |  | $1179.86           | $1153.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2088 | 2026-09-01      | 4.0000%  |  | $29.74             | $29.68             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL2596 | 2027-11-01      | 2.5000%  |  | $194.08            | $191.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  |  | $48.08             | $48.25             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL1697 | 2041-10-01      | 4.0000%  |  | $1563.37           | $1528.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  |  | $8484.99           | $7854.07           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  |  | $10505.42          | $10372.27          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $2311.89           | $2145.44           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA6600 | 2052-01-01      | 3.5000%  |  | $6337.62           | $5750.38           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC J17514 G | 2026-12-01      | 4.0000%  |  | $56.79             | $56.72             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7796 | 2046-08-01      | 3.0000%  |  | $392.68            | $352.06            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLCB9154 | 2054-09-01      | 6.0000%  |  | $3305.65           | $3429.34           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G16308 G | 2032-09-01      | 3.5000%  |  | $162.06            | $160.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5111 | 2038-08-01      | 5.5000%  |  | $444.47            | $456.42            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  |  | $1138.73           | $1141.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $224.36            | $224.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE5195 | 2040-09-01      | 4.0000%  |  | $6888.35           | $6740.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE4342 | 2040-10-01      | 4.5000%  |  | $811.84            | $814.37            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J32204 G | 2030-07-01      | 2.5000%  |  | $1906.37           | $1852.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2352 | 2045-08-01      | 3.5000%  |  | $31.36             | $29.30             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM1649 | 2030-07-01      | 3.0000%  |  | $489.53            | $482.13            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  |  | $12685.53          | $10144.24          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS2967 | 2052-09-01      | 5.0000%  |  | $5842.23           | $5806.36           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIQN4840 | 2036-01-01      | 2.5000%  |  | $5295.73           | $4988.26           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  |  | $10371.49          | $10066.87          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  |  | $1728.70           | $1686.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS5850 | 2053-09-01      | 6.0000%  |  | $7501.57           | $7704.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  |  | $336.82            | $321.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $611.34            | $559.76            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08732 G | 2046-11-01      | 3.0000%  |  | $235.91            | $211.68            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A94779 G | 2040-11-01      | 4.0000%  |  | $3097.85           | $3033.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE8226 | 2025-12-01      | 3.5000%  |  | $3.01              | $3.01              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE9758 | 2040-12-01      | 4.0000%  |  | $2060.67           | $2014.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH1161 | 2041-01-01      | 4.5000%  |  | $3693.84           | $3704.21           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A95923 G | 2040-10-01      | 4.0000%  |  | $4407.33           | $4318.21           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A96366 G | 2041-01-01      | 4.5000%  |  | $224.93            | $224.73            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE5364 | 2052-07-01      | 3.0000%  |  | $6532.72           | $5691.44           | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AY4849 H     | 2067-07-20      | 4.6090%  |  | $231951.70         | $231710.16         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  |  | $7891.87           | $8039.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFS2429 | 2034-09-01      | 3.5000%  |  | $868.60            | $855.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $129.52            | $117.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM5573 | 2036-01-01      | 2.0000%  |  | $3540.76           | $3271.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  |  | $1698.93           | $1596.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  |  | $1285.70           | $1119.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH6935 | 2053-11-01      | 5.5000%  |  | $8893.60           | $8993.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $802.47            | $729.04            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $3705.96           | $3100.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL7800 | 2030-11-01      | 2.5000%  |  | $171.88            | $167.00            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08807 G | 2048-04-01      | 3.0000%  |  | $87.26             | $77.49             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  |  | $870.39            | $841.72            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4187 | 2053-11-01      | 6.0000%  |  | $8937.29           | $9309.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  |  | $13405.38          | $11663.62          | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC C91987 G | 2038-04-01      | 3.0000%  |  | $8165.81           | $7767.90           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $245.37            | $248.06            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  |  | $320.00            | $279.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBR0441 | 2051-03-01      | 2.5000%  |  | $6139.05           | $5118.15           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZJ5214 | 2030-01-01      | 7.0000%  |  | $8258.86           | $8725.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  |  | $442.76            | $428.24            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  |  | $46.49             | $46.60             | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7770 H     | 2071-09-20      | 5.6530%  |  | $1435814.28        | $1494341.74        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $3721.23           | $3552.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB0649 | 2037-04-01      | 2.5000%  |  | $12993.75          | $12207.17          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  |  | $4963.27           | $4657.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBD7883 | 2046-09-01      | 3.5000%  |  | $41.92             | $38.86             | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  |  | $9667881.36        | $8937877.90        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8283 | 2039-02-01      | 6.0000%  |  | $2032.50           | $2108.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $7827.10           | $7350.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  |  | $308.33            | $295.74            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL8287 | 2044-07-01      | 3.5000%  |  | $7225.23           | $6779.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE0590 | 2052-04-01      | 3.0000%  |  | $6952.86           | $6053.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  |  | $3853.96           | $3518.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC2344 | 2036-11-01      | 2.0000%  |  | $10050.43          | $9286.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  |  | $545.00            | $499.94            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  |  | $171.20            | $153.68            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q44686 G | 2046-12-01      | 4.5000%  |  | $135.35            | $132.39            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08748 G | 2047-02-01      | 3.5000%  |  | $454.33            | $421.08            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL6604       | 2064-01-15      | 2.7400%  |  | $753289.80         | $641721.64         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DJ8327 H     | 2075-05-20      | 6.5600%  |  | $122924.80         | $126745.24         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $1489.78           | $1420.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD2864 | 2052-03-01      | 3.0000%  |  | $1874.65           | $1633.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $10432.12          | $10132.09          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS8371 | 2050-03-01      | 3.5000%  |  | $8963.55           | $8291.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  |  | $1260.89           | $1098.11           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  |  | $11778.89          | $10758.98          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTFM9940 | 2040-03-01      | 3.0000%  |  | $1760.31           | $1674.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  |  | $2081.36           | $1992.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $2479.36           | $2367.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  |  | $185.94            | $191.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  |  | $4587.86           | $4312.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  |  | $47.64             | $43.77             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $9678.96           | $8880.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8216 | 2038-03-01      | 4.5000%  |  | $2449.01           | $2453.85           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60901 G | 2044-07-01      | 4.0000%  |  | $5302.59           | $5175.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV4146 | 2052-03-01      | 3.0000%  |  | $5876.58           | $5187.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $4250.65           | $3898.02           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3762 | 2038-05-01      | 5.5000%  |  | $7582.81           | $7900.32           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1783       | 2064-05-15      | 4.0000%  |  | $50846.19          | $47067.76          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  |  | $6.88              | $6.89              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $239.80            | $229.12            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $4894.00           | $4441.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2370 | 2038-07-01      | 5.5000%  |  | $8458.46           | $8771.53           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6793 | 2046-08-01      | 6.6020%  |  | $11925.27          | $12407.86          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  |  | $482.69            | $459.27            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZJ6130 | 2032-05-01      | 7.0000%  |  | $8934.69           | $9439.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  |  | $6708.68           | $6149.60           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  |  | $926.84            | $910.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  |  | $5342.85           | $4898.88           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ3408       | 2064-05-15      | 2.6000%  |  | $125655.59         | $106519.15         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  |  | $1419.35           | $1245.47           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA2868 | 2032-01-01      | 2.5000%  |  | $243.47            | $234.98            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  |  | $1791.63           | $1671.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $249.25            | $229.59            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3VZT1198 | 2045-03-01      | 3.5000%  |  | $9367.68           | $8819.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5876 | 2042-01-01      | 4.5000%  |  | $275.62            | $276.51            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $2079.54           | $2182.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  |  | $6006.60           | $5381.33           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9302 H     | 2075-06-20      | 5.9940%  |  | $302434.05         | $323279.76         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8271 | 2031-04-01      | 3.5000%  |  | $621.17            | $615.92            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  |  | $11321.24          | $10625.34          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ7049       | 2065-03-15      | 4.6700%  |  | $543549.41         | $532001.82         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA2136 | 2055-06-01      | 5.0000%  |  | $1155.59           | $1145.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD8003 | 2055-04-01      | 6.5000%  |  | $253.44            | $264.50            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ0273 H     | 2075-03-20      | 6.6410%  |  | $1054476.54        | $1118779.11        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  |  | $2235.53           | $2219.90           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF9488       | 2064-03-15      | 2.8000%  |  | $252253.14         | $205979.01         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFA2123 | 2055-04-01      | 4.5000%  |  | $5149.63           | $4974.62           | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK4999 H     | 2075-06-20      | 6.4930%  |  | $90436.49          | $92637.99          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  |  | $10866.91          | $10180.84          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD5147 | 2055-04-01      | 5.0000%  |  | $506.25            | $504.52            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4714 | 2030-08-01      | 4.4600%  |  | $6544067.80        | $6657312.16        | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60724 G | 2030-01-01      | 3.0000%  |  | $8757.23           | $8614.94           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  |  | $762.13            | $713.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $1497.30           | $1381.79           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA1033 | 2049-07-01      | 3.0000%  |  | $1904.01           | $1675.11           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4LZJ9594 | 2037-09-01      | 6.0000%  |  | $10250.08          | $10577.96          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $682.88            | $576.49            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G15257 G | 2027-05-01      | 4.0000%  |  | $68.98             | $69.01             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA6314 | 2050-07-01      | 3.0000%  |  | $239.45            | $208.83            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLZA1020 | 2039-02-01      | 6.0000%  |  | $11180.95          | $11777.08          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  |  | $313.12            | $307.75            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  |  | $3022.57           | $2934.04           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  |  | $164.04            | $162.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  |  | $4819.08           | $4426.13           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $4587.00           | $4259.63           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CM0213 H     | 2072-01-20      | 5.9780%  |  | $547129.49         | $576437.51         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  |  | $4039.62           | $3536.37           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18684 G | 2033-04-01      | 3.0000%  |  | $11346.59          | $11089.29          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBM1498 | 2042-03-01      | 3.0000%  |  | $1485.58           | $1338.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD8261 | 2052-09-01      | 6.0000%  |  | $8414.47           | $8654.59           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  |  | $1864.91           | $1672.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB0372 | 2033-01-01      | 4.0000%  |  | $12269.64          | $12291.85          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  |  | $902.74            | $870.82            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS3489 | 2037-01-01      | 2.0000%  |  | $1259.03           | $1159.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD4223 | 2053-10-01      | 6.5000%  |  | $1913.42           | $2005.98           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLZM2569 | 2047-01-01      | 2.5000%  |  | $10681.47          | $9133.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $13463.58          | $10771.01          | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60796 G | 2030-05-01      | 2.5000%  |  | $7089.64           | $6895.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  |  | $978.14            | $966.34            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC V83598 G | 2047-12-01      | 3.5000%  |  | $8599.96           | $7937.61           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  |  | $411.60            | $380.83            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18632 G | 2032-02-01      | 3.0000%  |  | $501.24            | $490.27            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4555 | 2045-05-01      | 4.0000%  |  | $12539.76          | $11993.31          | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  |  | $306.94            | $293.27            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8183 | 2037-10-01      | 3.5000%  |  | $7932.08           | $7702.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  |  | $4974.88           | $4829.17           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $23.92             | $23.52             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  |  | $95.77             | $93.97             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  |  | $269.26            | $281.02            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  |  | $1246.69           | $1085.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CTSC0524 | 2040-07-01      | 4.5000%  |  | $216.31            | $215.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA2729 | 2031-08-01      | 3.5000%  |  | $67.07             | $66.48             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $9697.08           | $9604.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM4422 | 2047-10-01      | 3.5000%  |  | $11349.14          | $10556.35          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $8356.09           | $8278.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  |  | $226.39            | $223.67            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  |  | $137.31            | $136.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS8966 | 2047-03-01      | 4.0000%  |  | $1684.57           | $1609.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH0057 | 2041-02-01      | 4.5000%  |  | $397.12            | $395.30            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  |  | $125.60            | $126.11            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH6783 | 2041-03-01      | 4.0000%  |  | $4460.66           | $4360.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH6500 | 2026-03-01      | 3.5000%  |  | $6481.44           | $6463.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  |  | $285.90            | $286.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3938 | 2050-02-01      | 4.0000%  |  | $183.86            | $174.60            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $8513.22           | $7129.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA3808 | 2050-10-01      | 2.0000%  |  | $5541.80           | $4416.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $13922.79          | $11203.32          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  |  | $7923.74           | $6910.30           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA3078 | 2050-07-01      | 3.0000%  |  | $10955.84          | $9705.70           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  |  | $1109.83           | $1049.45           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  |  | $2587.19           | $2274.95           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC C91923 G | 2037-03-01      | 4.0000%  |  | $1119.72           | $1111.91           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC C91291 G | 2030-03-01      | 4.5000%  |  | $404.18            | $408.02            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91175 G | 2028-05-01      | 5.0000%  |  | $2872.19           | $2900.27           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91167 G | 2028-04-01      | 5.0000%  |  | $3965.12           | $4002.59           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91164 G | 2028-03-01      | 5.0000%  |  | $2498.72           | $2522.33           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C90945 G | 2026-01-01      | 5.0000%  |  | $48.72             | $48.82             | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC H00987 G | 2037-06-01      | 5.5000%  |  | $81.69             | $82.65             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18713 G | 2033-11-01      | 3.5000%  |  | $1030.65           | $1020.32           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18689 G | 2033-05-01      | 3.5000%  |  | $8229.12           | $8149.73           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  |  | $473.72            | $469.10            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18642 G | 2032-04-01      | 3.5000%  |  | $106.41            | $105.52            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G18669 G | 2032-12-01      | 2.5000%  |  | $878.23            | $846.18            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5548 | 2030-08-01      | 2.5000%  |  | $3629.10           | $3522.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3277 | 2048-02-01      | 4.0000%  |  | $2216.73           | $2117.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM2414 | 2035-02-01      | 3.5000%  |  | $1305.58           | $1276.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  |  | $5.72              | $5.70              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CIZS6250 | 2026-05-01      | 4.5000%  |  | $6872.73           | $6884.59           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC E02892 G | 2026-05-01      | 3.5000%  |  | $7.68              | $7.66              | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FRPC G80371 G | 2039-01-01      | 7.0000%  |  | $4027.97           | $4092.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  |  | $23.99             | $24.06             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q58905 G | 2048-10-01      | 4.0000%  |  | $134.05            | $128.11            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL8963 | 2045-01-01      | 3.5000%  |  | $8466.70           | $7876.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $679.01            | $591.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $261.16            | $254.80            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $4792.32           | $4653.45           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD3662 | 2053-08-01      | 5.5000%  |  | $5647.77           | $5745.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRMA2702 | 2046-07-01      | 3.0000%  |  | $4093.35           | $3683.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  |  | $114.29            | $112.94            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM5529 | 2033-03-01      | 3.0000%  |  | $1624.74           | $1590.88           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  |  | $221.52            | $217.81            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD7514 | 2050-04-01      | 3.5000%  |  | $5665.35           | $5207.98           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q49490 G | 2047-07-01      | 3.5000%  |  | $32.42             | $30.11             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.550 6GZM8983 | 2037-06-01      | 5.5500%  |  | $10219.78          | $10640.79          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA2803 | 2031-11-01      | 2.5000%  |  | $76.13             | $73.54             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTMA2758 | 2036-09-01      | 3.5000%  |  | $348.91            | $338.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  |  | $56.84             | $52.21             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  |  | $425.70            | $420.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $1272.72           | $1249.06           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  |  | $155.65            | $153.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $238.63            | $234.06            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $1199.55           | $1144.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIMA3490 | 2033-10-01      | 4.0000%  |  | $1421.36           | $1424.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  |  | $1038.49           | $1019.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2539 | 2046-02-01      | 4.0000%  |  | $56.89             | $54.39             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS748848 | 2037-06-01      | 6.2700%  |  | $3037.07           | $3139.80           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WD745688 | 2034-07-01      | 6.3330%  |  | $6.27              | $6.47              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $285.84            | $280.18            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD6580 | 2054-10-01      | 5.5000%  |  | $11800.34          | $11990.01          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD7102 | 2054-11-01      | 5.0000%  |  | $6889.27           | $6841.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD6029 | 2054-08-01      | 6.0000%  |  | $11588.07          | $11951.07          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD5892 | 2052-02-01      | 2.0000%  |  | $5003.79           | $3998.35           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q05804 G | 2042-01-01      | 4.0000%  |  | $9952.83           | $9743.34           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE5543 H     | 2071-10-20      | 5.8610%  |  | $517070.72         | $542427.52         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  |  | $1635.50           | $1613.19           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQA1173 | 2049-07-01      | 4.0000%  |  | $305.91            | $291.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CL251568 | 2028-03-01      | 6.5000%  |  | $0.30              | $0.32              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GL252285 | 2028-12-01      | 7.0000%  |  | $959.57            | $978.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL252805 | 2029-10-01      | 7.0000%  |  | $217.73            | $230.02            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 CL253266 | 2030-05-01      | 8.0000%  |  | $0.49              | $0.51              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAB6670 | 2042-10-01      | 3.0000%  |  | $297.92            | $273.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  |  | $1339.74           | $1165.64           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  |  | $2838.97           | $2370.55           | Agency Mortgage-Backed Securities   |
| GNMA GNHA PB 786283 H     | 2072-07-20      | 5.9630%  |  | $4681865.99        | $4933454.90        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 ZLSI2095 | 2052-02-01      | 2.5000%  |  | $9542.02           | $7964.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  |  | $10773.90          | $10093.70          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFS4840 | 2053-05-01      | 5.5000%  |  | $5437.50           | $5503.82           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  |  | $105.31            | $104.25            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  |  | $3975.59           | $3459.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  |  | $1382.11           | $1350.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $2804.99           | $2680.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL7688 | 2030-11-01      | 3.5000%  |  | $3656.95           | $3629.02           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q39644 G | 2046-03-01      | 3.5000%  |  | $10084.69          | $9424.76           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBW2213 | 2052-06-01      | 3.0000%  |  | $7180.92           | $6251.59           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRA8892 | 2053-04-01      | 6.0000%  |  | $11607.57          | $12017.35          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253348 | 2030-06-01      | 8.5000%  |  | $63.56             | $65.77             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253438 | 2030-09-01      | 8.5000%  |  | $46.51             | $48.58             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  |  | $4042.31           | $3720.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  |  | $304.81            | $290.42            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTFM1043 | 2039-06-01      | 4.5000%  |  | $870.26            | $881.02            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  |  | $526.65            | $533.93            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $13883.25          | $12612.94          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CN0143 H     | 2072-05-20      | 6.1540%  |  | $3360927.09        | $3551790.78        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM1637 | 2049-05-01      | 4.5000%  |  | $2164.34           | $2127.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  |  | $111.38            | $109.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  |  | $1656.91           | $1581.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1449 | 2049-09-01      | 3.5000%  |  | $40.72             | $37.37             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  |  | $4410.44           | $4300.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  |  | $805.69            | $709.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  |  | $3089.48           | $2899.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  |  | $2841.06           | $2501.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  |  | $1317.43           | $1276.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  |  | $1756.60           | $1546.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  |  | $273.88            | $267.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  |  | $351.30            | $320.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $5345.06           | $4903.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  |  | $4970.72           | $4681.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM4703 | 2048-02-01      | 3.5000%  |  | $2707.76           | $2497.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  |  | $1863.08           | $1832.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM3403 | 2030-02-01      | 2.5000%  |  | $236.21            | $231.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  |  | $972.20            | $961.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  |  | $26.51             | $26.26             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTBM3113 | 2034-04-01      | 4.5000%  |  | $2911.70           | $2928.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7889 | 2046-09-01      | 3.0000%  |  | $6668.87           | $6020.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7538 | 2046-07-01      | 3.0000%  |  | $68.26             | $61.20             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7370 | 2046-06-01      | 3.0000%  |  | $4004.55           | $3615.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7365 | 2046-06-01      | 3.0000%  |  | $846.35            | $762.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  |  | $9.96              | $9.84              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  |  | $50.27             | $48.05             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6431 | 2031-01-01      | 2.5000%  |  | $303.61            | $293.94            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  |  | $90.37             | $86.36             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6142 | 2030-11-01      | 2.5000%  |  | $4324.41           | $4194.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6115 | 2030-11-01      | 2.5000%  |  | $5037.13           | $4887.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253796 | 2031-05-01      | 7.5000%  |  | $4.79              | $4.84              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAZ6973 | 2045-11-01      | 4.0000%  |  | $39.57             | $37.52             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  |  | $91.48             | $91.67             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAJ6935 | 2026-11-01      | 3.5000%  |  | $4331.24           | $4308.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  |  | $309.27            | $319.24            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17848 G | 2027-01-01      | 3.0000%  |  | $7712.89           | $7654.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBV7937 | 2052-08-01      | 4.0000%  |  | $6306.00           | $5918.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV7709 | 2052-04-01      | 3.0000%  |  | $3788.65           | $3296.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV4199 | 2052-03-01      | 3.0000%  |  | $5867.83           | $5108.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV3393 | 2052-03-01      | 3.0000%  |  | $6409.87           | $5580.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBV3013 | 2052-02-01      | 2.0000%  |  | $6205.18           | $4958.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  |  | $5236.90           | $4557.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  |  | $661.35            | $612.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  |  | $135.19            | $120.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3143 | 2047-09-01      | 3.0000%  |  | $49.52             | $44.32             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3106 | 2047-08-01      | 3.0000%  |  | $49.45             | $44.27             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  |  | $124.40            | $114.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  |  | $100.09            | $98.84             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  |  | $440.75            | $394.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2964 | 2032-04-01      | 3.0000%  |  | $4108.16           | $4008.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  |  | $3257.68           | $2910.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD5136 | 2055-04-01      | 5.5000%  |  | $695.50            | $708.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD4953 | 2055-04-01      | 6.0000%  |  | $759.40            | $783.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD2383 | 2055-04-01      | 6.0000%  |  | $253.36            | $260.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLDD2312 | 2055-02-01      | 4.5000%  |  | $10019.49          | $9687.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC9986 | 2055-01-01      | 5.5000%  |  | $8586.28           | $8673.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  |  | $7606.13           | $7585.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC5696 | 2054-11-01      | 6.0000%  |  | $9017.64           | $9264.16           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $6325.33           | $6266.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  |  | $241.59            | $219.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  |  | $9417.72           | $9330.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  |  | $2368.61           | $1980.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  |  | $983.75            | $1006.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  |  | $1919.40           | $1743.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  |  | $6692.94           | $5591.64           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS4759 | 2037-04-01      | 2.5000%  |  | $4616.03           | $4345.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  |  | $3448.93           | $3000.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $9534.06           | $8716.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $3983.66           | $3752.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  |  | $2040.20           | $1920.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS4435 | 2053-02-01      | 2.5000%  |  | $5473.45           | $4563.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  |  | $1762.53           | $1680.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3PQU7381 | 2050-02-01      | 3.5000%  |  | $12136.99          | $10930.42          | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60696 G | 2030-01-01      | 3.0000%  |  | $6618.95           | $6514.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  |  | $170.68            | $175.17            | Agency Mortgage-Backed Securities   |
| FMAC 05.600 FGPC U30724 G | 2037-11-01      | 5.6000%  |  | $7143.12           | $7170.95           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V80530 G | 2043-10-01      | 4.5000%  |  | $119.68            | $118.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAU6735 | 2043-10-01      | 3.0000%  |  | $52.10             | $47.56             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  |  | $18.61             | $18.47             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA1658 | 2028-11-01      | 3.5000%  |  | $11.39             | $11.31             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  |  | $5.30              | $5.32              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $4310.22           | $3795.27           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08831 G | 2048-08-01      | 4.0000%  |  | $1232.60           | $1178.24           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  |  | $1485.92           | $1293.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBU0968 | 2051-11-01      | 2.0000%  |  | $4981.02           | $3969.29           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G08838 G | 2048-09-01      | 5.0000%  |  | $1987.85           | $2008.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 3JZJ2790 | 2039-07-01      | 4.5000%  |  | $10771.30          | $10814.91          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH1309 | 2053-09-01      | 5.5000%  |  | $5399.24           | $5462.89           | Agency Mortgage-Backed Securities   |
| FMAC 06.050 FGPC T31195 G | 2038-04-01      | 6.0500%  |  | $9327.44           | $9696.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  |  | $44.09             | $46.64             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CT257326 | 2028-08-01      | 6.0000%  |  | $10257.77          | $10526.97          | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB995015 | 2036-02-01      | 6.4890%  |  | $1690.79           | $1745.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  |  | $896.77            | $868.22            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV2357 | 2044-01-01      | 4.0000%  |  | $12268.55          | $11904.54          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  |  | $4415.38           | $4380.24           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q24368 G | 2044-01-01      | 3.5000%  |  | $5433.77           | $5116.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS1792 | 2044-02-01      | 4.5000%  |  | $9.34              | $9.23              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  |  | $210.38            | $200.54            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIZS8619 | 2031-08-01      | 2.0000%  |  | $8536.62           | $8156.26           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA1877 | 2049-11-01      | 5.0000%  |  | $11572.47          | $11663.94          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS8219 | 2054-06-01      | 6.0000%  |  | $11866.47          | $12285.45          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  |  | $1093.08           | $1026.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  |  | $3143.84           | $2895.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  |  | $1440.77           | $1380.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS7058 | 2054-01-01      | 2.5000%  |  | $8008.97           | $6681.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  |  | $230.91            | $200.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $6780.05           | $5899.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  |  | $8958.74           | $9067.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQY3141 | 2055-05-01      | 4.5000%  |  | $10565.04          | $10205.94          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY2249 | 2055-04-01      | 6.5000%  |  | $3298.31           | $3442.01           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY0227 | 2055-04-01      | 6.0000%  |  | $8073.50           | $8294.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $3842.84           | $3517.40           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9298 H     | 2075-05-20      | 5.9730%  |  | $70123.19          | $74025.25          | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ9289 H     | 2075-04-20      | 6.4880%  |  | $158388.78         | $166933.52         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DJ8328 H     | 2075-05-20      | 6.6740%  |  | $177093.16         | $183547.38         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ8322 H     | 2075-05-20      | 6.6510%  |  | $577998.34         | $611651.33         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7960       | 2060-08-15      | 5.9300%  |  | $701694.92         | $748613.20         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7959       | 2060-08-15      | 5.9300%  |  | $676271.19         | $721489.53         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7958       | 2060-08-15      | 5.9300%  |  | $589830.51         | $629269.07         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  |  | $10413.03          | $10433.62          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  |  | $334.22            | $338.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 K2253607 | 2030-11-01      | 7.5000%  |  | $9.97              | $10.02             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253517 | 2030-11-01      | 8.5000%  |  | $151.39            | $159.50            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253482 | 2030-10-01      | 8.5000%  |  | $232.90            | $237.29            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253395 | 2030-07-01      | 8.5000%  |  | $362.32            | $383.44            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 GO253365 | 2030-05-01      | 8.5000%  |  | $7.30              | $7.33              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253355 | 2030-07-01      | 7.5000%  |  | $19.58             | $20.24             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253183 | 2030-04-01      | 7.5000%  |  | $15.30             | $15.80             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253182 | 2030-04-01      | 7.0000%  |  | $0.49              | $0.52              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZL7420 | 2043-11-01      | 4.5000%  |  | $6524.35           | $6451.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL7365 | 2043-11-01      | 3.5000%  |  | $3094.11           | $2897.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL7364 | 2043-11-01      | 3.5000%  |  | $1955.56           | $1830.96           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL3955 | 2042-10-01      | 3.5000%  |  | $156.44            | $148.60            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL2777 | 2042-03-01      | 3.5000%  |  | $6139.35           | $5796.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4RZL0989 | 2034-11-01      | 6.0000%  |  | $10942.42          | $11233.59          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK9051 | 2032-11-01      | 3.0000%  |  | $12099.42          | $11806.73          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZK8765 | 2032-06-01      | 2.5000%  |  | $6831.91           | $6541.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZK6369 | 2029-01-01      | 3.5000%  |  | $8009.48           | $7924.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN8712 | 2036-12-01      | 2.0000%  |  | $12573.93          | $11618.26          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN7743 | 2036-09-01      | 2.0000%  |  | $7405.17           | $6819.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS4690 | 2046-11-01      | 4.0000%  |  | $9450.88           | $9030.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  |  | $384.96            | $360.59            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4591 | 2044-11-01      | 3.5000%  |  | $497.20            | $465.93            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  |  | $301.67            | $283.32            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3986 | 2041-06-01      | 5.5000%  |  | $2596.00           | $2683.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3835 | 2039-04-01      | 5.5000%  |  | $6411.70           | $6659.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS3426 | 2042-01-01      | 4.0000%  |  | $7592.05           | $7417.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS3243 | 2041-05-01      | 4.5000%  |  | $8815.88           | $8840.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2993 | 2040-01-01      | 5.5000%  |  | $6120.10           | $6354.10           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  |  | $8412.89           | $8744.84           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q16403 G | 2043-03-01      | 3.0000%  |  | $11209.55          | $10290.29          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT831587 | 2026-07-01      | 6.5000%  |  | $44.87             | $46.71             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL776591 | 2034-04-01      | 5.0000%  |  | $0.39              | $0.40              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE2078 | 2040-08-01      | 4.5000%  |  | $1101.80           | $1100.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE1806 | 2025-10-01      | 3.5000%  |  | $946.76            | $946.24            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE0949 | 2041-02-01      | 4.0000%  |  | $735.81            | $719.29            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE0725 | 2041-01-01      | 4.5000%  |  | $47.22             | $47.35             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE0138 | 2040-03-01      | 4.5000%  |  | $2374.84           | $2382.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAD7615 | 2040-07-01      | 5.0000%  |  | $10958.23          | $11077.17          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLAD8074 | 2040-06-01      | 5.5000%  |  | $7657.24           | $7834.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD6432 | 2040-06-01      | 4.5000%  |  | $99.77             | $100.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTFM3350 | 2040-04-01      | 3.5000%  |  | $695.01            | $671.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $896.35            | $883.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  |  | $253.19            | $252.58            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  |  | $1701.45           | $1624.76           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  |  | $161.63            | $158.18            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM2923 | 2048-08-01      | 3.0000%  |  | $1452.55           | $1323.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CTFM3508 | 2029-09-01      | 6.0000%  |  | $4068.26           | $4175.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM2336 | 2050-01-01      | 4.0000%  |  | $6074.58           | $5783.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1886 | 2049-06-01      | 3.5000%  |  | $906.13            | $832.90            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DI4409 H     | 2075-02-20      | 6.7620%  |  | $230314.03         | $244802.81         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI2049 C     | 2055-05-20      | 7.0000%  |  | $1768255.29        | $1854306.44        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $1981869.13        | $1968469.49        | Agency Mortgage-Backed Securities   |
| FNMA 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  |  | $4830.51           | $4766.47           | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  |  | $6163728.81        | $6196781.81        | Agency Debentures and Agency Strips |
| FNMA 0.50 FNSM A 11/25    | 2025-11-07      | 0.5000%  |  | $7118.64           | $7075.26           | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $3813.56           | $3328.24           | Agency Debentures and Agency Strips |
| FMAC 4.625 FMNT GB25-2841 | 2028-07-24      | 4.6250%  |  | $8648898.31        | $8682531.23        | Agency Debentures and Agency Strips |
| FMAC FMIN 07/15/2032 F    | 2032-07-15      | 0.0000%  |  | $11186.44          | $8385.78           | Agency Debentures and Agency Strips |
| FMAC FMIN 07/15/2028 F    | 2028-07-15      | 0.0000%  |  | $1271.19           | $1140.97           | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $254.24            | $290.44            | Agency Debentures and Agency Strips |
| FMAC FMZC 12/11/2025 A    | 2025-12-11      | 0.0000%  |  | $1271.19           | $1255.68           | Agency Debentures and Agency Strips |
| FHLB 4.15 FHOR 26-27 71   | 2027-06-23      | 4.1500%  |  | $2307203.39        | $2327173.00        | Agency Debentures and Agency Strips |
| FHLB 4.90 FHOR 26-30 TI   | 2030-02-11      | 4.9000%  |  | $3488135.59        | $3502886.92        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/26 7249 | 2026-02-02      | 4.4500%  |  | $6355.93           | $6379.31           | Agency Debentures and Agency Strips |
| FHLB 4.40 FHLB 31 TM      | 2031-02-18      | 4.4000%  |  | $696610.17         | $716816.35         | Agency Debentures and Agency Strips |
| FHLB 4.375 FHLB 28 I4     | 2028-09-08      | 4.3750%  |  | $44491.53          | $46356.40          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 4.4800%  |  | $9915.25           | $9977.78           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 4.4400%  |  | $12203.39          | $12305.17          | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 GI      | 2026-05-08      | 4.7500%  |  | $1016.95           | $1036.98           | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 28 FO     | 2028-08-01      | 3.8750%  |  | $1144067.80        | $1155028.98        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DC 27/04   | 2027-04-21      | 4.4650%  |  | $2542.37           | $2554.60           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 26/02   | 2026-02-09      | 4.4500%  |  | $11440.68          | $11472.56          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 4.4700%  |  | $9915.25           | $9969.03           | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 23-37 BQ   | 2037-07-27      | 5.1800%  |  | $700423.73         | $690418.49         | Agency Debentures and Agency Strips |
| FHLB 2.75 FHLB 27 ZV      | 2027-12-10      | 2.7500%  |  | $12711.86          | $12517.05          | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 26 GD     | 2026-04-24      | 4.8750%  |  | $6355.93           | $6496.44           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CK 25/09   | 2025-09-15      | 4.5150%  |  | $7118.64           | $7185.78           | Agency Debentures and Agency Strips |
| FCSB 4.50 FCDB 26 B       | 2026-08-14      | 4.5000%  |  | $65338.98          | $65808.70          | Agency Debentures and Agency Strips |
| FCSB 5.22 FCSB 26 D       | 2026-04-21      | 5.2200%  |  | $6355.93           | $6520.04           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DW 25/12   | 2025-12-01      | 4.5150%  |  | $6864.41           | $6943.38           | Agency Debentures and Agency Strips |
| FCSB 4.25 FCSB 28 EJ      | 2028-03-20      | 4.2500%  |  | $7627.12           | $7867.84           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AB 26/03   | 2026-03-18      | 4.4650%  |  | $11440.68          | $11548.57          | Agency Debentures and Agency Strips |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  |  | $2517457.63        | $2117737.10        | Agency Debentures and Agency Strips |
| FCSB 1.84 FCOR 22-36 AE   | 2036-01-25      | 1.8400%  |  | $762.71            | $583.37            | Agency Debentures and Agency Strips |
| FCSB 1.12 FCOR 21-29 EK   | 2029-07-30      | 1.1200%  |  | $8898.31           | $8061.17           | Agency Debentures and Agency Strips |
| FCSB 3.12 FCSB 34 AH      | 2034-04-24      | 3.1200%  |  | $254.24            | $235.64            | Agency Debentures and Agency Strips |
| FCSB 3.05 FCSB 27 BV      | 2027-02-09      | 3.0500%  |  | $5084.75           | $5034.99           | Agency Debentures and Agency Strips |
| FMAC FMDN 09/18/25        | 2025-09-18      | 0.0000%  |  | $214067.80         | $213554.03         | Agency Debentures and Agency Strips |
| FHLB FHDN 09/15/25        | 2025-09-15      | 0.0000%  |  | $2229915.25        | $2225321.63        | Agency Debentures and Agency Strips |
| FMAC FMZC 11/15/38 S0     | 2038-11-15      | 0.0000%  |  | $3050.85           | $1618.29           | Agency Debentures and Agency Strips |
| FCSB 4.50 FCSB 28 EP      | 2028-06-07      | 4.5000%  |  | $3813.56           | $3938.87           | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $508.47            | $582.14            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DD 25/10   | 2025-10-27      | 4.5200%  |  | $9915.25           | $9958.82           | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/25 6630 | 2025-09-02      | 4.5100%  |  | $2542.37           | $2570.25           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DH 25/11   | 2025-11-03      | 4.5200%  |  | $5593.22           | $5612.94           | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/31        | 2031-09-15      | 0.0000%  |  | $4322.03           | $3349.13           | Agency Debentures and Agency Strips |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  |  | $8135.59           | $8797.14           | Agency Debentures and Agency Strips |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  |  | $508.47            | $591.97            | Agency Debentures and Agency Strips |
| FMAC 03.500 FGPC J32203 G | 2030-07-01      | 3.5000%  |  | $18.47             | $18.27             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08551 G | 2043-10-01      | 4.0000%  |  | $6493.47           | $6300.54           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08542 G | 2043-08-01      | 4.0000%  |  | $17.71             | $17.20             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  |  | $9643.63           | $9132.35           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  |  | $9757.18           | $9796.51           | Agency Mortgage-Backed Securities   |
| FMAC 06.000 FGPC G08081 G | 2035-09-01      | 6.0000%  |  | $147.61            | $156.30            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  |  | $59.84             | $52.72             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  |  | $507.07            | $447.72            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08876 G | 2049-05-01      | 3.5000%  |  | $1419.38           | $1305.01           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  |  | $118.88            | $113.53            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  |  | $69.46             | $66.35             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08851 G | 2048-12-01      | 3.5000%  |  | $59.66             | $55.01             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08842 G | 2048-10-01      | 4.0000%  |  | $13281.41          | $12689.47          | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  |  | $460.98            | $453.54            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08817 G | 2048-06-01      | 4.0000%  |  | $21.63             | $20.68             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  |  | $87.40             | $86.67             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  |  | $181.84            | $180.32            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  |  | $796.71            | $774.06            | Agency Mortgage-Backed Securities   |
| FMAC FMAR 786190 G        | 2027-07-01      | 6.3570%  |  | $38.16             | $38.35             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18434 G | 2027-05-01      | 3.0000%  |  | $124.03            | $122.97            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08759 G | 2047-04-01      | 4.5000%  |  | $7607.68           | $7525.71           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  |  | $531.69            | $476.94            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1372 H     | 2075-03-20      | 6.6030%  |  | $109537.25         | $116088.58         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DJ1366 H     | 2075-03-20      | 4.1950%  |  | $157379.36         | $154927.79         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ1301 H     | 2075-05-20      | 5.8950%  |  | $7815506.04        | $8414154.70        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ1300 H     | 2075-04-20      | 5.9460%  |  | $2940661.36        | $3168384.54        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ0276 H     | 2075-04-20      | 5.8900%  |  | $5957163.89        | $6401335.32        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ0286 H     | 2075-04-20      | 7.2190%  |  | $387754.76         | $405470.42         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9337 H     | 2075-03-20      | 6.6920%  |  | $629958.03         | $666850.19         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9862 H     | 2075-02-20      | 6.6290%  |  | $664414.69         | $703114.11         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH7979 C     | 2055-01-20      | 7.0000%  |  | $1612621.73        | $1691099.07        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH4163 C     | 2055-03-20      | 6.0000%  |  | $1617809.32        | $1677025.46        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1773       | 2060-05-15      | 5.6400%  |  | $197914.54         | $207977.24         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1772       | 2060-05-15      | 5.6400%  |  | $131881.72         | $138587.07         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5092 | 2038-07-01      | 4.5000%  |  | $4756.93           | $4766.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $164.34            | $168.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $879.05            | $873.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $4335.10           | $3933.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  |  | $5933.88           | $6022.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  |  | $1083.09           | $902.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  |  | $375.97            | $319.71            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  |  | $236.69            | $235.56            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX3008 | 2044-10-01      | 4.0000%  |  | $118.12            | $113.10            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAW7396 | 2027-01-01      | 3.5000%  |  | $72.16             | $71.83             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $5301.31           | $4657.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA5571 | 2050-04-01      | 4.0000%  |  | $6605.94           | $6279.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA5019 | 2050-01-01      | 3.0000%  |  | $1559.30           | $1371.35           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  |  | $910.12            | $890.58            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  |  | $1209.02           | $1109.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $1618.21           | $1525.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $339.82            | $299.31            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3632 | 2034-04-01      | 3.5000%  |  | $158.87            | $156.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  |  | $247.68            | $227.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  |  | $332.11            | $328.13            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $2629.79           | $2106.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $1495.20           | $1251.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $519.35            | $488.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  |  | $38708.71          | $35606.00          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  |  | $154.39            | $147.37            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  |  | $988.45            | $971.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  |  | $119.55            | $118.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  |  | $98.21             | $96.50             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $45.33             | $43.29             | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1770       | 2060-05-15      | 5.6400%  |  | $129576.98         | $136165.15         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1760       | 2060-03-15      | 5.6000%  |  | $10359.91          | $10861.16          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1758       | 2060-03-15      | 5.6000%  |  | $10419.44          | $10938.97          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7700 C     | 2055-01-20      | 6.5000%  |  | $1848102.36        | $1927000.73        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  |  | $3411.13           | $2848.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA1357 | 2043-02-01      | 3.5000%  |  | $214.23            | $201.76            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA1380 | 2044-11-01      | 3.5000%  |  | $105.58            | $98.92             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLZA1333 | 2042-06-01      | 3.0000%  |  | $12866.42          | $11855.91          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZA0924 | 2033-11-01      | 5.5000%  |  | $7826.25           | $8053.20           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC T65539 G | 2049-04-01      | 3.5000%  |  | $11727.15          | $10539.27          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZN4468 | 2048-12-01      | 3.5000%  |  | $31.88             | $29.45             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAB4089 | 2026-12-01      | 3.0000%  |  | $4258.74           | $4226.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB3387 | 2041-08-01      | 4.0000%  |  | $291.92            | $285.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  |  | $192.50            | $193.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CTAB2242 | 2031-02-01      | 4.0000%  |  | $5704.78           | $5668.16           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAB2047 | 2026-01-01      | 3.0000%  |  | $47.20             | $47.06             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB1463 | 2040-09-01      | 4.0000%  |  | $1720.04           | $1691.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV2326 | 2028-12-01      | 3.5000%  |  | $334.73            | $332.31            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV1710 | 2043-11-01      | 4.5000%  |  | $281.43            | $279.44            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $5133.38           | $4813.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  |  | $934.62            | $813.37            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAB1251 | 2040-07-01      | 5.0000%  |  | $207.17            | $211.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB0035 | 2039-04-01      | 4.5000%  |  | $37.37             | $37.49             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA7681 | 2039-06-01      | 4.5000%  |  | $12.30             | $12.34             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA7583 | 2039-06-01      | 4.5000%  |  | $3945.85           | $3927.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAA7332 | 2033-08-01      | 5.0000%  |  | $2831.51           | $2849.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA4630 | 2039-05-01      | 4.5000%  |  | $4964.35           | $4982.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  |  | $2089.08           | $2168.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL987022 | 2038-08-01      | 5.5000%  |  | $69.32             | $71.70             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL986760 | 2038-07-01      | 5.5000%  |  | $5169.01           | $5360.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL986209 | 2038-07-01      | 5.5000%  |  | $473.33            | $489.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL985531 | 2038-06-01      | 5.5000%  |  | $546.27            | $563.69            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL985626 | 2033-04-01      | 6.0000%  |  | $1213.96           | $1255.44           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN3135       | 2064-10-15      | 3.6800%  |  | $293294.60         | $261073.32         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF BE4833 H     | 2067-11-20      | 4.4750%  |  | $118991.65         | $118739.09         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA4868 | 2049-12-01      | 3.0000%  |  | $7746.59           | $6753.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCA3986 | 2049-08-01      | 5.0000%  |  | $171.32            | $172.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  |  | $7324.79           | $6720.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $4264.32           | $4061.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA3858 | 2049-07-01      | 3.5000%  |  | $5661.30           | $5211.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  |  | $3107.60           | $2967.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  |  | $93.19             | $91.56             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  |  | $1696.82           | $1563.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  |  | $142.50            | $141.64            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 I4BF0148 | 2056-04-01      | 4.5000%  |  | $12472.14          | $12152.94          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 I4BF0144 | 2056-10-01      | 3.5000%  |  | $12241.97          | $11077.05          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  |  | $48.22             | $48.36             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 ZL310088 | 2038-06-01      | 5.0000%  |  | $3634.39           | $3725.64           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CT257238 | 2028-06-01      | 5.0000%  |  | $1734.24           | $1749.06           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CT256714 | 2027-05-01      | 5.5000%  |  | $3465.87           | $3501.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 NP256339 | 2036-07-01      | 5.5000%  |  | $59.85             | $59.91             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT256126 | 2026-02-01      | 6.5000%  |  | $8.44              | $8.79              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL255898 | 2035-10-01      | 5.0000%  |  | $28.00             | $28.68             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL254379 | 2032-07-01      | 7.0000%  |  | $4255.52           | $4495.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL254312 | 2032-05-01      | 7.0000%  |  | $3.15              | $3.33              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO254125 | 2031-10-01      | 8.0000%  |  | $76.64             | $77.40             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO254071 | 2030-12-01      | 8.0000%  |  | $732.79            | $744.93            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL254009 | 2031-10-01      | 7.5000%  |  | $32.20             | $33.06             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253950 | 2031-09-01      | 7.0000%  |  | $509.53            | $538.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253959 | 2031-08-01      | 8.5000%  |  | $101.78            | $102.79            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM1277 | 2046-06-01      | 3.5000%  |  | $12190.18          | $11360.28          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZM1247 | 2046-04-01      | 4.0000%  |  | $8064.34           | $7705.42           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM1147 | 2046-05-01      | 3.5000%  |  | $12297.21          | $11442.46          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQE4020 | 2052-06-01      | 2.0000%  |  | $239.31            | $191.22            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE0181 | 2052-04-01      | 3.0000%  |  | $10290.09          | $8974.22           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQD9578 | 2052-04-01      | 2.5000%  |  | $6264.51           | $5241.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQD9509 | 2052-02-01      | 2.0000%  |  | $13359.78          | $10786.36          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  |  | $196.00            | $192.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  |  | $266.04            | $263.31            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9490 | 2047-04-01      | 4.5000%  |  | $149.32            | $147.53            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS9317 | 2032-03-01      | 2.5000%  |  | $4511.34           | $4352.83           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS9830 | 2047-06-01      | 4.0000%  |  | $489.63            | $467.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS8683 | 2047-01-01      | 3.5000%  |  | $3986.44           | $3702.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  |  | $134.89            | $133.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $55.84             | $49.88             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253671 | 2031-01-01      | 8.5000%  |  | $793.55            | $829.20            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  |  | $1806.43           | $1641.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD0185 | 2049-12-01      | 3.0000%  |  | $10077.95          | $8931.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTSC0518 | 2044-04-01      | 6.0000%  |  | $656.21            | $684.80            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CTSC0495 | 2042-08-01      | 2.0000%  |  | $12669.68          | $10915.59          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CTSC0340 | 2042-09-01      | 3.0000%  |  | $10051.71          | $9204.58           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  |  | $963.65            | $964.77            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8333 | 2039-10-01      | 4.5000%  |  | $4498.55           | $4504.00           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  |  | $531.99            | $545.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $174.51            | $179.11            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8293 | 2039-04-01      | 5.0000%  |  | $359.84            | $365.06            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A95144 G | 2040-11-01      | 4.0000%  |  | $2787.95           | $2730.99           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A94977 G | 2040-11-01      | 4.0000%  |  | $6026.90           | $5900.04           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A93851 G | 2040-09-01      | 4.0000%  |  | $12768.15          | $12507.31          | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A93010 G | 2040-07-01      | 4.5000%  |  | $48.07             | $48.26             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A93534 G | 2040-08-01      | 4.0000%  |  | $6408.39           | $6269.52           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  |  | $159.66            | $160.35            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  |  | $654.76            | $594.67            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $4279.20           | $3726.42           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8232 | 2052-06-01      | 5.0000%  |  | $10586.20          | $10535.90          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8207 | 2052-04-01      | 3.5000%  |  | $10436.07          | $9469.08           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8187 | 2051-10-01      | 4.0000%  |  | $7774.05           | $7304.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $201.81            | $161.64            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  |  | $578.91            | $528.49            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $415.94            | $332.51            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  |  | $6095.47           | $5947.77           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM AO0392 H     | 2066-01-20      | 5.2700%  |  | $41150.98          | $41717.31          | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 767637 H     | 2063-04-20      | 4.0150%  |  | $4225.21           | $4180.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIRR0007 | 2040-07-01      | 4.0000%  |  | $10295.72          | $10140.02          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $53201575.17       | $54597779.59       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  |  | $491.91            | $504.82            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRJ4076 | 2055-02-01      | 6.0000%  |  | $486.89            | $499.90            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRJ1106 | 2054-03-01      | 4.0000%  |  | $11252.32          | $10544.79          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLRJ0326 | 2053-11-01      | 6.5000%  |  | $8570.29           | $8969.11           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSL1830 | 2055-07-01      | 6.5000%  |  | $253.33            | $264.80            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSL1267 | 2055-02-01      | 4.5000%  |  | $253.31            | $245.01            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSL1281 | 2055-04-01      | 5.5000%  |  | $7560.76           | $7644.82           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSL1046 | 2054-11-01      | 5.5000%  |  | $251.47            | $256.02            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  |  | $3513.61           | $3291.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL1052 | 2055-01-01      | 6.0000%  |  | $255.69            | $265.65            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL0924 | 2055-03-01      | 6.0000%  |  | $10631.11          | $10910.11          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY3868 | 2055-05-01      | 6.0000%  |  | $105400.54         | $108516.04         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM7745 | 2034-10-01      | 3.5000%  |  | $3049.92           | $3013.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD7034 | 2055-04-01      | 5.5000%  |  | $506.45            | $517.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6713 | 2055-04-01      | 6.5000%  |  | $253.46            | $265.58            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6390 | 2055-04-01      | 6.0000%  |  | $6228.08           | $6391.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6320 | 2055-04-01      | 6.0000%  |  | $1013.18           | $1048.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD5146 | 2055-04-01      | 5.0000%  |  | $253.18            | $252.61            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  |  | $4474.32           | $4539.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  |  | $730.24            | $749.88            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  |  | $1290.15           | $1323.80           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8291 | 2039-02-01      | 4.5000%  |  | $12029.84          | $12044.39          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  |  | $5128.50           | $4979.77           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8235 | 2038-06-01      | 5.5000%  |  | $7484.24           | $7685.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQD7918 | 2052-03-01      | 3.0000%  |  | $8116.08           | $7073.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQD6813 | 2052-02-01      | 2.5000%  |  | $8009.34           | $6756.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQD6646 | 2052-02-01      | 2.0000%  |  | $12815.92          | $10274.98          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQC4225 | 2051-07-01      | 2.5000%  |  | $5268.55           | $4423.39           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CLQC3130 | 2051-06-01      | 1.5000%  |  | $5505.50           | $4171.22           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQC2074 | 2051-04-01      | 4.0000%  |  | $13056.60          | $12274.11          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  |  | $3056.93           | $2666.47           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB9401 | 2051-03-01      | 2.0000%  |  | $15408.28          | $12444.74          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB8296 | 2051-02-01      | 2.0000%  |  | $14756.02          | $11767.24          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB4886 | 2050-11-01      | 2.0000%  |  | $9328.89           | $7450.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQB1488 | 2050-07-01      | 3.0000%  |  | $7325.34           | $6557.45           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7360 C     | 2055-07-20      | 6.5000%  |  | $1928469.99        | $2010803.23        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7300 C     | 2055-06-20      | 6.5000%  |  | $1914419.32        | $1996148.86        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5839 H     | 2075-06-20      | 6.7060%  |  | $687410.04         | $729347.63         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5824 H     | 2075-06-20      | 7.2440%  |  | $704321.30         | $737877.74         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4997 H     | 2075-06-20      | 7.2850%  |  | $152965.34         | $161444.79         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4996 H     | 2075-06-20      | 6.6170%  |  | $126995.81         | $134262.15         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK4995 H     | 2075-06-20      | 5.2700%  |  | $1862670.40        | $1894103.38        | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK4987 H     | 2075-06-20      | 6.4930%  |  | $2061522.31        | $2114025.85        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4985 H     | 2075-06-20      | 6.7160%  |  | $1013403.65        | $1075471.13        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK4982 H     | 2075-05-20      | 5.9870%  |  | $3457892.09        | $3682872.92        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD3200 | 2053-06-01      | 6.0000%  |  | $10100.40          | $10385.39          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD2862 | 2053-05-01      | 6.0000%  |  | $6215.41           | $6389.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  |  | $9090.49           | $8851.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD2269 | 2052-01-01      | 3.0000%  |  | $4560.79           | $3969.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CT256639 | 2027-02-01      | 5.0000%  |  | $905.59            | $908.16            | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC A59151 G | 2037-04-01      | 5.5000%  |  | $7024.80           | $7305.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS0035 | 2043-07-01      | 3.5000%  |  | $5701.75           | $5362.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAU3826 | 2026-12-01      | 3.0000%  |  | $4623.42           | $4596.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAU4283 | 2043-09-01      | 3.5000%  |  | $4574.59           | $4305.42           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08552 G | 2043-10-01      | 4.5000%  |  | $9173.58           | $9074.77           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  |  | $686.91            | $654.22            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3739 | 2034-08-01      | 3.5000%  |  | $6169.11           | $6030.56           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2084 | 2038-04-01      | 5.5000%  |  | $6538.76           | $6786.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $6293.34           | $5641.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTAS6709 | 2036-02-01      | 3.5000%  |  | $191.48            | $186.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  |  | $4314.17           | $4460.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  |  | $11744.56          | $12107.06          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD0404 | 2050-07-01      | 2.5000%  |  | $11864.52          | $9908.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS4727 | 2047-07-01      | 4.0000%  |  | $8394.11           | $8020.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZA5785 | 2048-10-01      | 4.5000%  |  | $1143.82           | $1123.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL906693 | 2036-12-01      | 5.5000%  |  | $171.97            | $177.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  |  | $3320.67           | $3081.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7708 | 2051-06-01      | 3.5000%  |  | $4096.26           | $3733.62           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $2266.03           | $2076.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  |  | $2168.24           | $2225.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  |  | $606.95            | $594.32            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM6099 | 2051-02-01      | 2.0000%  |  | $1238.53           | $990.06            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  |  | $4017.86           | $3524.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  |  | $4341.57           | $3982.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  |  | $916.35            | $868.34            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G14694 G | 2026-06-01      | 4.5000%  |  | $10.83             | $10.86             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14668 G | 2026-12-01      | 4.0000%  |  | $0.81              | $0.81              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14678 G | 2026-12-01      | 4.0000%  |  | $30.17             | $30.15             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14611 G | 2027-09-01      | 4.0000%  |  | $15.35             | $15.33             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  |  | $1808.04           | $1696.81           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G07925 G | 2045-02-01      | 4.0000%  |  | $4665.06           | $4497.68           | Agency Mortgage-Backed Securities   |
| FMAC 06.000 FGPC G07117 G | 2036-10-01      | 6.0000%  |  | $11394.94          | $11805.91          | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G07794 G | 2041-06-01      | 5.5000%  |  | $58.56             | $61.06             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT0294 | 2048-03-01      | 5.0000%  |  | $6856.14           | $6957.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS9580 | 2045-12-01      | 3.5000%  |  | $3358.06           | $3137.10           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS9236 | 2028-12-01      | 6.0000%  |  | $1117.59           | $1146.92           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q40244 G | 2046-04-01      | 3.5000%  |  | $8383.76           | $7821.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  |  | $2879.22           | $2701.77           | Agency Mortgage-Backed Securities   |

### Security 351: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.830%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.9000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 030M6RAMP SERIES TRUST 200 | 2036-01-25      | 5.0520%  |  | $9666.56           | $5875.16           | Private Label Collateralized Mortgage Obligations |
| 02XUTSTRUCTURED ASSET INV  | 2036-06-25      | 4.7370%  |  | $70077.60          | $69142.72          | Private Label Collateralized Mortgage Obligations |
| 030LKNATIONSTAR HEQ LN TR  | 2036-09-25      | 5.0970%  |  | $1361859.55        | $1241037.20        | Private Label Collateralized Mortgage Obligations |
| 05215CWABS INC 2007-8      | 2036-11-25      | 4.7070%  |  | $60096.32          | $46242.14          | Private Label Collateralized Mortgage Obligations |
| 035NRCWABS INC 2007-12     | 2037-09-25      | 5.4070%  |  | $2714086.00        | $2358355.58        | Private Label Collateralized Mortgage Obligations |
| 03EAACWABS INC 2005-17     | 2036-03-25      | 5.5170%  |  | $528705.17         | $414909.84         | Private Label Collateralized Mortgage Obligations |
| 02XSOELLINGTON LN ACQ TR 2 | 2037-05-26      | 5.3870%  |  | $8742754.38        | $6006203.76        | Private Label Collateralized Mortgage Obligations |
| 030G3ACACIA CDO 7 2005-7   | 2045-01-12      | 5.1619%  |  | $823641.00         | $63183.51          | Other Instrument                                  |
| 04LCUGS MORTGAGE SEC TR 20 | 2053-05-14      | 3.5668%  |  | $10000.00          | $7648.79           | Other Instrument                                  |

### Security 352: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.740%, 10/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $535000000.00
- **C.18.a - Value (excl. sponsor support):** $535000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 01C6AWISDOMTREE INC        | 2029-08-15      | 3.2500%  |  | $3905.11           | $4987.86           | Corporate Debt Securities          |
| 020Y0VARONIS SYS INC       | 2029-09-15      | 1.0000%  |  | $604510.95         | $662879.84         | Corporate Debt Securities          |
| 02LPWSYNAPTICS INC         | 2031-12-01      | 0.7500%  |  | $135897.81         | $135748.78         | Corporate Debt Securities          |
| 01E11SUPER MICRO COMPUTER  | 2030-06-15      | 0.0000%  |  | $11138934.31       | $11681289.02       | Corporate Debt Securities          |
| 01E11SUPER MICRO COMPUTER  | 2028-07-15      | 2.2500%  |  | $3893394.16        | $4239633.70        | Corporate Debt Securities          |
| 02MMVSUNRUN INC            | 2030-03-01      | 4.0000%  |  | $298350.36         | $383313.92         | Corporate Debt Securities          |
| 04LGJSHIFT4 PMTS INC       | 2028-05-01      | 6.0000%  |  | $18352.45          | $1972705.13        | Corporate Debt Securities          |
| 01TDNSEAGATE HDD CAYMAN    | 2028-06-01      | 3.5000%  |  | $6177883.21        | $13157689.98       | Corporate Debt Securities          |
| 01S2BRIOT PLATFORMS INC    | 2030-01-15      | 0.7500%  |  | $112467.15         | $135175.02         | Corporate Debt Securities          |
| 02H90GOLAR LNG LTD         | 2030-12-15      | 2.7500%  |  | $2714051.09        | $2897268.39        | Corporate Debt Securities          |
| 01C5KFUELCELL ENERGY INC   | 2500-12-31      | 5.0000%  |  | $615.45            | $185858.31         | Corporate Debt Securities          |
| 01FLGFLUOR CORP            | 2029-08-15      | 1.1250%  |  | $239773.72         | $279561.17         | Corporate Debt Securities          |
| 03502EVOLENT HEALTH INC    | 2029-12-01      | 3.5000%  |  | $759153.28         | $632037.28         | Corporate Debt Securities          |
| 01SSQENPHASE ENERGY INC    | 2026-03-01      | 0.0000%  |  | $2037686.13        | $1979204.54        | Corporate Debt Securities          |
| 035CUDOORDASH INC          | 2030-05-15      | 0.0000%  |  | $7004204.38        | $7580370.23        | Corporate Debt Securities          |
| 02HRYDEXCOM INC            | 2028-05-15      | 0.3750%  |  | $1253540.15        | $1155868.48        | Corporate Debt Securities          |
| 04QJJCOINBASE GLOBAL INC   | 2032-10-01      | 0.0000%  |  | $2889781.02        | $3009706.93        | Corporate Debt Securities          |
| 04QJJCOINBASE GLOBAL INC   | 2030-04-01      | 0.2500%  |  | $3035051.09        | $3622417.79        | Corporate Debt Securities          |
| 01BOPPG&E CORP             | 2027-12-01      | 6.0000%  |  | $5088.36           | $199463.62         | Corporate Debt Securities          |
| 0236DOSI SYSTEMS INC       | 2029-08-01      | 2.2500%  |  | $781.02            | $1069.45           | Corporate Debt Securities          |
| 04KXGMIRION TECHNOLOGIES I | 2030-06-01      | 0.2500%  |  | $3219372.26        | $3627964.26        | Corporate Debt Securities          |
| 028CSMARA HOLDINGS INC     | 2032-08-01      | 0.0000%  |  | $3866058.39        | $3620563.69        | Corporate Debt Securities          |
| 028CSMARA HOLDINGS INC     | 2031-09-01      | 2.1250%  |  | $1124671.53        | $1198907.66        | Corporate Debt Securities          |
| 01BTQLIVE NATION ENTERTAIN | 2030-01-15      | 2.8750%  |  | $3971496.35        | $4471960.05        | Corporate Debt Securities          |
| 01F6MLIGAND PHARMACEUTICAL | 2030-10-01      | 0.7500%  |  | $6576204.38        | $6967768.03        | Corporate Debt Securities          |
| 02YMELIBERTY MEDIA CORP DE | 2053-09-30      | 2.3750%  |  | $8160897.81        | $13570694.63       | Corporate Debt Securities          |
| 03AWVLIBERTY BROADBAND COR | 2053-03-31      | 3.1250%  |  | $9868211.68        | $9746058.29        | Corporate Debt Securities          |
| 01HYUITRON INC             | 2030-07-15      | 1.3750%  |  | $317094.89         | $362972.36         | Corporate Debt Securities          |
| 0289SIRHYTHM TECHNOLOGIES  | 2029-09-01      | 1.5000%  |  | $10400868.61       | $14237922.39       | Corporate Debt Securities          |
| 01KQ9GOLDMAN SACHS BK USA  | 2027-05-21      | 5.4140%  |  | $2256372.26        | $2306053.32        | Corporate Debt Securities          |
| 04QJJCOINBASE GLOBAL INC   | 2026-06-01      | 0.5000%  |  | $1239481.75        | $1338295.99        | Corporate Debt Securities          |
| 01BZZCHEESECAKE FACTORY IN | 2030-03-15      | 2.0000%  |  | $56233.58          | $61502.41          | Corporate Debt Securities          |
| 01CWICHART INDS INC        | 2025-12-15      | 6.7500%  |  | $32084.38          | $2290503.86        | Corporate Debt Securities          |
| 02G4WCENTRUS ENERGY CORP   | 2030-11-01      | 2.2500%  |  | $5895153.28        | $13692525.16       | Corporate Debt Securities          |
| 01RHEBOX INC               | 2029-09-15      | 1.5000%  |  | $430343.07         | $439523.72         | Corporate Debt Securities          |
| 01RUWAXON ENTERPRISE INC   | 2027-12-15      | 0.5000%  |  | $392854.01         | $1342683.79        | Corporate Debt Securities          |
| 035WSALKAMI TECHNOLOGY INC | 2030-03-15      | 1.5000%  |  | $1729963.50        | $1892435.91        | Corporate Debt Securities          |
| 01DGHANI PHARMACEUTICALS I | 2029-09-01      | 2.2500%  |  | $1562043.80        | $2222983.58        | Corporate Debt Securities          |
| 01BTQLIVE NATION ENTERTAIN | 2029-01-15      | 3.1250%  |  | $1950211.68        | $3217302.13        | Corporate Debt Securities          |
| 02DM8AIRBNB INC            | 2026-03-15      | 0.0000%  |  | $4383875.91        | $4267703.20        | Corporate Debt Securities          |
| 01MKYZYNGA INC             | 2026-12-15      | 0.0000%  |  | $10928839.42       | $11365555.84       | Corporate Debt Securities          |
| 01E11SUPER MICRO COMPUTER  | 2029-03-01      | 3.5000%  |  | $12846248.18       | $13073819.46       | Corporate Debt Securities          |
| 04QJJCOINBASE GLOBAL INC   | 2029-10-01      | 0.0000%  |  | $2343065.69        | $2388286.86        | Corporate Debt Securities          |
| 04V11FLUENCE ENERGY INC    | 2030-06-15      | 2.2500%  |  | $4590846.72        | $3203515.79        | Corporate Debt Securities          |
| 028CSMARA HOLDINGS INC     | 2031-06-01      | 0.0000%  |  | $4593189.78        | $3993778.51        | Corporate Debt Securities          |
| 01BEKBOEING CO             | 2027-10-15      | 6.0000%  |  | $2778.88           | $207976.35         | Corporate Debt Securities          |
| 02FTPNCL CORP LTD          | 2027-02-15      | 2.5000%  |  | $652153.28         | $690938.29         | Corporate Debt Securities          |
| 02FTPNCL CORP LTD          | 2027-02-15      | 1.1250%  |  | $1344138.69        | $1408573.34        | Corporate Debt Securities          |
| 04QMWALIGNMENT HEALTHCARE  | 2029-11-15      | 4.2500%  |  | $1968175.18        | $2674804.74        | Corporate Debt Securities          |
| 028CSMARA HOLDINGS INC     | 2030-03-01      | 0.0000%  |  | $3966810.22        | $3623681.14        | Corporate Debt Securities          |
| 028MZCLEANSPARK INC        | 2030-06-15      | 0.0000%  |  | $4077715.33        | $3732985.27        | Corporate Debt Securities          |
| USTR 4 1/2 NOTE AZ 26      | 2026-03-31      | 4.5000%  |  | $29483186.13       | $30107715.91       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26      | 2026-02-28      | 4.6250%  |  | $39051094.89       | $40048992.55       | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26      | 2026-01-31      | 4.3884%  |  | $39051094.89       | $39210534.73       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25      | 2025-10-31      | 4.3134%  |  | $47329927.01       | $47501944.55       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26      | 2026-04-15      | 3.7500%  |  | $290852.55         | $294448.49         | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26         | 2026-02-15      | 4.0000%  |  | $11168613.14       | $11178963.53       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26       | 2026-03-31      | 0.7500%  |  | $20306491.24       | $19987217.60       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26       | 2026-01-31      | 0.3750%  |  | $2343065.69        | $2306718.93        | U.S. Treasuries (including strips) |
| USTR 2 TRIB 26             | 2026-01-15      | 2.0000%  |  | $11418649.49       | $11457651.62       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25      | 2025-11-30      | 0.3750%  |  | $702919.71         | $696805.81         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26       | 2026-01-15      | 0.6250%  |  | $13035346.07       | $12994340.35       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26      | 2026-04-30      | 4.2934%  |  | $71909779.56       | $72150916.36       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26       | 2026-02-28      | 2.5000%  |  | $50711751.82       | $50938642.79       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26       | 2026-04-15      | 0.1250%  |  | $18088180.92       | $17971575.12       | U.S. Treasuries (including strips) |

### Security 353: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.730%, 10/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $515000000.00
- **C.18.a - Value (excl. sponsor support):** $515000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 02MEVFEDERAL NATL MTG ASSN | 2500-12-31      | 5.3750%  |  | $105.00            | $5265750.00        | Agency Debentures and Agency Strips |
| 01FIYNORTHERN OIL & GAS IN | 2029-04-15      | 3.6250%  |  | $4700000.00        | $4755225.00        | Corporate Debt Securities           |
| 02IQLNABORS INDS INC       | 2029-06-15      | 1.7500%  |  | $203000.00         | $148006.74         | Corporate Debt Securities           |
| 01F6TMICROCHIP TECHNOLOGY  | 2030-06-01      | 0.7500%  |  | $133000.00         | $129719.33         | Corporate Debt Securities           |
| 028AIMARRIOTT VACATIONS WO | 2026-01-15      | 0.0000%  |  | $2999000.00        | $2931522.50        | Corporate Debt Securities           |
| 01R9MMAGNITE INC           | 2026-03-15      | 0.2500%  |  | $78000.00          | $75359.61          | Corporate Debt Securities           |
| 02GG3JETBLUE AIRWAYS CORP  | 2026-04-01      | 0.5000%  |  | $3268000.00        | $3172690.60        | Corporate Debt Securities           |
| 01HYUITRON INC             | 2026-03-15      | 0.0000%  |  | $449000.00         | $478634.00         | Corporate Debt Securities           |
| 02JBJINNOVIVA INC          | 2028-03-15      | 2.1250%  |  | $514000.00         | $516842.71         | Corporate Debt Securities           |
| 04F36HAT HLDGS I LLC / HAT | 2028-08-15      | 3.7500%  |  | $500000.00         | $592729.17         | Corporate Debt Securities           |
| 01KQ9GOLDMAN SACHS BK USA  | 2027-05-21      | 5.4140%  |  | $2163000.00        | $2210625.17        | Corporate Debt Securities           |
| 01BHXFORD MTR CO           | 2026-03-15      | 0.0000%  |  | $8042000.00        | $8102315.00        | Corporate Debt Securities           |
| 02FPDFIRSTENERGY CORP      | 2029-01-15      | 3.6250%  |  | $1875000.00        | $1974850.26        | Corporate Debt Securities           |
| 02FPDFIRSTENERGY CORP      | 2026-05-01      | 4.0000%  |  | $13871000.00       | $14385768.22       | Corporate Debt Securities           |
| 03502EVOLENT HEALTH INC    | 2025-10-15      | 1.5000%  |  | $500000.00         | $499091.67         | Corporate Debt Securities           |
| 03RTLEVERGY INC            | 2027-12-15      | 4.5000%  |  | $109000.00         | $131753.75         | Corporate Debt Securities           |
| 01LHNECHOSTAR CORP         | 2030-11-30      | 3.8750%  |  | $104173.00         | $202312.29         | Corporate Debt Securities           |
| 01BGCDUKE ENERGY CORP NEW  | 2026-04-15      | 4.1250%  |  | $16664000.00       | $18103005.84       | Corporate Debt Securities           |
| 01RBYDISH NETWORK CORPORAT | 2025-12-15      | 0.0000%  |  | $2990000.00        | $2696980.00        | Corporate Debt Securities           |
| 02LL9DIGITAL RLTY TR LP    | 2029-11-15      | 1.8750%  |  | $7755000.00        | $8107206.25        | Corporate Debt Securities           |
| 02GDBCORPORATE OFFICE PPTY | 2028-09-15      | 5.2500%  |  | $340000.00         | $394793.27         | Corporate Debt Securities           |
| 01BF5CARNIVAL CORP         | 2027-12-01      | 5.7500%  |  | $1500000.00        | $3768833.33        | Corporate Debt Securities           |
| 01RHEBOX INC               | 2026-01-15      | 0.0000%  |  | $4849000.00        | $6167928.00        | Corporate Debt Securities           |
| 03NQRBOFA FIN LLC          | 2027-05-25      | 0.6000%  |  | $5396000.00        | $5299231.73        | Corporate Debt Securities           |
| 01BNABANK AMERICA CORP     | 2500-12-31      | 7.2500%  |  | $475.00            | $595222.50         | Corporate Debt Securities           |
| 04QW8APOLLO GLOBAL MGMT IN | 2026-07-31      | 6.7500%  |  | $3771.00           | $270870.93         | Corporate Debt Securities           |
| 01N2ZAMERICAN WTR CAP CORP | 2026-06-15      | 3.6250%  |  | $5630000.00        | $5700664.32        | Corporate Debt Securities           |
| 01BUTALLIANT ENERGY CORP   | 2026-03-15      | 3.8750%  |  | $7612000.00        | $8186194.31        | Corporate Debt Securities           |
| 02GHSAKAMAI TECHNOLOGIES I | 2027-09-01      | 0.3750%  |  | $4474000.00        | $4305572.54        | Corporate Debt Securities           |
| 028CSMARA HOLDINGS INC     | 2026-12-01      | 1.0000%  |  | $191000.00         | $177523.89         | Corporate Debt Securities           |
| 01BP3PINNACLE WEST CAP COR | 2027-06-15      | 4.7500%  |  | $12837000.00       | $13944369.54       | Corporate Debt Securities           |
| 02GHSAKAMAI TECHNOLOGIES I | 2033-05-15      | 0.2500%  |  | $832000.00         | $851713.78         | Corporate Debt Securities           |
| 02ND2UBER TECHNOLOGIES INC | 2028-12-01      | 0.8750%  |  | $5569000.00        | $8070254.47        | Corporate Debt Securities           |
| 02KN7ARES MANAGEMENT CORPO | 2027-10-01      | 6.7500%  |  | $48001.00          | $2661175.44        | Corporate Debt Securities           |
| 01BUCWESTERN DIGITAL CORP  | 2028-11-15      | 3.0000%  |  | $1213000.00        | $2709437.67        | Corporate Debt Securities           |
| 02LEXEXPEDIA GROUP INC     | 2026-02-15      | 0.0000%  |  | $1392000.00        | $1399321.92        | Corporate Debt Securities           |
| 01CBAWELLTOWER INC         | 2029-07-15      | 3.1250%  |  | $3903000.00        | $5471301.29        | Corporate Debt Securities           |
| 01BJTCENTERPOINT ENERGY IN | 2028-08-01      | 3.0000%  |  | $9995000.00        | $10053137.59       | Corporate Debt Securities           |
| 01C6AWISDOMTREE INC        | 2026-06-15      | 3.2500%  |  | $7229000.00        | $9192978.74        | Corporate Debt Securities           |
| 01BZZCHEESECAKE FACTORY IN | 2026-06-15      | 0.3750%  |  | $326000.00         | $334952.23         | Corporate Debt Securities           |
| 02FOGPPL CAP FDG INC       | 2028-03-15      | 2.8750%  |  | $140000.00         | $159963.61         | Corporate Debt Securities           |
| 01FKTGLOBAL PMTS INC       | 2031-03-01      | 1.5000%  |  | $2541000.00        | $2378164.25        | Corporate Debt Securities           |
| 01BFMCMS ENERGY CORP       | 2028-05-01      | 3.3750%  |  | $8315000.00        | $9084657.19        | Corporate Debt Securities           |
| 04D8AXEROX HOLDINGS CORP   | 2030-03-15      | 3.7500%  |  | $3628000.00        | $1846954.33        | Corporate Debt Securities           |
| 01CBAWELLTOWER INC         | 2028-05-15      | 2.7500%  |  | $7825000.00        | $13857640.28       | Corporate Debt Securities           |
| 01BUPWEC ENERGY GROUP INC  | 2028-06-01      | 3.3750%  |  | $1500000.00        | $1529109.38        | Corporate Debt Securities           |
| 01BUPWEC ENERGY GROUP INC  | 2029-06-01      | 4.3750%  |  | $186000.00         | $219888.17         | Corporate Debt Securities           |
| 01BUPWEC ENERGY GROUP INC  | 2027-06-01      | 4.3750%  |  | $2334000.00        | $2682219.83        | Corporate Debt Securities           |
| 01BTSVISHAY INTERTECHNOLOG | 2030-09-15      | 2.2500%  |  | $18539000.00       | $16958550.25       | Corporate Debt Securities           |
| 02GDBVENTAS RLTY LTD PARTN | 2026-06-01      | 3.7500%  |  | $11141000.00       | $13983811.84       | Corporate Debt Securities           |
| 01OWJTRANSOCEAN INC        | 2029-09-30      | 4.6250%  |  | $275000.00         | $326876.65         | Corporate Debt Securities           |
| 01V4YSUMMIT HOTEL PPTYS    | 2026-02-15      | 1.5000%  |  | $1387000.00        | $1352440.58        | Corporate Debt Securities           |
| 01XN0BLOCK INC             | 2027-11-01      | 0.2500%  |  | $3704000.00        | $3345895.22        | Corporate Debt Securities           |
| 01BR0SOUTHERN CO           | 2028-06-15      | 3.2500%  |  | $4011000.00        | $4073839.00        | Corporate Debt Securities           |
| 01BR0SOUTHERN CO           | 2025-12-15      | 3.8750%  |  | $3769000.00        | $4185343.63        | Corporate Debt Securities           |
| 01CTLPROGRESS SOFTWARE COR | 2026-04-15      | 1.0000%  |  | $5558000.00        | $5617594.11        | Corporate Debt Securities           |
| 02G3EPEABODY ENGR CORP     | 2028-03-01      | 3.2500%  |  | $1610000.00        | $1887353.81        | Corporate Debt Securities           |
| 05MZXISHARES ETHEREUM TR   | 2500-12-31      | 0.0000%  |  | $2254800.00        | $756936.36         | Other Instrument                    |
| 03MVZISHARES TR            | 2500-12-31      | 0.0000%  |  | $194600.00         | $53262.02          | Other Instrument                    |
| 02Y5OISHARES INC           | 2500-12-31      | 0.0000%  |  | $82500.00          | $51463.50          | Other Instrument                    |
| 033XVISHARES TR            | 2500-12-31      | 0.0000%  |  | $135200.00         | $256460.88         | Other Instrument                    |
| 01FEKISHARES TR            | 2500-12-31      | 0.0000%  |  | $100.00            | $81.01             | Other Instrument                    |
| 02GLYISHARES INC           | 2500-12-31      | 0.0000%  |  | $5000.00           | $1065.00           | Other Instrument                    |
| 045TXINVESCO EXCHANGE TRAD | 2500-12-31      | 0.0000%  |  | $1562700.00        | $2949752.52        | Other Instrument                    |
| 05RU2GRAYSCALE ETHEREUM MI | 2500-12-31      | 0.0000%  |  | $389600.00         | $163008.64         | Other Instrument                    |
| 046N7GLOBAL X FDS          | 2500-12-31      | 0.0000%  |  | $416000.00         | $189404.80         | Other Instrument                    |
| 01FHRFIRST TR EXCHANGE TRA | 2500-12-31      | 0.0000%  |  | $113200.00         | $120899.52         | Other Instrument                    |
| 05R0PFIDELITY ETHEREUM FD  | 2500-12-31      | 0.0000%  |  | $306200.00         | $135769.08         | Other Instrument                    |
| 064WADIREXION SHS ETF TR   | 2500-12-31      | 0.0000%  |  | $2500000.00        | $691967.50         | Other Instrument                    |
| 05R3VBITWISE ETHEREUM ETF  | 2500-12-31      | 0.0000%  |  | $177400.00         | $56430.94          | Other Instrument                    |
| 02GEEBANCO SANTANDER BRASI | 2500-12-31      | 0.0000%  |  | $19774400.00       | $1042110.88        | Equities                            |
| 01KUWBANCO BRADESCO S A    | 2500-12-31      | 0.0000%  |  | $11271700.00       | $350549.87         | Equities                            |
| 01E13VALTERRA PLATINUM LTD | 2500-12-31      | 0.0000%  |  | $4797500.00        | $369551.42         | Equities                            |
| 01QZEALIBABA GROUP HLDG LT | 2500-12-31      | 0.0000%  |  | $148888400.00      | $178025859.88      | Equities                            |
| 01RXVVANGUARD SCOTTSDALE F | 2500-12-31      | 0.0000%  |  | $17447700.00       | $10479088.62       | Other Instrument                    |
| 02NM8VANECK ETF TRUST      | 2500-12-31      | 0.0000%  |  | $876300.00         | $2619085.44        | Other Instrument                    |
| 01OWJTRANSOCEAN INC        | 2029-09-30      | 4.6250%  |  | $63000.00          | $74884.47          | Other Instrument                    |
| 02GE7SELECT SECTOR SPDR TR | 2500-12-31      | 0.0000%  |  | $95399400.00       | $51372576.90       | Other Instrument                    |
| 01CETSPDR SERIES TRUST     | 2500-12-31      | 0.0000%  |  | $925100.00         | $2713225.79        | Other Instrument                    |
| 02ITJSPDR GOLD TR          | 2500-12-31      | 0.0000%  |  | $6399000.00        | $20158769.70       | Other Instrument                    |
| 01KUWPETROLEO BRASILEIRO S | 2500-12-31      | 0.0000%  |  | $59475900.00       | $7351221.24        | Equities                            |

### Security 354: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.730%, 10/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 01KQ9GOLDMAN SACHS BK USA | 2027-05-21      | 5.4140%  |  | $3257000.00        | $3328712.99        | Corporate Debt Securities          |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $13900000.00       | $14012125.41       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $22000000.00       | $21319298.95       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $50600000.00       | $49183744.96       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $55000000.00       | $53497512.70       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $104658017.00      | $104070831.19      | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $78700000.00       | $76491754.58       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $20200000.00       | $19720848.53       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26      | 2026-04-15      | 0.1250%  |  | $1428966.49        | $1419754.63        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $100.00            | $98.43             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $8700000.00        | $8503483.55        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $15000000.00       | $14701216.06       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  |  | $88493128.53       | $87904964.25       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $1100000.00        | $1087253.98        | U.S. Treasuries (including strips) |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $1200000.00        | $1189703.29        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  |  | $13170672.14       | $13470307.73       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $6996200.00        | $7052594.12        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26     | 2026-10-31      | 4.3484%  |  | $25000000.00       | $25092965.75       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $25000000.00       | $25417329.48       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1400000.00        | $1414643.85        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $500000.00         | $506495.38         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $21000000.00       | $21455410.45       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $8000000.00        | $8205454.34        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $47078150.00       | $46880320.69       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $10000000.00       | $10058734.02       | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $44100000.00       | $43401494.37       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $500.00            | $510.59            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $2900000.00        | $2965331.23        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $2900000.00        | $2983179.11        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $27600.00          | $27941.23          | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26     | 2026-04-30      | 4.2934%  |  | $72168600.00       | $72410604.70       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $999800.00         | $1007489.77        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $1000000.00        | $1018393.71        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $29299800.00       | $28416002.74       | U.S. Treasuries (including strips) |

### Security 355: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.410%, 9/2/2025
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 01D7DDENTSPLY SIRONA INC | 2055-09-12      | 8.3750%  |  | $121666.67         | $125702.74         | Corporate Debt Securities          |
| USTR 4 NOTE Z 30         | 2030-05-31      | 4.0000%  |  | $43257416.67       | $44275958.66       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30     | 2030-04-15      | 1.6250%  |  | $58871906.25       | $60478005.52       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30     | 2030-04-30      | 3.8750%  |  | $2329166.67        | $2377942.13        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30     | 2030-01-31      | 4.2500%  |  | $62083.33          | $63739.04          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30     | 2030-06-30      | 3.7500%  |  | $34411916.67       | $34697677.70       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30     | 2030-04-30      | 3.5000%  |  | $1750000.00        | $1756051.77        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30         | 2030-02-28      | 4.0000%  |  | $9804166.67        | $10132533.78       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30     | 2030-08-15      | 0.6250%  |  | $71901000.00       | $61941832.29       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30     | 2030-01-15      | 0.1250%  |  | $104.43            | $100.17            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30     | 2030-05-15      | 0.6250%  |  | $4166583.33        | $3626570.27        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30     | 2030-02-15      | 1.5000%  |  | $3561500.00        | $3249119.59        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30     | 2030-07-15      | 0.1250%  |  | $33912230.69       | $32399265.45       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30     | 2030-01-31      | 3.5000%  |  | $1250.00           | $1244.56           | U.S. Treasuries (including strips) |

### Security 356: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  4.340%, 9/2/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA6338 M | 2049-12-20      | 3.0000%  |  | $286352978.63      | $255000000.00      | Agency Mortgage-Backed Securities |

### Security 357: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.340%, 9/2/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2019-23 BF      | 2049-10-20      | 4.8549%  |  | $188.85            | $184.06            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-009 DF     | 2040-01-16      | 4.8744%  |  | $3941.09           | $3911.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-016 FB     | 2050-02-20      | 4.8049%  |  | $6033.22           | $5848.60           | Agency Collateralized Mortgage Obligation |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $60.00             | $58.69             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $20.00             | $18.17             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $80.00             | $70.16             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $40.00             | $34.77             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $60.00             | $37.67             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $100.33            | $56.99             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $20.00             | $14.68             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $53.43             | $38.27             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $40.00             | $29.41             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $40.00             | $32.93             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $168.28            | $124.96            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $40.00             | $31.88             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $60.00             | $45.73             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $220.00            | $176.05            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $57.08             | $44.39             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $100.00            | $100.82            | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $1985120.00        | $2134379.53        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  |  | $39.23             | $43.74             | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $120.00            | $117.72            | U.S. Treasuries (including strips)        |
| USTR BILL 11/25/25        | 2025-11-25      | 0.0000%  |  | $20.00             | $19.81             | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $3100.00           | $3050.03           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $20.00             | $17.47             | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $600.00            | $591.20            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $1518560.00        | $1559294.53        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $4000.00           | $3985.57           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $80.00             | $80.45             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $11960.00          | $11110.56          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $140.00            | $135.14            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $1169923.97        | $1111876.17        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $60.00             | $56.10             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  |  | $172220.00         | $170232.82         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $40.00             | $37.39             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AG 25     | 2025-11-30      | 0.3750%  |  | $20.00             | $19.83             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $2140.00           | $1858.95           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $120.00            | $103.37            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $40.00             | $37.82             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  |  | $136760.00         | $132411.29         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $40.00             | $36.50             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $80.00             | $77.63             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $2076728.26        | $1992238.34        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $20.00             | $18.58             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $2400958.75        | $2391258.52        | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  |  | $1729667.35        | $1686179.55        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $40.00             | $38.76             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $20.00             | $19.89             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $40.00             | $39.24             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $1290300.57        | $1279431.61        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $40.00             | $39.10             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $40.00             | $38.99             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $80.00             | $81.54             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $8620.00           | $8758.52           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $40.00             | $40.73             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $20.00             | $20.59             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $80.00             | $82.06             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $91082960.00       | $94823151.87       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $15705440.00       | $16606055.91       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $2989320.00        | $3054057.35        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $2750900.00        | $2809127.13        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $120.00            | $123.26            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $2020.00           | $2010.37           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  |  | $200.00            | $200.73            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $21440.00          | $21569.41          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $1524640.00        | $1576542.10        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $14230840.00       | $15213212.13       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $40.00             | $42.41             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $20.00             | $20.35             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $3920.00           | $3957.20           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $40.00             | $38.72             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $40.00             | $40.33             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $120.00            | $121.07            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $67420.00          | $68255.56          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $40.00             | $41.34             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $80.00             | $82.33             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $43.30             | $42.12             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $40.00             | $40.58             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $40.00             | $40.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $40.00             | $40.90             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $1593700.00        | $1636450.11        | U.S. Treasuries (including strips)        |
| USTR BILL 09/16/25        | 2025-09-16      | 0.0000%  |  | $469680.00         | $468901.27         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $40.00             | $38.95             | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $40.00             | $39.96             | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  |  | $174640.00         | $174598.96         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $80.00             | $79.85             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $80.00             | $79.10             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $40.00             | $39.35             | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $100.00            | $99.19             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $40.00             | $35.45             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $40.00             | $38.78             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $80.00             | $75.17             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $20.00             | $19.45             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $40.00             | $37.53             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $47.20             | $46.94             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $40.00             | $34.57             | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $120.00            | $111.55            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $20.00             | $19.53             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $20.00             | $19.57             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $60.00             | $56.86             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $20.00             | $20.22             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $20.00             | $20.28             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $40.00             | $40.62             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $10567620.00       | $10814121.00       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $80.00             | $81.67             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $10000020.00       | $10176464.61       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $40.00             | $41.21             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $12557640.00       | $12866757.84       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $80.00             | $82.71             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $60.00             | $61.57             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $19615180.00       | $20309155.48       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $2188000.00        | $2246159.63        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $40.00             | $41.41             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $40.00             | $41.69             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $60.00             | $61.02             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $160.00            | $163.93            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $20.00             | $20.37             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $14600.00          | $15013.88          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $60.00             | $61.70             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $34915000.00       | $36012559.27       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $1019260.00        | $1039074.32        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $80.00             | $81.38             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $60.00             | $60.62             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $20.00             | $20.47             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $100.00            | $101.34            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $11300.00          | $10709.33          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $140.00            | $106.58            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $7020.00           | $6825.63           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $20.00             | $14.59             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $13220.00          | $13598.02          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $60.00             | $60.18             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $120.00            | $113.65            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $2020.00           | $2026.66           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $40.00             | $38.59             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $6535576.14        | $6480523.15        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $20.00             | $19.40             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $100.00            | $61.74             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $29180360.00       | $29838254.36       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $80.00             | $78.82             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $12050920.00       | $12287395.34       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $60.00             | $57.05             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $8000.00           | $7933.08           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $20.00             | $19.56             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $60.00             | $58.57             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $178000.00         | $175544.15         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $40.00             | $40.75             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $21.23             | $20.97             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $2248962.62        | $2219931.84        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $20.00             | $19.61             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $65600.00          | $66711.05          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $60.00             | $61.69             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $200.00            | $194.62            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $20.00             | $15.14             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $40.00             | $39.58             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $14731180.00       | $15521555.12       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $20.00             | $16.96             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $20.00             | $18.84             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $40.00             | $21.97             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $100.00            | $100.02            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $40.00             | $40.46             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $7040.00           | $6916.80           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $40.00             | $29.21             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $60.00             | $63.21             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $31700.00          | $30689.10          | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $20.00             | $19.68             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $46.52             | $42.98             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $60.00             | $60.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $40.00             | $40.33             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $60.00             | $61.40             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $40.00             | $40.57             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $177900.00         | $166716.34         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $1372580.00        | $1425732.91        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $2610460.00        | $2719167.44        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $51.38             | $51.40             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $24896600.00       | $25548167.85       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $20.00             | $19.31             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AC 25     | 2025-08-31      | 0.2500%  |  | $20.00             | $20.02             | U.S. Treasuries (including strips)        |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $5956056.71        | $5273452.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  |  | $3502866.13        | $3252839.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  |  | $3531560.03        | $3164430.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $5232862.33        | $4209076.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  |  | $4160805.18        | $4373536.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $2740558.58        | $2773272.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  |  | $39359263.80       | $39759656.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $5841778.72        | $6028345.66        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q42970 G | 2046-09-01      | 3.0000%  |  | $178.61            | $160.25            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  |  | $3347864.18        | $3200227.09        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  |  | $3658546.16        | $3384174.30        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83191 G | 2047-06-01      | 4.0000%  |  | $3233431.01        | $3093365.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1465 | 2052-08-01      | 5.0000%  |  | $262.91            | $262.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  |  | $6656733.96        | $5964948.41        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  |  | $31.78             | $28.64             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  |  | $4338447.73        | $4246694.38        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  |  | $8.05              | $8.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  |  | $5481870.05        | $4909800.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $34785.52          | $35735.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $299.59            | $303.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $5315797.87        | $4765922.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  |  | $4245823.30        | $3575770.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $35450579.15       | $29093352.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  |  | $985963.37         | $975551.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  |  | $299078.78         | $275093.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  |  | $5057197.44        | $5346456.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  |  | $2558.28           | $2540.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  |  | $3211083.05        | $2986963.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $3841517.46        | $3908543.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  |  | $6573692.92        | $6992564.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $5373866.56        | $5523655.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $4862631.25        | $4358382.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6722 | 2053-12-01      | 6.5000%  |  | $5085413.10        | $5312199.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $4204746.32        | $4489724.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $280.20            | $262.84            | Agency Mortgage-Backed Securities         |

### Security 358: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada,  4.340%, 9/3/2025
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 359: Fixed Income Clearing Corporation ("FICC") - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 ('FICC') - CITI (CITIGROUP GLOBAL MARKETS

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  |  | $2000.00           | $2016.47           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $1003334000.00     | $1015548522.90     | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $4338300.00        | $4444332.49        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $1000.00           | $939.36            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $1400.00           | $1373.29           | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $2000.00           | $1279.94           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $1600.00           | $1590.21           | U.S. Treasuries (including strips) |

### Security 360: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4650000000.00
- **C.18.a - Value (excl. sponsor support):** $4650000000.00
- **C.19 - Percentage of Net Assets:** 4.7100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORPORATION BNP

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $499900.00         | $354443.20         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $2449400.00        | $1864675.08        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $82600.00          | $73604.50          | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $9293500.00        | $8150495.16        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $514438400.00      | $509568306.84      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $46999900.00       | $37117111.98       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $67591500.00       | $60550821.13       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $208400.00         | $154105.29         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $247616800.00      | $254942629.20      | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $2999000.00        | $2746643.70        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $248900.00         | $240116.53         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $1000.00           | $801.53            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $338871000.00      | $319461087.90      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $28000.00          | $28347.10          | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  |  | $570795400.00      | $577129938.37      | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $920280000.00      | $941746512.02      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $12700.00          | $13094.08          | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 4.3254%  |  | $100.00            | $100.40            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $1574400.00        | $1624116.25        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $392700000.00      | $398487288.23      | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.3884%  |  | $400.00            | $401.65            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $6484800.00        | $6769099.84        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25 | 2025-10-31      | 4.3134%  |  | $400.00            | $401.44            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $400.00            | $424.10            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $25000000.00       | $24326976.23       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $8000.00           | $6057.59           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $600100.00         | $571603.11         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $232992400.00      | $206481899.14      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $130002500.00      | $126043149.45      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $38038200.00       | $32870198.65       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $87185000.00       | $81042123.02       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $8200.00           | $7702.77           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $256210000.00      | $240282419.68      | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $100.00            | $86.87             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $349993000.00      | $330912857.56      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $100000.00         | $97792.39          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $1326200.00        | $1307463.53        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $61999800.00       | $59179894.78       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $32521100.00       | $31400846.03       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $92322800.00       | $75929996.78       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $4000.00           | $4037.96           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $1672200.00        | $1581838.33        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $1143500.00        | $1025206.85        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $291056900.00      | $242781028.73      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $10925000.00       | $6000871.05        | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $829400.00         | $548735.82         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $3794700.00        | $1973576.82        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $1315700.00        | $821905.28         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $100.00            | $48.32             | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $48900000.00       | $35544397.97       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $823000.00         | $532959.97         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $38174000.00       | $26168242.15       | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $50526800.00       | $38681565.00       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $34098900.00       | $23752307.84       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $5000.00           | $3857.60           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $1772100.00        | $1412556.61        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $400.00            | $400.83            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $2198600.00        | $2183405.38        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $1110000.00        | $1089935.47        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  |  | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $222800.00         | $230384.60         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $7134000.00        | $6764533.76        | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $400.00            | $430.08            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $200.00            | $183.18            | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  |  | $942800.00         | $1003024.45        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $10000.00          | $10223.33          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  |  | $100000.00         | $95592.36          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $21270000.00       | $21584958.29       | U.S. Treasuries (including strips) |

### Security 361: Credit Agricole S.A.

- **C.1 - Title:** Credit Agricole S.A.,  4.500%, 9/2/2025
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3077213174, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250003705.00
- **C.18.a - Value (excl. sponsor support):** $250003705.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 362: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.,  4.350%, 9/2/2025
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 363: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV,  4.330%, 9/5/2025
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 364: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV,  4.330%, 9/3/2025
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 365: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV,  4.330%, 9/2/2025
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Federated Hermes Money Market Obligations Trust

**Date:** 2025-09-08

**By:** Stephen Van Meter

**Name of Signing Officer:** Stephen Van Meter

**Title of Signing Officer:** Chief Compliance Officer