# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-25-021498
**Filing Date:** 2025-11
**Character Count:** 3619554
**Document Hash:** ff5b44759ed1b38f01d961c28bab3afc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021498.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001410368-25-021498

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251461926

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 28 days

- **WAL:** 53 days

- **Total Value of Portfolio Securities:** $376164565254.49

- **Amortized Cost of Portfolio Securities:** $376123558515.35

- **Cash:** $11675999985.64

- **Total Other Assets:** $1048622202.13

- **Total Liabilities:** $3249218206.19

- **Net Assets of Series:** $385598962496.93

- **Number of Shares Outstanding (Series):** 385595531973.7500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $166353335786.60          | $214069875893.22           | 43.0000%                  | 55.3300%                   |
| 2025-10-02 | $156268122475.94          | $212705528365.04           | 40.5700%                  | 55.2300%                   |
| 2025-10-03 | $153445217912.41          | $212572576718.15           | 39.8300%                  | 55.1800%                   |
| 2025-10-06 | $152757514685.76          | $212637742521.14           | 39.5900%                  | 55.1100%                   |
| 2025-10-07 | $163685478940.90          | $212200084058.34           | 42.4500%                  | 55.0300%                   |
| 2025-10-08 | $162866768269.88          | $211136719213.03           | 42.3600%                  | 54.9100%                   |
| 2025-10-09 | $162488594646.89          | $212391422584.93           | 42.1300%                  | 55.0600%                   |
| 2025-10-10 | $157102361058.62          | $211681037707.29           | 40.8300%                  | 55.0100%                   |
| 2025-10-14 | $164303486995.76          | $211575908669.66           | 42.7200%                  | 55.0100%                   |
| 2025-10-15 | $169284773620.18          | $214237912045.44           | 43.8700%                  | 55.5200%                   |
| 2025-10-16 | $167216674287.49          | $213048881924.50           | 43.4300%                  | 55.3400%                   |
| 2025-10-17 | $154492311949.62          | $212531782701.77           | 40.0500%                  | 55.1000%                   |
| 2025-10-20 | $157685457822.71          | $212603479856.84           | 40.8500%                  | 55.0800%                   |
| 2025-10-21 | $166184736206.54          | $212983831091.11           | 42.9700%                  | 55.0700%                   |
| 2025-10-22 | $164840325084.77          | $214384415038.96           | 42.4400%                  | 55.2000%                   |
| 2025-10-23 | $166406130631.75          | $212681231027.16           | 43.0400%                  | 55.0100%                   |
| 2025-10-24 | $157713975920.66          | $214039909701.60           | 40.7200%                  | 55.2600%                   |
| 2025-10-27 | $160781576211.45          | $215192423640.16           | 41.3800%                  | 55.3800%                   |
| 2025-10-28 | $169430585961.57          | $214172293580.83           | 43.6300%                  | 55.1600%                   |
| 2025-10-29 | $164853345354.70          | $218376441661.46           | 42.2600%                  | 55.9900%                   |
| 2025-10-30 | $165358131184.19          | $216623993718.31           | 42.6500%                  | 55.8700%                   |
| 2025-10-31 | $156797205758.15          | $214969068804.83           | 40.3200%                  | 55.2800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.3200%             |
| 2025-10-02 | 4.3200%             |
| 2025-10-03 | 4.3200%             |
| 2025-10-06 | 4.3200%             |
| 2025-10-07 | 4.3200%             |
| 2025-10-08 | 4.3200%             |
| 2025-10-09 | 4.3100%             |
| 2025-10-10 | 4.2900%             |
| 2025-10-14 | 4.2900%             |
| 2025-10-15 | 4.3000%             |
| 2025-10-16 | 4.3100%             |
| 2025-10-17 | 4.3400%             |
| 2025-10-20 | 4.3400%             |
| 2025-10-21 | 4.3500%             |
| 2025-10-22 | 4.3500%             |
| 2025-10-23 | 4.3400%             |
| 2025-10-24 | 4.3400%             |
| 2025-10-27 | 4.3500%             |
| 2025-10-28 | 4.3500%             |
| 2025-10-29 | 4.3600%             |
| 2025-10-30 | 4.3500%             |
| 2025-10-31 | 4.3200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0002                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0002                      |
|  |  |
| 2025-10-06 | 1.0002                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0002                      |
|  |  |
| 2025-10-10 | 1.0002                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0002                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0002                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0002                      |
|  |  |
| 2025-10-24 | 1.0002                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0002                      |
|  |  |
| 2025-10-30 | 1.0002                      |
|  |  |
| 2025-10-31 | 1.0001                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $247881491302.54

- **Number of Shares Outstanding:** 247879445874.2300

- **Expense Reimbursement/Waiver:** 1338505.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $1804804221.74            | $871867129.01           |
| 2025-10-02 | $1104673605.77            | $1086157971.72          |
| 2025-10-03 | $1163775193.17            | $1013741639.40          |
| 2025-10-06 | $1207012324.25            | $873542060.29           |
| 2025-10-07 | $1149832135.61            | $1292293724.25          |
| 2025-10-08 | $1052870567.34            | $1004236293.40          |
| 2025-10-09 | $968659689.08             | $957532271.98           |
| 2025-10-10 | $998922152.06             | $928982145.92           |
| 2025-10-14 | $1074625972.54            | $1276048873.18          |
| 2025-10-15 | $1802965019.01            | $2274521824.98          |
| 2025-10-16 | $1129006275.13            | $1005569029.16          |
| 2025-10-17 | $1059488640.84            | $882561869.71           |
| 2025-10-20 | $1117025705.98            | $788103226.91           |
| 2025-10-21 | $1252967618.36            | $1028345468.49          |
| 2025-10-22 | $1122360548.29            | $906549013.00           |
| 2025-10-23 | $1062198448.64            | $913216002.46           |
| 2025-10-24 | $1022514896.14            | $856601548.62           |
| 2025-10-27 | $1131688457.30            | $982426009.68           |
| 2025-10-28 | $1202877305.15            | $1274058343.28          |
| 2025-10-29 | $1169518068.93            | $1080259736.33          |
| 2025-10-30 | $1021750394.60            | $1027634902.75          |
| 2025-10-31 | $1102683367.07            | $1025635371.94          |

**Total Gross Subscriptions (Month):** $25722220607.00

**Total Gross Redemptions (Month):** $23349884456.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9800%           |
| 2025-10-02 | 3.9800%           |
| 2025-10-03 | 3.9800%           |
| 2025-10-06 | 3.9800%           |
| 2025-10-07 | 3.9800%           |
| 2025-10-08 | 3.9800%           |
| 2025-10-09 | 3.9700%           |
| 2025-10-10 | 3.9500%           |
| 2025-10-14 | 3.9500%           |
| 2025-10-15 | 3.9600%           |
| 2025-10-16 | 3.9700%           |
| 2025-10-17 | 4.0000%           |
| 2025-10-20 | 4.0000%           |
| 2025-10-21 | 4.0100%           |
| 2025-10-22 | 4.0100%           |
| 2025-10-23 | 4.0000%           |
| 2025-10-24 | 4.0000%           |
| 2025-10-27 | 4.0100%           |
| 2025-10-28 | 4.0100%           |
| 2025-10-29 | 4.0200%           |
| 2025-10-30 | 4.0100%           |
| 2025-10-31 | 3.9800%           |

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

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $137717471194.39

- **Number of Shares Outstanding:** 137716086099.5200

- **Expense Reimbursement/Waiver:** 744509.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $958361158.20             | $591202865.12           |
| 2025-10-02 | $746323352.13             | $741237540.01           |
| 2025-10-03 | $1053192043.46            | $696138135.51           |
| 2025-10-06 | $700276126.71             | $476508389.36           |
| 2025-10-07 | $637112935.65             | $764547256.65           |
| 2025-10-08 | $688833699.20             | $610327280.96           |
| 2025-10-09 | $540567475.99             | $604708722.41           |
| 2025-10-10 | $641208195.48             | $560243666.57           |
| 2025-10-14 | $665696297.92             | $769678763.66           |
| 2025-10-15 | $977193499.48             | $1322814828.29          |
| 2025-10-16 | $648427444.09             | $589560784.09           |
| 2025-10-17 | $988725806.02             | $503324487.92           |
| 2025-10-20 | $667746664.84             | $472211535.62           |
| 2025-10-21 | $822067723.54             | $693564878.41           |
| 2025-10-22 | $694673498.09             | $488238073.78           |
| 2025-10-23 | $655677662.32             | $515190985.53           |
| 2025-10-24 | $676822023.91             | $539361878.83           |
| 2025-10-27 | $600400194.95             | $525388920.44           |
| 2025-10-28 | $622897924.83             | $951972291.61           |
| 2025-10-29 | $660711418.09             | $725955039.44           |
| 2025-10-30 | $537592597.81             | $574486295.71           |
| 2025-10-31 | $650910338.92             | $710845616.94           |

**Total Gross Subscriptions (Month):** $15835418081.63

**Total Gross Redemptions (Month):** $14427508236.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.1300%           |
| 2025-10-02 | 4.1300%           |
| 2025-10-03 | 4.1300%           |
| 2025-10-06 | 4.1300%           |
| 2025-10-07 | 4.1300%           |
| 2025-10-08 | 4.1300%           |
| 2025-10-09 | 4.1200%           |
| 2025-10-10 | 4.1000%           |
| 2025-10-14 | 4.1000%           |
| 2025-10-15 | 4.1100%           |
| 2025-10-16 | 4.1200%           |
| 2025-10-17 | 4.1500%           |
| 2025-10-20 | 4.1500%           |
| 2025-10-21 | 4.1600%           |
| 2025-10-22 | 4.1600%           |
| 2025-10-23 | 4.1500%           |
| 2025-10-24 | 4.1500%           |
| 2025-10-27 | 4.1600%           |
| 2025-10-28 | 4.1600%           |
| 2025-10-29 | 4.1700%           |
| 2025-10-30 | 4.1600%           |
| 2025-10-31 | 4.1300%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO FUNDING USA LLC

- **C.1 - Title:** ABN AMRO FUNDING USA LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 00084BY32, C.4 - ISIN: US00084BY325, C.3 - LEI: 549300WEQ09INLYV6558
- **C.18 - Value (incl. sponsor support):** $191537021.08
- **C.18.a - Value (excl. sponsor support):** $191537021.08
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AY44, C.4 - ISIN: US03664AY448, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49977835.00
- **C.18.a - Value (excl. sponsor support):** $49977835.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AYK8, C.4 - ISIN: US03664AYK86, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $71249624.46
- **C.18.a - Value (excl. sponsor support):** $71249624.46
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AZ35, C.4 - ISIN: US03664AZ353, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $157457504.72
- **C.18.a - Value (excl. sponsor support):** $157457504.72
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BA63, C.4 - ISIN: US03664BA636, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $97021879.80
- **C.18.a - Value (excl. sponsor support):** $97021879.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BAU0, C.4 - ISIN: US03664BAU08, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $59524042.46
- **C.18.a - Value (excl. sponsor support):** $59524042.46
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.270000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFQ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100017223.00
- **C.18.a - Value (excl. sponsor support):** $100017223.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.260000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFT5, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200031992.00
- **C.18.a - Value (excl. sponsor support):** $200031992.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.270000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFZ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200019358.00
- **C.18.a - Value (excl. sponsor support):** $200019358.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.270000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGA5, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $119011589.41
- **C.18.a - Value (excl. sponsor support):** $119011589.41
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGD9, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100010850.00
- **C.18.a - Value (excl. sponsor support):** $100010850.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZH1, C.4 - ISIN: US04821TZH12, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49742155.00
- **C.18.a - Value (excl. sponsor support):** $49742155.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZJ7, C.4 - ISIN: US04821TZJ77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $188999327.00
- **C.18.a - Value (excl. sponsor support):** $188999327.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZV0, C.4 - ISIN: US04821TZV06, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $99352640.00
- **C.18.a - Value (excl. sponsor support):** $99352640.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UC26, C.4 - ISIN: US04821UC264, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $197316900.00
- **C.18.a - Value (excl. sponsor support):** $197316900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CBT2, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $690932620.00
- **C.18.a - Value (excl. sponsor support):** $690932620.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.230000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MZK3, C.4 - ISIN: US05253MZK34, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $500065500.00
- **C.18.a - Value (excl. sponsor support):** $500065500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2Y46, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $709887156.90
- **C.18.a - Value (excl. sponsor support):** $709887156.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2Y53, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $923764985.06
- **C.18.a - Value (excl. sponsor support):** $923764985.06
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05494MAA1, C.4 - ISIN: US05494MAA18, C.3 - LEI: 2549002PC81GBGZF0752
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CA92, C.4 - ISIN: US05571CA928, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $496179150.00
- **C.18.a - Value (excl. sponsor support):** $496179150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CAL5, C.4 - ISIN: US05571CAL54, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $792906240.00
- **C.18.a - Value (excl. sponsor support):** $792906240.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CB59, C.4 - ISIN: US05571CB595, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $989363200.00
- **C.18.a - Value (excl. sponsor support):** $989363200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CBD2, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $717646498.80
- **C.18.a - Value (excl. sponsor support):** $717646498.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CDE8, C.4 - ISIN: US05571CDE84, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $768914143.20
- **C.18.a - Value (excl. sponsor support):** $768914143.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BPCE SA

- **C.1 - Title:** BPCE SA 4.320000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDX2, C.4 - ISIN: US05571EDX22, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $500012200.00
- **C.18.a - Value (excl. sponsor support):** $500012200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 27: BPCE SA

- **C.1 - Title:** BPCE SA 4.300000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDY0, C.4 - ISIN: US05571EDY05, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $600020220.00
- **C.18.a - Value (excl. sponsor support):** $600020220.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: BPCE SA

- **C.1 - Title:** BPCE SA 4.300000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDZ7, C.4 - ISIN: US05571EDZ79, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $200007840.00
- **C.18.a - Value (excl. sponsor support):** $200007840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHG1, C.4 - ISIN: US05593DHG16, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $600068760.00
- **C.18.a - Value (excl. sponsor support):** $600068760.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHP1, C.4 - ISIN: US05593DHP15, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $500251000.00
- **C.18.a - Value (excl. sponsor support):** $500251000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DJ95, C.4 - ISIN: US05593DJ954, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $470272741.00
- **C.18.a - Value (excl. sponsor support):** $470272741.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DJJ3, C.4 - ISIN: US05593DJJ37, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $175101885.00
- **C.18.a - Value (excl. sponsor support):** $175101885.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DKK8, C.4 - ISIN: US05593DKK80, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $338081424.20
- **C.18.a - Value (excl. sponsor support):** $338081424.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DKM4, C.4 - ISIN: US05593DKM47, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $344061025.60
- **C.18.a - Value (excl. sponsor support):** $344061025.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCV5, C.4 - ISIN: US05971MCV54, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $250016125.00
- **C.18.a - Value (excl. sponsor support):** $250016125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCW3, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $250016150.00
- **C.18.a - Value (excl. sponsor support):** $250016150.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCZ6, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300050340.00
- **C.18.a - Value (excl. sponsor support):** $300050340.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MDX0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $500101400.00
- **C.18.a - Value (excl. sponsor support):** $500101400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MEC5, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $100001350.00
- **C.18.a - Value (excl. sponsor support):** $100001350.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MED3, C.4 - ISIN: US05971MED39, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $398991501.30
- **C.18.a - Value (excl. sponsor support):** $398991501.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MEF8, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300006990.00
- **C.18.a - Value (excl. sponsor support):** $300006990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.4 - ISIN: US06050TNQ12, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500052265.00
- **C.18.a - Value (excl. sponsor support):** $500052265.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600297060.00
- **C.18.a - Value (excl. sponsor support):** $600297060.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNV0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $515561396.35
- **C.18.a - Value (excl. sponsor support):** $515561396.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNW8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500807170.00
- **C.18.a - Value (excl. sponsor support):** $500807170.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNY4, C.4 - ISIN: US06050TNY46, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000147470.00
- **C.18.a - Value (excl. sponsor support):** $1000147470.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSR6, C.4 - ISIN: US06051WSR69, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600460140.00
- **C.18.a - Value (excl. sponsor support):** $600460140.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSS4, C.4 - ISIN: US06051WSS43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600444000.00
- **C.18.a - Value (excl. sponsor support):** $600444000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WTA2, C.4 - ISIN: US06051WTA26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500031000.00
- **C.18.a - Value (excl. sponsor support):** $500031000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WUV4, C.4 - ISIN: US06051WUV44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $250234500.00
- **C.18.a - Value (excl. sponsor support):** $250234500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVM3, C.4 - ISIN: US06051WVM36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500052350.00
- **C.18.a - Value (excl. sponsor support):** $500052350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.990000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06051WWK6, C.4 - ISIN: US06051WWK60, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $111002430.90
- **C.18.a - Value (excl. sponsor support):** $111002430.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBC6, C.4 - ISIN: US06053RBC60, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500217000.00
- **C.18.a - Value (excl. sponsor support):** $500217000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBM4, C.4 - ISIN: US06053RBM43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500524190.00
- **C.18.a - Value (excl. sponsor support):** $500524190.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCA9, C.4 - ISIN: US06053RCA95, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300181860.00
- **C.18.a - Value (excl. sponsor support):** $300181860.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCJ0, C.4 - ISIN: US06053RCJ05, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $335078323.00
- **C.18.a - Value (excl. sponsor support):** $335078323.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJJ5, C.4 - ISIN: US06054CJJ53, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $279978328.00
- **C.18.a - Value (excl. sponsor support):** $279978328.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.500000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJK2, C.4 - ISIN: US06054CJK27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $500077450.00
- **C.18.a - Value (excl. sponsor support):** $500077450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.680000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKL8, C.4 - ISIN: US06054CKL80, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $300190050.00
- **C.18.a - Value (excl. sponsor support):** $300190050.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKS3, C.4 - ISIN: US06054CKS34, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350226135.00
- **C.18.a - Value (excl. sponsor support):** $350226135.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PAC0, C.4 - ISIN: US06054PAC05, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $495956300.00
- **C.18.a - Value (excl. sponsor support):** $495956300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PE69, C.4 - ISIN: US06054PE696, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $661218120.00
- **C.18.a - Value (excl. sponsor support):** $661218120.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PEL6, C.4 - ISIN: US06054PEL67, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $733618500.00
- **C.18.a - Value (excl. sponsor support):** $733618500.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PFH4, C.4 - ISIN: US06054PFH47, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $195054460.00
- **C.18.a - Value (excl. sponsor support):** $195054460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGG5, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $486139650.00
- **C.18.a - Value (excl. sponsor support):** $486139650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGM2, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $485883200.00
- **C.18.a - Value (excl. sponsor support):** $485883200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600325824.00
- **C.18.a - Value (excl. sponsor support):** $600325824.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAG7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400057048.00
- **C.18.a - Value (excl. sponsor support):** $400057048.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAH5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500088955.00
- **C.18.a - Value (excl. sponsor support):** $500088955.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500375645.00
- **C.18.a - Value (excl. sponsor support):** $500375645.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.580000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500171640.00
- **C.18.a - Value (excl. sponsor support):** $500171640.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RBC5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $473591581.10
- **C.18.a - Value (excl. sponsor support):** $473591581.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.400000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RBM3, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $92063002.52
- **C.18.a - Value (excl. sponsor support):** $92063002.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RBU5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $54060154.38
- **C.18.a - Value (excl. sponsor support):** $54060154.38
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.550000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385081843.30
- **C.18.a - Value (excl. sponsor support):** $385081843.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DRX5, C.4 - ISIN: US06367DRX56, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $150122730.00
- **C.18.a - Value (excl. sponsor support):** $150122730.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LZA6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $159296000.00
- **C.18.a - Value (excl. sponsor support):** $159296000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4V3, C.4 - ISIN: US06370B4V33, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $248943335.98
- **C.18.a - Value (excl. sponsor support):** $248943335.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDU3, C.4 - ISIN: US06418NDU37, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $500012900.00
- **C.18.a - Value (excl. sponsor support):** $500012900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 80: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFY3, C.4 - ISIN: US06418NFY31, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $700075250.00
- **C.18.a - Value (excl. sponsor support):** $700075250.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NHG0, C.4 - ISIN: US06418NHG07, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $700391650.00
- **C.18.a - Value (excl. sponsor support):** $700391650.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EA75, C.4 - ISIN: US06741EA757, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $101225310.00
- **C.18.a - Value (excl. sponsor support):** $101225310.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EAL4, C.4 - ISIN: US06741EAL48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $292343613.50
- **C.18.a - Value (excl. sponsor support):** $292343613.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EAP5, C.4 - ISIN: US06741EAP51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $297201540.00
- **C.18.a - Value (excl. sponsor support):** $297201540.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EB90, C.4 - ISIN: US06741EB904, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97950598.00
- **C.18.a - Value (excl. sponsor support):** $97950598.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EBJ8, C.4 - ISIN: US06741EBJ82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98769720.00
- **C.18.a - Value (excl. sponsor support):** $98769720.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECQ1, C.4 - ISIN: US06741ECQ17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132846804.00
- **C.18.a - Value (excl. sponsor support):** $132846804.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECS7, C.4 - ISIN: US06741ECS72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98384830.00
- **C.18.a - Value (excl. sponsor support):** $98384830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDT4, C.4 - ISIN: US06741EDT47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86276590.40
- **C.18.a - Value (excl. sponsor support):** $86276590.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDU1, C.4 - ISIN: US06741EDU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50976016.00
- **C.18.a - Value (excl. sponsor support):** $50976016.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FY50, C.4 - ISIN: US06741FY507, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139922398.00
- **C.18.a - Value (excl. sponsor support):** $139922398.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FYC5, C.4 - ISIN: US06741FYC57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99865700.00
- **C.18.a - Value (excl. sponsor support):** $99865700.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FZV2, C.4 - ISIN: US06741FZV20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198678220.00
- **C.18.a - Value (excl. sponsor support):** $198678220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.270000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HMV2, C.4 - ISIN: US06741HMV23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $230018308.00
- **C.18.a - Value (excl. sponsor support):** $230018308.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.300000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPY3, C.4 - ISIN: US06741HPY35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $345016491.00
- **C.18.a - Value (excl. sponsor support):** $345016491.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.510000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQD8, C.4 - ISIN: US06741HQD88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450057240.00
- **C.18.a - Value (excl. sponsor support):** $450057240.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQH9, C.4 - ISIN: US06741HQH92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120015612.00
- **C.18.a - Value (excl. sponsor support):** $120015612.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QY46, C.4 - ISIN: US06744QY466, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $899602740.00
- **C.18.a - Value (excl. sponsor support):** $899602740.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDS7, C.4 - ISIN: US06745GDS75, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $368021233.60
- **C.18.a - Value (excl. sponsor support):** $368021233.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDX6, C.4 - ISIN: US06745GDX60, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $332025896.00
- **C.18.a - Value (excl. sponsor support):** $332025896.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDZ1, C.4 - ISIN: US06745GDZ19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $346025638.60
- **C.18.a - Value (excl. sponsor support):** $346025638.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEB3, C.4 - ISIN: US06745GEB32, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500047750.00
- **C.18.a - Value (excl. sponsor support):** $500047750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEG2, C.4 - ISIN: US06745GEG29, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200018520.00
- **C.18.a - Value (excl. sponsor support):** $200018520.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEJ6, C.4 - ISIN: US06745GEJ67, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $725072645.00
- **C.18.a - Value (excl. sponsor support):** $725072645.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEV9, C.4 - ISIN: US06745GEV95, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $949793755.00
- **C.18.a - Value (excl. sponsor support):** $949793755.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEW7, C.4 - ISIN: US06745GEW78, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1749588575.00
- **C.18.a - Value (excl. sponsor support):** $1749588575.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFL0, C.4 - ISIN: US06745GFL05, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $752190421.50
- **C.18.a - Value (excl. sponsor support):** $752190421.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFS5, C.4 - ISIN: US06745GFS57, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $199366764.87
- **C.18.a - Value (excl. sponsor support):** $199366764.87
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFT3, C.4 - ISIN: US06745GFT31, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200005140.00
- **C.18.a - Value (excl. sponsor support):** $200005140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LY77, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $59953452.00
- **C.18.a - Value (excl. sponsor support):** $59953452.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LYR3, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99725630.00
- **C.18.a - Value (excl. sponsor support):** $99725630.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZA9, C.4 - ISIN: US06945LZA96, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99562220.00
- **C.18.a - Value (excl. sponsor support):** $99562220.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZC5, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99540330.00
- **C.18.a - Value (excl. sponsor support):** $99540330.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZN1, C.4 - ISIN: US06945LZN18, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99430890.00
- **C.18.a - Value (excl. sponsor support):** $99430890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MA71, C.4 - ISIN: US06945MA716, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99255780.00
- **C.18.a - Value (excl. sponsor support):** $99255780.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MAM8, C.4 - ISIN: US06945MAM82, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $71353843.20
- **C.18.a - Value (excl. sponsor support):** $71353843.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MB39, C.4 - ISIN: US06945MB391, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $148437780.00
- **C.18.a - Value (excl. sponsor support):** $148437780.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AYJ7, C.4 - ISIN: US07644AYJ77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $299406600.00
- **C.18.a - Value (excl. sponsor support):** $299406600.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BA69, C.4 - ISIN: US07644BA691, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99268580.00
- **C.18.a - Value (excl. sponsor support):** $99268580.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BA93, C.4 - ISIN: US07644BA931, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99235830.00
- **C.18.a - Value (excl. sponsor support):** $99235830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BAU6, C.4 - ISIN: US07644BAU61, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $198056840.00
- **C.18.a - Value (excl. sponsor support):** $198056840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BB50, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $247346425.00
- **C.18.a - Value (excl. sponsor support):** $247346425.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBB7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $120622168.60
- **C.18.a - Value (excl. sponsor support):** $120622168.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBK7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $54330144.00
- **C.18.a - Value (excl. sponsor support):** $54330144.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBL5, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98771110.00
- **C.18.a - Value (excl. sponsor support):** $98771110.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDA7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $181752343.50
- **C.18.a - Value (excl. sponsor support):** $181752343.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDQ2, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147151380.00
- **C.18.a - Value (excl. sponsor support):** $147151380.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDW9, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $96568858.25
- **C.18.a - Value (excl. sponsor support):** $96568858.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BE57, C.4 - ISIN: US07644BE578, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $97986720.00
- **C.18.a - Value (excl. sponsor support):** $97986720.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BFQ0, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $146204115.00
- **C.18.a - Value (excl. sponsor support):** $146204115.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.290000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPP7, C.4 - ISIN: US07644DPP77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200005340.00
- **C.18.a - Value (excl. sponsor support):** $200005340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.260000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPR3, C.4 - ISIN: US07644DPR34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200024840.00
- **C.18.a - Value (excl. sponsor support):** $200024840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07645RFF8, C.4 - ISIN: US07645RFF82, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $250070450.00
- **C.18.a - Value (excl. sponsor support):** $250070450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LY75, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $274786655.00
- **C.18.a - Value (excl. sponsor support):** $274786655.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LYE0, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $275736226.22
- **C.18.a - Value (excl. sponsor support):** $275736226.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MB45, C.4 - ISIN: US08224MB456, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $100117650.93
- **C.18.a - Value (excl. sponsor support):** $100117650.93
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 106538AB7, C.4 - ISIN: US106538AB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YH1, C.4 - ISIN: US1247P2YH18, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99812610.00
- **C.18.a - Value (excl. sponsor support):** $99812610.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YL2, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $74834925.00
- **C.18.a - Value (excl. sponsor support):** $74834925.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2YM0, C.4 - ISIN: US1247P2YM03, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $24942257.50
- **C.18.a - Value (excl. sponsor support):** $24942257.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2ZF4, C.4 - ISIN: US1247P2ZF43, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $149261250.00
- **C.18.a - Value (excl. sponsor support):** $149261250.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TYH1, C.4 - ISIN: US12619TYH12, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74859457.50
- **C.18.a - Value (excl. sponsor support):** $74859457.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TYM0, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74826772.50
- **C.18.a - Value (excl. sponsor support):** $74826772.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZ98, C.4 - ISIN: US12619TZ984, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $99573170.00
- **C.18.a - Value (excl. sponsor support):** $99573170.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZC1, C.4 - ISIN: US12619TZC16, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $124425412.50
- **C.18.a - Value (excl. sponsor support):** $124425412.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZH0, C.4 - ISIN: US12619TZH03, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $141269566.20
- **C.18.a - Value (excl. sponsor support):** $141269566.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: CP CANYONS WFH LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12658PAB0, C.4 - ISIN: US12658PAB04, C.3 - LEI: 254900F9PG6QUBCJUL32
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2065-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710CAM1, C.4 - ISIN: US12710CAM10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $225014490.00
- **C.18.a - Value (excl. sponsor support):** $225014490.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GYE4, C.4 - ISIN: US12710GYE42, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99845470.00
- **C.18.a - Value (excl. sponsor support):** $99845470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GYS3, C.4 - ISIN: US12710GYS38, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49857210.00
- **C.18.a - Value (excl. sponsor support):** $49857210.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GZG8, C.4 - ISIN: US12710GZG80, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $84183044.45
- **C.18.a - Value (excl. sponsor support):** $84183044.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HA65, C.4 - ISIN: US12710HA658, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99266720.00
- **C.18.a - Value (excl. sponsor support):** $99266720.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HA99, C.4 - ISIN: US12710HA997, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99233890.00
- **C.18.a - Value (excl. sponsor support):** $99233890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAG3, C.4 - ISIN: US12710HAG39, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $247893200.00
- **C.18.a - Value (excl. sponsor support):** $247893200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAT5, C.4 - ISIN: US12710HAT59, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49518445.00
- **C.18.a - Value (excl. sponsor support):** $49518445.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAV0, C.4 - ISIN: US12710HAV06, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $58296071.40
- **C.18.a - Value (excl. sponsor support):** $58296071.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAW8, C.4 - ISIN: US12710HAW88, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74252790.00
- **C.18.a - Value (excl. sponsor support):** $74252790.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HB31, C.4 - ISIN: US12710HB318, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $79067857.48
- **C.18.a - Value (excl. sponsor support):** $79067857.48
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HB56, C.4 - ISIN: US12710HB565, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $123669837.50
- **C.18.a - Value (excl. sponsor support):** $123669837.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HBK3, C.4 - ISIN: US12710HBK32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $106681320.00
- **C.18.a - Value (excl. sponsor support):** $106681320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HC22, C.4 - ISIN: US12710HC225, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98658230.00
- **C.18.a - Value (excl. sponsor support):** $98658230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HCP1, C.4 - ISIN: US12710HCP10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $196860100.00
- **C.18.a - Value (excl. sponsor support):** $196860100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFW9, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $974128400.00
- **C.18.a - Value (excl. sponsor support):** $974128400.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 4.180000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJH6, C.4 - ISIN: US13606DJH61, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $500073600.00
- **C.18.a - Value (excl. sponsor support):** $500073600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DNL2, C.4 - ISIN: US13606DNL28, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $499090538.56
- **C.18.a - Value (excl. sponsor support):** $499090538.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BB94, C.4 - ISIN: US13608BB944, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $492482458.80
- **C.18.a - Value (excl. sponsor support):** $492482458.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 15118CAA8, C.4 - ISIN: US15118CAA80, C.3 - LEI: 549300JWG1LWHVNYN325
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2038-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WQ62, C.4 - ISIN: US15963WQ622, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $240011404.80
- **C.18.a - Value (excl. sponsor support):** $240011404.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.530000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WQ96, C.4 - ISIN: US15963WQ960, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $192004719.36
- **C.18.a - Value (excl. sponsor support):** $192004719.36
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR38, C.4 - ISIN: US15963WR380, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $200020140.00
- **C.18.a - Value (excl. sponsor support):** $200020140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR61, C.4 - ISIN: US15963WR612, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100007318.00
- **C.18.a - Value (excl. sponsor support):** $100007318.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR79, C.4 - ISIN: US15963WR794, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $225016382.25
- **C.18.a - Value (excl. sponsor support):** $225016382.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS37, C.4 - ISIN: US15963WS370, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $250019370.00
- **C.18.a - Value (excl. sponsor support):** $250019370.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS86, C.4 - ISIN: US15963WS867, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $95005224.05
- **C.18.a - Value (excl. sponsor support):** $95005224.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS94, C.4 - ISIN: US15963WS941, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $329270854.70
- **C.18.a - Value (excl. sponsor support):** $329270854.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYA1, C.4 - ISIN: US16115VYA15, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $26565554.02
- **C.18.a - Value (excl. sponsor support):** $26565554.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYE3, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99844160.00
- **C.18.a - Value (excl. sponsor support):** $99844160.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYH6, C.4 - ISIN: US16115VYH67, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49905360.00
- **C.18.a - Value (excl. sponsor support):** $49905360.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VYM5, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $174591707.50
- **C.18.a - Value (excl. sponsor support):** $174591707.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZA0, C.4 - ISIN: US16115VZA06, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49780740.00
- **C.18.a - Value (excl. sponsor support):** $49780740.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZB8, C.4 - ISIN: US16115VZB88, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $142357458.10
- **C.18.a - Value (excl. sponsor support):** $142357458.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZG7, C.4 - ISIN: US16115VZG75, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $143459115.04
- **C.18.a - Value (excl. sponsor support):** $143459115.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WA98, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99233890.00
- **C.18.a - Value (excl. sponsor support):** $99233890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAC1, C.4 - ISIN: US16115WAC10, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49600530.00
- **C.18.a - Value (excl. sponsor support):** $49600530.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAG2, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49578640.00
- **C.18.a - Value (excl. sponsor support):** $49578640.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAN7, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $24772902.50
- **C.18.a - Value (excl. sponsor support):** $24772902.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HY38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $104965287.00
- **C.18.a - Value (excl. sponsor support):** $104965287.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HY46, C.4 - ISIN: US16537HY461, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99955860.00
- **C.18.a - Value (excl. sponsor support):** $99955860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HY53, C.4 - ISIN: US16537HY537, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160911031.40
- **C.18.a - Value (excl. sponsor support):** $160911031.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AY32, C.4 - ISIN: US16538AY324, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $153949087.60
- **C.18.a - Value (excl. sponsor support):** $153949087.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCD7, C.4 - ISIN: US1730QPCD74, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $499956350.00
- **C.18.a - Value (excl. sponsor support):** $499956350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHM2, C.4 - ISIN: US17330QHM24, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $750760575.00
- **C.18.a - Value (excl. sponsor support):** $750760575.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHW0, C.4 - ISIN: US17330QHW06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $300056460.00
- **C.18.a - Value (excl. sponsor support):** $300056460.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJE8, C.4 - ISIN: US17330QJE89, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500391150.00
- **C.18.a - Value (excl. sponsor support):** $500391150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJH1, C.4 - ISIN: US17330QJH11, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500147900.00
- **C.18.a - Value (excl. sponsor support):** $500147900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJM0, C.4 - ISIN: US17330QJM06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $675085657.50
- **C.18.a - Value (excl. sponsor support):** $675085657.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLJ6, C.4 - ISIN: US19423RLJ67, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245000781.55
- **C.18.a - Value (excl. sponsor support):** $245000781.55
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLY3, C.4 - ISIN: US19423RLY35, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $130001094.60
- **C.18.a - Value (excl. sponsor support):** $130001094.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RM97, C.4 - ISIN: US19423RM978, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $300244500.00
- **C.18.a - Value (excl. sponsor support):** $300244500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMJ5, C.4 - ISIN: US19423RMJ58, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $250001572.50
- **C.18.a - Value (excl. sponsor support):** $250001572.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.320000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RNC9, C.4 - ISIN: US19423RNC96, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365015428.55
- **C.18.a - Value (excl. sponsor support):** $365015428.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.320000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RND7, C.4 - ISIN: US19423RND79, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $400019164.00
- **C.18.a - Value (excl. sponsor support):** $400019164.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RP78, C.4 - ISIN: US19423RP781, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365054253.60
- **C.18.a - Value (excl. sponsor support):** $365054253.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPE3, C.4 - ISIN: US19423RPE35, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $707589208.68
- **C.18.a - Value (excl. sponsor support):** $707589208.68
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPG8, C.4 - ISIN: US19423RPG82, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263023638.44
- **C.18.a - Value (excl. sponsor support):** $263023638.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPS2, C.4 - ISIN: US19423RPS21, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $89014617.36
- **C.18.a - Value (excl. sponsor support):** $89014617.36
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II RB SERIES 2023F2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 1964802P1, C.4 - ISIN: US1964802P13, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24400000.00
- **C.18.a - Value (excl. sponsor support):** $24400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS II SERIES 2023A2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480T72, C.4 - ISIN: US196480T724, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $20155000.00
- **C.18.a - Value (excl. sponsor support):** $20155000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2025N2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2A9, C.4 - ISIN: US19648G2A90, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GF23, C.4 - ISIN: US19648GF233, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $36760000.00
- **C.18.a - Value (excl. sponsor support):** $36760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGW6, C.4 - ISIN: US19648GGW69, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30750000.00
- **C.18.a - Value (excl. sponsor support):** $30750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2053-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $14740000.00
- **C.18.a - Value (excl. sponsor support):** $14740000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GHX3, C.4 - ISIN: US19648GHX34, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $47490000.00
- **C.18.a - Value (excl. sponsor support):** $47490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2025L2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2024F2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2055-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2025D2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GWD0, C.4 - ISIN: US19648GWD05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15910000.00
- **C.18.a - Value (excl. sponsor support):** $15910000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YKW0, C.4 - ISIN: US20259YKW02, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $1500014700.00
- **C.18.a - Value (excl. sponsor support):** $1500014700.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YKY6, C.4 - ISIN: US20259YKY67, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $427023271.50
- **C.18.a - Value (excl. sponsor support):** $427023271.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCM7, C.4 - ISIN: US20632CCM73, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $50005341.00
- **C.18.a - Value (excl. sponsor support):** $50005341.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCU9, C.4 - ISIN: US20632CCU99, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58010122.74
- **C.18.a - Value (excl. sponsor support):** $58010122.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CCX3, C.4 - ISIN: US20632CCX39, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $58007265.66
- **C.18.a - Value (excl. sponsor support):** $58007265.66
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CDC8, C.4 - ISIN: US20632CDC82, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $86013336.88
- **C.18.a - Value (excl. sponsor support):** $86013336.88
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.320000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CDQ7, C.4 - ISIN: US20632CDQ78, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $215037072.45
- **C.18.a - Value (excl. sponsor support):** $215037072.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2M7, C.4 - ISIN: US21684X2M76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250025200.00
- **C.18.a - Value (excl. sponsor support):** $250025200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3Y0, C.4 - ISIN: US21684X3Y06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250146950.00
- **C.18.a - Value (excl. sponsor support):** $250146950.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3Z7, C.4 - ISIN: US21684X3Z70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250270150.00
- **C.18.a - Value (excl. sponsor support):** $250270150.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X4T0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999810.00
- **C.18.a - Value (excl. sponsor support):** $99999810.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JKV6, C.4 - ISIN: US22536JKV60, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $599136245.55
- **C.18.a - Value (excl. sponsor support):** $599136245.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JM44, C.4 - ISIN: US22536JM441, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $350047390.00
- **C.18.a - Value (excl. sponsor support):** $350047390.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JTJ4, C.4 - ISIN: US22536JTJ42, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $121090846.80
- **C.18.a - Value (excl. sponsor support):** $121090846.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JU37, C.4 - ISIN: US22536JU378, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $99994240.00
- **C.18.a - Value (excl. sponsor support):** $99994240.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWA9, C.4 - ISIN: US22536JWA95, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $250216050.00
- **C.18.a - Value (excl. sponsor support):** $250216050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWE1, C.4 - ISIN: US22536JWE18, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $250212850.00
- **C.18.a - Value (excl. sponsor support):** $250212850.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWJ0, C.4 - ISIN: US22536JWJ05, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $250216050.00
- **C.18.a - Value (excl. sponsor support):** $250216050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWK7, C.4 - ISIN: US22536JWK77, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $250209525.00
- **C.18.a - Value (excl. sponsor support):** $250209525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JWT8, C.4 - ISIN: US22536JWT86, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $150123660.00
- **C.18.a - Value (excl. sponsor support):** $150123660.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JYH2, C.4 - ISIN: US22536JYH21, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $1000524900.00
- **C.18.a - Value (excl. sponsor support):** $1000524900.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JZA6, C.4 - ISIN: US22536JZA68, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $416479425.30
- **C.18.a - Value (excl. sponsor support):** $416479425.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23257MAA1, C.4 - ISIN: US23257MAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28830000.00
- **C.18.a - Value (excl. sponsor support):** $28830000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2073-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0ZC9, C.4 - ISIN: US2332K0ZC97, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $248876950.00
- **C.18.a - Value (excl. sponsor support):** $248876950.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0ZV7, C.4 - ISIN: US2332K0ZV78, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $496818500.00
- **C.18.a - Value (excl. sponsor support):** $496818500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1B33, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $494905150.00
- **C.18.a - Value (excl. sponsor support):** $494905150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BS8, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $493600300.00
- **C.18.a - Value (excl. sponsor support):** $493600300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1E14, C.4 - ISIN: US2332K1E143, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $980327700.00
- **C.18.a - Value (excl. sponsor support):** $980327700.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HTM0, C.4 - ISIN: US23345HTM06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500178600.00
- **C.18.a - Value (excl. sponsor support):** $500178600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: DMT LANCASTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23347EAA1, C.4 - ISIN: US23347EAA10, C.3 - LEI: 254900N3M1UTXY73BU36
- **C.18 - Value (incl. sponsor support):** $6020000.00
- **C.18.a - Value (excl. sponsor support):** $6020000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2062-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $103200000.00
- **C.18.a - Value (excl. sponsor support):** $103200000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AB3, C.4 - ISIN: US269476AB37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AD9, C.4 - ISIN: US269476AD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410000.00
- **C.18.a - Value (excl. sponsor support):** $2410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: EQUINOR ASA

- **C.1 - Title:** EQUINOR ASA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29447LY31, C.3 - LEI: OW6OFBNCKXC4US5C7523
- **C.18 - Value (incl. sponsor support):** $88970683.40
- **C.18.a - Value (excl. sponsor support):** $88970683.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 254: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WD14, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $49162310.00
- **C.18.a - Value (excl. sponsor support):** $49162310.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBK0, C.4 - ISIN: US30608HBK05, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $224391157.85
- **C.18.a - Value (excl. sponsor support):** $224391157.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCH6, C.4 - ISIN: US30608HCH66, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100004752.00
- **C.18.a - Value (excl. sponsor support):** $100004752.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.550000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCR4, C.4 - ISIN: US30608HCR49, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $148513617.45
- **C.18.a - Value (excl. sponsor support):** $148513617.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCS2, C.4 - ISIN: US30608HCS22, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $275029746.75
- **C.18.a - Value (excl. sponsor support):** $275029746.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCY9, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $265021679.65
- **C.18.a - Value (excl. sponsor support):** $265021679.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDB8, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $126011483.64
- **C.18.a - Value (excl. sponsor support):** $126011483.64
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDC6, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $115006323.85
- **C.18.a - Value (excl. sponsor support):** $115006323.85
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDF9, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $330020902.20
- **C.18.a - Value (excl. sponsor support):** $330020902.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAL7, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $198224760.00
- **C.18.a - Value (excl. sponsor support):** $198224760.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAP8, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $198161340.00
- **C.18.a - Value (excl. sponsor support):** $198161340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAS2, C.4 - ISIN: US31428GAS21, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $198098080.00
- **C.18.a - Value (excl. sponsor support):** $198098080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAV5, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $99017500.00
- **C.18.a - Value (excl. sponsor support):** $99017500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GAW3, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $148509615.00
- **C.18.a - Value (excl. sponsor support):** $148509615.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBK8, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $395130800.00
- **C.18.a - Value (excl. sponsor support):** $395130800.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBS1, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $296108640.00
- **C.18.a - Value (excl. sponsor support):** $296108640.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GDV2, C.4 - ISIN: US31428GDV23, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $490250000.00
- **C.18.a - Value (excl. sponsor support):** $490250000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 37612DAA1, C.4 - ISIN: US37612DAA19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37170000.00
- **C.18.a - Value (excl. sponsor support):** $37170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2074-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LY34, C.4 - ISIN: US38346LY349, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $499834950.00
- **C.18.a - Value (excl. sponsor support):** $499834950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LY59, C.4 - ISIN: US38346LY596, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99944780.00
- **C.18.a - Value (excl. sponsor support):** $99944780.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LYM2, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $84803675.50
- **C.18.a - Value (excl. sponsor support):** $84803675.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LZC3, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $199080660.00
- **C.18.a - Value (excl. sponsor support):** $199080660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MA79, C.4 - ISIN: US38346MA792, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $148882905.00
- **C.18.a - Value (excl. sponsor support):** $148882905.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MAF1, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $132487245.60
- **C.18.a - Value (excl. sponsor support):** $132487245.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MBJ2, C.4 - ISIN: US38346MBJ27, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $103726287.00
- **C.18.a - Value (excl. sponsor support):** $103726287.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MC28, C.4 - ISIN: US38346MC285, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $59192904.00
- **C.18.a - Value (excl. sponsor support):** $59192904.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HY32, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $244918905.00
- **C.18.a - Value (excl. sponsor support):** $244918905.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HY40, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $219902738.00
- **C.18.a - Value (excl. sponsor support):** $219902738.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HY57, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $332815651.20
- **C.18.a - Value (excl. sponsor support):** $332815651.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HY65, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $319787040.00
- **C.18.a - Value (excl. sponsor support):** $319787040.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JA83, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $70463829.30
- **C.18.a - Value (excl. sponsor support):** $70463829.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JA91, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $248084725.00
- **C.18.a - Value (excl. sponsor support):** $248084725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JAC4, C.4 - ISIN: US39014JAC45, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99201060.00
- **C.18.a - Value (excl. sponsor support):** $99201060.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 39808XAA7, C.4 - ISIN: US39808XAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31640000.00
- **C.18.a - Value (excl. sponsor support):** $31640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2072-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 288: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJW6, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $600380700.00
- **C.18.a - Value (excl. sponsor support):** $600380700.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 289: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAA0, C.4 - ISIN: US40451HAA05, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $11500000.00
- **C.18.a - Value (excl. sponsor support):** $11500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 290: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAB8, C.4 - ISIN: US40451HAB87, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 291: HARTFORD HEALTHCARE CORP

- **C.1 - Title:** TAXABLE BONDS SERIES C 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 41652PAA7, C.4 - ISIN: US41652PAA75, C.3 - LEI: 549300W3L482NUDOFF24
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2049-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 292: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGA0, C.4 - ISIN: US44988GGA04, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GGA0
- **C.18 - Value (incl. sponsor support):** $499968200.00
- **C.18.a - Value (excl. sponsor support):** $499968200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGU6, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GGU6
- **C.18 - Value (incl. sponsor support):** $499679900.00
- **C.18.a - Value (excl. sponsor support):** $499679900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 294: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.490000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GHD3
- **C.18 - Value (incl. sponsor support):** $696522984.50
- **C.18.a - Value (excl. sponsor support):** $696522984.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLS6, C.4 - ISIN: US44988KLS68, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988KLS6
- **C.18 - Value (incl. sponsor support):** $500028350.00
- **C.18.a - Value (excl. sponsor support):** $500028350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.480000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMD8, C.4 - ISIN: US44988KMD80, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988KMD8
- **C.18 - Value (incl. sponsor support):** $500076700.00
- **C.18.a - Value (excl. sponsor support):** $500076700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 297: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 4.140000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45201LA21, C.4 - ISIN: US45201LA214, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $29850000.00
- **C.18.a - Value (excl. sponsor support):** $29850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2048-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 298: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 4.300000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45202BLE4, C.4 - ISIN: US45202BLE47, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $11820000.00
- **C.18.a - Value (excl. sponsor support):** $11820000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2052-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203ME80, C.4 - ISIN: US45203ME806, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $56665000.00
- **C.18.a - Value (excl. sponsor support):** $56665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2050-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 300: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $14500000.00
- **C.18.a - Value (excl. sponsor support):** $14500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 301: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MV65, C.4 - ISIN: US45203MV651, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2051-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45204FQ99, C.4 - ISIN: US45204FQ992, C.3 - LEI: 549300ZG6UBPNNNRN315
- **C.18 - Value (incl. sponsor support):** $33500000.00
- **C.18.a - Value (excl. sponsor support):** $33500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2055-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 303: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RB97, C.4 - ISIN: US45685RB973, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RB97
- **C.18 - Value (incl. sponsor support):** $97904367.00
- **C.18.a - Value (excl. sponsor support):** $97904367.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RC21, C.4 - ISIN: US45685RC211, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RC21
- **C.18 - Value (incl. sponsor support):** $98655740.00
- **C.18.a - Value (excl. sponsor support):** $98655740.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RDN4, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RDN4
- **C.18 - Value (incl. sponsor support):** $196254560.00
- **C.18.a - Value (excl. sponsor support):** $196254560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 306: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $50115000.00
- **C.18.a - Value (excl. sponsor support):** $50115000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 307: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46593GAA8, C.4 - ISIN: US46593GAA85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4970000.00
- **C.18.a - Value (excl. sponsor support):** $4970000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2072-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 308: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJN3, C.4 - ISIN: US46656HJN35, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $300034827.00
- **C.18.a - Value (excl. sponsor support):** $300034827.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 309: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJP8, C.4 - ISIN: US46656HJP82, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $300035700.00
- **C.18.a - Value (excl. sponsor support):** $300035700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 474208AA3, C.4 - ISIN: US474208AA39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56330000.00
- **C.18.a - Value (excl. sponsor support):** $56330000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 311: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 475490AA6, C.4 - ISIN: US475490AA66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21435000.00
- **C.18.a - Value (excl. sponsor support):** $21435000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 312: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE44, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $245066675.00
- **C.18.a - Value (excl. sponsor support):** $245066675.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 313: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE51, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $245042575.00
- **C.18.a - Value (excl. sponsor support):** $245042575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 314: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2037-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 315: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50537AAA2, C.4 - ISIN: US50537AAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1840000.00
- **C.18.a - Value (excl. sponsor support):** $1840000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2040-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 316: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 3.890000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TY31, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $71976232.80
- **C.18.a - Value (excl. sponsor support):** $71976232.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 317: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TYJ6, C.4 - ISIN: US53127TYJ68, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124752125.00
- **C.18.a - Value (excl. sponsor support):** $124752125.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TYS6, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $249287050.00
- **C.18.a - Value (excl. sponsor support):** $249287050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ14, C.4 - ISIN: US53127TZ145, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $198324832.80
- **C.18.a - Value (excl. sponsor support):** $198324832.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 320: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ48, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124534862.50
- **C.18.a - Value (excl. sponsor support):** $124534862.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 321: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ55, C.4 - ISIN: US53127TZ558, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $224138115.00
- **C.18.a - Value (excl. sponsor support):** $224138115.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 322: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ89, C.4 - ISIN: US53127TZ897, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $49792055.00
- **C.18.a - Value (excl. sponsor support):** $49792055.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 323: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZK2, C.4 - ISIN: US53127TZK23, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $145217571.40
- **C.18.a - Value (excl. sponsor support):** $145217571.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 324: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZV8, C.4 - ISIN: US53127TZV87, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $74516857.50
- **C.18.a - Value (excl. sponsor support):** $74516857.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 325: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UAF7, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $198338420.00
- **C.18.a - Value (excl. sponsor support):** $198338420.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 326: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UCL2, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $196932960.00
- **C.18.a - Value (excl. sponsor support):** $196932960.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 327: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.250000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAS9, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75011932.50
- **C.18.a - Value (excl. sponsor support):** $75011932.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 328: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.250000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAT7, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75011827.50
- **C.18.a - Value (excl. sponsor support):** $75011827.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 329: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.250000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAU4, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $110017655.00
- **C.18.a - Value (excl. sponsor support):** $110017655.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619XY60, C.4 - ISIN: US53619XY609, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $345770913.40
- **C.18.a - Value (excl. sponsor support):** $345770913.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 331: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SCA3, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $226048404.40
- **C.18.a - Value (excl. sponsor support):** $226048404.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 332: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QY38, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $32989106.70
- **C.18.a - Value (excl. sponsor support):** $32989106.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 333: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RAD0, C.4 - ISIN: US53944RAD08, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49595055.00
- **C.18.a - Value (excl. sponsor support):** $49595055.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 334: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RAE8, C.4 - ISIN: US53944RAE80, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50878914.21
- **C.18.a - Value (excl. sponsor support):** $50878914.21
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 335: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBH0, C.4 - ISIN: US53944RBH03, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $35765962.00
- **C.18.a - Value (excl. sponsor support):** $35765962.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 336: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBJ6, C.4 - ISIN: US53944RBJ68, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49395000.00
- **C.18.a - Value (excl. sponsor support):** $49395000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 337: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBK3, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $47216362.00
- **C.18.a - Value (excl. sponsor support):** $47216362.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 338: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBP2, C.4 - ISIN: US53944RBP29, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98735000.00
- **C.18.a - Value (excl. sponsor support):** $98735000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 339: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBS6, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49351000.00
- **C.18.a - Value (excl. sponsor support):** $49351000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 340: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC55, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $100795342.76
- **C.18.a - Value (excl. sponsor support):** $100795342.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 341: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC63, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49307350.00
- **C.18.a - Value (excl. sponsor support):** $49307350.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 342: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC97, C.4 - ISIN: US53944RC971, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98582080.00
- **C.18.a - Value (excl. sponsor support):** $98582080.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCC0, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49274735.00
- **C.18.a - Value (excl. sponsor support):** $49274735.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCH9, C.4 - ISIN: US53944RCH93, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $80766031.20
- **C.18.a - Value (excl. sponsor support):** $80766031.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 345: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCR7, C.4 - ISIN: US53944RCR75, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $99982893.76
- **C.18.a - Value (excl. sponsor support):** $99982893.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 346: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RD21, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50242812.83
- **C.18.a - Value (excl. sponsor support):** $50242812.83
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 347: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RDM7, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98123290.00
- **C.18.a - Value (excl. sponsor support):** $98123290.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 348: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RDN5, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $113104505.01
- **C.18.a - Value (excl. sponsor support):** $113104505.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 349: LONGSHIP FUNDING LLC

- **C.1 - Title:** LONGSHIP FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 54316TY55, C.4 - ISIN: US54316TY559, C.3 - LEI: 549300HYL7N00LBQMI55
- **C.18 - Value (incl. sponsor support):** $349807780.00
- **C.18.a - Value (excl. sponsor support):** $349807780.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEX2, C.4 - ISIN: US55381BEX29, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $277038281.40
- **C.18.a - Value (excl. sponsor support):** $277038281.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHQ4, C.4 - ISIN: US55381BHQ41, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $600055500.00
- **C.18.a - Value (excl. sponsor support):** $600055500.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHU5, C.4 - ISIN: US55381BHU52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500049150.00
- **C.18.a - Value (excl. sponsor support):** $500049150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJC3, C.4 - ISIN: US55381BJC37, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $260021892.00
- **C.18.a - Value (excl. sponsor support):** $260021892.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJH2, C.4 - ISIN: US55381BJH24, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $365043033.50
- **C.18.a - Value (excl. sponsor support):** $365043033.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJS8, C.4 - ISIN: US55381BJS88, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500076950.00
- **C.18.a - Value (excl. sponsor support):** $500076950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJU3, C.4 - ISIN: US55381BJU35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500077350.00
- **C.18.a - Value (excl. sponsor support):** $500077350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJV1, C.4 - ISIN: US55381BJV18, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500079500.00
- **C.18.a - Value (excl. sponsor support):** $500079500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJW9, C.4 - ISIN: US55381BJW90, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500058350.00
- **C.18.a - Value (excl. sponsor support):** $500058350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKD9, C.4 - ISIN: US55381BKD90, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500113950.00
- **C.18.a - Value (excl. sponsor support):** $500113950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKH0, C.4 - ISIN: US55381BKH05, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $200081460.00
- **C.18.a - Value (excl. sponsor support):** $200081460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKN7, C.4 - ISIN: US55381BKN72, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500131550.00
- **C.18.a - Value (excl. sponsor support):** $500131550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKX5, C.4 - ISIN: US55381BKX54, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $250107900.00
- **C.18.a - Value (excl. sponsor support):** $250107900.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLD8, C.4 - ISIN: US55381BLD81, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500356650.00
- **C.18.a - Value (excl. sponsor support):** $500356650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLE6, C.4 - ISIN: US55381BLE64, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $195126984.00
- **C.18.a - Value (excl. sponsor support):** $195126984.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 365: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLP1, C.4 - ISIN: US55381BLP12, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $303235491.60
- **C.18.a - Value (excl. sponsor support):** $303235491.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 366: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLR7, C.4 - ISIN: US55381BLR77, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $420059892.00
- **C.18.a - Value (excl. sponsor support):** $420059892.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 367: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BLT3, C.4 - ISIN: US55381BLT34, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100011990.00
- **C.18.a - Value (excl. sponsor support):** $100011990.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 368: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BML9, C.4 - ISIN: US55381BML98, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500027750.00
- **C.18.a - Value (excl. sponsor support):** $500027750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 369: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMM7, C.4 - ISIN: US55381BMM71, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $441029767.50
- **C.18.a - Value (excl. sponsor support):** $441029767.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 370: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMP0, C.4 - ISIN: US55381BMP03, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $370020572.00
- **C.18.a - Value (excl. sponsor support):** $370020572.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 371: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMS4, C.4 - ISIN: US55381BMS42, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $578042714.20
- **C.18.a - Value (excl. sponsor support):** $578042714.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 372: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BNR5, C.4 - ISIN: US55381BNR59, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $510025653.00
- **C.18.a - Value (excl. sponsor support):** $510025653.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 373: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPC6, C.4 - ISIN: US55381BPC62, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 374: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABF3, C.4 - ISIN: US56036ABF30, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200014694.00
- **C.18.a - Value (excl. sponsor support):** $200014694.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 375: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABK2, C.4 - ISIN: US56036ABK25, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192014515.20
- **C.18.a - Value (excl. sponsor support):** $192014515.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 376: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BY65, C.4 - ISIN: US56037BY656, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $144903995.50
- **C.18.a - Value (excl. sponsor support):** $144903995.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 377: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274LY32, C.4 - ISIN: US56274LY324, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $99966820.00
- **C.18.a - Value (excl. sponsor support):** $99966820.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 378: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274MDH2, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $98165070.00
- **C.18.a - Value (excl. sponsor support):** $98165070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: Maricopa Cnty IDA

- **C.1 - Title:** RB (BANNER HEALTH) SERIES 2021B1 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56682HDD8, C.4 - ISIN: US56682HDD89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30700000.00
- **C.18.a - Value (excl. sponsor support):** $30700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2056-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 380: Massachusetts HFA

- **C.1 - Title:** HOUSING BONDS SERIES 2025A 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VDY6, C.4 - ISIN: US57586VDY65, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 381: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 382: Massachusetts S/F HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 248 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 383: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UAV2, C.4 - ISIN: US59157UAV26, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $164491001.85
- **C.18.a - Value (excl. sponsor support):** $164491001.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TTK7, C.4 - ISIN: US59266TTK78, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $132550000.00
- **C.18.a - Value (excl. sponsor support):** $132550000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2042-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 385: MICHELLE LEIGH LEGACY

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594109AA8, C.4 - ISIN: US594109AA83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52840000.00
- **C.18.a - Value (excl. sponsor support):** $52840000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2075-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 386: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594649M93, C.4 - ISIN: US594649M933, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D3Q0, C.4 - ISIN: US60683D3Q02, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $245007276.50
- **C.18.a - Value (excl. sponsor support):** $245007276.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 388: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D4L0, C.4 - ISIN: US60683D4L06, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $44004474.80
- **C.18.a - Value (excl. sponsor support):** $44004474.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6V6, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $391690812.04
- **C.18.a - Value (excl. sponsor support):** $391690812.04
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAK0, C.4 - ISIN: US60683FAK03, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $385075845.00
- **C.18.a - Value (excl. sponsor support):** $385075845.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 391: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAL8, C.4 - ISIN: US60683FAL85, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $375071962.50
- **C.18.a - Value (excl. sponsor support):** $375071962.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 392: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAM6, C.4 - ISIN: US60683FAM68, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400078920.00
- **C.18.a - Value (excl. sponsor support):** $400078920.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 393: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBC7, C.4 - ISIN: US60683FBC77, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $611115662.30
- **C.18.a - Value (excl. sponsor support):** $611115662.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 394: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBM5, C.4 - ISIN: US60683FBM59, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400082120.00
- **C.18.a - Value (excl. sponsor support):** $400082120.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 395: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBS2, C.4 - ISIN: US60683FBS20, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $481107118.70
- **C.18.a - Value (excl. sponsor support):** $481107118.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 396: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCF9, C.4 - ISIN: US60683FCF99, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $500099500.00
- **C.18.a - Value (excl. sponsor support):** $500099500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 397: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PYL4, C.4 - ISIN: US60689PYL48, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $224508757.50
- **C.18.a - Value (excl. sponsor support):** $224508757.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 398: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PZ82, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $497901550.00
- **C.18.a - Value (excl. sponsor support):** $497901550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 399: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PZ90, C.4 - ISIN: US60689PZ903, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $497845250.00
- **C.18.a - Value (excl. sponsor support):** $497845250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 400: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QA61, C.4 - ISIN: US60689QA615, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $347405520.00
- **C.18.a - Value (excl. sponsor support):** $347405520.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2Y6, C.4 - ISIN: US60710T2Y67, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $500148850.00
- **C.18.a - Value (excl. sponsor support):** $500148850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T3W9, C.4 - ISIN: US60710T3W92, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $1200318840.00
- **C.18.a - Value (excl. sponsor support):** $1200318840.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 403: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4A6, C.4 - ISIN: US60710T4A63, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $450115515.00
- **C.18.a - Value (excl. sponsor support):** $450115515.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 404: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TQ61, C.4 - ISIN: US60710TQ619, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $185010693.00
- **C.18.a - Value (excl. sponsor support):** $185010693.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 405: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TT68, C.4 - ISIN: US60710TT688, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $463089729.40
- **C.18.a - Value (excl. sponsor support):** $463089729.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 406: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TV24, C.4 - ISIN: US60710TV247, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $532251902.00
- **C.18.a - Value (excl. sponsor support):** $532251902.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TY21, C.4 - ISIN: US60710TY217, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $205151679.50
- **C.18.a - Value (excl. sponsor support):** $205151679.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62385RAA3, C.4 - ISIN: US62385RAA32, C.3 - LEI: 254900X1KY1446RI7R64
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 409: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 4.250000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2G9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250004075.00
- **C.18.a - Value (excl. sponsor support):** $250004075.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 410: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.240000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPU5, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $500086500.00
- **C.18.a - Value (excl. sponsor support):** $500086500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KB63, C.4 - ISIN: US63873KB639, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $494347902.40
- **C.18.a - Value (excl. sponsor support):** $494347902.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KD20, C.4 - ISIN: US63873KD205, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $172074805.00
- **C.18.a - Value (excl. sponsor support):** $172074805.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCU0, C.4 - ISIN: US63873TCU07, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500039200.00
- **C.18.a - Value (excl. sponsor support):** $500039200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 414: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TDM7, C.4 - ISIN: US63873TDM71, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $416204422.40
- **C.18.a - Value (excl. sponsor support):** $416204422.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TEN4, C.4 - ISIN: US63873TEN46, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500380400.00
- **C.18.a - Value (excl. sponsor support):** $500380400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 416: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TEV6, C.4 - ISIN: US63873TEV61, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500287350.00
- **C.18.a - Value (excl. sponsor support):** $500287350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 417: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.190000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TFG8, C.4 - ISIN: US63873TFG85, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $700392980.00
- **C.18.a - Value (excl. sponsor support):** $700392980.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 418: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TGV4, C.4 - ISIN: US63873TGV44, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $514172738.08
- **C.18.a - Value (excl. sponsor support):** $514172738.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 419: NIEUW AMSTERDAM RECEIVABLES CORPORATION BV

- **C.1 - Title:** NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409RY38, C.4 - ISIN: US65409RY389, C.3 - LEI: 724500BM7HQ28ZIB2058
- **C.18 - Value (incl. sponsor support):** $184481064.23
- **C.18.a - Value (excl. sponsor support):** $184481064.23
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 420: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KB94, C.4 - ISIN: US65558KB949, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $96242358.73
- **C.18.a - Value (excl. sponsor support):** $96242358.73
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 421: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMN5, C.4 - ISIN: US65558WMN55, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $100038520.00
- **C.18.a - Value (excl. sponsor support):** $100038520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 422: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42998000.00
- **C.18.a - Value (excl. sponsor support):** $42998000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 423: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67072T850, C.4 - ISIN: US67072T8505, C.3 - LEI: HJXCPP3KYE3BVU373P27
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2031-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 424: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.190000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2037-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 425: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 426: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 427: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.460000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67080R201, C.4 - ISIN: US67080R2013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21250000.00
- **C.18.a - Value (excl. sponsor support):** $21250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2034-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 428: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 4.240000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 679400NU1, C.4 - ISIN: US679400NU14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8900000.00
- **C.18.a - Value (excl. sponsor support):** $8900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 429: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983TZ41, C.4 - ISIN: US67983TZ418, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $99628080.00
- **C.18.a - Value (excl. sponsor support):** $99628080.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 430: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UA94, C.4 - ISIN: US67983UA948, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $99231940.00
- **C.18.a - Value (excl. sponsor support):** $99231940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 431: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UDA8, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $49127095.00
- **C.18.a - Value (excl. sponsor support):** $49127095.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 432: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UF32, C.4 - ISIN: US67983UF327, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $146526660.00
- **C.18.a - Value (excl. sponsor support):** $146526660.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 433: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RPQ6, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $150028905.00
- **C.18.a - Value (excl. sponsor support):** $150028905.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 434: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68047BAB3, C.4 - ISIN: US68047BAB36, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $200029598.00
- **C.18.a - Value (excl. sponsor support):** $200029598.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFF7, C.4 - ISIN: US69033NFF78, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298041124.00
- **C.18.a - Value (excl. sponsor support):** $298041124.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFG5, C.4 - ISIN: US69033NFG51, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200017940.00
- **C.18.a - Value (excl. sponsor support):** $200017940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 437: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFS9, C.4 - ISIN: US69033NFS99, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $400112320.00
- **C.18.a - Value (excl. sponsor support):** $400112320.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 438: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFU4, C.4 - ISIN: US69033NFU46, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200052400.00
- **C.18.a - Value (excl. sponsor support):** $200052400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 439: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.540000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGL3, C.4 - ISIN: US69033NGL38, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $125007650.00
- **C.18.a - Value (excl. sponsor support):** $125007650.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 440: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGM1, C.4 - ISIN: US69033NGM11, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250073875.00
- **C.18.a - Value (excl. sponsor support):** $250073875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 441: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NHU2, C.4 - ISIN: US69033NHU28, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $140127554.00
- **C.18.a - Value (excl. sponsor support):** $140127554.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 442: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJA4, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200035880.00
- **C.18.a - Value (excl. sponsor support):** $200035880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 443: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJD8, C.4 - ISIN: US69033NJD84, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $150024885.00
- **C.18.a - Value (excl. sponsor support):** $150024885.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 444: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJL0, C.4 - ISIN: US69033NJL01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $275036767.50
- **C.18.a - Value (excl. sponsor support):** $275036767.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 445: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKE4, C.4 - ISIN: US69033NKE49, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $249994100.00
- **C.18.a - Value (excl. sponsor support):** $249994100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BA75, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $297725970.00
- **C.18.a - Value (excl. sponsor support):** $297725970.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 447: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.230000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSH2, C.4 - ISIN: US69034CSH24, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200012200.00
- **C.18.a - Value (excl. sponsor support):** $200012200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 448: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.240000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSW9, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250030750.00
- **C.18.a - Value (excl. sponsor support):** $250030750.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 449: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NAL8, C.4 - ISIN: US69901NAL82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $143716851.50
- **C.18.a - Value (excl. sponsor support):** $143716851.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 450: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901ND84, C.4 - ISIN: US69901ND848, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147393720.00
- **C.18.a - Value (excl. sponsor support):** $147393720.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 451: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.300000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2X4, C.4 - ISIN: US69901Q2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300073950.00
- **C.18.a - Value (excl. sponsor support):** $300073950.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 452: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3Z8, C.4 - ISIN: US69901Q3Z83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179990316.00
- **C.18.a - Value (excl. sponsor support):** $179990316.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 453: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 4.140000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32260000.00
- **C.18.a - Value (excl. sponsor support):** $32260000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 454: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.250000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEB2, C.4 - ISIN: US73044BEB27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150011070.00
- **C.18.a - Value (excl. sponsor support):** $150011070.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 455: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.260000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEC0, C.4 - ISIN: US73044BEC00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252028677.60
- **C.18.a - Value (excl. sponsor support):** $252028677.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 456: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DZK5, C.4 - ISIN: US73044DZK52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72605004.30
- **C.18.a - Value (excl. sponsor support):** $72605004.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAD1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $118028567.30
- **C.18.a - Value (excl. sponsor support):** $118028567.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAG4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84278715.50
- **C.18.a - Value (excl. sponsor support):** $84278715.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GAN9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99087150.00
- **C.18.a - Value (excl. sponsor support):** $99087150.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GB32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $68479295.84
- **C.18.a - Value (excl. sponsor support):** $68479295.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79158184.00
- **C.18.a - Value (excl. sponsor support):** $79158184.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GBT5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140146232.60
- **C.18.a - Value (excl. sponsor support):** $140146232.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GCC1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98553130.00
- **C.18.a - Value (excl. sponsor support):** $98553130.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GCQ0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $122044768.00
- **C.18.a - Value (excl. sponsor support):** $122044768.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 465: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GD97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $63863702.50
- **C.18.a - Value (excl. sponsor support):** $63863702.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 466: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GDV8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49020000.00
- **C.18.a - Value (excl. sponsor support):** $49020000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 467: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154EY36, C.4 - ISIN: US74154EY362, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77974111.80
- **C.18.a - Value (excl. sponsor support):** $77974111.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R4X8, C.4 - ISIN: US76221R4X86, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $38400000.00
- **C.18.a - Value (excl. sponsor support):** $38400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221SBW0, C.4 - ISIN: US76221SBW08, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2054-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 470: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.270000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENL5, C.4 - ISIN: US76582ENL55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74003781.40
- **C.18.a - Value (excl. sponsor support):** $74003781.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.270000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENR2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310008990.00
- **C.18.a - Value (excl. sponsor support):** $310008990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 472: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYR9, C.4 - ISIN: US76582JYR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80848565.50
- **C.18.a - Value (excl. sponsor support):** $80848565.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 473: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCP4, C.4 - ISIN: US76582KCP49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $335492961.32
- **C.18.a - Value (excl. sponsor support):** $335492961.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 474: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCT6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154703304.79
- **C.18.a - Value (excl. sponsor support):** $154703304.79
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 475: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KDL2, C.4 - ISIN: US76582KDL26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $224731119.40
- **C.18.a - Value (excl. sponsor support):** $224731119.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 476: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WB25, C.4 - ISIN: US78013WB259, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $989802700.00
- **C.18.a - Value (excl. sponsor support):** $989802700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WDE7, C.4 - ISIN: US78013WDE75, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $491073950.00
- **C.18.a - Value (excl. sponsor support):** $491073950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 478: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WEK2, C.4 - ISIN: US78013WEK27, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $493271175.85
- **C.18.a - Value (excl. sponsor support):** $493271175.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.390000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPA9, C.4 - ISIN: US78014XPA99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $675149377.50
- **C.18.a - Value (excl. sponsor support):** $675149377.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.250000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPM3, C.4 - ISIN: US78014XPM38, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $750061725.00
- **C.18.a - Value (excl. sponsor support):** $750061725.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.310000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQR1, C.4 - ISIN: US78014XQR16, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000406000.00
- **C.18.a - Value (excl. sponsor support):** $1000406000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.300000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRC3, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $700163310.00
- **C.18.a - Value (excl. sponsor support):** $700163310.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $300035370.00
- **C.18.a - Value (excl. sponsor support):** $300035370.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JG43, C.4 - ISIN: US78015JG433, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $12306815.43
- **C.18.a - Value (excl. sponsor support):** $12306815.43
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 485: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JK89, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $250399775.00
- **C.18.a - Value (excl. sponsor support):** $250399775.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 486: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JKC0, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $500825150.00
- **C.18.a - Value (excl. sponsor support):** $500825150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 487: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 4.140000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NKA6, C.4 - ISIN: US80168NKA62, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2055-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 488: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ21, C.4 - ISIN: US80285PZ211, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $249119850.00
- **C.18.a - Value (excl. sponsor support):** $249119850.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 489: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ47, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $249064675.00
- **C.18.a - Value (excl. sponsor support):** $249064675.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 490: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ54, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $996148400.00
- **C.18.a - Value (excl. sponsor support):** $996148400.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 491: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ96, C.4 - ISIN: US80285PZ963, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $497853400.00
- **C.18.a - Value (excl. sponsor support):** $497853400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 492: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QB33, C.4 - ISIN: US80285QB335, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $521604099.70
- **C.18.a - Value (excl. sponsor support):** $521604099.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 493: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LY63, C.4 - ISIN: US82124LY634, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $330780282.20
- **C.18.a - Value (excl. sponsor support):** $330780282.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 494: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYK2, C.4 - ISIN: US82124LYK24, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99790270.00
- **C.18.a - Value (excl. sponsor support):** $99790270.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 495: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYL0, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99779350.00
- **C.18.a - Value (excl. sponsor support):** $99779350.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 496: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYR7, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $49862470.00
- **C.18.a - Value (excl. sponsor support):** $49862470.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 497: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LZ13, C.4 - ISIN: US82124LZ136, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $58799317.40
- **C.18.a - Value (excl. sponsor support):** $58799317.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 498: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LZC9, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $74654377.50
- **C.18.a - Value (excl. sponsor support):** $74654377.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 499: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MB25, C.4 - ISIN: US82124MB259, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $197945400.00
- **C.18.a - Value (excl. sponsor support):** $197945400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 500: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MB58, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $247345075.00
- **C.18.a - Value (excl. sponsor support):** $247345075.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 501: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MDP2, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $122632875.00
- **C.18.a - Value (excl. sponsor support):** $122632875.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 502: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A, C.5 - Other ID: 82451WAA9_1
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2059-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 503: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UC22, C.4 - ISIN: US83050UC223, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $96886142.92
- **C.18.a - Value (excl. sponsor support):** $96886142.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD13, C.4 - ISIN: US83050UD130, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $196663700.00
- **C.18.a - Value (excl. sponsor support):** $196663700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 505: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UDD7, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $392831040.00
- **C.18.a - Value (excl. sponsor support):** $392831040.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 506: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UDN5, C.4 - ISIN: US83050UDN54, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $245288550.00
- **C.18.a - Value (excl. sponsor support):** $245288550.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 507: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSU9, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $299984580.00
- **C.18.a - Value (excl. sponsor support):** $299984580.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 508: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BYC4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $199735400.00
- **C.18.a - Value (excl. sponsor support):** $199735400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 509: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BZ17, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $249143750.00
- **C.18.a - Value (excl. sponsor support):** $249143750.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 510: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BZ82, C.4 - ISIN: US83369BZ822, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $497898850.00
- **C.18.a - Value (excl. sponsor support):** $497898850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 511: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 85235MAA7, C.4 - ISIN: US85235MAA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30400000.00
- **C.18.a - Value (excl. sponsor support):** $30400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 512: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LZ81, C.4 - ISIN: US85520LZ819, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $114521726.50
- **C.18.a - Value (excl. sponsor support):** $114521726.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 513: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LZA6, C.4 - ISIN: US85520LZA69, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $219036884.00
- **C.18.a - Value (excl. sponsor support):** $219036884.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 514: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MBR3, C.4 - ISIN: US85520MBR34, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $83906050.00
- **C.18.a - Value (excl. sponsor support):** $83906050.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 515: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MBT9, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $197382000.00
- **C.18.a - Value (excl. sponsor support):** $197382000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 516: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MCG6, C.4 - ISIN: US85520MCG69, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $49253005.00
- **C.18.a - Value (excl. sponsor support):** $49253005.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 517: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.260000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PND4, C.4 - ISIN: US85520PND41, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $205013653.00
- **C.18.a - Value (excl. sponsor support):** $205013653.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 518: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.270000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNK8, C.4 - ISIN: US85520PNK83, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $250031225.00
- **C.18.a - Value (excl. sponsor support):** $250031225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 519: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.250000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNX0, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $115004841.50
- **C.18.a - Value (excl. sponsor support):** $115004841.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 520: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.250000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNY8, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $100003620.00
- **C.18.a - Value (excl. sponsor support):** $100003620.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDJ9, C.4 - ISIN: US86564TDJ97, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $500027800.00
- **C.18.a - Value (excl. sponsor support):** $500027800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDK6, C.4 - ISIN: US86564TDK60, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300024420.00
- **C.18.a - Value (excl. sponsor support):** $300024420.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDU4, C.4 - ISIN: US86564TDU43, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300048600.00
- **C.18.a - Value (excl. sponsor support):** $300048600.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDV2, C.4 - ISIN: US86564TDV26, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300067260.00
- **C.18.a - Value (excl. sponsor support):** $300067260.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TED1, C.4 - ISIN: US86564TED19, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $205054489.00
- **C.18.a - Value (excl. sponsor support):** $205054489.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 526: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEN9, C.4 - ISIN: US86564TEN90, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $415085614.50
- **C.18.a - Value (excl. sponsor support):** $415085614.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 527: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TFU2, C.4 - ISIN: US86564TFU25, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $113010181.30
- **C.18.a - Value (excl. sponsor support):** $113010181.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 528: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XB60, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $93981704.50
- **C.18.a - Value (excl. sponsor support):** $93981704.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 529: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YY55, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $179902764.00
- **C.18.a - Value (excl. sponsor support):** $179902764.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNH9, C.4 - ISIN: US86565GNH91, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $165006402.00
- **C.18.a - Value (excl. sponsor support):** $165006402.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNJ5, C.4 - ISIN: US86565GNJ57, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300009150.00
- **C.18.a - Value (excl. sponsor support):** $300009150.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNK2, C.4 - ISIN: US86565GNK21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300007650.00
- **C.18.a - Value (excl. sponsor support):** $300007650.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNS5, C.4 - ISIN: US86565GNS56, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500027550.00
- **C.18.a - Value (excl. sponsor support):** $500027550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPA2, C.4 - ISIN: US86565GPA21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260025090.00
- **C.18.a - Value (excl. sponsor support):** $260025090.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPH7, C.4 - ISIN: US86565GPH73, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200015300.00
- **C.18.a - Value (excl. sponsor support):** $200015300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GQK9, C.4 - ISIN: US86565GQK93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $316054762.80
- **C.18.a - Value (excl. sponsor support):** $316054762.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRC6, C.4 - ISIN: US86565GRC68, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $222060162.00
- **C.18.a - Value (excl. sponsor support):** $222060162.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRH5, C.4 - ISIN: US86565GRH55, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $420115962.00
- **C.18.a - Value (excl. sponsor support):** $420115962.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRV4, C.4 - ISIN: US86565GRV40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $332086419.60
- **C.18.a - Value (excl. sponsor support):** $332086419.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GRZ5, C.4 - ISIN: US86565GRZ53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500126150.00
- **C.18.a - Value (excl. sponsor support):** $500126150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSC5, C.4 - ISIN: US86565GSC59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250061275.00
- **C.18.a - Value (excl. sponsor support):** $250061275.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSM3, C.4 - ISIN: US86565GSM32, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260044980.00
- **C.18.a - Value (excl. sponsor support):** $260044980.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSN1, C.4 - ISIN: US86565GSN15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $198030630.60
- **C.18.a - Value (excl. sponsor support):** $198030630.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTB6, C.4 - ISIN: US86565GTB67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350029575.00
- **C.18.a - Value (excl. sponsor support):** $350029575.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 545: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTC4, C.4 - ISIN: US86565GTC41, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350026950.00
- **C.18.a - Value (excl. sponsor support):** $350026950.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 546: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTD2, C.4 - ISIN: US86565GTD24, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $458032151.60
- **C.18.a - Value (excl. sponsor support):** $458032151.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 547: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTK6, C.4 - ISIN: US86565GTK66, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500017350.00
- **C.18.a - Value (excl. sponsor support):** $500017350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 548: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTN0, C.4 - ISIN: US86565GTN06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $570006441.00
- **C.18.a - Value (excl. sponsor support):** $570006441.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 549: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUF5, C.4 - ISIN: US86565GUF52, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $478982851.80
- **C.18.a - Value (excl. sponsor support):** $478982851.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 550: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUM0, C.4 - ISIN: US86565GUM04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $246987353.60
- **C.18.a - Value (excl. sponsor support):** $246987353.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 551: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVE7, C.4 - ISIN: US86565GVE78, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 552: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 867825AA9, C.4 - ISIN: US867825AA94, C.3 - LEI: 254900TB696MCVHSOA79
- **C.18 - Value (incl. sponsor support):** $25850000.00
- **C.18.a - Value (excl. sponsor support):** $25850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 553: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TQD1, C.4 - ISIN: US86959TQD18, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200215420.00
- **C.18.a - Value (excl. sponsor support):** $200215420.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 554: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRW8, C.4 - ISIN: US86959TRW89, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $399838920.00
- **C.18.a - Value (excl. sponsor support):** $399838920.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 555: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRX6, C.4 - ISIN: US86959TRX62, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $399977760.00
- **C.18.a - Value (excl. sponsor support):** $399977760.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 556: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JZW8, C.4 - ISIN: US86960JZW88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $297993660.00
- **C.18.a - Value (excl. sponsor support):** $297993660.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 557: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KA77, C.4 - ISIN: US86960KA779, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $248126600.00
- **C.18.a - Value (excl. sponsor support):** $248126600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 558: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMS6, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $300079680.00
- **C.18.a - Value (excl. sponsor support):** $300079680.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 559: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMZ0, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250055575.00
- **C.18.a - Value (excl. sponsor support):** $250055575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 560: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNJ5, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $200001800.00
- **C.18.a - Value (excl. sponsor support):** $200001800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 561: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WP74, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $200106680.00
- **C.18.a - Value (excl. sponsor support):** $200106680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 562: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ65, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $100025440.00
- **C.18.a - Value (excl. sponsor support):** $100025440.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 563: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ81, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $175044852.50
- **C.18.a - Value (excl. sponsor support):** $175044852.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 564: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WZV7, C.4 - ISIN: US87020WZV70, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $447078915.00
- **C.18.a - Value (excl. sponsor support):** $447078915.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 565: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XE14, C.4 - ISIN: US87020XE149, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $196104000.00
- **C.18.a - Value (excl. sponsor support):** $196104000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 566: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 4.170000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88033VAB3, C.4 - ISIN: US88033VAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5885000.00
- **C.18.a - Value (excl. sponsor support):** $5885000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 567: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 4.150000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 568: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 884434AA9, C.4 - ISIN: US884434AA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78650000.00
- **C.18.a - Value (excl. sponsor support):** $78650000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2075-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 569: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88581RAA0, C.4 - ISIN: US88581RAA05, C.3 - LEI: 2549001AUX5O8934U667
- **C.18 - Value (incl. sponsor support):** $43360000.00
- **C.18.a - Value (excl. sponsor support):** $43360000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2064-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 570: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UBP4, C.4 - ISIN: US88602UBP49, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $49369630.00
- **C.18.a - Value (excl. sponsor support):** $49369630.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 571: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UF47, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $146500800.00
- **C.18.a - Value (excl. sponsor support):** $146500800.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 572: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 4.480000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603AJB0, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100017930.00
- **C.18.a - Value (excl. sponsor support):** $100017930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 573: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D6Y7, C.4 - ISIN: US89115D6Y74, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $954579173.40
- **C.18.a - Value (excl. sponsor support):** $954579173.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DBC9, C.4 - ISIN: US89115DBC92, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $750441270.00
- **C.18.a - Value (excl. sponsor support):** $750441270.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 575: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DC46, C.4 - ISIN: US89115DC463, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000520500.00
- **C.18.a - Value (excl. sponsor support):** $1000520500.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 576: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCQ7, C.4 - ISIN: US89115DCQ79, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $900430650.00
- **C.18.a - Value (excl. sponsor support):** $900430650.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 577: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEK8, C.4 - ISIN: US89115DEK81, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $120799505.97
- **C.18.a - Value (excl. sponsor support):** $120799505.97
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 578: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $225152784.00
- **C.18.a - Value (excl. sponsor support):** $225152784.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 579: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DF43, C.4 - ISIN: US89115DF433, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $515110452.05
- **C.18.a - Value (excl. sponsor support):** $515110452.05
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 580: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DHY5, C.4 - ISIN: US89115DHY58, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1050591717.00
- **C.18.a - Value (excl. sponsor support):** $1050591717.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 581: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJP2, C.4 - ISIN: US89115DJP24, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $191943042.26
- **C.18.a - Value (excl. sponsor support):** $191943042.26
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 582: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DKY1, C.4 - ISIN: US89115DKY12, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $400582784.00
- **C.18.a - Value (excl. sponsor support):** $400582784.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 583: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DMB9, C.4 - ISIN: US89115DMB90, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $274196019.60
- **C.18.a - Value (excl. sponsor support):** $274196019.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 584: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DML7, C.4 - ISIN: US89115DML72, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $231120859.20
- **C.18.a - Value (excl. sponsor support):** $231120859.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 585: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DNQ5, C.4 - ISIN: US89115DNQ50, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1019110199.80
- **C.18.a - Value (excl. sponsor support):** $1019110199.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 586: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DNU6, C.4 - ISIN: US89115DNU62, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $999812567.60
- **C.18.a - Value (excl. sponsor support):** $999812567.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 587: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR73, C.4 - ISIN: US89115DR735, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $200242860.00
- **C.18.a - Value (excl. sponsor support):** $200242860.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 588: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRB4, C.4 - ISIN: US89115DRB46, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $28806847.91
- **C.18.a - Value (excl. sponsor support):** $28806847.91
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 589: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DSC1, C.4 - ISIN: US89115DSC10, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $134040320.60
- **C.18.a - Value (excl. sponsor support):** $134040320.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 590: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUX2, C.4 - ISIN: US89115DUX29, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $294282622.20
- **C.18.a - Value (excl. sponsor support):** $294282622.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 591: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BA63, C.4 - ISIN: US89119BA638, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $119054765.17
- **C.18.a - Value (excl. sponsor support):** $119054765.17
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 592: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120F3W2, C.4 - ISIN: US89120F3W25, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $822091579.02
- **C.18.a - Value (excl. sponsor support):** $822091579.02
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 593: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FAS3, C.4 - ISIN: US89120FAS39, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $560339584.00
- **C.18.a - Value (excl. sponsor support):** $560339584.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 594: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89120FGA6, C.4 - ISIN: US89120FGA66, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $735223028.40
- **C.18.a - Value (excl. sponsor support):** $735223028.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 595: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EY44, C.4 - ISIN: US89152EY443, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152EY44
- **C.18 - Value (incl. sponsor support):** $99955970.00
- **C.18.a - Value (excl. sponsor support):** $99955970.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 596: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EY51, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152EY51
- **C.18 - Value (incl. sponsor support):** $389784486.00
- **C.18.a - Value (excl. sponsor support):** $389784486.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 597: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EY77, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152EY77
- **C.18 - Value (incl. sponsor support):** $334738800.50
- **C.18.a - Value (excl. sponsor support):** $334738800.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 598: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FC29, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FC29
- **C.18 - Value (incl. sponsor support):** $98655290.00
- **C.18.a - Value (excl. sponsor support):** $98655290.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 599: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCJ2, C.4 - ISIN: US89152FCJ21, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FCJ2
- **C.18 - Value (incl. sponsor support):** $131369234.87
- **C.18.a - Value (excl. sponsor support):** $131369234.87
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 600: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCW3, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FCW3
- **C.18 - Value (incl. sponsor support):** $98358330.00
- **C.18.a - Value (excl. sponsor support):** $98358330.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 601: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCX1, C.4 - ISIN: US89152FCX15, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FCX1
- **C.18 - Value (incl. sponsor support):** $391817675.04
- **C.18.a - Value (excl. sponsor support):** $391817675.04
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 602: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HAP9, C.4 - ISIN: US89233HAP91, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $49542900.00
- **C.18.a - Value (excl. sponsor support):** $49542900.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 603: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 4.180000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RHU2, C.4 - ISIN: US89602RHU23, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $63970000.00
- **C.18.a - Value (excl. sponsor support):** $63970000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2032-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 604: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFP4, C.4 - ISIN: US89788LFP40, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $900382590.00
- **C.18.a - Value (excl. sponsor support):** $900382590.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 605: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFU3, C.4 - ISIN: US89788LFU35, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $750459300.00
- **C.18.a - Value (excl. sponsor support):** $750459300.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 606: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFZ2, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499994800.00
- **C.18.a - Value (excl. sponsor support):** $499994800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 607: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYG5, C.4 - ISIN: US90276JYG56, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200010930.00
- **C.18.a - Value (excl. sponsor support):** $200010930.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 608: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYJ9, C.4 - ISIN: US90276JYJ95, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200024260.00
- **C.18.a - Value (excl. sponsor support):** $200024260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 609: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.510000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYQ3, C.4 - ISIN: US90276JYQ39, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500000870.00
- **C.18.a - Value (excl. sponsor support):** $500000870.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 610: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYT7, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $250016900.00
- **C.18.a - Value (excl. sponsor support):** $250016900.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 611: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.510000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZC3, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $300020661.00
- **C.18.a - Value (excl. sponsor support):** $300020661.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 612: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZD1, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500034610.00
- **C.18.a - Value (excl. sponsor support):** $500034610.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 613: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.520000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZF6, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500035345.00
- **C.18.a - Value (excl. sponsor support):** $500035345.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 614: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TY34, C.4 - ISIN: US91058TY347, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $414861722.00
- **C.18.a - Value (excl. sponsor support):** $414861722.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 615: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TY42, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $744667953.50
- **C.18.a - Value (excl. sponsor support):** $744667953.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 616: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TY59, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $239466087.56
- **C.18.a - Value (excl. sponsor support):** $239466087.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 617: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJE8, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300038370.00
- **C.18.a - Value (excl. sponsor support):** $300038370.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 618: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJG3, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300037770.00
- **C.18.a - Value (excl. sponsor support):** $300037770.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 619: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJH1, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300037980.00
- **C.18.a - Value (excl. sponsor support):** $300037980.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 620: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJR9, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300036090.00
- **C.18.a - Value (excl. sponsor support):** $300036090.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 621: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJS7, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300035430.00
- **C.18.a - Value (excl. sponsor support):** $300035430.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 622: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.470000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJT5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $225027225.00
- **C.18.a - Value (excl. sponsor support):** $225027225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 623: Utah Housing Corp

- **C.1 - Title:** M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 917434DK5, C.4 - ISIN: US917434DK53, C.3 - LEI: 549300YXWQEI0S47WI02
- **C.18 - Value (incl. sponsor support):** $7350000.00
- **C.18.a - Value (excl. sponsor support):** $7350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2065-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 624: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 4.250000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: 549300UTYH2EEYYWKE94
- **C.18 - Value (incl. sponsor support):** $17390000.00
- **C.18.a - Value (excl. sponsor support):** $17390000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 625: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LY39, C.4 - ISIN: US92512LY398, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $241919898.00
- **C.18.a - Value (excl. sponsor support):** $241919898.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 626: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512MAG4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198292020.00
- **C.18.a - Value (excl. sponsor support):** $198292020.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 627: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 4.260000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JSU0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250059475.00
- **C.18.a - Value (excl. sponsor support):** $250059475.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 628: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KY55, C.4 - ISIN: US92646KY552, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $93948093.20
- **C.18.a - Value (excl. sponsor support):** $93948093.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 629: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KY63, C.4 - ISIN: US92646KY636, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $249834050.00
- **C.18.a - Value (excl. sponsor support):** $249834050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 630: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KYJ5, C.4 - ISIN: US92646KYJ59, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $74850900.00
- **C.18.a - Value (excl. sponsor support):** $74850900.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 631: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KYM8, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $300703856.42
- **C.18.a - Value (excl. sponsor support):** $300703856.42
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 632: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KZH8, C.4 - ISIN: US92646KZH84, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $129329824.00
- **C.18.a - Value (excl. sponsor support):** $129329824.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 633: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LA59, C.4 - ISIN: US92646LA592, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $317688544.00
- **C.18.a - Value (excl. sponsor support):** $317688544.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 634: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LAG5, C.4 - ISIN: US92646LAG59, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $69410096.00
- **C.18.a - Value (excl. sponsor support):** $69410096.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 635: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LAS9, C.4 - ISIN: US92646LAS97, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $79238264.00
- **C.18.a - Value (excl. sponsor support):** $79238264.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 636: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 947184AA5, C.4 - ISIN: US947184AA57, C.3 - LEI: 549300MCMGT11YMCCO14
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 637: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTD6, C.4 - ISIN: US95001KTD62, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500203800.00
- **C.18.a - Value (excl. sponsor support):** $500203800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 638: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51450000.00
- **C.18.a - Value (excl. sponsor support):** $51450000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 639: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.375000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2Z3ZV0, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2Z3ZV0
- **C.18 - Value (incl. sponsor support):** $650506811.50
- **C.18.a - Value (excl. sponsor support):** $650506811.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 640: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZQJP0, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2ZQJP0
- **C.18 - Value (incl. sponsor support):** $250033592.50
- **C.18.a - Value (excl. sponsor support):** $250033592.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 641: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZTC97, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2ZTC97
- **C.18 - Value (incl. sponsor support):** $1000587840.00
- **C.18.a - Value (excl. sponsor support):** $1000587840.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 642: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZXTR0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI2ZXTR0
- **C.18 - Value (incl. sponsor support):** $500353355.00
- **C.18.a - Value (excl. sponsor support):** $500353355.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 643: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30NF93, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI30NF93
- **C.18 - Value (incl. sponsor support):** $400056668.00
- **C.18.a - Value (excl. sponsor support):** $400056668.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 644: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30PT36, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30PT36
- **C.18 - Value (incl. sponsor support):** $150028732.50
- **C.18.a - Value (excl. sponsor support):** $150028732.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 645: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** Credit Agricole SA 4.005000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30V8X0, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30V8X0
- **C.18 - Value (incl. sponsor support):** $557931834.72
- **C.18.a - Value (excl. sponsor support):** $557931834.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 646: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30XQC2, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30XQC2
- **C.18 - Value (incl. sponsor support):** $999859250.00
- **C.18.a - Value (excl. sponsor support):** $999859250.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 647: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34MXH3, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34MXH3
- **C.18 - Value (incl. sponsor support):** $248000104.16
- **C.18.a - Value (excl. sponsor support):** $248000104.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 648: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34R7P3, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ACI34R7P3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 649: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34R7S7, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34R7S7
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 650: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34RMC5, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34RMC5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 651: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19IVU3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19IVU3
- **C.18 - Value (incl. sponsor support):** $300012876.00
- **C.18.a - Value (excl. sponsor support):** $300012876.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| KEDRION SPA                    SR SEC GLBL 29      | 2029-09-01      | 6.5000%  | 0.0000% | $510000.00         | $510110.50         | Corporate Debt Securities                         |
| CARVANA AUTO RECS TR 2021-N3   XS     20280612 0.0 | 2028-06-12      | 0.0000%  | 0.0000% | $186000.00         | $328.78            | Asset-Backed Securities                           |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT27    | 2027-04-15      | 7.8750%  | 0.0000% | $1841000.00        | $1875914.56        | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT27    | 2027-04-15      | 7.8750%  | 0.0000% | $2828000.00        | $2881633.02        | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 5%31     | 2031-03-01      | 5.0000%  | 0.0000% | $6000.00           | $5563.10           | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 29       | 2029-03-01      | 4.7500%  | 0.0000% | $429000.00         | $409998.16         | Corporate Debt Securities                         |
| VITAL ENERGY INC               SR GLBL NT 30       | 2030-10-15      | 9.7500%  | 0.0000% | $11000.00          | $11367.44          | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $1862000.00        | $1692484.55        | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27     | 2027-01-15      | 0.0000%  | 0.0000% | $720000.00         | $711878.40         | Corporate Debt Securities                         |
| GSAMP TRUST 2006-SD2           M-1    20360525 FLT | 2036-05-25      | 4.8105%  | 0.0000% | $289454.00         | $113065.29         | Asset-Backed Securities                           |
| VT TOPCO INC                   SR SEC 144A NT30    | 2030-08-15      | 8.5000%  | 0.0000% | $1884000.00        | $2002455.45        | Corporate Debt Securities                         |
| GLOBAL MEDICAL RESPONSE INC    1LIEN GLBL 32       | 2032-10-01      | 7.3750%  | 0.0000% | $2770000.00        | $2913497.54        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-10-21      | 4.3690%  | 0.0000% | $2000.00           | $1995.23           | Corporate Debt Securities                         |
| CENCOSUD S A                   GLBL REGS NT 31     | 2031-05-28      | 5.9500%  | 0.0000% | $4593000.00        | $4942353.79        | Corporate Debt Securities                         |
| OWENS & MINOR INC              SR GLBL 144A 30     | 2030-04-01      | 6.6250%  | 0.0000% | $831000.00         | $686764.02         | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $8532000.00        | $9177445.80        | Corporate Debt Securities                         |
| VEDANTA RES FIN II PLC         SR GLBL REGS 29     | 2029-09-17      | 10.8750% | 0.0000% | $500000.00         | $531164.79         | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $4553000.00        | $4976262.06        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $13914000.00       | $15207491.82       | Corporate Debt Securities                         |
| WULF COMPUTE LLC               1LIEN AMZ 144A30    | 2030-10-15      | 7.7500%  | 0.0000% | $2639000.00        | $2738285.04        | Corporate Debt Securities                         |
| VIRIDIEN                       SR SEC 144A NT30    | 2030-10-15      | 10.0000% | 0.0000% | $928000.00         | $968309.23         | Corporate Debt Securities                         |
| CP ATLAS BUYER INC.            1LIEN 144A NT 30    | 2030-07-15      | 9.7500%  | 0.0000% | $375000.00         | $403453.12         | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $839000.00         | $873014.46         | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $2041000.00        | $2123745.54        | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL 144A 32     | 2032-10-15      | 7.8750%  | 0.0000% | $14361000.00       | $14803049.53       | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL 144A 29     | 2029-12-01      | 3.8750%  | 0.0000% | $1778000.00        | $1713010.89        | Corporate Debt Securities                         |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31      | 2031-04-15      | 11.8750% | 0.0000% | $22378000.00       | $23543844.07       | Corporate Debt Securities                         |
| TRUSTEES OF DARTMOUTH COLLEGE  SR -A BD3.474%46    | 2046-06-01      | 3.4740%  | 0.0000% | $1000.00           | $796.01            | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $373000.00         | $410903.22         | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT30    | 2030-10-15      | 11.0000% | 0.0000% | $88000.00          | $97512.70          | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 4.6250%  | 0.0000% | $2681000.00        | $2581552.40        | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 5%31     | 2031-03-01      | 5.0000%  | 0.0000% | $87000.00          | $80664.95          | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $356000.00         | $382416.98         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $1492000.00        | $1525281.96        | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $275000.00         | $258605.88         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 31       | 2031-09-15      | 8.1250%  | 0.0000% | $311000.00         | $359735.64         | Corporate Debt Securities                         |
| STRUCTURED ASSET INV 2005-9    M2     20351125 FLT | 2035-11-25      | 4.7805%  | 0.0000% | $303350.00         | $206352.38         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2005-OPT4      M-2    20351225 FLT | 2035-12-25      | 4.9305%  | 0.0000% | $49131.00          | $23747.35          | Asset-Backed Securities                           |
| STAR LEASING CO LLC            144A NT 7.625%30    | 2030-02-15      | 7.6250%  | 0.0000% | $325000.00         | $317741.85         | Corporate Debt Securities                         |
| OWENS & MINOR INC              SR GLBL 144A 29     | 2029-03-31      | 4.5000%  | 0.0000% | $400000.00         | $334696.00         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           B-3    20650725 FLT | 2065-07-25      | 7.1802%  | 0.0000% | $697642.00         | $660067.37         | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-05-15      | 8.7500%  | 0.0000% | $300000.00         | $325670.17         | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $20414.00          | $20526.69          | Corporate Debt Securities                         |
| VM CONS INCORPORATED           SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $262000.00         | $261270.18         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 4.1250%  | 0.0000% | $1000.00           | $957.04            | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR SEC GLBL 30      | 2030-02-21      | 11.2500% | 0.0000% | $2130.00           | $2161.20           | Corporate Debt Securities                         |
| CARVANA CO                     SR SEC GLBL 31      | 2031-06-01      | 9.0000%  | 0.0000% | $1045000.00        | $1190751.96        | Corporate Debt Securities                         |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34       | 2034-01-15      | 9.7500%  | 0.0000% | $1000.00           | $1073.04           | Corporate Debt Securities                         |
| TRIVIUM PACKAGING FIN B V      SR SEC 144A NT30    | 2030-07-15      | 8.2500%  | 0.0000% | $1557000.00        | $1666182.03        | Corporate Debt Securities                         |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 7.9882%  | 0.0000% | $846650.00         | $855039.34         | Private Label Collateralized Mortgage Obligations |
| OLYMPUS WTR US HLDG CORP       1LIEN GLBL 33       | 2033-02-15      | 7.2500%  | 0.0000% | $5378000.00        | $5379293.71        | Corporate Debt Securities                         |
| OLYMPUS WTR US HLDG CORP       1LIEN GLBL 33       | 2033-02-15      | 7.2500%  | 0.0000% | $11803000.00       | $11805839.28       | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27    | 2027-02-01      | 6.2500%  | 0.0000% | $2000.00           | $2035.25           | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR GLBL NT 28       | 2028-10-01      | 6.1250%  | 0.0000% | $50000.00          | $50334.21          | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 29     | 2029-01-15      | 4.2500%  | 0.0000% | $45000.00          | $44057.88          | Corporate Debt Securities                         |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31       | 2031-10-01      | 8.2500%  | 0.0000% | $1373000.00        | $1409817.00        | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28      | 2028-06-30      | 13.5000% | 0.0000% | $30664000.00       | $34472468.80       | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR GLBL NT 28       | 2028-10-01      | 6.1250%  | 0.0000% | $340000.00         | $342272.62         | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28      | 2028-06-30      | 13.5000% | 0.0000% | $20286000.00       | $22805521.20       | Corporate Debt Securities                         |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $1154.00           | $1272.57           | Corporate Debt Securities                         |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $557768.00         | $615077.73         | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $2.00              | $0.57              | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $10167000.00       | $9704949.39        | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL 144A 28     | 2028-06-15      | 4.7500%  | 0.0000% | $1015000.00        | $1017257.81        | Corporate Debt Securities                         |
| LUNA 1 5 S A R L               SR GLBL PIK 32      | 2032-07-01      | 12.0000% | 0.0000% | $11045000.00       | $11698643.10       | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR SEC 144A NT28    | 2028-05-01      | 5.2500%  | 0.0000% | $1000.00           | $962.95            | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL DEB 42      | 2042-03-26      | 4.5350%  | 0.0000% | $2109000.00        | $1941564.44        | Corporate Debt Securities                         |
| AMERITEX HOLDCO INTER LLC      1LIEN GLBL 33       | 2033-08-15      | 7.6250%  | 0.0000% | $89000.00          | $95035.56          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     REGS NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $53000.00          | $57531.92          | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $500000.00         | $520720.83         | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $1500000.00        | $1562568.75        | Corporate Debt Securities                         |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 31     | 2031-01-15      | 9.2500%  | 0.0000% | $33033000.00       | $33515869.05       | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2018 BD3.795%48    | 2048-11-15      | 3.7950%  | 0.0000% | $1000.00           | $811.71            | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $11532000.00       | $11823029.24       | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $1895000.00        | $1863738.82        | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32    | 2032-06-30      | 8.2500%  | 0.0000% | $2077000.00        | $2245216.23        | Corporate Debt Securities                         |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN 144A NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $945000.00         | $958537.52         | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $996000.00         | $1046454.59        | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $85000.00          | $92268.17          | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $2767000.00        | $2721353.72        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 2%27     | 2027-02-14      | 2.0000%  | 0.0000% | $3371000.00        | $3310280.80        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.283%27      | 2027-03-18      | 5.2830%  | 0.0000% | $1822000.00        | $1840256.90        | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $1144038.00        | $1150353.09        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $19859000.00       | $18820970.07       | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $7000.00           | $7309.52           | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34       | 2034-03-15      | 6.7500%  | 0.0000% | $1000.00           | $1004.90           | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $56000.00          | $58733.55          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $996000.00         | $945162.50         | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $1056000.00        | $1105230.72        | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL 144A 33     | 2033-09-15      | 6.0000%  | 0.0000% | $113000.00         | $110222.46         | Corporate Debt Securities                         |
| BLOOMIN BRANDS INC / OSI RESTA SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $1995000.00        | $1772991.97        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28      | 2028-09-30      | 11.0000% | 0.0000% | $187000.00         | $199279.67         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 4.6250%  | 0.0000% | $2000000.00        | $1925813.06        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33    | 2033-03-15      | 6.5000%  | 0.0000% | $392000.00         | $393248.30         | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $34862000.00       | $35741800.67       | Corporate Debt Securities                         |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $110000.00         | $114515.01         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 33     | 2033-07-01      | 6.2500%  | 0.0000% | $45000.00          | $46878.45          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 36       | 2036-10-23      | 4.7840%  | 0.0000% | $1996000.00        | $1992852.53        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $1800000.00        | $1862122.50        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $1344000.00        | $1373980.53        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 33       | 2033-04-01      | 7.8750%  | 0.0000% | $399000.00         | $412770.49         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $567000.00         | $579648.04         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-05-15      | 8.7500%  | 0.0000% | $1205000.00        | $1308108.50        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-05-15      | 8.7500%  | 0.0000% | $1454000.00        | $1578414.74        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $128000.00         | $143846.19         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $766000.00         | $860829.52         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $2329000.00        | $2501823.44        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 31      | 2031-03-15      | 8.6250%  | 0.0000% | $1825000.00        | $1946309.27        | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS LLC        SR SEC GLBL 31      | 2031-09-15      | 6.7500%  | 0.0000% | $115000.00         | $119470.62         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $100000.00         | $110618.64         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $1197000.00        | $1324105.11        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $1603000.00        | $1773216.78        | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $1828000.00        | $1850880.47        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 49       | 2049-01-23      | 3.8970%  | 0.0000% | $2000.00           | $1652.32           | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.5390%  | 0.0000% | $141000.00         | $99784.98          | Private Label Collateralized Mortgage Obligations |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 5.0000%  | 0.0000% | $517000.00         | $498812.51         | Corporate Debt Securities                         |

### Security 652: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HC2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HC2
- **C.18 - Value (incl. sponsor support):** $1450045617.00
- **C.18.a - Value (excl. sponsor support):** $1450045617.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| WALKER & DUNLOP INC            SR GLBL 144A 33     | 2033-04-01      | 6.6250%  | 0.0000% | $1648000.00        | $1693914.65        | Corporate Debt Securities                         |
| VERDE PURCHASER LLC            SR SEC 144A NT30    | 2030-11-30      | 10.5000% | 0.0000% | $3072000.00        | $3346114.56        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C1-20251 144A25    | 2025-12-22      | 3.8411%  | 0.0000% | $2750000.00        | $2739550.00        | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2079-12-31      | 3.9000%  | 0.0000% | $637000.00         | $635581.61         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-02-08      | 5.7500%  | 0.0000% | $3000.00           | $3185.60           | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 2.15%26     | 2026-06-01      | 2.1500%  | 0.0000% | $5626000.00        | $5588577.72        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 27       | 2027-12-01      | 4.2500%  | 0.0000% | $292000.00         | $297597.15         | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 9.0000%  | 0.0000% | $19810000.00       | $20392414.00       | Corporate Debt Securities                         |
| MED COMMERCIAL MTG 2024-MOB    C      20410515 FLT | 2041-05-15      | 6.3227%  | 0.0000% | $18460000.00       | $18284464.01       | Private Label Collateralized Mortgage Obligations |
| MERCADOLIBRE  INC              SR GLBL NT 31       | 2031-01-14      | 3.1250%  | 0.0000% | $263000.00         | $244860.42         | Corporate Debt Securities                         |
| SATURN OIL & GAS INC           2LIEN SNK 144A29    | 2029-06-15      | 9.6250%  | 0.0000% | $400000.00         | $420053.50         | Corporate Debt Securities                         |
| SLG OFFICE TRUST 2021-OVA      D      20410717 2.8 | 2041-07-17      | 2.8506%  | 0.0000% | $434000.00         | $377174.43         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2024-6  A-20   20540725 FLT | 2054-07-25      | 6.0000%  | 0.0000% | $5000000.00        | $3630703.11        | Private Label Collateralized Mortgage Obligations |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $4942000.00        | $4935399.68        | Corporate Debt Securities                         |
| MORGAN STANLEY RESI 2024-1     B-3    20531225 FLT | 2053-12-25      | 6.7424%  | 0.0000% | $3325510.00        | $3386956.20        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 11.5962% | 0.0000% | $5750000.00        | $5994375.00        | Corporate Debt Securities                         |
| MOTION BONDCO DESIGNATED ACTIV SR GLBL 144A 27     | 2027-11-15      | 6.6250%  | 0.0000% | $30927000.00       | $30857246.73       | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT 26       | 2026-11-02      | 3.1250%  | 0.0000% | $77000.00          | $76881.28          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 30       | 2030-03-15      | 4.8500%  | 0.0000% | $76000.00          | $78415.07          | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $2705000.00        | $2848251.92        | Corporate Debt Securities                         |
| RATE MTG TR 2021-J4            A-7    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $2299990.00        | $1527199.63        | Private Label Collateralized Mortgage Obligations |
| FORVIA SE                      SR GLBL 144A 33     | 2033-09-15      | 6.7500%  | 0.0000% | $3985000.00        | $4077720.99        | Corporate Debt Securities                         |
| ANGEL OAK MTG LN 2020-6 TR     A-1    20650525 FLT | 2065-05-25      | 1.2610%  | 0.0000% | $789999.00         | $138340.02         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2021-7        A-1    20661025 FLT | 2066-10-25      | 1.9780%  | 0.0000% | $295000.00         | $145106.83         | Private Label Collateralized Mortgage Obligations |
| EQUITABLE FINL LIFE GLOBAL FDG 144A NT 4.875%27    | 2027-11-19      | 4.8750%  | 0.0000% | $375000.00         | $388896.56         | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.7%28    | 2028-04-01      | 5.7000%  | 0.0000% | $13000.00          | $13477.75          | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $529000.00         | $538551.39         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $5000000.00        | $4422120.83        | Corporate Debt Securities                         |
| CIP COMMERCIAL MORTGAGE 2025-S D      20371015 FLT | 2037-10-15      | 6.4000%  | 0.0000% | $500000.00         | $500889.67         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2021-J1    A-4A   20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $639999.00         | $382119.68         | Private Label Collateralized Mortgage Obligations |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 29     | 2029-04-15      | 6.8750%  | 0.0000% | $2353000.00        | $2064535.27        | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 28     | 2028-10-01      | 5.8750%  | 0.0000% | $1889000.00        | $1855745.73        | Corporate Debt Securities                         |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2032-06-07      | 10.8900% | 0.0000% | $5000000.00        | $5197000.00        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT29    | 2029-01-15      | 2.2500%  | 0.0000% | $395000.00         | $370302.62         | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $18616000.00       | $20348575.48       | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $16843000.00       | $6967738.56        | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 33     | 2033-10-01      | 6.2500%  | 0.0000% | $13840000.00       | $13967516.38       | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 28     | 2028-01-15      | 5.1250%  | 0.0000% | $1462000.00        | $1328336.83        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $4.00              | $3.93              | Corporate Debt Securities                         |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $15053000.00       | $15725568.04       | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD5.3%35    | 2035-06-15      | 5.3000%  | 0.0000% | $54000.00          | $56970.78          | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR GLBL 144A 54     | 2054-10-01      | 5.6950%  | 0.0000% | $233000.00         | $226016.02         | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26     | 2026-11-15      | 5.6250%  | 0.0000% | $700000.00         | $672656.25         | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL 144A 26     | 2026-11-15      | 2.2680%  | 0.0000% | $214000.00         | $210834.51         | Corporate Debt Securities                         |
| CSMC TRUST 2020-WEST           A      20350216 3.0 | 2035-02-16      | 3.0403%  | 0.0000% | $11574000.00       | $9837953.06        | Private Label Collateralized Mortgage Obligations |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 28     | 2028-08-01      | 4.0000%  | 0.0000% | $498000.00         | $492884.99         | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A-20242 144A 29    | 2029-01-08      | 11.0885% | 0.0000% | $8750000.00        | $9086875.00        | Corporate Debt Securities                         |
| HERITAGE PETE CO LTD           GLBL 144A NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $300000.00         | $313560.00         | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 29      | 2029-12-23      | 9.8750%  | 0.0000% | $1208000.00        | $1114393.42        | Corporate Debt Securities                         |
| MEMORIAL HEALTH SVCS           SR -2019 BD 49      | 2049-11-01      | 3.4470%  | 0.0000% | $13000.00          | $9734.08           | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM18           A-1    20641025 FLT | 2064-10-25      | 5.4080%  | 0.0000% | $5126128.00        | $4088950.10        | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP                 SR GLBL NT 47       | 2047-02-06      | 4.2500%  | 0.0000% | $13000.00          | $11996.46          | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $17282000.00       | $15839068.21       | Corporate Debt Securities                         |
| UNIVERSITY MIAMI FLA           AMRTZ 2022 BD 52    | 2052-04-01      | 4.0630%  | 0.0000% | $18000.00          | $14818.60          | Corporate Debt Securities                         |
| VALLOUREC SA                   SR GLBL 144A 32     | 2032-04-15      | 7.5000%  | 0.0000% | $2934000.00        | $3131824.95        | Corporate Debt Securities                         |
| WBRK  MTG TR 2025-WBRK         A      20350307 5.8 | 2035-03-07      | 5.8670%  | 0.0000% | $15255000.00       | $15904896.06       | Private Label Collateralized Mortgage Obligations |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 11.1280% | 0.0000% | $4250000.00        | $4522000.00        | Corporate Debt Securities                         |
| WELLS FARG COM MTG TR 2025-C65 B      20581018 FLT | 2058-10-18      | 5.9670%  | 0.0000% | $1081990.00        | $1121516.72        | Private Label Collateralized Mortgage Obligations |
| TIME WARNER CABLE INC          SR DEB 5.875%40     | 2040-11-15      | 5.8750%  | 0.0000% | $2076000.00        | $2019782.50        | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT 37       | 2037-11-01      | 6.4500%  | 0.0000% | $482000.00         | $465226.40         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $22766000.00       | $11573576.72       | Corporate Debt Securities                         |
| VERUS SECRITIZATION TR 2021-R2 A-2    20640225 FLT | 2064-02-25      | 1.1240%  | 0.0000% | $7000000.00        | $1243762.68        | Private Label Collateralized Mortgage Obligations |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.3700% | 0.0000% | $5250000.00        | $5467875.00        | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $5983000.00        | $6032476.09        | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNITI  SR GLBL 144A 29     | 2029-02-15      | 6.5000%  | 0.0000% | $2906000.00        | $2772417.64        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   B-2    20510925 FLT | 2051-09-25      | 3.2370%  | 0.0000% | $484999.00         | $373336.48         | Private Label Collateralized Mortgage Obligations |
| VERUS SECRITIZATION TR 2021-R2 A-1    20640225 FLT | 2064-02-25      | 0.9180%  | 0.0000% | $30895648.00       | $5499656.28        | Private Label Collateralized Mortgage Obligations |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 4%30     | 2030-07-15      | 4.0000%  | 0.0000% | $200000.00         | $194327.56         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   A-15   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1575999.00        | $992237.79         | Private Label Collateralized Mortgage Obligations |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 10.1280% | 0.0000% | $10000000.00       | $10334000.00       | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 34       | 2034-01-26      | 4.8210%  | 0.0000% | $44000.00          | $45219.33          | Corporate Debt Securities                         |
| SUMIT MTG TR  2022-BVUE        D      20410212 FLT | 2041-02-12      | 2.8925%  | 0.0000% | $12450000.00       | $9979364.83        | Private Label Collateralized Mortgage Obligations |
| SANTANDER DRIVE AUTO 2024-1    D      20310515 5.6 | 2031-05-15      | 5.6000%  | 0.0000% | $1000.00           | $1013.08           | Asset-Backed Securities                           |
| SEADRILL FIN LTD               SR SEC 144A NT30    | 2030-08-01      | 8.3750%  | 0.0000% | $2999000.00        | $3130130.86        | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  B-1    20551125 FLT | 2055-11-25      | 3.2570%  | 0.0000% | $1985700.00        | $1841030.17        | Private Label Collateralized Mortgage Obligations |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 29     | 2029-05-01      | 4.3000%  | 0.0000% | $10000.00          | $10255.40          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023A 28    | 2028-03-01      | 5.3000%  | 0.0000% | $29000.00          | $29801.37          | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $11138000.00       | $11178758.89       | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2021G 31    | 2031-06-01      | 2.5000%  | 0.0000% | $1000.00           | $901.60            | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-07-15      | 3.1250%  | 0.0000% | $5895000.00        | $5186330.12        | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 27       | 2027-12-15      | 4.6250%  | 0.0000% | $49000.00          | $49720.41          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $36785000.00       | $36722015.91       | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 32      | 2032-07-31      | 6.1250%  | 0.0000% | $1861000.00        | $1955647.88        | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 2022-LTV1    A-1    20520725 FLT | 2052-07-25      | 3.2500%  | 0.0000% | $24000000.00       | $16015391.96       | Private Label Collateralized Mortgage Obligations |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-01-09      | 11.3385% | 0.0000% | $3000000.00        | $3119400.00        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-HYB1     A-5A   20491025 FLT | 2049-10-25      | 4.9905%  | 0.0000% | $2090990.00        | $174232.77         | Private Label Collateralized Mortgage Obligations |
| METLIFE INC                    SR NT 4.875%43      | 2043-11-13      | 4.8750%  | 0.0000% | $71000.00          | $68886.33          | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $212000.00         | $218439.77         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 11.4311% | 0.0000% | $3525000.00        | $3757399.90        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30     | 2030-04-15      | 5.2500%  | 0.0000% | $3216000.00        | $2957380.00        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54       | 2054-09-15      | 6.2500%  | 0.0000% | $129000.00         | $129742.54         | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBILE RECEIVABLE D      20310515 5.0 | 2031-05-15      | 5.0800%  | 0.0000% | $15000.00          | $15060.48          | Asset-Backed Securities                           |
| WYNNTON FDG TR                 SR 144A NT 35       | 2035-08-15      | 5.2510%  | 0.0000% | $11000.00          | $11230.84          | Corporate Debt Securities                         |
| MARB BONDCO PLC                SR GLBL REGS 31     | 2031-01-29      | 3.9500%  | 0.0000% | $3875000.00        | $3536188.30        | Corporate Debt Securities                         |
| WILLIAM CARTER CO              SR GLBL 144A 27     | 2027-03-15      | 5.6250%  | 0.0000% | $391000.00         | $393884.60         | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $1992000.00        | $471440.00         | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $87000.00          | $87005.07          | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 30     | 2030-10-01      | 5.2500%  | 0.0000% | $2959000.00        | $2833198.12        | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32     | 2032-01-12      | 14.0885% | 0.0000% | $5500000.00        | $5743650.00        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL NT27    | 2027-11-15      | 3.8750%  | 0.0000% | $13379000.00       | $13452558.49       | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL 144A NT 29     | 2029-03-15      | 6.3750%  | 0.0000% | $353000.00         | $367612.73         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $9380000.00        | $9962917.49        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL REGS 33     | 2033-02-15      | 6.1250%  | 0.0000% | $1435000.00        | $1497021.30        | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $6714000.00        | $6769521.05        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 33       | 2033-08-03      | 4.4200%  | 0.0000% | $91000.00          | $91313.44          | Corporate Debt Securities                         |
| BINOM SEC TR 2021-INV1         M-1    20560625 FLT | 2056-06-25      | 3.4490%  | 0.0000% | $682000.00         | $570257.82         | Private Label Collateralized Mortgage Obligations |
| ANTERO RESOURCES CORP          SR GLBL 144A 30     | 2030-03-01      | 5.3750%  | 0.0000% | $1572000.00        | $1597495.22        | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 9.2700%  | 0.0000% | $5750000.00        | $5985750.00        | Corporate Debt Securities                         |
| BMP COMMER MTG TR 2024-MF23    D      20410617 FLT | 2041-06-17      | 6.4227%  | 0.0000% | $2000000.00        | $2009449.03        | Private Label Collateralized Mortgage Obligations |
| OLYMPIC TOWER MTG TR 2017-OT   C      20390512 FLT | 2039-05-12      | 3.9453%  | 0.0000% | $5000000.00        | $4597918.53        | Private Label Collateralized Mortgage Obligations |
| PARAMOUNT GLOBAL               SR GLBL DEB 43      | 2043-03-15      | 4.3750%  | 0.0000% | $1587000.00        | $1220371.70        | Corporate Debt Securities                         |
| BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26      | 2026-07-15      | 8.7500%  | 0.0000% | $708000.00         | $658391.03         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.726%032531     | 2031-03-25      | 2.7260%  | 0.0000% | $183000.00         | $168082.94         | Corporate Debt Securities                         |
| DK TRUST 2025-LXP              D      20370817 FLT | 2037-08-17      | 6.9228%  | 0.0000% | $5800000.00        | $5832305.79        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2022-4          A-1    20670325 FLT | 2067-03-25      | 4.3010%  | 0.0000% | $4300000.00        | $2849818.02        | Private Label Collateralized Mortgage Obligations |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $1441000.00        | $1449164.87        | Corporate Debt Securities                         |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT2.9%33    | 2033-12-01      | 2.9000%  | 0.0000% | $97000.00          | $84045.00          | Corporate Debt Securities                         |
| COMMSCOPE LLC                  SR SEC GLBL 29      | 2029-09-01      | 4.7500%  | 0.0000% | $14771000.00       | $14838306.52       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-05-24      | 4.6580%  | 0.0000% | $81000.00          | $83252.13          | Corporate Debt Securities                         |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29     | 2029-11-01      | 6.3750%  | 0.0000% | $31437000.00       | $27599642.60       | Corporate Debt Securities                         |
| CONNECTICT AVE SEC TR 2024-R03 2M-2   20440325 FLT | 2044-03-25      | 6.1328%  | 0.0000% | $3999990.00        | $4028899.61        | Private Label Collateralized Mortgage Obligations |
| CROSS 2024-H8 MORTGAGE 2024-H8 A-2    20691225 FLT | 2069-12-25      | 5.8530%  | 0.0000% | $1250000.00        | $1122771.57        | Private Label Collateralized Mortgage Obligations |
| CORNERSTONE BLDG BRANDS INC    SR 144A NT 29       | 2029-01-15      | 6.1250%  | 0.0000% | $1757000.00        | $1390972.49        | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 5.2965%  | 0.0000% | $11315000.00       | $11004247.35       | Private Label Collateralized Mortgage Obligations |
| EVERGLADES RE II LTD           -D-20251 144A 28    | 2028-05-19      | 16.8385% | 0.0000% | $3000000.00        | $3184500.00        | Corporate Debt Securities                         |
| EZCORP INC                     SR GLBL 144A 32     | 2032-04-01      | 7.3750%  | 0.0000% | $335000.00         | $355922.70         | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE TR 2022-3   A-1    20670125 FLT | 2067-01-25      | 4.0000%  | 0.0000% | $469999.00         | $341903.38         | Private Label Collateralized Mortgage Obligations |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT28    | 2028-05-15      | 9.0000%  | 0.0000% | $10966000.00       | $11511010.20       | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $1238000.00        | $1237176.04        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33       | 2033-03-15      | 7.5000%  | 0.0000% | $2190000.00        | $2340661.05        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-04-01      | 7.5000%  | 0.0000% | $16972000.00       | $11634871.73       | Corporate Debt Securities                         |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $3795000.00        | $3586380.42        | Corporate Debt Securities                         |
| CHASE HOME LDG MTG TR 2025-10  A-11   20560725 FLT | 2056-07-25      | 5.4828%  | 0.0000% | $3000000.00        | $2934373.31        | Private Label Collateralized Mortgage Obligations |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 11.6300% | 0.0000% | $3000000.00        | $3098400.00        | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $1000.00           | $986.98            | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 30     | 2030-01-25      | 2.9500%  | 0.0000% | $14000.00          | $13366.85          | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL 144A 33     | 2033-10-15      | 7.7500%  | 0.0000% | $1490000.00        | $1506923.09        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-10-01      | 6.5000%  | 0.0000% | $596000.00         | $614766.05         | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2022-4        A-1    20670525 FLT | 2067-05-25      | 4.6500%  | 0.0000% | $230000.00         | $160719.57         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE 2023-6      A-3    20671225 FLT | 2067-12-25      | 6.5000%  | 0.0000% | $299946.00         | $194755.66         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2021-8        A-1    20661125 FLT | 2066-11-25      | 1.8200%  | 0.0000% | $149999.00         | $71413.02          | Private Label Collateralized Mortgage Obligations |
| AMCOR GROUP FIN PLC            GLBL NT 5.45%29     | 2029-05-23      | 5.4500%  | 0.0000% | $97000.00          | $102520.08         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-4    20510825 FLT | 2051-08-25      | 3.3092%  | 0.0000% | $219000.00         | $163881.99         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   B-1    20520425 FLT | 2052-04-25      | 3.5242%  | 0.0000% | $740999.00         | $589828.10         | Private Label Collateralized Mortgage Obligations |
| METHANEX CORP                  GLBL NT 5.125%27    | 2027-10-15      | 5.1250%  | 0.0000% | $286000.00         | $287031.15         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $8413000.00        | $7923115.68        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 9.8185%  | 0.0000% | $7250000.00        | $7260875.00        | Corporate Debt Securities                         |
| KEMPER CORP                    GLBL NT 3.8%32      | 2032-02-23      | 3.8000%  | 0.0000% | $11000.00          | $10265.18          | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $275000.00         | $237385.35         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $3384000.00        | $3312936.00        | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 33     | 2033-04-15      | 5.8750%  | 0.0000% | $4439000.00        | $4485910.98        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 29      | 2029-05-01      | 6.7500%  | 0.0000% | $17991000.00       | $18760654.98       | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 28      | 2028-05-01      | 5.0000%  | 0.0000% | $26976000.00       | $27579183.36       | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 83    | 2083-01-15      | 7.3750%  | 0.0000% | $9388000.00        | $9895988.59        | Corporate Debt Securities                         |
| JELD-WEN INC                   SR GLBL 144A 27     | 2027-12-15      | 4.8750%  | 0.0000% | $8835000.00        | $8765969.20        | Corporate Debt Securities                         |
| KOREA DEV BK                   GLBL NT 1%26        | 2026-09-09      | 1.0000%  | 0.0000% | $410000.00         | $400129.93         | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 31     | 2031-07-15      | 7.0000%  | 0.0000% | $2172000.00        | $2322695.77        | Corporate Debt Securities                         |
| GS MTG SECS TR 2016-GS3        A-4    20491013 2.8 | 2049-10-13      | 2.8500%  | 0.0000% | $84999.00          | $83908.21          | Private Label Collateralized Mortgage Obligations |
| KBR INC                        SR GLBL 144A 28     | 2028-09-30      | 4.7500%  | 0.0000% | $94000.00          | $92727.08          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 3.375%040130     | 2030-04-01      | 3.3750%  | 0.0000% | $790000.00         | $768932.68         | Corporate Debt Securities                         |
| NINE ENERGY SERVICE INC        SR SEC GLBL NT28    | 2028-02-01      | 13.0000% | 0.0000% | $728000.00         | $362180.00         | Corporate Debt Securities                         |
| IRON MOUNTAIN INFORMATION MANA SR GLBL 144A 32     | 2032-07-15      | 5.0000%  | 0.0000% | $189000.00         | $187400.22         | Corporate Debt Securities                         |
| J P M C COML MTG SEC 2025-BHR5 A      20400315 FLT | 2040-03-15      | 5.7260%  | 0.0000% | $6205000.00        | $4297179.48        | Private Label Collateralized Mortgage Obligations |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $287000.00         | $289750.10         | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL NT 37       | 2037-12-15      | 6.8750%  | 0.0000% | $1349000.00        | $999436.63         | Corporate Debt Securities                         |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $100000.00         | $98754.00          | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-1       B-2    20550625 FLT | 2055-06-25      | 6.4186%  | 0.0000% | $425614.00         | $436024.82         | Private Label Collateralized Mortgage Obligations |
| JPMCC COMM MTG SEC  2019-COR4  A-5    20520312 4.0 | 2052-03-12      | 4.0291%  | 0.0000% | $349999.00         | $336659.34         | Private Label Collateralized Mortgage Obligations |
| JOHNSON & JOHNSON              SR GLBL DEB 29      | 2029-09-01      | 6.9500%  | 0.0000% | $5000.00           | $5614.92           | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29      | 2029-11-15      | 10.0000% | 0.0000% | $3337000.00        | $3501617.92        | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $14414000.00       | $15136814.05       | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $14835000.00       | $15163962.00       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT       7%25    | 2025-12-01      | 7.0000%  | 0.0000% | $22000.00          | $22690.73          | Corporate Debt Securities                         |
| VIRIDIEN                       SR SEC 144A NT30    | 2030-10-15      | 10.0000% | 0.0000% | $4198000.00        | $4380347.13        | Corporate Debt Securities                         |
| BX COMMERC MORTG TR 2024-GPA3  B      20391215 FLT | 2039-12-15      | 5.6745%  | 0.0000% | $5953000.00        | $4796237.07        | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 27       | 2027-02-15      | 2.1250%  | 0.0000% | $72000.00          | $69928.28          | Corporate Debt Securities                         |
| BX COML MTG TR 2024-WPT        C      20410415 FLT | 2041-04-15      | 6.1727%  | 0.0000% | $22610000.00       | $17978045.36       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B17      A-5    20530317 FLT | 2053-03-17      | 2.2890%  | 0.0000% | $1157000.00        | $1041366.53        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    SNR NPF 144A 30     | 2030-05-20      | 5.4970%  | 0.0000% | $99000.00          | $103419.22         | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $6383000.00        | $6236637.81        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 6.2500%  | 0.0000% | $1821000.00        | $1530588.44        | Corporate Debt Securities                         |
| BX TRUST 2021-LGCY             B      20361015 FLT | 2036-10-15      | 5.0015%  | 0.0000% | $10250000.00       | $10231284.64       | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM6     A-2    20630925 FLT | 2063-09-25      | 6.9560%  | 0.0000% | $561605.00         | $379057.04         | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2022-INV1         M-1    20570825 FLT | 2057-08-25      | 4.5091%  | 0.0000% | $1425200.00        | $1307040.31        | Private Label Collateralized Mortgage Obligations |
| BFLD COML MTG TR 2024-UNIV     D      20411115 FLT | 2041-11-15      | 6.7231%  | 0.0000% | $430000.00         | $433161.37         | Private Label Collateralized Mortgage Obligations |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 16.2800% | 0.0000% | $8420000.00        | $8974036.00        | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $6000.00           | $5814.78           | Corporate Debt Securities                         |
| EFMT 2024-INV2                 A-2    20691025 FLT | 2069-10-25      | 5.2890%  | 0.0000% | $1100000.00        | $985409.47         | Private Label Collateralized Mortgage Obligations |
| EMBECTA CORP                   SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $635000.00         | $633863.35         | Corporate Debt Securities                         |
| F&G GLOBAL FUNDING             -20251 144A NT30    | 2030-01-16      | 5.8750%  | 0.0000% | $90000.00          | $94906.39          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR NT 8.125%30      | 2030-08-16      | 8.1250%  | 0.0000% | $293000.00         | $342214.36         | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $993000.00         | $989284.52         | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 26     | 2026-05-15      | 5.2500%  | 0.0000% | $630000.00         | $644753.55         | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT2.3%32    | 2032-02-01      | 2.3000%  | 0.0000% | $7000.00           | $6427.89           | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $65000.00          | $65834.60          | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-04-24      | 17.0010% | 0.0000% | $4750000.00        | $5031200.00        | Corporate Debt Securities                         |
| NEW RESI MTG LN TR 2016-2      A-1    20351125 FLT | 2035-11-25      | 3.7500%  | 0.0000% | $11221232.00       | $1279189.09        | Private Label Collateralized Mortgage Obligations |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $5782000.00        | $5608612.28        | Corporate Debt Securities                         |
| TRANSCANADA TRUST              JR SB GLBL 82       | 2082-03-07      | 5.6000%  | 0.0000% | $1959000.00        | $1954365.88        | Corporate Debt Securities                         |
| PHINIA INC                     SR GLBL 144A 32     | 2032-10-15      | 6.6250%  | 0.0000% | $278000.00         | $287322.58         | Corporate Debt Securities                         |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30       | 2030-07-15      | 9.2500%  | 0.0000% | $3668000.00        | $3985410.38        | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $10100000.00       | $10217308.69       | Corporate Debt Securities                         |
| ON SEMICONDUCTOR CORP          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $95000.00          | $93154.94          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DEB 27      | 2027-10-15      | 7.1250%  | 0.0000% | $899000.00         | $948145.33         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $2638000.00        | $2624596.76        | Corporate Debt Securities                         |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 26      | 2026-04-15      | 5.7500%  | 0.0000% | $379000.00         | $382542.60         | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 34       | 2034-01-29      | 4.5500%  | 0.0000% | $10000.00          | $10312.78          | Corporate Debt Securities                         |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.3385%  | 0.0000% | $15000000.00       | $15375000.00       | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 11.5885% | 0.0000% | $4000000.00        | $4121200.00        | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT2.1%30    | 2030-05-01      | 2.1000%  | 0.0000% | $7000.00           | $6464.01           | Corporate Debt Securities                         |
| NUFARM AUSTRALIA LTD / NUFA    SR 144A NT 5%30     | 2030-01-27      | 5.0000%  | 0.0000% | $211000.00         | $191139.98         | Corporate Debt Securities                         |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 10.0885% | 0.0000% | $171000.00         | $178438.50         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT8.5%27    | 2027-07-15      | 8.5000%  | 0.0000% | $11927000.00       | $12823645.36       | Corporate Debt Securities                         |
| MCR MORTGAGE 2024-HTL          C      20370217 FLT | 2037-02-17      | 7.1395%  | 0.0000% | $2200000.00        | $1778698.46        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRT TR 2021-INV5     A-3    20511225 FLT | 2051-12-25      | 3.0000%  | 0.0000% | $1899990.00        | $1120886.21        | Private Label Collateralized Mortgage Obligations |
| KIMCO REALTY CORP              SR GLBL NT4.6%33    | 2033-02-01      | 4.6000%  | 0.0000% | $99000.00          | $99935.55          | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      C      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $23100000.00       | $19162943.23       | Private Label Collateralized Mortgage Obligations |
| ITAU UNIBANCO HLDG SA CY       FR 3.875%041531     | 2031-04-15      | 3.8750%  | 0.0000% | $500000.00         | $498102.29         | Corporate Debt Securities                         |
| KYNDRYL HLDGS INC              SR GLBL NT 31       | 2031-10-15      | 3.1500%  | 0.0000% | $37000.00          | $33811.71          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-01-13      | 1.7500%  | 0.0000% | $87000.00          | $87042.63          | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT3.5%30    | 2030-04-03      | 3.5000%  | 0.0000% | $30000.00          | $28952.77          | Corporate Debt Securities                         |
| DURST COML MTG TR 2025-151     C      20420812 FLT | 2042-08-12      | 5.8243%  | 0.0000% | $10000000.00       | $10235075.92       | Private Label Collateralized Mortgage Obligations |
| EQT TRUST 2024-EXTR            A      20410708 FLT | 2041-07-08      | 5.3308%  | 0.0000% | $7670000.00        | $7874339.02        | Private Label Collateralized Mortgage Obligations |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $1182000.00        | $1061123.10        | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 27     | 2027-01-15      | 8.1250%  | 0.0000% | $95000.00          | $96545.04          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $21138000.00       | $21098471.94       | Corporate Debt Securities                         |
| CSX CORP                       SR NT 4.1%44        | 2044-03-15      | 4.1000%  | 0.0000% | $140000.00         | $120397.04         | Corporate Debt Securities                         |
| CALI COMMERCIAL MG TR 2024-SUN C      20410715 FLT | 2041-07-15      | 6.8735%  | 0.0000% | $6000000.00        | $6029549.33        | Private Label Collateralized Mortgage Obligations |
| AMC NETWORKS INC               SR SEC GLBL 29      | 2029-01-15      | 10.2500% | 0.0000% | $21749000.00       | $23512421.00       | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC SR GLBL NT4.3%28    | 2028-06-11      | 4.3000%  | 0.0000% | $19000.00          | $19483.21          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.9%35      | 2035-11-01      | 4.9000%  | 0.0000% | $12000.00          | $11916.55          | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT30    | 2030-11-06      | 7.5000%  | 0.0000% | $1039000.00        | $1112408.81        | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     -20232 144A NT28    | 2028-09-19      | 5.9000%  | 0.0000% | $23000.00          | $24202.06          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 5.8750%  | 0.0000% | $5571000.00        | $5642658.54        | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.6%29      | 2029-02-08      | 4.6000%  | 0.0000% | $181000.00         | $186222.86         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 45       | 2045-11-03      | 4.3500%  | 0.0000% | $363000.00         | $331930.22         | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $3794250.00        | $3429158.83        | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 3.95%26       | 2026-12-01      | 3.9500%  | 0.0000% | $141000.00         | $142168.65         | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 33       | 2033-04-01      | 5.7500%  | 0.0000% | $490000.00         | $513138.75         | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 47     | 2047-06-19      | 5.6250%  | 0.0000% | $1325000.00        | $988408.59         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $935964.00         | $1043293.07        | Corporate Debt Securities                         |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $990000.00         | $1077177.53        | Corporate Debt Securities                         |
| JP MORGAN CH COM TR 2019-BROOK B      20290917 FLT | 2029-09-17      | 5.9975%  | 0.0000% | $12056000.00       | $10763118.57       | Private Label Collateralized Mortgage Obligations |
| BATH & BODY WORKS INC          SR NT 7.6%37        | 2037-07-15      | 7.6000%  | 0.0000% | $10088000.00       | $10823695.42       | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 28     | 2028-03-15      | 3.5000%  | 0.0000% | $65000.00          | $63109.94          | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     JR SB 144A NT 51    | 2051-10-15      | 4.7000%  | 0.0000% | $5655000.00        | $5527699.67        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30      | 2030-08-15      | 9.8750%  | 0.0000% | $1717000.00        | $1891476.77        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL FLT NT 28      | 2028-10-15      | 4.8362%  | 0.0000% | $1000.00           | $1013.28           | Corporate Debt Securities                         |
| BEACON ROOFING SUPPLY          1LIEN GLBL 32       | 2032-04-30      | 6.7500%  | 0.0000% | $4845000.00        | $5023586.70        | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A-20243 144A 28    | 2028-01-07      | 14.3385% | 0.0000% | $14250000.00       | $14741625.00       | Corporate Debt Securities                         |
| NCL CORP LTD                   SR SEC GLBL 27      | 2027-02-15      | 5.8750%  | 0.0000% | $87000.00          | $88206.65          | Corporate Debt Securities                         |
| 1886 RE LTD                    -A-20251 144A 29    | 2029-07-06      | 8.3800%  | 0.0000% | $550000.00         | $576345.00         | Corporate Debt Securities                         |
| OT MERGER CORPORATION          144A NT 7.875%29    | 2029-10-15      | 7.8750%  | 0.0000% | $1053000.00        | $377500.50         | Corporate Debt Securities                         |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $14225000.00       | $11810519.62       | Corporate Debt Securities                         |
| NORTHWESTERN UNIV              GLBL -2025 BD 35    | 2035-12-01      | 4.9400%  | 0.0000% | $10000.00          | $10626.39          | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $20000000.00       | $14183792.25       | Private Label Collateralized Mortgage Obligations |
| VITAL ENERGY INC               SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $1549000.00        | $1550665.18        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49    | 2049-03-19      | 6.9000%  | 0.0000% | $338000.00         | $336752.22         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 31      | 2031-01-15      | 6.7500%  | 0.0000% | $99000.00          | $105489.20         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-11-05      | 6.0540%  | 0.0000% | $914000.00         | $961616.96         | Corporate Debt Securities                         |
| VITALITY RE XV LTD             -2024 VR 144A 28    | 2028-01-07      | 7.3700%  | 0.0000% | $1000000.00        | $1024100.00        | Corporate Debt Securities                         |
| UNIVERSITY PA TRUSTEES         2020A BD2.396%50    | 2050-10-01      | 2.3960%  | 0.0000% | $1000.00           | $609.71            | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $6029000.00        | $5238611.50        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR GLBL NT 36       | 2036-11-30      | 4.7500%  | 0.0000% | $10000.00          | $10305.42          | Corporate Debt Securities                         |
| AES CORP                       JR SB GLBL NT 55    | 2055-07-15      | 6.9500%  | 0.0000% | $1596000.00        | $1582855.17        | Corporate Debt Securities                         |
| ASGN INC                       SR GLBL 144A 28     | 2028-05-15      | 4.6250%  | 0.0000% | $655000.00         | $658665.63         | Corporate Debt Securities                         |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 12.2020% | 0.0000% | $5000000.00        | $5339500.00        | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 9.1200%  | 0.0000% | $5000000.00        | $5205633.33        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-12-01      | 4.6250%  | 0.0000% | $5326000.00        | $2066545.70        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-02-01      | 5.3750%  | 0.0000% | $23217000.00       | $19737410.17       | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $91939000.00       | $36696583.54       | Corporate Debt Securities                         |
| BX COML MTG TR 2023-XL3        B      20401217 FLT | 2040-12-17      | 6.2230%  | 0.0000% | $280000.00         | $201224.41         | Private Label Collateralized Mortgage Obligations |
| COLT 2021-5 MORTGAGE LOAN TR   A-1    20661125 FLT | 2066-11-25      | 1.7260%  | 0.0000% | $1151962.00        | $561595.16         | Private Label Collateralized Mortgage Obligations |
| BOCA COML MTG TR 2024-BOCA     A      20410815 FLT | 2041-08-15      | 5.9529%  | 0.0000% | $3765000.00        | $3786696.61        | Private Label Collateralized Mortgage Obligations |
| VISA INC                       SR GLBL NT1.9%27    | 2027-04-15      | 1.9000%  | 0.0000% | $2000.00           | $1948.51           | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $2628000.00        | $2449633.26        | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            SR GLBL REGS 31     | 2031-03-18      | 6.0000%  | 0.0000% | $1862000.00        | $1942587.36        | Corporate Debt Securities                         |
| PRECISION DRILLING CORP        SR GLBL 144A 29     | 2029-01-15      | 6.8750%  | 0.0000% | $3236000.00        | $3322440.30        | Corporate Debt Securities                         |
| SIMPAR EUROPE                  SR GLBL REGS 31     | 2031-01-26      | 5.2000%  | 0.0000% | $942000.00         | $740485.27         | Corporate Debt Securities                         |
| SLC STUDENT LN TR 2006-2       A-6    20390915 FLT | 2039-09-15      | 4.7890%  | 0.0000% | $15064000.00       | $6885124.25        | Asset-Backed Securities                           |
| J P MORGAN MTG TR 2025-3       A-1C   20550925 FLT | 2055-09-25      | 5.6380%  | 0.0000% | $828079.00         | $832940.93         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2023-FUN   A      20400315 FLT | 2040-03-15      | 6.1234%  | 0.0000% | $80168000.00       | $80636062.47       | Private Label Collateralized Mortgage Obligations |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $11000.00          | $10862.94          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2016-3        2-A-M  20461025 FLT | 2046-10-25      | 2.9378%  | 0.0000% | $400999.00         | $28359.74          | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP6 D      20500715 FLT | 2050-07-15      | 4.4493%  | 0.0000% | $1400000.00        | $1123128.59        | Private Label Collateralized Mortgage Obligations |
| GALTON FDGG MTG TR 2020-H1     M1     20600125 FLT | 2060-01-25      | 2.8320%  | 0.0000% | $1244990.00        | $1032761.53        | Private Label Collateralized Mortgage Obligations |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 7%28     | 2028-03-15      | 7.0000%  | 0.0000% | $384000.00         | $399154.35         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-10-15      | 5.5000%  | 0.0000% | $11098000.00       | $11196155.64       | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 17.1920% | 0.0000% | $1750000.00        | $1882175.17        | Corporate Debt Securities                         |
| ONNI COML MTG TR 2024-APT      D      20390715 FLT | 2039-07-15      | 7.0038%  | 0.0000% | $11200000.00       | $11618258.03       | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2018-AON A      20310708 4.1 | 2031-07-08      | 4.1283%  | 0.0000% | $5308000.00        | $4653827.48        | Private Label Collateralized Mortgage Obligations |
| NASDAQ INC                     CR SEN SR GLBL34    | 2034-02-15      | 5.5500%  | 0.0000% | $12000.00          | $12740.12          | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $81000.00          | $78248.86          | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 13.6200% | 0.0000% | $3007000.00        | $3088189.00        | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR FL REGS NT 26    | 2026-06-15      | 5.5241%  | 0.0000% | $34000.00          | $34419.18          | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  B-2    20551125 FLT | 2055-11-25      | 4.2610%  | 0.0000% | $1534000.00        | $1324559.66        | Private Label Collateralized Mortgage Obligations |
| MASTERCARD INCORPORATED        SR GLBL NT4.1%28    | 2028-01-15      | 4.1000%  | 0.0000% | $53000.00          | $53924.97          | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 6.95%091526      | 2026-09-15      | 6.9500%  | 0.0000% | $8403000.00        | $8591736.05        | Corporate Debt Securities                         |
| MSSG TR 2017-237P              B      20390913 FLT | 2039-09-13      | 3.6900%  | 0.0000% | $2475000.00        | $2324596.73        | Private Label Collateralized Mortgage Obligations |
| MELLO MORT CAP ACC 2022-INV1   B-2    20520325 FLT | 2052-03-25      | 3.3147%  | 0.0000% | $865999.00         | $675267.17         | Private Label Collateralized Mortgage Obligations |
| MONA LISA RE LTD               -B-20251 144A 28    | 2028-01-07      | 14.3800% | 0.0000% | $13250000.00       | $13713750.00       | Corporate Debt Securities                         |
| TEXAS COML MTG TR 2025-TWR     D      20420415 FLT | 2042-04-15      | 7.1228%  | 0.0000% | $1466000.00        | $1470640.88        | Private Label Collateralized Mortgage Obligations |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 28       | 2028-03-01      | 6.7500%  | 0.0000% | $15838000.00       | $16625029.81       | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 40       | 2040-04-15      | 4.3750%  | 0.0000% | $12000.00          | $10855.01          | Corporate Debt Securities                         |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 6.8700%  | 0.0000% | $9000000.00        | $9137700.00        | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL NT7.2%36    | 2036-07-18      | 7.2000%  | 0.0000% | $70000.00          | $77760.90          | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $3370000.00        | $3445174.40        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT5.8%29    | 2029-03-08      | 5.8000%  | 0.0000% | $1184000.00        | $1215398.36        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $4814000.00        | $5409965.18        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $5064000.00        | $5240075.28        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-05-17      | 5.8500%  | 0.0000% | $1110000.00        | $1154777.40        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL NT29    | 2029-11-01      | 5.8750%  | 0.0000% | $22125376.00       | $23068248.90       | Corporate Debt Securities                         |
| TITANIA RE LIMITED             EXT GLBL 144A 32    | 2032-07-09      | 20.1280% | 0.0000% | $3750000.00        | $4041375.00        | Corporate Debt Securities                         |
| 3264 RE LTD                    -A-20251 144A 28    | 2028-02-07      | 25.1200% | 0.0000% | $5250000.00        | $5520900.00        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 27       | 2027-05-09      | 4.7500%  | 0.0000% | $7062000.00        | $7213638.79        | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 29       | 2029-08-26      | 2.3750%  | 0.0000% | $50000.00          | $47168.41          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2019-HY3        A1A    20591027 FLT | 2059-10-27      | 5.1055%  | 0.0000% | $2050000.00        | $297450.55         | Private Label Collateralized Mortgage Obligations |
| NEW FORTRESS ENERGY INC        SR SEC GLBL 26      | 2026-09-30      | 6.5000%  | 0.0000% | $16219000.00       | $2492481.86        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-3          A1     20580525 FLT | 2058-05-25      | 3.7500%  | 0.0000% | $5710000.00        | $1041543.00        | Private Label Collateralized Mortgage Obligations |
| CERDIA FINANZ GMBH             SR SEC 144A NT31    | 2031-10-03      | 9.3750%  | 0.0000% | $3907000.00        | $4097412.53        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT31    | 2031-04-01      | 2.8000%  | 0.0000% | $36109000.00       | $32539384.62       | Corporate Debt Securities                         |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $500000.00         | $519869.72         | Corporate Debt Securities                         |
| ELMCL COML MTG 2024-GTWY       D      20410916 FLT | 2041-09-16      | 11.0320% | 0.0000% | $1999990.00        | $1842240.60        | Private Label Collateralized Mortgage Obligations |
| JOHN DEERE CAPITAL CORPORATION FR 5.15%090833      | 2033-09-08      | 5.1500%  | 0.0000% | $50000.00          | $52815.10          | Corporate Debt Securities                         |
| BLACKROCK TCP CAPITAL CORP     SR GLBL NT 29       | 2029-05-30      | 6.9500%  | 0.0000% | $146000.00         | $151772.60         | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 4.9%35      | 2035-01-08      | 4.9000%  | 0.0000% | $77000.00          | $80204.78          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           VR 060424-060427    | 2027-06-04      | 5.0584%  | 0.0000% | $87000.00          | $88117.27          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B24      A-5    20540317 2.5 | 2054-03-17      | 2.5843%  | 0.0000% | $349999.00         | $314003.21         | Private Label Collateralized Mortgage Obligations |
| BALL CORP                      SR GLBL NT 31       | 2031-09-15      | 3.1250%  | 0.0000% | $5945000.00        | $5446589.37        | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 31       | 2031-04-16      | 7.5000%  | 0.0000% | $150000.00         | $149438.50         | Corporate Debt Securities                         |
| BWX TECHNOLOGIES INC           SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $534000.00         | $520395.46         | Corporate Debt Securities                         |
| BSPRT ISSUER LLC 2025-FL12     B      20430417 FLT | 2043-04-17      | 6.0480%  | 0.0000% | $5000000.00        | $5005340.00        | Private Label Collateralized Mortgage Obligations |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 9.6468%  | 0.0000% | $4550000.00        | $4643113.22        | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $9950000.00        | $10057460.00       | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 33       | 2033-03-15      | 5.3750%  | 0.0000% | $34000.00          | $35658.45          | Corporate Debt Securities                         |
| OCEANEERING INTL INC           SR GLBL NT 6%28     | 2028-02-01      | 6.0000%  | 0.0000% | $507000.00         | $519142.65         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-NYCH B      20420616 FLT | 2042-06-16      | 6.2238%  | 0.0000% | $5000000.00        | $4990435.76        | Private Label Collateralized Mortgage Obligations |
| OCEANVIEW MRTG TR 2021-5       A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $2500000.00        | $1449230.50        | Private Label Collateralized Mortgage Obligations |
| REDE D OR FIN S A R L          GLBL REGS NT 30     | 2030-01-22      | 4.5000%  | 0.0000% | $647000.00         | $628968.11         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 30     | 2030-01-31      | 4.5000%  | 0.0000% | $45547000.00       | $19581110.77       | Corporate Debt Securities                         |
| VIRGIN MEDIA VENDOR FING NTS   SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $4341000.00        | $4312580.92        | Corporate Debt Securities                         |
| URSA RE II LIMITED             GLBL-G 144A 28      | 2028-06-07      | 12.8800% | 0.0000% | $3000000.00        | $3056400.00        | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 29     | 2029-03-25      | 6.2500%  | 0.0000% | $1097000.00        | $1000891.56        | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2021-FCMT  D      20310515 FLT | 2031-05-15      | 7.6475%  | 0.0000% | $4010000.00        | $4014742.49        | Private Label Collateralized Mortgage Obligations |
| HUGHES SATELLITE S             SR SEC GLBL NT26    | 2026-08-01      | 5.2500%  | 0.0000% | $5000000.00        | $4979425.00        | Corporate Debt Securities                         |
| BPCE                           SNR PREF 144A 26    | 2026-01-26      | 5.1000%  | 0.0000% | $525000.00         | $532910.00         | Corporate Debt Securities                         |
| BX TRUST 2024-VLT4             A      20410617 FLT | 2041-06-17      | 5.5236%  | 0.0000% | $2069400.00        | $2074478.15        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST 2024-SBL   B      20340815 FLT | 2034-08-15      | 6.7729%  | 0.0000% | $962000.00         | $965195.94         | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TR 2025-H3      A-1    20700425 FLT | 2070-04-25      | 5.8830%  | 0.0000% | $3930000.00        | $3613577.41        | Private Label Collateralized Mortgage Obligations |
| BHP BILLITON FIN USA LTD       SR GLBL NT 33       | 2033-09-08      | 5.2500%  | 0.0000% | $9000.00           | $9458.22           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.183%112527     | 2027-11-25      | 4.1830%  | 0.0000% | $72000.00          | $73351.90          | Corporate Debt Securities                         |
| COLT MTG LOAN TR 2022-5        A-3    20670425 FLT | 2067-04-25      | 4.5500%  | 0.0000% | $1750000.00        | $1181080.87        | Private Label Collateralized Mortgage Obligations |
| DARLING INGREDIENTS INC        SR GLBL 144A 27     | 2027-04-15      | 5.2500%  | 0.0000% | $5105000.00        | $5106701.67        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $8863000.00        | $9440934.07        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.3%082329       | 2029-08-23      | 3.3000%  | 0.0000% | $1000.00           | $976.34            | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.831%102451     | 2051-10-24      | 2.8310%  | 0.0000% | $21000.00          | $13703.56          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3%103028         | 2028-10-30      | 3.0000%  | 0.0000% | $11000.00          | $10670.66          | Corporate Debt Securities                         |
| BFLD TRUST 2025-EWEST          C      20420616 FLT | 2042-06-16      | 6.1322%  | 0.0000% | $15000000.00       | $15089736.13       | Private Label Collateralized Mortgage Obligations |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $979335.53         | Corporate Debt Securities                         |
| BX TR 2022-FOX2 2022-FOX2      A-2    20390415 FLT | 2039-04-15      | 4.7814%  | 0.0000% | $3749990.00        | $854677.58         | Private Label Collateralized Mortgage Obligations |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $2364000.00        | $2454981.82        | Corporate Debt Securities                         |
| CROWN AMERS LLC                SR GLBL 144A 33     | 2033-06-01      | 5.8750%  | 0.0000% | $1390000.00        | $1445088.40        | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -A BD 30    | 2030-03-01      | 2.2500%  | 0.0000% | $32000.00          | $29761.28          | Corporate Debt Securities                         |
| EL PASO NAT GAS CO             SR DEB 7.5%26       | 2026-11-15      | 7.5000%  | 0.0000% | $5000.00           | $5321.57           | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 30       | 2030-03-15      | 6.2500%  | 0.0000% | $1420000.00        | $1484860.08        | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 18.2300% | 0.0000% | $6250000.00        | $6706250.00        | Corporate Debt Securities                         |
| FIRSTENERGY CORP               SR GLBL -B NT 30    | 2030-03-01      | 2.6500%  | 0.0000% | $54000.00          | $50334.30          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-06-17      | 3.6250%  | 0.0000% | $615000.00         | $566570.63         | Corporate Debt Securities                         |
| GCAT TRUST 2024-NQM2           A-1    20590625 FLT | 2059-06-25      | 6.0850%  | 0.0000% | $1999990.00        | $1206323.18        | Private Label Collateralized Mortgage Obligations |
| GATEWAY RE LTD                 -AA VR 144A NT25    | 2025-12-22      | 3.8800%  | 0.0000% | $7750000.00        | $7711250.00        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 4%26     | 2026-10-06      | 4.0000%  | 0.0000% | $243000.00         | $243385.83         | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $1009000.00        | $1038017.16        | Corporate Debt Securities                         |
| HILT 2025-NVIL                 D      20420715 FLT | 2042-07-15      | 7.7222%  | 0.0000% | $4165000.00        | $4204001.38        | Private Label Collateralized Mortgage Obligations |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $6070000.00        | $6406257.77        | Corporate Debt Securities                         |
| HUNT OIL CO PERU LLC SUCURSA   SR GLBL REGS 33     | 2033-09-18      | 8.5500%  | 0.0000% | $580000.00         | $661092.70         | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 27     | 2027-08-15      | 5.0000%  | 0.0000% | $2249000.00        | $2265430.19        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV4   A-4    20511225 2.5 | 2051-12-25      | 2.5000%  | 0.0000% | $4736840.00        | $2940340.59        | Private Label Collateralized Mortgage Obligations |
| VITALITY RE XVI 2025           EXTND-C 144A 30     | 2030-01-08      | 7.6100%  | 0.0000% | $3750000.00        | $3759375.00        | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $3998000.00        | $4204811.54        | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $2.00              | $2.17              | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 4.1%50      | 2050-04-15      | 4.1000%  | 0.0000% | $309000.00         | $220045.77         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 30       | 2030-06-30      | 4.6250%  | 0.0000% | $187000.00         | $191268.59         | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 32     | 2032-06-15      | 8.6250%  | 0.0000% | $10875000.00       | $10532297.03       | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $2919000.00        | $3021694.07        | Corporate Debt Securities                         |
| WESTPAC NZ LIMITED             FR 4.218%091630     | 2030-09-16      | 4.2180%  | 0.0000% | $310000.00         | $310221.75         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $9598000.00        | $9636447.99        | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $592000.00         | $592829.29         | Corporate Debt Securities                         |
| AMHERST COLLEGE                SR -2009A BD 39     | 2039-11-01      | 5.8750%  | 0.0000% | $15000.00          | $16972.12          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30       | 2030-12-01      | 5.7500%  | 0.0000% | $1628000.00        | $1722518.06        | Corporate Debt Securities                         |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $300000.00         | $39547.88          | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $5000.00           | $5332.05           | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31     | 2031-03-15      | 5.6250%  | 0.0000% | $7868000.00        | $7926134.68        | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34       | 2034-10-01      | 5.5840%  | 0.0000% | $30000.00          | $30288.70          | Corporate Debt Securities                         |
| UDR INC                        FR 5.125%090134     | 2034-09-01      | 5.1250%  | 0.0000% | $366000.00         | $375318.97         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   A-4    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $5448030.00        | $3299769.81        | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 5.45%111027      | 2027-11-10      | 5.4500%  | 0.0000% | $13000.00          | $13721.47          | Corporate Debt Securities                         |
| GS MTG-BACKED SECU TR 2025-PJ6 A-14   20550925 FLT | 2055-09-25      | 5.5000%  | 0.0000% | $599999.00         | $600866.80         | Private Label Collateralized Mortgage Obligations |
| FOUR LAKES RE LTD              EXTND-A 144A 30     | 2030-01-07      | 10.6900% | 0.0000% | $2123000.00        | $2145079.20        | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 30     | 2030-03-11      | 21.0200% | 0.0000% | $347000.00         | $353905.30         | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 40       | 2040-01-15      | 6.6250%  | 0.0000% | $6151000.00        | $5768917.82        | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $16672000.00       | $17373743.00       | Corporate Debt Securities                         |
| HERBIE RE LTD                  -C-20242 144A 27    | 2027-01-08      | 26.8411% | 0.0000% | $4750000.00        | $4907225.00        | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $2934000.00        | $2952124.38        | Corporate Debt Securities                         |
| MORGAN STANLEY CAP 2021-230P   A      20381215 FLT | 2038-12-15      | 5.3159%  | 0.0000% | $1156000.00        | $1116240.25        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     C      20390315 FLT | 2039-03-15      | 6.4232%  | 0.0000% | $120000.00         | $120866.25         | Private Label Collateralized Mortgage Obligations |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $18420000.00       | $15202783.27       | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $200000.00         | $199687.33         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024A 27    | 2027-02-01      | 4.8750%  | 0.0000% | $12000.00          | $12215.61          | Corporate Debt Securities                         |
| SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT2.7%31    | 2031-07-15      | 2.7000%  | 0.0000% | $60000.00          | $54865.20          | Corporate Debt Securities                         |
| FLAGSTAR BANK NATIONAL ASSOCIA SB GLBL NT5.9%28    | 2028-11-06      | 7.2963%  | 0.0000% | $3386000.00        | $3299115.25        | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT0.9%25    | 2025-12-03      | 0.9000%  | 0.0000% | $148000.00         | $148059.20         | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $38262000.00       | $36839716.43       | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 29     | 2029-06-01      | 3.8750%  | 0.0000% | $290000.00         | $282342.79         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 28       | 2028-03-15      | 4.8750%  | 0.0000% | $95000.00          | $93669.92          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $1054000.00        | $983044.84         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 30       | 2030-02-15      | 3.0500%  | 0.0000% | $14000.00          | $12998.70          | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR SEC 144A NT28    | 2028-05-01      | 5.2500%  | 0.0000% | $5020000.00        | $4834009.00        | Corporate Debt Securities                         |
| LIGHTNING RE LTD SER 20231     EXTND-A 144A 30     | 2030-03-31      | 14.8780% | 0.0000% | $6740000.00        | $7151746.60        | Corporate Debt Securities                         |
| SHRN TRUST 2025-MF18           C      20401015 5.9 | 2040-10-15      | 5.8000%  | 0.0000% | $353000.00         | $353503.59         | Private Label Collateralized Mortgage Obligations |

### Security 653: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.440000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HN8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HN8
- **C.18 - Value (incl. sponsor support):** $305046869.35
- **C.18.a - Value (excl. sponsor support):** $305046869.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MARRIOTT INTL INC NEW          SR GLBL LL NT 26    | 2026-09-15      | 5.4500%  | 0.0000% | $2000.00           | $2036.43           | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT26    | 2026-08-15      | 7.8750%  | 0.0000% | $1000.00           | $1009.38           | Corporate Debt Securities                         |
| NABORS INDS INC                SR 144A NT 30       | 2030-01-31      | 9.1250%  | 0.0000% | $4586000.00        | $4908453.12        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.622%040131     | 2031-04-01      | 3.6220%  | 0.0000% | $5000.00           | $4871.64           | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27       | 2027-07-25      | 3.2870%  | 0.0000% | $2000.00           | $1993.05           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%33    | 2033-06-01      | 5.5000%  | 0.0000% | $4000.00           | $4270.67           | Corporate Debt Securities                         |
| GRAY OAK PIPELINE LLC          SR GLBL 144A 27     | 2027-10-15      | 3.4500%  | 0.0000% | $5000.00           | $4939.57           | Corporate Debt Securities                         |
| MICROSOFT CORP                 GLBL NT 2.675%60    | 2060-06-01      | 2.6750%  | 0.0000% | $488000.00         | $297082.61         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5%112425         | 2025-11-24      | 5.0000%  | 0.0000% | $1000.00           | $1021.93           | Corporate Debt Securities                         |
| GALTON FD MTG TR 2018-1        A33    20571125 FLT | 2057-11-25      | 3.5000%  | 0.0000% | $100000.00         | $3615.32           | Private Label Collateralized Mortgage Obligations |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $1807.50           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $4000000.00        | $2158.00           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $7200000.00        | $3800.40           | Asset-Backed Securities                           |
| TORONTO DOMINION BK ONT        VR 040524-040527    | 2027-04-05      | 5.0005%  | 0.0000% | $4000.00           | $4029.89           | Corporate Debt Securities                         |
| TRIVIUM PACKAGING FIN B V      SR SEC 144A NT30    | 2030-07-15      | 8.2500%  | 0.0000% | $3741000.00        | $4003331.39        | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR GLBL 144A 29     | 2029-11-01      | 3.3500%  | 0.0000% | $4000.00           | $3909.80           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 32       | 2032-01-15      | 4.9500%  | 0.0000% | $3000.00           | $3121.18           | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1060.23           | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED SR SEC FL 144A26    | 2026-06-04      | 4.8984%  | 0.0000% | $4000.00           | $4039.68           | Corporate Debt Securities                         |
| OHA CR FDG 2023-16-R LTD       A-1    20381020 FLT | 2038-10-20      | 5.0844%  | 0.0000% | $10000000.00       | $10015535.79       | Asset-Backed Securities                           |
| WALMART INC                    SR GLBL NT1.8%31    | 2031-09-22      | 1.8000%  | 0.0000% | $4000.00           | $3545.08           | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT30    | 2030-01-15      | 7.0000%  | 0.0000% | $255000.00         | $263555.53         | Corporate Debt Securities                         |
| MASTEC INC                     SR GLBL REGS 28     | 2028-08-15      | 4.5000%  | 0.0000% | $4000.00           | $4021.32           | Corporate Debt Securities                         |
| CONCENTRA ESCROW ISSUER CORP   SR GLBL REGS 32     | 2032-07-15      | 6.8750%  | 0.0000% | $25000.00          | $26626.58          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL FL NT 26    | 2026-07-15      | 4.7822%  | 0.0000% | $4000.00           | $4012.07           | Corporate Debt Securities                         |
| RIN VIII LLC 5.86947 20JUL37 FRN                   | 2037-07-20      | 5.4844%  | 0.0000% | $1993900.00        | $1997317.54        | Asset-Backed Securities                           |
| OLIN CORP                      SR GLBL REGS 33     | 2033-04-01      | 6.6250%  | 0.0000% | $2000.00           | $1994.42           | Corporate Debt Securities                         |
| NATIONWIDE MUT INS CO          SUB GLBL REGS 39    | 2039-08-15      | 9.3750%  | 0.0000% | $1000.00           | $1372.88           | Corporate Debt Securities                         |
| WAYFAIR LLC                    SR SEC GLBL 30      | 2030-09-15      | 7.7500%  | 0.0000% | $2191000.00        | $2335809.28        | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31    | 2031-05-15      | 2.4000%  | 0.0000% | $3000.00           | $2534.87           | Corporate Debt Securities                         |
| PARTNERRE FINANCE B LLC        JR SB GLBL NT 50    | 2050-10-01      | 4.5000%  | 0.0000% | $94000.00          | $89442.88          | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 51       | 2051-08-15      | 3.1250%  | 0.0000% | $75000.00          | $48269.79          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.879%103030     | 2030-10-30      | 2.8790%  | 0.0000% | $3000.00           | $2844.39           | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 27     | 2027-01-12      | 5.7110%  | 0.0000% | $293000.00         | $298720.24         | Corporate Debt Securities                         |
| EDGEWELL PERSONAL CARE CO      SR GLBL REGS 29     | 2029-04-01      | 4.1250%  | 0.0000% | $2000.00           | $1909.89           | Corporate Debt Securities                         |
| HAWAIIAN ELEC CO INC           SR GLBL 144A 33     | 2033-10-01      | 6.0000%  | 0.0000% | $220000.00         | $223862.47         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 4.9005%  | 0.0000% | $4000000.00        | $2218.00           | Asset-Backed Securities                           |
| NEWFOLD DIGITAL HLDGS GROUP IN SR SEC 144A NT28    | 2028-10-15      | 11.7500% | 0.0000% | $2000.00           | $1335.04           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 35       | 2035-04-27      | 4.8540%  | 0.0000% | $2000.00           | $2002.16           | Corporate Debt Securities                         |
| NATIONAL HEALTH INVS INC       SR GLBL NT 3%31     | 2031-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1816.24           | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT4.2%32    | 2032-04-15      | 4.2000%  | 0.0000% | $3000.00           | $2928.38           | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4393.60           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-3    20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $145000.00         | $1215.62           | Private Label Collateralized Mortgage Obligations |
| HONEYWELL INTL INC             SR GLBL NT5.7%37    | 2037-03-15      | 5.7000%  | 0.0000% | $2000.00           | $2162.17           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $370000.00         | $3099.90           | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR NT 7.5%33        | 2033-11-06      | 7.5000%  | 0.0000% | $1000.00           | $1196.44           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52    | 2052-01-15      | 3.0000%  | 0.0000% | $22000.00          | $14553.07          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.5963%  | 0.0000% | $9705000.00        | $4362.75           | Private Label Collateralized Mortgage Obligations |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1054.08           | Corporate Debt Securities                         |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 47       | 2047-09-19      | 4.0000%  | 0.0000% | $214000.00         | $212740.73         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32    | 2032-09-30      | 7.8750%  | 0.0000% | $1000.00           | $980.70            | Corporate Debt Securities                         |
| GLOBAL AIRCRAFT LEASING CO LTD SR SEC 144A NT27    | 2027-09-01      | 8.7500%  | 0.0000% | $3000.00           | $3129.27           | Corporate Debt Securities                         |
| GOLUB CAPITAL PART 2024-75B    A-1    20370727 FLT | 2037-07-27      | 5.2580%  | 0.0000% | $60000000.00       | $60075253.20       | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $12000.00          | $12472.31          | Corporate Debt Securities                         |
| GPS HOSPITALITY HLDG CO LLC    SR 144A NT 7%28     | 2028-08-15      | 7.0000%  | 0.0000% | $16000.00          | $9073.88           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M4     20360525 FLT | 2036-05-25      | 4.8555%  | 0.0000% | $8861000.00        | $4869.13           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $5000000.00        | $2672.51           | Asset-Backed Securities                           |
| FORD HOLDINGS INC              SR GLBL DB9.3%30    | 2030-03-01      | 9.3000%  | 0.0000% | $3000.00           | $3463.98           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 6.1305%  | 0.0000% | $3000000.00        | $2073.50           | Asset-Backed Securities                           |
| FORTINET INC                   SR GLBL NT2.2%31    | 2031-03-15      | 2.2000%  | 0.0000% | $5000.00           | $4483.86           | Corporate Debt Securities                         |
| FORTITUDE GLOBAL FDG           144A NT 4.625%28    | 2028-10-06      | 4.6250%  | 0.0000% | $26000.00          | $26117.57          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 4.6905%  | 0.0000% | $7527000.00        | $3998.10           | Asset-Backed Securities                           |
| BANK AMERICA CORP              FR 5.518%102535     | 2035-10-25      | 5.5180%  | 0.0000% | $2000.00           | $2059.84           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.425%081535     | 2035-08-15      | 5.4250%  | 0.0000% | $7064000.00        | $7317475.94        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.299%072132     | 2032-07-21      | 2.2990%  | 0.0000% | $819000.00         | $734631.62         | Corporate Debt Securities                         |
| BALLYROCK CLO 2019-2R3 LTD     C-1-R3 20381025 FLT | 2038-10-25      | 6.5890%  | 0.0000% | $396029.00         | $397030.34         | Asset-Backed Securities                           |
| ARES CAPITAL CORP              SR GLBL NT 26       | 2026-01-15      | 3.8750%  | 0.0000% | $2000.00           | $2019.70           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.25%060528      | 2028-06-05      | 4.2500%  | 0.0000% | $75000.00          | $76921.21          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 51       | 2051-05-25      | 3.9500%  | 0.0000% | $2000.00           | $1483.63           | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           LW TIER II GLBL     | 2033-08-08      | 6.9210%  | 0.0000% | $13000000.00       | $14655088.50       | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.8%41        | 2041-10-01      | 4.8000%  | 0.0000% | $2000.00           | $1823.60           | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     JR SB REGS NT 51    | 2051-10-15      | 4.7000%  | 0.0000% | $5000.00           | $4887.44           | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL NT26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1359.87           | Corporate Debt Securities                         |
| AIR CANADA 2015-1              A      20280915 3.6 | 2028-09-15      | 3.6000%  | 0.0000% | $280000.00         | $145765.09         | Asset-Backed Securities                           |
| AEROPUERTOS DOMINICANOS SIGLO  SR SEC REGS NT34    | 2034-06-30      | 7.0000%  | 0.0000% | $637000.00         | $682216.38         | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4891.67           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.3%092427       | 2027-09-24      | 4.3000%  | 0.0000% | $3000.00           | $3015.03           | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4866.25           | Corporate Debt Securities                         |
| CANACOL ENERGY LTD             GLBL REGS NT 28     | 2028-11-24      | 5.7500%  | 0.0000% | $793000.00         | $185297.67         | Corporate Debt Securities                         |
| EMPRESA DE TRANSMISION ELEC    SR GLBL REGS 49     | 2049-05-02      | 5.1250%  | 0.0000% | $560000.00         | $440580.16         | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $2000.00           | $1961.43           | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         GLBL NT 4.55%29     | 2029-12-01      | 4.5500%  | 0.0000% | $2000.00           | $2068.62           | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 27 BD 44    | 2044-03-15      | 4.3000%  | 0.0000% | $6000.00           | $5205.99           | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $2000.00           | $2162.91           | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1170000.00        | $1242229.30        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.884%102230     | 2030-10-22      | 2.8840%  | 0.0000% | $3000.00           | $2852.58           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.75%042145      | 2045-04-21      | 4.7500%  | 0.0000% | $497000.00         | $455067.83         | Corporate Debt Securities                         |
| SONOCO PRODS CO                SR GLBL NT 26       | 2026-09-01      | 4.4500%  | 0.0000% | $4000.00           | $4029.59           | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 28     | 2028-06-01      | 4.6250%  | 0.0000% | $32000.00          | $32191.71          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL 144A 29     | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $973930.11         | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          CR SEN SR GLBL26    | 2026-08-09      | 1.7500%  | 0.0000% | $3000.00           | $2953.58           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 50       | 2050-04-15      | 5.1250%  | 0.0000% | $2000.00           | $1857.08           | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $19.00             | $16.57             | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 30       | 2030-05-13      | 3.2500%  | 0.0000% | $10000.00          | $9756.37           | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1058.89           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 33       | 2033-07-15      | 5.0500%  | 0.0000% | $2000.00           | $2074.78           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.7555%  | 0.0000% | $5000000.00        | $3247.51           | Asset-Backed Securities                           |
| HONEYWELL INTL INC             SR GLBL NT2.7%29    | 2029-08-15      | 2.7000%  | 0.0000% | $5000.00           | $4796.10           | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US7 NT52    | 2052-08-15      | 3.6500%  | 0.0000% | $15824000.00       | $11600482.09       | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 2.871%041932     | 2032-04-19      | 2.8710%  | 0.0000% | $200000.00         | $181763.45         | Corporate Debt Securities                         |
| BMW VEHICLE LEASE TR 2025-1    A-3    20280626 4.4 | 2028-06-26      | 4.4300%  | 0.0000% | $2000.00           | $2015.63           | Asset-Backed Securities                           |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61    | 2061-02-08      | 3.3790%  | 0.0000% | $901000.00         | $611950.62         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28      | 2028-09-30      | 11.0000% | 0.0000% | $1700000.00        | $1811633.33        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 31       | 2031-01-30      | 3.2500%  | 0.0000% | $5000.00           | $4696.68           | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.5%47    | 2047-05-09      | 4.5000%  | 0.0000% | $5000.00           | $4345.75           | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR GLBL NT4.9%44    | 2044-06-01      | 4.9000%  | 0.0000% | $5000.00           | $4156.53           | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR SEC GLBL 30      | 2030-10-15      | 7.2500%  | 0.0000% | $2000.00           | $2035.92           | Corporate Debt Securities                         |
| DELTA AIRLINES PT 2015-1       AA     20290130 3.6 | 2029-01-30      | 3.6250%  | 0.0000% | $12000.00          | $6732.29           | Asset-Backed Securities                           |
| FEDERAL REALTY OP LP           SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $4000.00           | $3975.92           | Corporate Debt Securities                         |
| NEWMONT CORP                   GTD NT 6.25%39      | 2039-10-01      | 6.2500%  | 0.0000% | $2000.00           | $2232.18           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT2.8%41    | 2041-10-15      | 2.8000%  | 0.0000% | $14000.00          | $10457.08          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 26       | 2026-02-21      | 4.7500%  | 0.0000% | $4000.00           | $4041.42           | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 9.9260%  | 0.0000% | $9000000.00        | $9486156.00        | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD 32       | 2032-03-15      | 2.1500%  | 0.0000% | $2000.00           | $1756.03           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 0.75%010626      | 2026-01-06      | 0.7500%  | 0.0000% | $3000.00           | $2988.14           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $7600000.00        | $3973.54           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 5.3055%  | 0.0000% | $3981000.00        | $2386.61           | Asset-Backed Securities                           |
| SOUTHERN CO                    JR SB GLBL 55       | 2055-03-15      | 6.3750%  | 0.0000% | $2000000.00        | $2159771.67        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 32       | 2032-10-15      | 1.8750%  | 0.0000% | $3000.00           | $2563.72           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5%021336         | 2036-02-13      | 5.0000%  | 0.0000% | $57000.00          | $58065.84          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.587%011836     | 2036-01-18      | 5.5870%  | 0.0000% | $98000.00          | $104379.31         | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $3010.99           | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR 144A NT 31       | 2031-09-13      | 2.6250%  | 0.0000% | $5000.00           | $4415.15           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $94000.00          | $104251.64         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-09-15      | 7.8750%  | 0.0000% | $3000.00           | $3461.98           | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29       | 2029-02-01      | 4.3750%  | 0.0000% | $2000.00           | $1741.26           | Corporate Debt Securities                         |
| PRESTIGE AUTO REC TR 2024-1    D      20300215 6.2 | 2030-02-15      | 6.2100%  | 0.0000% | $795000.00         | $809827.54         | Asset-Backed Securities                           |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $589.17            | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 31     | 2031-02-15      | 4.5000%  | 0.0000% | $2000.00           | $1941.82           | Corporate Debt Securities                         |
| GCC SAB DE CV                  SR GLBL REGS 32     | 2032-04-20      | 3.6140%  | 0.0000% | $300000.00         | $275770.17         | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $176000.00         | $188237.23         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL REGS 33     | 2033-09-15      | 5.7500%  | 0.0000% | $3000.00           | $3115.13           | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK REGS NT29    | 2029-09-30      | 11.1750% | 0.0000% | $2120.00           | $1959.54           | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR SEC GLBL 28      | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $3346.06           | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A REGS NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $5000.00           | $4738.65           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL FL NT 26    | 2026-03-20      | 5.0432%  | 0.0000% | $3000.00           | $3022.24           | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 2.973%62    | 2062-09-16      | 2.9730%  | 0.0000% | $1286000.00        | $784172.26         | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $50000.00          | $54914.83          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.65%030128      | 2028-03-01      | 5.6500%  | 0.0000% | $2000.00           | $2084.31           | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 42       | 2042-08-21      | 3.6250%  | 0.0000% | $6000.00           | $4936.01           | Corporate Debt Securities                         |
| SELECT MEDICAL CORP            SR GLBL 144A 32     | 2032-12-01      | 6.2500%  | 0.0000% | $4000.00           | $4164.61           | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 3.625%050427     | 2027-05-04      | 3.6250%  | 0.0000% | $2000.00           | $2027.46           | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 29       | 2029-09-02      | 5.1500%  | 0.0000% | $2000.00           | $2068.13           | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL28    | 2028-02-01      | 3.2500%  | 0.0000% | $5000.00           | $4940.73           | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.5%44    | 2044-02-22      | 5.5000%  | 0.0000% | $3000.00           | $3082.54           | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL 144A 50     | 2050-01-31      | 5.8750%  | 0.0000% | $987000.00         | $408309.56         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 50       | 2050-11-13      | 2.5500%  | 0.0000% | $6450000.00        | $4006804.50        | Corporate Debt Securities                         |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $249.00            | $7.89              | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.1%31    | 2031-02-22      | 5.1000%  | 0.0000% | $3000.00           | $3153.70           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-03-01      | 7.3750%  | 0.0000% | $738000.00         | $763292.49         | Corporate Debt Securities                         |
| AHS HOSP CORP                  SR -2021 BD 51      | 2051-07-01      | 2.7800%  | 0.0000% | $59000.00          | $38205.25          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -N NT 51    | 2051-08-15      | 2.7500%  | 0.0000% | $5000.00           | $3220.78           | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -F NT 26    | 2026-12-01      | 3.1000%  | 0.0000% | $2000.00           | $2005.09           | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 30       | 2030-02-01      | 6.3750%  | 0.0000% | $4000.00           | $3934.16           | Corporate Debt Securities                         |
| ACE CAP TR II                  JR SB NT 9.7%30     | 2030-04-01      | 9.7000%  | 0.0000% | $50000.00          | $60632.17          | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT2.1%30    | 2030-06-04      | 2.1000%  | 0.0000% | $2000.00           | $1836.79           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 5.1555%  | 0.0000% | $4078000.00        | $2376.80           | Asset-Backed Securities                           |
| GMACM HEQ LN TR 2007-HE2       A-4    20371225 FLT | 2037-12-25      | 7.4240%  | 0.0000% | $70000.00          | $1335.86           | Asset-Backed Securities                           |
| LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29    | 2029-07-15      | 5.1250%  | 0.0000% | $300000.00         | $185228.38         | Corporate Debt Securities                         |
| TOYOTA AT REC OWN TR 2022-B    A-3    20260915 2.9 | 2026-09-15      | 2.9300%  | 0.0000% | $239000.00         | $214.97            | Asset-Backed Securities                           |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.7055%  | 0.0000% | $942000.00         | $4511.36           | Asset-Backed Securities                           |
| OCCIDENTAL PETE CORP           SR GLBL NT 5%27     | 2027-08-01      | 5.0000%  | 0.0000% | $10004000.00       | $10260602.60       | Corporate Debt Securities                         |
| OCP CLO 2024-33 LTD            A-1    20370720 FLT | 2037-07-20      | 5.3844%  | 0.0000% | $36612300.00       | $36797750.27       | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT2.3%28    | 2028-03-25      | 2.3000%  | 0.0000% | $5000.00           | $4793.30           | Corporate Debt Securities                         |
| PROTECTIVE LIFE CORP           SR GLBL 144A 30     | 2030-01-15      | 3.4000%  | 0.0000% | $3000.00           | $2909.91           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4264.28           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              SR GLBL NT 28       | 2028-10-15      | 3.4370%  | 0.0000% | $4000.00           | $3604.75           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.2%031435       | 2035-03-14      | 5.2000%  | 0.0000% | $3000.00           | $3102.75           | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3265.50           | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.25%31     | 2031-03-15      | 4.2500%  | 0.0000% | $1000.00           | $1010.92           | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31       | 2031-06-15      | 5.2500%  | 0.0000% | $4000.00           | $4268.41           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT3.4%38    | 2038-01-15      | 3.4000%  | 0.0000% | $5000.00           | $4475.86           | Corporate Debt Securities                         |
| EVERGY METRO INC               SR GLBL NT4.2%47    | 2047-06-15      | 4.2000%  | 0.0000% | $2000.00           | $1705.05           | Corporate Debt Securities                         |
| KEYSPAN GAS EAST CORP MTN BE   SR 144A NT 33       | 2033-03-06      | 5.9940%  | 0.0000% | $3000.00           | $3207.02           | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT3.9%32    | 2032-06-15      | 3.9000%  | 0.0000% | $2000.00           | $1988.85           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-03-09      | 1.4310%  | 0.0000% | $18000.00          | $17850.73          | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $11000.00          | $3923.33           | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT 40       | 2040-11-15      | 3.2680%  | 0.0000% | $5000.00           | $3947.45           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 60       | 2060-09-01      | 2.4500%  | 0.0000% | $33000.00          | $19101.83          | Corporate Debt Securities                         |
| PATRICK INDS INC               SR GLBL 144A 32     | 2032-11-01      | 6.3750%  | 0.0000% | $3000.00           | $3157.84           | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 34       | 2034-03-15      | 5.8520%  | 0.0000% | $3000.00           | $3168.26           | Corporate Debt Securities                         |
| LSB INDS INC                   SR SEC GLBL 28      | 2028-10-15      | 6.2500%  | 0.0000% | $5000.00           | $4963.59           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-10-15      | 3.8750%  | 0.0000% | $474.00            | $433.54            | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL COCO 45    | 2045-12-01      | 5.3000%  | 0.0000% | $9262000.00        | $9061256.44        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $99863.00          | $99475.37          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-10-21      | 5.2064%  | 0.0000% | $3000.00           | $3014.31           | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2007-HE2       A-5    20371225 FLT | 2037-12-25      | 7.0510%  | 0.0000% | $50000.00          | $954.18            | Asset-Backed Securities                           |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32       | 2032-01-15      | 3.2500%  | 0.0000% | $5000.00           | $4538.80           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $2000.00           | $2097.12           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      SR GLBL COCO 26     | 2026-10-02      | 5.4899%  | 0.0000% | $2000.00           | $2024.80           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 49       | 2049-09-15      | 3.3500%  | 0.0000% | $5000.00           | $3648.65           | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT4.3%36    | 2036-05-14      | 4.3000%  | 0.0000% | $2000.00           | $1964.19           | Corporate Debt Securities                         |
| ANGI GROUP LLC                 SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $38000.00          | $35406.14          | Corporate Debt Securities                         |
| AIR LEASE CORP                 PERP JR SB GLBL     | 2500-12-31      | 4.1250%  | 0.0000% | $5000.00           | $4842.90           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 52       | 2052-03-15      | 3.5500%  | 0.0000% | $12000.00          | $8306.35           | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3%020130         | 2030-02-01      | 3.0000%  | 0.0000% | $5000.00           | $4700.85           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $42000.00          | $41765.22          | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.4%27      | 2027-03-01      | 3.4000%  | 0.0000% | $12000.00          | $11964.32          | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 46       | 2046-04-15      | 4.4500%  | 0.0000% | $3000.00           | $2585.57           | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 29     | 2029-01-15      | 6.0000%  | 0.0000% | $44000.00          | $44956.85          | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-1     A      20290715 4.1 | 2029-07-15      | 4.1000%  | 0.0000% | $3000.00           | $1713.05           | Asset-Backed Securities                           |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $916.83            | Asset-Backed Securities                           |
| CATERPILLAR FINL SVCS MTNS BE  VR 022724-022726    | 2026-02-27      | 4.7460%  | 0.0000% | $3000.00           | $3028.80           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT3.6%50    | 2050-11-15      | 3.6000%  | 0.0000% | $7345000.00        | $5079214.40        | Corporate Debt Securities                         |
| EXELON CORP                    JR SB GLBL NT 55    | 2055-03-15      | 6.5000%  | 0.0000% | $5400000.00        | $5721870.00        | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR 144A NT 7%32     | 2032-06-01      | 7.0000%  | 0.0000% | $1019000.00        | $1099370.79        | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $8288000.00        | $8675922.14        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 61       | 2061-12-15      | 3.0500%  | 0.0000% | $400000.00         | $258388.89         | Corporate Debt Securities                         |
| KKR GROUP FIN CO X LLC         SR GLBL 144A 51     | 2051-12-15      | 3.2500%  | 0.0000% | $321000.00         | $221890.54         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR NT 4.65%35       | 2035-05-20      | 4.6500%  | 0.0000% | $3000.00           | $3079.64           | Corporate Debt Securities                         |
| XTO ENERGY INC                 SR NT 6.75%37       | 2037-08-01      | 6.7500%  | 0.0000% | $1000.00           | $1165.32           | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL REGS 31     | 2031-02-15      | 5.2500%  | 0.0000% | $76000.00          | $53271.25          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL -49TH 52    | 2052-06-15      | 2.9000%  | 0.0000% | $12000.00          | $7458.07           | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 4.75%33     | 2033-05-19      | 4.7500%  | 0.0000% | $3000.00           | $3108.34           | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 26       | 2026-01-15      | 1.1250%  | 0.0000% | $1000.00           | $997.01            | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 26       | 2026-05-15      | 1.1500%  | 0.0000% | $4000.00           | $3959.53           | Corporate Debt Securities                         |
| BLACKROCK TCP CAPITAL CORP     SR GLBL NT 26       | 2026-02-09      | 2.8500%  | 0.0000% | $4000.00           | $3987.45           | Corporate Debt Securities                         |
| BEAR STEARNS 2ND LIEN 2007-1A  I-A    20370125 FLT | 2037-01-25      | 4.2955%  | 0.0000% | $2322096.00        | $4713.43           | Asset-Backed Securities                           |
| CHASE AUTO OWNER TRUST 2024-2  B      20300125 5.5 | 2030-01-25      | 5.5500%  | 0.0000% | $50000.00          | $51588.85          | Asset-Backed Securities                           |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2871.57           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 27    | 2027-06-09      | 5.0442%  | 0.0000% | $2000.00           | $2017.33           | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $4000.00           | $3952.49           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 26       | 2026-11-01      | 2.8500%  | 0.0000% | $9000.00           | $9020.52           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 2%28     | 2028-05-15      | 2.0000%  | 0.0000% | $4000.00           | $3827.25           | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 1.625%31    | 2031-05-13      | 1.6250%  | 0.0000% | $1000.00           | $898.90            | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           SR GLBL NT 27       | 2027-04-14      | 3.5880%  | 0.0000% | $4000.00           | $3984.42           | Corporate Debt Securities                         |
| BOEING CO                      3.85%48             | 2048-11-01      | 3.8500%  | 0.0000% | $2000.00           | $1553.72           | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.906%111935     | 2035-11-19      | 5.9060%  | 0.0000% | $300000.00         | $319914.88         | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $46000.00          | $49052.10          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT4.6%30    | 2030-05-15      | 4.6000%  | 0.0000% | $3000.00           | $3074.25           | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL 144A 31     | 2031-05-15      | 4.3750%  | 0.0000% | $2212000.00        | $2190728.55        | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT3.5%26    | 2026-02-01      | 3.5000%  | 0.0000% | $2000.00           | $2012.86           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.3%012745       | 2045-01-27      | 4.3000%  | 0.0000% | $87000.00          | $77769.11          | Corporate Debt Securities                         |
| SYMPHONY CLO LTD 2014-15       SUB    20261019 FLT | 2026-10-19      | 0.0000%  | 0.0000% | $317568.00         | $0.32              | Asset-Backed Securities                           |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30    | 2030-11-15      | 2.3000%  | 0.0000% | $2000.00           | $1831.51           | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4835%  | 0.0000% | $35433000.00       | $0.71              | Private Label Collateralized Mortgage Obligations |
| BLUE OWL CR INCOME CORP        SR GLBL NT4.7%27    | 2027-02-08      | 4.7000%  | 0.0000% | $3000.00           | $3021.47           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2975.32           | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.6055%  | 0.0000% | $7000000.00        | $3589.06           | Asset-Backed Securities                           |
| NUSTAR LOGISTICS L P           SR NT 5.625%27      | 2027-04-28      | 5.6250%  | 0.0000% | $3000.00           | $3022.23           | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.6%27    | 2027-09-01      | 3.6000%  | 0.0000% | $5000.00           | $4985.05           | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       VR 060921-060926    | 2026-06-09      | 4.7542%  | 0.0000% | $2000.00           | $2017.65           | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 29       | 2029-05-17      | 6.1500%  | 0.0000% | $26391000.00       | $27951675.77       | Corporate Debt Securities                         |
| NEW FLYER HLDGS INC            2LIEN GLBL 30       | 2030-07-01      | 9.2500%  | 0.0000% | $70000.00          | $76924.98          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5%081426         | 2026-08-14      | 5.0000%  | 0.0000% | $2000.00           | $2036.73           | Corporate Debt Securities                         |
| GXO LOGISTICS INCORPORATED     GLBL NT 2.65%31     | 2031-07-15      | 2.6500%  | 0.0000% | $3000.00           | $2703.16           | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-HE2     M-1    20551122 FLT | 2055-11-22      | 5.6808%  | 0.0000% | $1541260.00        | $1543929.02        | Asset-Backed Securities                           |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 4.2855%  | 0.0000% | $300000.00         | $905.25            | Asset-Backed Securities                           |
| KITE RLTY GROUP L P            GLBL NT 4.95%31     | 2031-12-15      | 4.9500%  | 0.0000% | $34000.00          | $35029.52          | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD 4%29     | 2029-03-30      | 4.0000%  | 0.0000% | $4000.00           | $3999.01           | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 27      | 2027-10-15      | 5.8750%  | 0.0000% | $1036000.00        | $1038311.43        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $44000.00          | $46283.16          | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXTND-B 144A 31     | 2031-01-07      | 12.8000% | 0.0000% | $250000.00         | $257625.00         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA3 M-2    20420425 FLT | 2042-04-25      | 8.5328%  | 0.0000% | $4350000.00        | $4556625.38        | Private Label Collateralized Mortgage Obligations |
| HORMEL FOODS CORP              SR GLBL NT1.8%30    | 2030-06-11      | 1.8000%  | 0.0000% | $5000.00           | $4539.05           | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $257.88            | Asset-Backed Securities                           |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 5.1450%  | 0.0000% | $2000.00           | $2016.34           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $80000.00          | $83395.83          | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 35       | 2035-03-01      | 4.9500%  | 0.0000% | $3000.00           | $3057.36           | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 55       | 2055-09-25      | 5.9500%  | 0.0000% | $4000.00           | $4082.97           | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51       | 2051-04-01      | 3.6250%  | 0.0000% | $26928000.00       | $18127682.76       | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.5%50    | 2050-09-15      | 2.5000%  | 0.0000% | $188000.00         | $118850.68         | Corporate Debt Securities                         |
| FEDEX CORP                     GLBL NT 2.4%31      | 2031-05-15      | 2.4000%  | 0.0000% | $4000.00           | $3621.27           | Corporate Debt Securities                         |
| ARES XXXVIII CLO LTD 18-38     SUB    20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $8000000.00        | $800.00            | Asset-Backed Securities                           |
| APPLE INC                      SR GLBL NT 26       | 2026-09-11      | 2.0500%  | 0.0000% | $2000.00           | $1976.53           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT3.1%50    | 2050-06-15      | 3.1000%  | 0.0000% | $8215000.00        | $5668030.53        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-11-01      | 9.5000%  | 0.0000% | $719.00            | $737.89            | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 5%32     | 2032-02-15      | 5.0000%  | 0.0000% | $3000.00           | $3092.30           | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL DB6.9%38    | 2038-05-15      | 6.9000%  | 0.0000% | $4000.00           | $4730.27           | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT 31       | 2031-05-25      | 2.6900%  | 0.0000% | $5000.00           | $4614.58           | Corporate Debt Securities                         |
| ASB BK LTD                     FR 5.284%061732     | 2032-06-17      | 5.2840%  | 0.0000% | $5000.00           | $5157.16           | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL NT6.5%27    | 2027-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1006.55           | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL -2027 27    | 2027-11-29      | 6.5500%  | 0.0000% | $177000.00         | $188958.76         | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT 26       | 2026-09-15      | 2.8750%  | 0.0000% | $2000.00           | $1989.17           | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 34       | 2034-04-05      | 5.7500%  | 0.0000% | $1860000.00        | $1965746.68        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.3%33    | 2033-05-10      | 4.3000%  | 0.0000% | $2000.00           | $2072.27           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    VR 011223-011226    | 2026-01-12      | 5.1992%  | 0.0000% | $2000.00           | $2008.28           | Corporate Debt Securities                         |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $597000.00         | $561193.27         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 A33    | 2033-03-01      | 5.2000%  | 0.0000% | $3000.00           | $3155.69           | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-05-15      | 11.2500% | 0.0000% | $2099000.00        | $1992045.46        | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3304.89           | Corporate Debt Securities                         |
| ENDURANCE INTL GROUP HLDGS INC SR GLBL 144A 29     | 2029-02-15      | 6.0000%  | 0.0000% | $214000.00         | $128863.67         | Corporate Debt Securities                         |
| EPR PPTYS                      SR GLBL NT 28       | 2028-04-15      | 4.9500%  | 0.0000% | $3000.00           | $3031.83           | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1ST MTG BD 6.35%    | 2036-06-01      | 6.3500%  | 0.0000% | $1000.00           | $1132.69           | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.4%25    | 2025-11-15      | 4.4000%  | 0.0000% | $79000.00          | $80574.38          | Corporate Debt Securities                         |
| CRESTLINE DENALI XIV 2016-14   SUB NT 20281023 FLT | 2028-10-23      | 0.0000%  | 0.0000% | $250000.00         | $8719.00           | Asset-Backed Securities                           |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 53    | 2053-01-15      | 5.2500%  | 0.0000% | $15000.00          | $14845.62          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 130 BD51    | 2051-03-15      | 3.1250%  | 0.0000% | $455000.00         | $313309.84         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.3%27      | 2027-04-01      | 3.3000%  | 0.0000% | $5000.00           | $4961.15           | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 29       | 2029-08-15      | 4.6500%  | 0.0000% | $4000.00           | $4118.63           | Corporate Debt Securities                         |
| CHASE AUTO OWNER TRUST 2024-4  A-3    20290725 4.9 | 2029-07-25      | 4.9400%  | 0.0000% | $1192480.00        | $1203820.88        | Asset-Backed Securities                           |
| OHIO PWR CO                    SR -D NT 6.6%33     | 2033-03-01      | 6.6000%  | 0.0000% | $4000.00           | $4473.04           | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT4.6%25    | 2025-11-01      | 4.6000%  | 0.0000% | $3000.00           | $3068.61           | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR NT 6.95%29       | 2029-04-15      | 6.9500%  | 0.0000% | $3000.00           | $3286.71           | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $1084000.00        | $1027974.06        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.7%26    | 2026-01-12      | 3.7000%  | 0.0000% | $1000.00           | $1009.97           | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 44    | 2044-05-06      | 5.3000%  | 0.0000% | $841000.00         | $846621.15         | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 4%29     | 2029-02-01      | 4.0000%  | 0.0000% | $4000.00           | $3996.80           | Corporate Debt Securities                         |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT 26       | 2026-03-15      | 2.2500%  | 0.0000% | $5000.00           | $4969.93           | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $95000.00          | $98494.65          | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT4.5%29    | 2029-10-15      | 4.5000%  | 0.0000% | $4000.00           | $3907.00           | Corporate Debt Securities                         |
| US BANCORP                     FR 4.548%072228     | 2028-07-22      | 4.5480%  | 0.0000% | $3000.00           | $3057.02           | Corporate Debt Securities                         |
| TRIDENT TPI HLDGS INC          SR 144A NT 28       | 2028-12-31      | 12.7500% | 0.0000% | $4491000.00        | $4985818.38        | Corporate Debt Securities                         |
| US BANCORP                     FR 3.1%042726       | 2026-04-27      | 3.1000%  | 0.0000% | $1390000.00        | $1383765.08        | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 7.8800%  | 0.0000% | $4500000.00        | $4574720.00        | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $18917000.00       | $9296917.29        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SUB GLBL NT 43      | 2043-07-13      | 6.1840%  | 0.0000% | $183000.00         | $206080.00         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025D 55    | 2055-09-15      | 6.2000%  | 0.0000% | $39000.00          | $40360.41          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR GLBL NT 28       | 2028-10-01      | 6.1250%  | 0.0000% | $4825000.00        | $4857251.10        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 28       | 2028-03-07      | 3.6500%  | 0.0000% | $2000.00           | $1995.95           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 5%43          | 2043-10-16      | 5.0000%  | 0.0000% | $5000.00           | $4773.97           | Corporate Debt Securities                         |
| TASEKO MINES LTD               SR SEC GLBL 30      | 2030-05-01      | 8.2500%  | 0.0000% | $928000.00         | $1016893.89        | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR NT 6.875%39      | 2039-11-10      | 6.8750%  | 0.0000% | $390000.00         | $456711.56         | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT3.3%30    | 2030-03-15      | 3.3000%  | 0.0000% | $3000.00           | $2907.62           | Corporate Debt Securities                         |
| UTD AUTO CR SEC TR 2023-1      D      20280710 8.0 | 2028-07-10      | 8.0000%  | 0.0000% | $7500000.00        | $5449069.27        | Asset-Backed Securities                           |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1872.67           | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR NT 5.5%45        | 2045-06-15      | 5.5000%  | 0.0000% | $2000.00           | $2038.20           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.7%54    | 2054-11-01      | 5.7000%  | 0.0000% | $5000.00           | $4844.55           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 26       | 2026-01-15      | 5.8500%  | 0.0000% | $4000.00           | $4076.14           | Corporate Debt Securities                         |
| BAT CAPITAL CORP               4.39%37             | 2037-08-15      | 4.3900%  | 0.0000% | $618000.00         | $575121.79         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR NT 4.3%42        | 2042-12-01      | 4.3000%  | 0.0000% | $5000.00           | $4475.58           | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54    | 2054-12-15      | 6.0000%  | 0.0000% | $10000.00          | $10165.67          | Corporate Debt Securities                         |
| AUTONATION INC                 CR SEN SR GLBL30    | 2030-06-01      | 4.7500%  | 0.0000% | $3000.00           | $3072.70           | Corporate Debt Securities                         |
| LBM ACQUISITION LLC            SR GLBL 144A 29     | 2029-01-15      | 6.2500%  | 0.0000% | $5000.00           | $4715.41           | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 26     | 2026-02-21      | 2.1250%  | 0.0000% | $2000.00           | $1992.79           | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $3000.00           | $3111.76           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT 144A NT 26      | 2026-05-08      | 5.1518%  | 0.0000% | $2000.00           | $2004.78           | Corporate Debt Securities                         |
| WINTRUST FINL CORP             SUB GLBL NT 29      | 2029-06-06      | 4.8500%  | 0.0000% | $2000.00           | $2016.05           | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 28     | 2028-09-15      | 6.8750%  | 0.0000% | $1279000.00        | $1330153.25        | Corporate Debt Securities                         |
| PETRONAS ENERGY CANADA LIMITED FR 2.112%032328     | 2028-03-23      | 2.1120%  | 0.0000% | $290000.00         | $277782.49         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $2024000.00        | $2069674.71        | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2021A 26    | 2026-01-15      | 0.9000%  | 0.0000% | $5000.00           | $4978.15           | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $938.00            | $267.64            | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-B 144A 29     | 2029-04-09      | 14.6900% | 0.0000% | $310000.00         | $321253.00         | Corporate Debt Securities                         |
| SIMMONS FIRST NATL CORP        SUB GLBL NT 35      | 2035-10-01      | 6.2500%  | 0.0000% | $3000.00           | $3034.55           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A5       1-A-2  20371025 FLT | 2037-10-25      | 0.0000%  | 0.0000% | $1194000.00        | $0.00              | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BK N A          SR NT 5.882%26      | 2026-10-30      | 5.8820%  | 0.0000% | $400000.00         | $407036.00         | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 60     | 2060-05-15      | 3.9500%  | 0.0000% | $5000.00           | $3668.42           | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR 144A NT 32       | 2032-03-01      | 2.7500%  | 0.0000% | $5000.00           | $4513.72           | Corporate Debt Securities                         |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28      | 2028-02-15      | 11.5000% | 0.0000% | $92000.00          | $96806.80          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL UUU BD50    | 2050-04-15      | 3.3200%  | 0.0000% | $5000.00           | $3540.73           | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      SR SEC GLBL 33      | 2033-02-15      | 8.1250%  | 0.0000% | $100000.00         | $103708.28         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 6.8750%  | 0.0000% | $2000.00           | $2108.18           | Corporate Debt Securities                         |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.4255%  | 0.0000% | $338000.00         | $1808.32           | Asset-Backed Securities                           |
| ROYALTY PHARMA PLC             SR GLBL NT5.9%54    | 2054-09-02      | 5.9000%  | 0.0000% | $3000.00           | $3054.53           | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD5.1%65    | 2065-06-01      | 5.1000%  | 0.0000% | $5000.00           | $4720.15           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2020A 50    | 2050-02-01      | 3.6500%  | 0.0000% | $5000.00           | $3590.28           | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -P NT 33    | 2033-04-01      | 5.3000%  | 0.0000% | $4000.00           | $4108.11           | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-11-15      | 2.2500%  | 0.0000% | $2000.00           | $1785.25           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 31       | 2031-03-11      | 1.6500%  | 0.0000% | $2000.00           | $1749.66           | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34      | 2034-04-15      | 6.0000%  | 0.0000% | $4000.00           | $4229.07           | Corporate Debt Securities                         |
| WP CAREY INC                   GLBL NT 5.375%34    | 2034-06-30      | 5.3750%  | 0.0000% | $4000.00           | $4186.35           | Corporate Debt Securities                         |
| UNILEVER CAP CORP              SR GLBL NT 51       | 2051-08-12      | 2.6250%  | 0.0000% | $185000.00         | $118588.78         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DB7.2%29    | 2029-03-15      | 7.2000%  | 0.0000% | $2000.00           | $2170.40           | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P           SR GLBL NT 30       | 2030-10-01      | 6.3750%  | 0.0000% | $4000.00           | $4188.25           | Corporate Debt Securities                         |
| VIPER ENERGY INC               SR GLBL 144A 27     | 2027-11-01      | 5.3750%  | 0.0000% | $1044000.00        | $1070449.74        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 27       | 2027-03-17      | 2.6250%  | 0.0000% | $4000.00           | $3935.43           | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.534%27    | 2027-03-10      | 2.5340%  | 0.0000% | $4000.00           | $3932.76           | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 29       | 2029-09-15      | 6.1250%  | 0.0000% | $671000.00         | $688550.94         | Corporate Debt Securities                         |
| MERCEDES-BENZ AUTO TR 2021-1   A-4    20271215 0.7 | 2027-12-15      | 0.7300%  | 0.0000% | $1000.00           | $422.97            | Asset-Backed Securities                           |
| COMMONWEALTH EDISON CO         1M GLBL 136 BD34    | 2034-06-01      | 5.3000%  | 0.0000% | $2000.00           | $2143.65           | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP IN SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $61000.00          | $62461.22          | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL -A BD 31    | 2031-12-01      | 2.3000%  | 0.0000% | $2000.00           | $1802.71           | Corporate Debt Securities                         |
| DUQUESNE LT HLDGS INC          SR 144A NT 32       | 2032-01-07      | 2.7750%  | 0.0000% | $5000.00           | $4489.49           | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 29     | 2029-03-15      | 3.5000%  | 0.0000% | $3656000.00        | $3508890.68        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $1270.00           | $1217.89           | Corporate Debt Securities                         |
| ALABAMA PWR CO                 GLBL 2022C NT 32    | 2032-09-01      | 3.9400%  | 0.0000% | $4000.00           | $3908.19           | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31       | 2031-02-01      | 3.3750%  | 0.0000% | $17000.00          | $15636.22          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR NT-T   5.7%33    | 2033-02-15      | 5.7000%  | 0.0000% | $1000.00           | $1079.26           | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 33       | 2033-04-01      | 6.1500%  | 0.0000% | $2000.00           | $2122.49           | Corporate Debt Securities                         |
| US BANCORP                     FR 5.836%061234     | 2034-06-12      | 5.8360%  | 0.0000% | $1000.00           | $1089.75           | Corporate Debt Securities                         |
| ENA NORTE TR                   EXT GLBL REGS 28    | 2028-04-25      | 4.9500%  | 0.0000% | $60000.00          | $14282.51          | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SB REGS NT6.7%57    | 2057-12-09      | 6.7000%  | 0.0000% | $4700000.00        | $4808060.83        | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2036-11-18      | 3.0200%  | 0.0000% | $50000.00          | $45481.00          | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $342.96            | Corporate Debt Securities                         |
| SNAP INC                       SR GLBL REGS 33     | 2033-03-01      | 6.8750%  | 0.0000% | $2000.00           | $2068.34           | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         SR GLBL NT3.3%49    | 2049-09-01      | 3.3000%  | 0.0000% | $3000.00           | $2155.14           | Corporate Debt Securities                         |
| EL PUERTO DE LIVERPOOL S.A.B.  SR GLBL REGS 37     | 2037-01-22      | 6.6580%  | 0.0000% | $920000.00         | $1001230.99        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT1.4%26    | 2026-08-05      | 1.4000%  | 0.0000% | $5000.00           | $4887.62           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $2000.00           | $2008.70           | Corporate Debt Securities                         |
| CENTRAL PARENT INC / CENT MERG SR SEC GLBL 29      | 2029-06-15      | 7.2500%  | 0.0000% | $2438000.00        | $2088826.93        | Corporate Debt Securities                         |
| CHASE AUTO OWNER TRUST 2024-1  A-4    20291025 5.0 | 2029-10-25      | 5.0500%  | 0.0000% | $100000.00         | $101909.47         | Asset-Backed Securities                           |
| CHART INDS INC                 SR SEC 144A NT31    | 2031-01-01      | 9.5000%  | 0.0000% | $1351000.00        | $1490053.93        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR NT 5.3%43        | 2043-12-05      | 5.3000%  | 0.0000% | $4000.00           | $3888.82           | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $1016.00           | $1797.76           | Corporate Debt Securities                         |
| EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27      | 2027-05-14      | 5.5000%  | 0.0000% | $423000.00         | $134177.51         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT5.9%26    | 2026-11-15      | 5.9000%  | 0.0000% | $3000.00           | $3133.24           | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -C NT 32    | 2032-11-15      | 5.3750%  | 0.0000% | $4000.00           | $4268.10           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 27       | 2027-08-01      | 3.2500%  | 0.0000% | $2000.00           | $1991.15           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           JR SB GLBL DB 54    | 2054-09-01      | 6.4500%  | 0.0000% | $49000.00          | $52410.40          | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD3.5%26    | 2026-04-01      | 3.5000%  | 0.0000% | $1013000.00        | $1012196.35        | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL HH NT 30    | 2030-12-15      | 4.4500%  | 0.0000% | $4000.00           | $3996.84           | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $320000.00         | $324520.00         | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2017-CH2        A-19   20471225 FLT | 2047-12-25      | 4.0000%  | 0.0000% | $107000.00         | $3400.66           | Private Label Collateralized Mortgage Obligations |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $715.00            | $286.81            | Corporate Debt Securities                         |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.4055%  | 0.0000% | $4508000.00        | $3076.76           | Asset-Backed Securities                           |
| STAR TR 2021-SFR2              E      20390120 FLT | 2039-01-20      | 6.1467%  | 0.0000% | $1077000.00        | $1152.21           | Asset-Backed Securities                           |
| SHERWIN WILLIAMS CO            SR GLBL NT 28       | 2028-03-01      | 4.5500%  | 0.0000% | $4000.00           | $4064.85           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 GLBL NT 2.3%60      | 2060-08-15      | 2.3000%  | 0.0000% | $301000.00         | $160485.84         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 1.267%030227     | 2027-03-02      | 1.2670%  | 0.0000% | $163000.00         | $161653.04         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-11-01      | 4.6250%  | 0.0000% | $2000.00           | $2076.05           | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT 29       | 2029-06-14      | 3.2500%  | 0.0000% | $4000.00           | $3936.91           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 5.625%33      | 2033-09-07      | 5.6250%  | 0.0000% | $2000.00           | $2139.70           | Corporate Debt Securities                         |
| EQUINOR ASA                    SR DEB 7.15%25      | 2025-11-15      | 7.1500%  | 0.0000% | $64000.00          | $66154.93          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2013D 43    | 2043-10-01      | 4.6500%  | 0.0000% | $5000.00           | $4319.73           | Corporate Debt Securities                         |
| SANTOS FINANCE LTD             SR 144A NT 31       | 2031-04-29      | 3.6490%  | 0.0000% | $2000.00           | $1868.52           | Corporate Debt Securities                         |
| VM CONS INCORPORATED           SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $4000.00           | $3988.86           | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT 36       | 2036-11-21      | 6.8750%  | 0.0000% | $35000.00          | $40835.01          | Corporate Debt Securities                         |
| VALARIS LTD                    SR SEC 144A NT30    | 2030-04-30      | 8.3750%  | 0.0000% | $857000.00         | $893516.77         | Corporate Debt Securities                         |
| MASCO CORP                     SR NT 6.5%32        | 2032-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1115.28           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4512.56           | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $449000.00         | $393375.63         | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 28       | 2028-04-15      | 2.4500%  | 0.0000% | $2000.00           | $1920.94           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $476000.00         | $547374.81         | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 26       | 2026-08-15      | 3.2500%  | 0.0000% | $5000.00           | $4996.61           | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 40       | 2040-06-22      | 3.8500%  | 0.0000% | $5000.00           | $3891.08           | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 5%34     | 2034-03-01      | 5.0000%  | 0.0000% | $9000.00           | $9284.53           | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBILE RECEIVABLE D      20310515 5.0 | 2031-05-15      | 5.0800%  | 0.0000% | $3550000.00        | $3564312.81        | Asset-Backed Securities                           |

### Security 654: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HO6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HO6
- **C.18 - Value (incl. sponsor support):** $500387135.00
- **C.18.a - Value (excl. sponsor support):** $500387135.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $18811.00          | $963875.64         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1776786.00        | $3358125.54        | Equities   |
| JANUS DETROIT STR TR           HENDERSON SECURI | 2500-12-31      | N/A      | 0.0000% | $56052.00          | $2928268.58        | Equities   |
| SPDR SERIES TRUST              BLOOMBERG INTL T | 2500-12-31      | N/A      | 0.0000% | $20592.00          | $468056.16         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $47747.00          | $2122354.15        | Equities   |
| SELECT SECTOR SPDR TR          FINANCIAL        | 2500-12-31      | N/A      | 0.0000% | $55762.00          | $2912449.26        | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1377170.00        | $2974687.20        | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $203536.00         | $378576.96         | Equities   |
| PDD HOLDINGS INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $185843.00         | $25276506.43       | Equities   |
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $410666.00         | $25276492.30       | Equities   |
| CARPENTER TECHNOLOGY CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $79269.00          | $25276506.03       | Equities   |
| WISDOMTREE TR                  HIGH INCOME LADD | 2500-12-31      | N/A      | 0.0000% | $978.00            | $24958.56          | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $23503.00          | $25276301.35       | Equities   |
| FERROVIAL SE                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $403328.00         | $25276565.76       | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $23555.00          | $1457818.95        | Equities   |
| EA SERIES TRUST                CAMBRIA ENDOWM   | 2500-12-31      | N/A      | 0.0000% | $3430.00           | $105118.87         | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $6140.00           | $1879331.20        | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $49564.72          | Equities   |
| ZOETIS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $141144.00         | $20338850.40       | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89660.00          | $906462.60         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $14005.00          | $151534.10         | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $77988.00          | $871125.96         | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $33360.00          | $338270.40         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $48494.00          | $500943.02         | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $35737.00          | $411690.24         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $21792.00          | $14814855.36       | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $920013.00         | $1242017.55        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF | 2500-12-31      | N/A      | 0.0000% | $3795.00           | $97455.60          | Equities   |
| ICL GROUP LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $175120.00         | $1140031.20        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $81614.00          | $854498.58         | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $32430.00          | $332731.80         | Equities   |
| LIONHEART HOLDINGS             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $23609.00          | $250255.40         | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2125864.00        | $25276522.96       | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $1349.00           | $341512.84         | Equities   |
| BANCO MACRO SA                 SPON ADR B       | 2500-12-31      | N/A      | 0.0000% | $81287.00          | $6897201.95        | Equities   |
| COCA-COLA FEMSA SAB DE CV      SPONS ADS REP    | 2500-12-31      | N/A      | 0.0000% | $104972.00         | $9100022.68        | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $91610.00          | $138331.10         | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $35129.00          | $633551.52         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $10962.00          | $29268.54          | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $178173.00         | $21961603.98       | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2268.00           | $113320.62         | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9729.00           | $102154.50         | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $3488.00           | $2324647.36        | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1511.00           | $33914.40          | Equities   |
| LEGEND BIOTECH CORP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $70749.00          | $2281655.25        | Equities   |
| PIMCO ETF TR                   SR LN ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $91720.00          | $4662127.60        | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE CR | 2500-12-31      | N/A      | 0.0000% | $52637.00          | $1576741.33        | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $822328.00         | $4818842.08        | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $154701.40         | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $38770.00          | $406697.30         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $74264.00          | $765661.84         | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $58246.00          | $588867.06         | Equities   |
| ISHARES TR                     IBONDS DEC2026   | 2500-12-31      | N/A      | 0.0000% | $246777.00         | $5991745.56        | Equities   |
| DIREXION SHS ETF TR            NAS100 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $7589.00           | $782881.24         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  SHORT DURATION M | 2500-12-31      | N/A      | 0.0000% | $34409.00          | $907709.42         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $774160.00         | $18835312.80       | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $10197.00          | $258137.06         | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1118656.00        | $871880.49         | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $32475.00          | $3528733.50        | Equities   |
| ISHARES TR                     IBONDS 27 TRM TS | 2500-12-31      | N/A      | 0.0000% | $61690.00          | $1388641.90        | Equities   |
| ISHARES TR                     CORE MSCI TOTAL  | 2500-12-31      | N/A      | 0.0000% | $29292.00          | $2464043.04        | Equities   |
| ISHARES TR                     FUTURE AI & TECH | 2500-12-31      | N/A      | 0.0000% | $242791.00         | $12282796.69       | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $159381.00         | $11507308.20       | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3123.00           | $76229.31          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL LOW     | 2500-12-31      | N/A      | 0.0000% | $32773.00          | $1085962.85        | Equities   |
| PALO ALTO NETWORKS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $55243.00          | $12057889.61       | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE FLTG | 2500-12-31      | N/A      | 0.0000% | $79754.00          | $3964571.34        | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4396.00           | $122604.44         | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2128.00           | $60107.49          | Equities   |
| CHORD ENERGY CORPORATION       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $128968.00         | $11636782.64       | Equities   |
| NOKIA CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3545104.00        | $25276591.52       | Equities   |
| A2Z CUST2MATE SOLUTIONS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $321830.00         | $2301084.50        | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $17575.00          | $633139.38         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $62687.50          | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $5129.00           | $82935.93          | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $26392.00          | $282394.40         | Equities   |
| ISHARES TR                     IBONDS 27 ETF    | 2500-12-31      | N/A      | 0.0000% | $145229.00         | $3533421.57        | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $300050.00         | $9658609.50        | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $789900.00         | $12551511.00       | Equities   |
| ISHARES TR                     RUS 1000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $30344.00          | $14692564.80       | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $444510.00         | $9463617.90        | Equities   |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $41233.00          | $355428.46         | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $20300.00          | $2044007.00        | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $36506.00          | $1577059.20        | Equities   |
| FRANKLIN ETF TR                SHRT DUR US GOVT | 2500-12-31      | N/A      | 0.0000% | $12738.00          | $1160941.32        | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $33199.00          | $1279821.45        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 HY   | 2500-12-31      | N/A      | 0.0000% | $73801.00          | $1700375.04        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES GLOBAL G | 2500-12-31      | N/A      | 0.0000% | $629.00            | $31739.34          | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $398271.00         | $23032011.93       | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $1713.00           | $71563.83          | Equities   |
| FORTUNA MNG CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $703637.00         | $5812041.62        | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $879331.00         | $1020023.96        | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3310.00           | $72182.16          | Equities   |
| SPROTT FDS TR                  ACTIVE GOLD & SI | 2500-12-31      | N/A      | 0.0000% | $6153.00           | $223188.38         | Equities   |
| NEBIUS GROUP N.V.              SHS CLASS A      | 2500-12-31      | N/A      | 0.0000% | $203548.00         | $25276590.64       | Equities   |
| CAL MAINE FOODS INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $27372.00          | $2377805.64        | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $832208.00         | $18916087.84       | Equities   |
| BANK NOVA SCOTIA HALIFAX       COM              | 2500-12-31      | N/A      | 0.0000% | $18877.00          | $1239463.82        | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $14672.00          | $209894.70         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $12621.00          | $852296.13         | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $257310.00         | $8740820.70        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $5455.00           | $1519435.70        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $1319.00           | $55908.98          | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $6562.00           | $68966.62          | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $1835.00           | $19616.15          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $655.00            | $11996.26          | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $8754.00           | $323635.38         | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $15201.00          | $153530.10         | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $11460.00          | $120330.00         | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $226414.00         | $355469.98         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $15529.00          | $3150678.81        | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $21178.00          | $470998.72         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $7986.00           | $337850.13         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI | 2500-12-31      | N/A      | 0.0000% | $37340.00          | $871515.60         | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL EX US HGH | 2500-12-31      | N/A      | 0.0000% | $49953.00          | $995603.25         | Equities   |
| KYNDRYL HLDGS INC              COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $49555.00          | $1407857.55        | Equities   |
| MEDIAALPHA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $269194.00         | $3292242.62        | Equities   |

### Security 655: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AAHZ3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AAHZ3
- **C.18 - Value (incl. sponsor support):** $500184590.00
- **C.18.a - Value (excl. sponsor support):** $500184590.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $547058.86         | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2022-108R       E-R    20370720 FLT | 2037-07-20      | 11.4144% | 0.0000% | $5570000.00        | $5679493.64        | Asset-Backed Securities                           |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.6760%  | 0.0000% | $3150000.00        | $175359.49         | Asset-Backed Securities                           |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $740000.00         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $259130.00         | Asset-Backed Securities                           |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $39350.21          | Asset-Backed Securities                           |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $1390000.00        | $1392592.81        | Asset-Backed Securities                           |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2515601.14        | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.4 | 2054-06-25      | 5.4360%  | 0.0000% | $890000.00         | $893747.79         | Asset-Backed Securities                           |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $2166482.50        | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 5.3828%  | 0.0000% | $12000000.00       | $958568.39         | Asset-Backed Securities                           |
| FIRSTKEY HOMES 2020-SFR2 TR    F-1    20371019 3.0 | 2037-10-19      | 3.0170%  | 0.0000% | $2930000.00        | $2929982.91        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5478%  | 0.0000% | $1300000.00        | $922236.64         | Asset-Backed Securities                           |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $13106.11          | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1147657.80        | Asset-Backed Securities                           |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 7.1467%  | 0.0000% | $4554000.00        | $14920.22          | Asset-Backed Securities                           |
| GREENSKY HOME IMPRT TR 2025-1  A-4    20600325 5.2 | 2060-03-25      | 5.2200%  | 0.0000% | $755000.00         | $542133.70         | Asset-Backed Securities                           |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 10.9662% | 0.0000% | $3000000.00        | $3010745.54        | Asset-Backed Securities                           |
| BX TR 2022-AHP                 D      20390118 FLT | 2039-01-18      | 6.4722%  | 0.0000% | $11705000.00       | $11702196.89       | Private Label Collateralized Mortgage Obligations |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $5923458.75        | Asset-Backed Securities                           |
| NIAGARA PK CLO LTD 2019-1RR    E-RR   20380119 FLT | 2038-01-19      | 9.9816%  | 0.0000% | $600000.00         | $592789.05         | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-2     B4     20580525 FLT | 2058-05-25      | 3.9433%  | 0.0000% | $10912000.00       | $8233844.04        | Asset-Backed Securities                           |
| MARLETTE FUNDING TRUST 2021-1  D      20310616 2.4 | 2031-06-16      | 2.4700%  | 0.0000% | $8860000.00        | $642817.18         | Asset-Backed Securities                           |
| OCTAGON INVEST PARTS 2020-46R  D-R    20360715 FLT | 2036-07-15      | 7.4662%  | 0.0000% | $20500000.00       | $20391314.92       | Asset-Backed Securities                           |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $665880.89         | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2185080.00        | Asset-Backed Securities                           |
| GOLUB CAPITAL PART 2021-53BR   E-R    20340720 FLT | 2034-07-20      | 8.5844%  | 0.0000% | $3845000.00        | $3832400.03        | Asset-Backed Securities                           |
| JPMDB COML MTG SEC TR 2016-C2  B      20490617 3.9 | 2049-06-17      | 3.9901%  | 0.0000% | $4500000.00        | $4059841.87        | Private Label Collateralized Mortgage Obligations |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 11.0162% | 0.0000% | $1400000.00        | $1374360.49        | Asset-Backed Securities                           |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2828%  | 0.0000% | $8927000.00        | $8404198.84        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.6135%  | 0.0000% | $6420000.00        | $3632357.99        | Private Label Collateralized Mortgage Obligations |
| DRYDEN 115 C 12.40142 18APR37 144A                 | 2037-04-18      | 10.9844% | 0.0000% | $150000.00         | $151605.95         | Asset-Backed Securities                           |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2529105.00        | Asset-Backed Securities                           |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 5.6190%  | 0.0000% | $1103000.00        | $476649.76         | Asset-Backed Securities                           |
| AVANT LOANS FUNDING 2025-REV1  D      20340515 8.3 | 2034-05-15      | 8.3900%  | 0.0000% | $970000.00         | $992719.23         | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1152203.40        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $590000.00         | Asset-Backed Securities                           |
| FIRSTKEY HOMES 2020-SFR2 TR    G1     20371019 4.0 | 2037-10-19      | 4.0000%  | 0.0000% | $300000.00         | $300187.00         | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE3           XS     20550525 FLT | 2055-05-25      | 3.7070%  | 0.0000% | $29385978.00       | $2345877.66        | Asset-Backed Securities                           |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $3024784.00        | Asset-Backed Securities                           |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 10.8844% | 0.0000% | $660000.00         | $669237.23         | Asset-Backed Securities                           |
| HERTZ VEHICLE FIN 2025-2       D      20310925 8.3 | 2031-09-25      | 8.3400%  | 0.0000% | $3330000.00        | $3351132.18        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $314640.96         | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8338%  | 0.0000% | $2199350.00        | $1757315.42        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF5             M-2    20540825 FLT | 2054-08-25      | 4.0000%  | 0.0000% | $1808000.00        | $1689683.88        | Asset-Backed Securities                           |
| PAGAYA AI DEBT G 5.617 15APR32 144A                | 2032-04-15      | 5.6170%  | 0.0000% | $780000.00         | $786309.11         | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $24263000.00       | $24966325.05       | Asset-Backed Securities                           |
| TREMAN PARK CLO LTD 2015       SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $11243568.00       | $1124.36           | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.3458%  | 0.0000% | $2000000.00        | $18537.32          | Asset-Backed Securities                           |
| PARK BLUE CLO  LTD 2024-VI     E      20380125 FLT | 2038-01-25      | 9.2580%  | 0.0000% | $2500000.00        | $2459096.66        | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $1031496.45        | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $2090907.39        | Asset-Backed Securities                           |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 12.2145% | 0.0000% | $1200000.00        | $1174583.62        | Asset-Backed Securities                           |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1531585.73        | Asset-Backed Securities                           |
| TRTX ISSUER LTD 2021-FL4       D      20380317 FLT | 2038-03-17      | 7.7455%  | 0.0000% | $2405000.00        | $2403356.63        | Asset-Backed Securities                           |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.6161% | 0.0000% | $3250000.00        | $3055286.94        | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 6.0196%  | 0.0000% | $2000000.00        | $3528814.32        | Asset-Backed Securities                           |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $4500000.00        | $3567912.52        | Private Label Collateralized Mortgage Obligations |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $467297.52         | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES 2023- E      20300910 9.4 | 2030-09-10      | 9.4900%  | 0.0000% | $1000000.00        | $1054247.83        | Asset-Backed Securities                           |
| COMMERCIAL EQUI FIN LLC 2024-1 C      20310415 7.3 | 2031-04-15      | 7.3600%  | 0.0000% | $150000.00         | $153889.22         | Asset-Backed Securities                           |
| AMMC CLO 2025-31 LTD           E      20380222 FLT | 2038-02-22      | 9.3344%  | 0.0000% | $2380000.00        | $2328892.33        | Asset-Backed Securities                           |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 7.2965%  | 0.0000% | $7372000.00        | $6781048.12        | Private Label Collateralized Mortgage Obligations |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $190361.51         | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $1350000.00        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3532%  | 0.0000% | $6526000.00        | $6567209.45        | Asset-Backed Securities                           |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.3390% | 0.0000% | $2575000.00        | $2433876.46        | Asset-Backed Securities                           |
| ATALAYA EQPMNT LSNG TR 2021-1  C      20280615 2.6 | 2028-06-15      | 2.6900%  | 0.0000% | $8691000.00        | $3212620.73        | Asset-Backed Securities                           |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.8475%  | 0.0000% | $6800000.00        | $697602.94         | Private Label Collateralized Mortgage Obligations |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 12.0144% | 0.0000% | $5000000.00        | $4787055.39        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $1120270.10        | Asset-Backed Securities                           |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 7.0308%  | 0.0000% | $1500000.00        | $1501468.82        | Asset-Backed Securities                           |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.2960% | 0.0000% | $2750000.00        | $2743031.54        | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $52880000.00       | $51936159.58       | Asset-Backed Securities                           |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.4467%  | 0.0000% | $7750000.00        | $7772437.63        | Private Label Collateralized Mortgage Obligations |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $19318180.35       | Asset-Backed Securities                           |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 10.7416% | 0.0000% | $3175000.00        | $3091371.45        | Asset-Backed Securities                           |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $1049980.80        | Asset-Backed Securities                           |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $5280152.00        | Asset-Backed Securities                           |
| SHACKLETON CLO 2015-7-R        E      20310715 FLT | 2031-07-15      | 10.3661% | 0.0000% | $7600000.00        | $7362098.55        | Asset-Backed Securities                           |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.3461% | 0.0000% | $1000000.00        | $999661.29         | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $566202.00         | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2021-12       B-5    20520225 FLT | 2052-02-25      | 3.1585%  | 0.0000% | $6587000.00        | $4925151.45        | Private Label Collateralized Mortgage Obligations |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.6055%  | 0.0000% | $3000000.00        | $543836.75         | Asset-Backed Securities                           |
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 10.8874% | 0.0000% | $3330000.00        | $3316186.62        | Asset-Backed Securities                           |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1087062.58        | Private Label Collateralized Mortgage Obligations |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.5105%  | 0.0000% | $9000000.00        | $7410646.51        | Asset-Backed Securities                           |
| CENTERSQUARE ISSUER LLC 2025-3 A-2    20550825 5.0 | 2055-08-25      | 5.0000%  | 0.0000% | $2750000.00        | $2690991.42        | Asset-Backed Securities                           |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $292500.00         | Asset-Backed Securities                           |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.4390%  | 0.0000% | $2000000.00        | $231202.63         | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2024-A     A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $1782000.00        | $1792377.18        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC 2024-A        D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $3500000.00        | $3526534.28        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 3.9418%  | 0.0000% | $15750000.00       | $2161472.57        | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $11700000.00       | $11804738.40       | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 3.9418%  | 0.0000% | $12250000.00       | $4365097.16        | Asset-Backed Securities                           |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $16430000.00       | $16454525.44       | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUANCE 2024-B C      20371120 6.6 | 2037-11-20      | 6.6000%  | 0.0000% | $115000.00         | $117730.06         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $3054205.00        | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2779750.00        | Asset-Backed Securities                           |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.9745% | 0.0000% | $3500000.00        | $3407152.06        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.3044% | 0.0000% | $4675000.00        | $4628923.83        | Asset-Backed Securities                           |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1095303.69        | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $2006.28           | Asset-Backed Securities                           |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.3724%  | 0.0000% | $500000.00         | $498834.31         | Private Label Collateralized Mortgage Obligations |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.3016% | 0.0000% | $7675000.00        | $7639742.50        | Asset-Backed Securities                           |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6409454.10        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1575000.00        | Asset-Backed Securities                           |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1837275.00        | Private Label Collateralized Mortgage Obligations |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $5000000.00        | $5422599.45        | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 7.6196%  | 0.0000% | $4000000.00        | $7730.56           | Asset-Backed Securities                           |
| GREENSKY HME IMP ISSUER 2024-1 D      20590625 7.3 | 2059-06-25      | 7.3300%  | 0.0000% | $6000000.00        | $5535193.24        | Asset-Backed Securities                           |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 10.7044% | 0.0000% | $2175000.00        | $2178198.99        | Asset-Backed Securities                           |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $5053057.00        | $2378994.39        | Asset-Backed Securities                           |
| MAGNETITE XX LTD 2018-20       SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2383000.00        | $166810.00         | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 6.0890%  | 0.0000% | $10000000.00       | $3879393.33        | Private Label Collateralized Mortgage Obligations |
| GALLATIN CLO VIII LTD 2017-1R  E-R    20310715 FLT | 2031-07-15      | 11.0862% | 0.0000% | $1600000.00        | $1505099.48        | Asset-Backed Securities                           |
| ROCKFORD TOWER LTD 2019-2      E      20320820 FLT | 2032-08-20      | 10.5152% | 0.0000% | $3000000.00        | $2978340.90        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $160000.00         | $155301.36         | Asset-Backed Securities                           |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $2000000.00        | $1936436.00        | Asset-Backed Securities                           |
| GLS AUTO REC ISS TR 2025-1     E      20320315 7.1 | 2032-03-15      | 7.1900%  | 0.0000% | $3800000.00        | $3860057.31        | Asset-Backed Securities                           |
| VENTURE XVIII CLO 2014-18R     SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $7500000.00        | $750.00            | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3611%  | 0.0000% | $9500000.00        | $9522982.76        | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $11500000.00       | $12219226.30       | Asset-Backed Securities                           |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.4561% | 0.0000% | $2000000.00        | $1536243.24        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-5 B-2    20700625 FLT | 2070-06-25      | 7.3312%  | 0.0000% | $5752000.00        | $5736212.51        | Asset-Backed Securities                           |
| AGL CLO LTD 2025-37            E      20380422 FLT | 2038-04-22      | 8.6574%  | 0.0000% | $2250000.00        | $2253272.26        | Asset-Backed Securities                           |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $7980000.00        | $7543092.34        | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              E-1    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $4400000.00        | $4077219.67        | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1509050.00        | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              F-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2300000.00        | $2041224.32        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $2019156.89        | Asset-Backed Securities                           |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.4474%  | 0.0000% | $2000000.00        | $12601.60          | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $2944310.40        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC 2024-A        C      20290215 6.1 | 2029-02-15      | 6.1600%  | 0.0000% | $5750000.00        | $5779415.72        | Asset-Backed Securities                           |
| AMMC CLO 21 LTD 2017-21        SUB NT 20301104 FLT | 2030-11-04      | 0.0000%  | 0.0000% | $2750000.00        | $440000.00         | Asset-Backed Securities                           |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $3000000.00        | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 6.2955%  | 0.0000% | $2500000.00        | $2504821.58        | Asset-Backed Securities                           |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $3329400.00        | Asset-Backed Securities                           |
| FIRSTKEY HOMES 2020-SFR2 TR    G2     20371019 4.5 | 2037-10-19      | 4.5000%  | 0.0000% | $300000.00         | $300311.70         | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2023-3     D      20290815 6.5 | 2029-08-15      | 6.5800%  | 0.0000% | $1337000.00        | $1228746.38        | Asset-Backed Securities                           |
| PRPM LLC 2024-RCF2             M-2    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $4316000.00        | $4061908.45        | Asset-Backed Securities                           |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $12375000.00       | $7344426.38        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8338%  | 0.0000% | $2942300.00        | $2200669.18        | Asset-Backed Securities                           |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $247500.00         | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $482055.00         | Asset-Backed Securities                           |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2229039.10        | Asset-Backed Securities                           |
| BARCLAYS MTG TR 2021-NPL1      A      20511125 2.0 | 2051-11-25      | 5.0000%  | 0.0000% | $2420000.00        | $681647.36         | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $5940000.00        | $5809485.66        | Asset-Backed Securities                           |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.3152%  | 0.0000% | $1662000.00        | $1653935.95        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 22-15R         E-R    20350423 FLT | 2035-04-23      | 9.8574%  | 0.0000% | $2460000.00        | $2462667.47        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $3175284.76        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1783041.81        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 5.9958%  | 0.0000% | $2000000.00        | $427387.24         | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.6941%  | 0.0000% | $7639000.00        | $5449393.64        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2021-INV6     B-5    20520425 FLT | 2052-04-25      | 3.3441%  | 0.0000% | $4707650.00        | $3182251.96        | Private Label Collateralized Mortgage Obligations |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $1662333.22        | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2214233.29        | Asset-Backed Securities                           |
| BENEFIT STR PRTNR CLO 2021-21R E-R    20341016 FLT | 2034-10-16      | 10.8661% | 0.0000% | $1000000.00        | $1002849.40        | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $13848000.00       | $14336986.73       | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1000000.00        | $1006060.17        | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1239997.92        | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      E-2    20380519 2.6 | 2038-05-19      | 2.6880%  | 0.0000% | $4927000.00        | $4885943.31        | Asset-Backed Securities                           |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1213542.45        | Asset-Backed Securities                           |
| PALMER SQUAR LN FDG LTD 2024-1 D      20321015 FLT | 2032-10-15      | 8.8045%  | 0.0000% | $160000.00         | $160544.50         | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2025-SFR1 E2     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $4768000.00        | $4420059.97        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $19035000.00       | $15703554.09       | Asset-Backed Securities                           |

### Security 656: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ABJZ9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ABJZ9
- **C.18 - Value (incl. sponsor support):** $900241605.00
- **C.18.a - Value (excl. sponsor support):** $900241605.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GGAM FIN LTD                   SR 144A NT 29    | 2029-04-15      | 6.8750%  | 0.0000% | $220000.00         | $228873.61         | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 30    | 2030-04-23      | 2.9500%  | 0.0000% | $280000.00         | $246572.36         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 30    | 2030-04-01      | 4.3750%  | 0.0000% | $3032000.00        | $2875475.53        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 31   | 2031-12-01      | 7.1250%  | 0.0000% | $2007000.00        | $2155974.59        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46 | 2046-10-01      | 4.1000%  | 0.0000% | $4181000.00        | $3158297.20        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32   | 2032-02-16      | 6.7000%  | 0.0000% | $1461000.00        | $1477819.36        | Corporate Debt Securities |
| POST HLDGS INC                 SR SEC GLBL 32   | 2032-02-15      | 6.2500%  | 0.0000% | $550000.00         | $572354.44         | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 32  | 2032-01-15      | 7.2500%  | 0.0000% | $4000.00           | $4287.31           | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27   | 2027-06-01      | 4.8750%  | 0.0000% | $407000.00         | $315191.82         | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 32    | 2032-01-15      | 3.7500%  | 0.0000% | $459000.00         | $431919.77         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 6.8500%  | 0.0000% | $3600000.00        | $3709418.00        | Corporate Debt Securities |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27  | 2027-06-01      | 4.7500%  | 0.0000% | $199000.00         | $202580.34         | Corporate Debt Securities |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27  | 2027-06-01      | 4.7500%  | 0.0000% | $1005000.00        | $1023081.63        | Corporate Debt Securities |
| JAMES HARDIE INTL FIN LTD      SR GLBL 144A 28  | 2028-01-15      | 5.0000%  | 0.0000% | $1426000.00        | $1439123.95        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A NT 30    | 2030-03-15      | 5.8750%  | 0.0000% | $2000.00           | $2014.23           | Corporate Debt Securities |
| LAMB WESTON HLDGS INC          SR GLBL 144A 32  | 2032-01-31      | 4.3750%  | 0.0000% | $50000.00          | $48252.38          | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 33  | 2033-10-15      | 5.8750%  | 0.0000% | $7162000.00        | $7300609.57        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29    | 2029-02-15      | 3.5000%  | 0.0000% | $90000.00          | $87350.55          | Corporate Debt Securities |
| GRUPO AVAL LTD                 SR GLBL REGS 30  | 2030-02-04      | 4.3750%  | 0.0000% | $500000.00         | $477125.69         | Corporate Debt Securities |
| WINNEBAGO INDS INC             SR SEC GLBL 28   | 2028-07-15      | 6.2500%  | 0.0000% | $1389000.00        | $1412519.63        | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 27    | 2027-02-15      | 11.2500% | 0.0000% | $6546000.00        | $7228011.38        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31 | 2031-05-15      | 7.5000%  | 0.0000% | $2176000.00        | $2348564.05        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29    | 2029-02-15      | 3.5000%  | 0.0000% | $8572000.00        | $8319654.61        | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR GLBL 144A 33  | 2033-02-01      | 6.2500%  | 0.0000% | $700000.00         | $725742.50         | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP  | 2500-12-31      | 5.8750%  | 0.0000% | $13118000.00       | $13013700.97       | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33 | 2033-07-03      | 6.5000%  | 0.0000% | $284000.00         | $302245.58         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33 | 2033-07-03      | 6.5000%  | 0.0000% | $691000.00         | $735393.30         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33 | 2033-07-03      | 6.5000%  | 0.0000% | $7008000.00        | $7458228.96        | Corporate Debt Securities |
| SIMPAR EUROPE                  SR GLBL REGS 31  | 2031-01-26      | 5.2000%  | 0.0000% | $18372000.00       | $14441820.93       | Corporate Debt Securities |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28  | 2028-09-01      | 3.8750%  | 0.0000% | $100000.00         | $97267.83          | Corporate Debt Securities |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30  | 2030-05-15      | 8.0000%  | 0.0000% | $6315000.00        | $6895987.02        | Corporate Debt Securities |
| FMC CORP                       SUB GLBL NT 55   | 2055-11-01      | 8.4500%  | 0.0000% | $504000.00         | $523417.72         | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 30    | 2030-03-15      | 5.7500%  | 0.0000% | $2652000.00        | $2754095.37        | Corporate Debt Securities |
| CIENA CORP                     SR GLBL 144A 30  | 2030-01-31      | 4.0000%  | 0.0000% | $85000.00          | $82574.95          | Corporate Debt Securities |
| CINEMARK USA INC               SR GLBL 144A 32  | 2032-08-01      | 7.0000%  | 0.0000% | $31000.00          | $32740.03          | Corporate Debt Securities |
| LAND O LAKES INC               PERP SUB -A 144A | 2079-12-31      | 8.0000%  | 0.0000% | $12621000.00       | $12497594.67       | Corporate Debt Securities |
| GENESEE & WYO INC              SR SEC 144A NT32 | 2032-04-15      | 6.2500%  | 0.0000% | $2000.00           | $2044.42           | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $933000.00         | $935971.09         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $10685000.00       | $10719025.79       | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 30  | 2030-07-15      | 5.2500%  | 0.0000% | $7500000.00        | $7585637.50        | Corporate Debt Securities |
| JEFFERIES FINANCE LLC/JFIN CP  SR SEC 144A NT31 | 2031-10-15      | 6.6250%  | 0.0000% | $924000.00         | $909404.91         | Corporate Debt Securities |
| KOHLS CORP                     SR SEC GLBL 30   | 2030-06-01      | 10.0000% | 0.0000% | $670000.00         | $757285.37         | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28  | 2028-02-15      | 6.0000%  | 0.0000% | $1177000.00        | $1183022.32        | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28  | 2028-02-15      | 6.0000%  | 0.0000% | $9142000.00        | $9188776.57        | Corporate Debt Securities |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT33 | 2033-05-01      | 6.7500%  | 0.0000% | $17407000.00       | $18781717.82       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 35    | 2035-01-23      | 5.3360%  | 0.0000% | $1016000.00        | $1071763.95        | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 28  | 2028-07-15      | 5.0000%  | 0.0000% | $5420000.00        | $5471935.64        | Corporate Debt Securities |
| LAND O LAKES INC               PERP SUB GLBL    | 2079-12-31      | 7.0000%  | 0.0000% | $1499000.00        | $1304901.15        | Corporate Debt Securities |
| TOPBUILD COR                   SR GLBL 144A 29  | 2029-03-15      | 3.6250%  | 0.0000% | $17000.00          | $16419.31          | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28  | 2028-11-01      | 4.7500%  | 0.0000% | $1540000.00        | $1553336.40        | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29 | 2029-04-01      | 3.8750%  | 0.0000% | $9620000.00        | $9386706.98        | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30  | 2030-01-30      | 4.7500%  | 0.0000% | $29000.00          | $28412.31          | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30  | 2030-01-30      | 4.7500%  | 0.0000% | $1850000.00        | $1812509.75        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $13599000.00       | $15380737.20       | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 33  | 2033-08-15      | 6.3750%  | 0.0000% | $2000.00           | $2056.29           | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 33  | 2033-08-15      | 6.3750%  | 0.0000% | $2829000.00        | $2908628.10        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -A 55 | 2055-10-15      | 6.6250%  | 0.0000% | $154000.00         | $159360.80         | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -A 55 | 2055-10-15      | 6.6250%  | 0.0000% | $1877000.00        | $1942339.15        | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL NT 34    | 2034-02-08      | 4.8500%  | 0.0000% | $2910000.00        | $3020789.36        | Corporate Debt Securities |
| TELEFLEX INCORPORATED          SR GLBL 144A 28  | 2028-06-01      | 4.2500%  | 0.0000% | $637000.00         | $634317.17         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-07-15      | 5.7500%  | 0.0000% | $1178000.00        | $1198863.03        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-07-15      | 5.7500%  | 0.0000% | $4800000.00        | $4885010.67        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 4.3750%  | 0.0000% | $860000.00         | $825315.12         | Corporate Debt Securities |
| EDISON INTL                    JR SB GLBL NT 53 | 2053-06-15      | 8.1250%  | 0.0000% | $4000000.00        | $4264337.78        | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B  | 2500-12-31      | 5.0000%  | 0.0000% | $17039000.00       | $16813214.32       | Corporate Debt Securities |
| DYCOM INDS INC                 SR GLBL 144A 29  | 2029-04-15      | 4.5000%  | 0.0000% | $1380000.00        | $1354525.20        | Corporate Debt Securities |
| ENTEGRIS INC                   SR SEC GLBL 29   | 2029-04-15      | 4.7500%  | 0.0000% | $3000.00           | $2991.90           | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37  | 2037-09-20      | 5.0000%  | 0.0000% | $1098000.00        | $945327.98         | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30  | 2030-03-15      | 6.6250%  | 0.0000% | $2000.00           | $2019.43           | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30  | 2030-03-15      | 6.6250%  | 0.0000% | $65000.00          | $65631.49          | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30  | 2030-03-15      | 6.6250%  | 0.0000% | $1602000.00        | $1617563.88        | Corporate Debt Securities |
| BRINKS CO                      SR GLBL 144A 32  | 2032-06-15      | 6.7500%  | 0.0000% | $118000.00         | $125786.82         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $336000.00         | $366728.55         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $5132000.00        | $5601342.07        | Corporate Debt Securities |
| BRINKS CO                      SR GLBL 144A 29  | 2029-06-15      | 6.5000%  | 0.0000% | $58000.00          | $61220.48          | Corporate Debt Securities |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 32  | 2032-07-15      | 6.3750%  | 0.0000% | $469000.00         | $484683.75         | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 144A 30  | 2030-05-15      | 6.8750%  | 0.0000% | $5247000.00        | $5306135.88        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26 | 2026-11-16      | 3.5000%  | 0.0000% | $2489000.00        | $2517204.52        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 62    | 2062-03-15      | 5.3910%  | 0.0000% | $73000.00          | $45781.11          | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30    | 2030-01-15      | 5.0930%  | 0.0000% | $611000.00         | $614943.75         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR NT 4.3%43     | 2043-02-15      | 4.3000%  | 0.0000% | $427000.00         | $310919.10         | Corporate Debt Securities |
| KEYCORP CAP III                JR SB PFD TR 29  | 2029-07-15      | 7.7500%  | 0.0000% | $5369000.00        | $5831697.44        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52    | 2052-03-15      | 5.1410%  | 0.0000% | $1575000.00        | $1201534.51        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33  | 2033-07-15      | 7.5000%  | 0.0000% | $4802000.00        | $4864025.83        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 4.875%43   | 2043-04-01      | 4.8750%  | 0.0000% | $1500000.00        | $1078593.75        | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27  | 2027-04-15      | 8.0000%  | 0.0000% | $1144000.00        | $1164655.56        | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27  | 2027-04-15      | 8.0000%  | 0.0000% | $13000.00          | $13234.72          | Corporate Debt Securities |
| CNX RES CORP                   SR GLBL 144A 32  | 2032-03-01      | 7.2500%  | 0.0000% | $623000.00         | $655161.34         | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL 144A 31  | 2031-06-15      | 4.7500%  | 0.0000% | $2029000.00        | $1967236.11        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $26000.00          | $25760.11          | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30   | 2030-04-15      | 3.9000%  | 0.0000% | $9057000.00        | $8343791.44        | Corporate Debt Securities |
| ADOBE INC                      SR GLBL NT5.3%35 | 2035-01-17      | 5.3000%  | 0.0000% | $2017000.00        | $2160330.26        | Corporate Debt Securities |
| ADIENT GLOBAL HLDGS LTD        SR SEC 144A NT28 | 2028-04-15      | 7.0000%  | 0.0000% | $1000000.00        | $1028096.67        | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $1050000.00        | $979917.75         | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $5156000.00        | $4811862.78        | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35 | 2035-06-15      | 8.3750%  | 0.0000% | $2382000.00        | $2508433.91        | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35 | 2035-06-15      | 8.3750%  | 0.0000% | $4173000.00        | $4394498.20        | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32    | 2032-10-15      | 6.3750%  | 0.0000% | $42000.00          | $42351.47          | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 27    | 2027-12-01      | 5.8750%  | 0.0000% | $127000.00         | $130174.89         | Corporate Debt Securities |
| ALTAGAS LTD                    JR SB GLBL 54    | 2054-10-15      | 7.2000%  | 0.0000% | $4669000.00        | $4816820.54        | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32    | 2032-10-15      | 6.3750%  | 0.0000% | $3771000.00        | $3802556.98        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30  | 2030-02-15      | 4.8750%  | 0.0000% | $400000.00         | $400080.67         | Corporate Debt Securities |
| ALCOA NEDERLAND HLDG B V       SR GLBL 144A 27  | 2027-12-15      | 5.5000%  | 0.0000% | $1600000.00        | $1610632.00        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $1458000.00        | $1442796.30        | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 33  | 2033-08-01      | 7.3750%  | 0.0000% | $6000.00           | $6232.58           | Corporate Debt Securities |
| CLEAN HARBORS INC              SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $1297000.00        | $1327264.05        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28  | 2028-03-15      | 4.7500%  | 0.0000% | $500000.00         | $499294.72         | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 28  | 2028-10-01      | 3.3750%  | 0.0000% | $868000.00         | $827987.37         | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR NT 6.25%33    | 2033-07-01      | 6.2500%  | 0.0000% | $3000.00           | $3265.39           | Corporate Debt Securities |
| ADT SECURITY CORPORATION       SR SEC GLBL 32   | 2032-07-15      | 4.8750%  | 0.0000% | $897000.00         | $882355.73         | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR GLBL 144A 33  | 2033-02-01      | 6.2500%  | 0.0000% | $1878000.00        | $1947063.45        | Corporate Debt Securities |
| ADT SECURITY CORPORATION       SR SEC GLBL 32   | 2032-07-15      | 4.8750%  | 0.0000% | $1670000.00        | $1642735.86        | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 30  | 2030-05-15      | 4.8000%  | 0.0000% | $690000.00         | $691133.90         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31 | 2031-06-01      | 8.3750%  | 0.0000% | $3758000.00        | $3992258.06        | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $18755000.00       | $19460604.78       | Corporate Debt Securities |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 33  | 2033-10-15      | 6.7500%  | 0.0000% | $276000.00         | $281536.56         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.125%30 | 2030-04-14      | 7.1250%  | 0.0000% | $13916000.00       | $13703844.78       | Corporate Debt Securities |
| AES GENER S A                  JR SB GLBL 55    | 2055-06-10      | 8.1500%  | 0.0000% | $3975000.00        | $4283239.17        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-07-15      | 6.9500%  | 0.0000% | $5150000.00        | $5107584.03        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $3866000.00        | $4039652.13        | Corporate Debt Securities |
| ASGN INC                       SR GLBL 144A 28  | 2028-05-15      | 4.6250%  | 0.0000% | $940000.00         | $945260.61         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30   | 2030-04-15      | 3.9000%  | 0.0000% | $37000.00          | $34086.37          | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 30  | 2030-08-01      | 7.0000%  | 0.0000% | $855000.00         | $886674.90         | Corporate Debt Securities |
| ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27   | 2027-11-15      | 6.0000%  | 0.0000% | $517000.00         | $532565.15         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL NT3.5%32 | 2032-03-15      | 3.5000%  | 0.0000% | $3917000.00        | $3442777.51        | Corporate Debt Securities |
| ADT SECURITY CORPORATION       1LIEN GLBL 33    | 2033-10-15      | 5.8750%  | 0.0000% | $1851000.00        | $1878008.15        | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL NT 27    | 2027-12-01      | 4.7500%  | 0.0000% | $283000.00         | $287372.82         | Corporate Debt Securities |
| BRINKER INTL INC               SR GLBL 144A 30  | 2030-07-15      | 8.2500%  | 0.0000% | $700000.00         | $758983.17         | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 30  | 2030-03-01      | 5.0000%  | 0.0000% | $17000.00          | $16991.22          | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR GLBL NT 27    | 2027-12-01      | 4.1250%  | 0.0000% | $2260000.00        | $2272785.95        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29  | 2029-05-01      | 4.3750%  | 0.0000% | $673000.00         | $676489.51         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31 | 2031-06-01      | 8.3750%  | 0.0000% | $1110000.00        | $1179192.77        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31 | 2031-01-07      | 7.6250%  | 0.0000% | $9701000.00        | $10189290.40       | Corporate Debt Securities |
| SBL HOLDINGS LLC               PERP JR SB 144A  | 2500-12-31      | 6.5000%  | 0.0000% | $6934000.00        | $6889229.47        | Corporate Debt Securities |
| SBL HOLDINGS LLC               PERP JR SB 144A  | 2500-12-31      | 6.5000%  | 0.0000% | $13424000.00       | $13337325.71       | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27  | 2027-07-15      | 5.6250%  | 0.0000% | $2000000.00        | $2032365.00        | Corporate Debt Securities |
| TRUSTEES OF DARTMOUTH COLLEGE  SR -A BD3.474%46 | 2046-06-01      | 3.4740%  | 0.0000% | $1000.00           | $796.01            | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 6%35  | 2035-01-13      | 6.0000%  | 0.0000% | $271000.00         | $273529.33         | Corporate Debt Securities |
| LITHIA MTRS INC                SR GLBL 144A 31  | 2031-01-15      | 4.3750%  | 0.0000% | $550000.00         | $531279.07         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 36    | 2036-01-10      | 6.2500%  | 0.0000% | $400000.00         | $398752.22         | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30   | 2030-04-15      | 7.8750%  | 0.0000% | $700000.00         | $724626.88         | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 26   | 2026-04-15      | 5.7500%  | 0.0000% | $309000.00         | $311888.29         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44    | 2044-03-17      | 7.2500%  | 0.0000% | $5000.00           | $5268.20           | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR GLBL NT3.5%32 | 2032-03-01      | 3.5000%  | 0.0000% | $981000.00         | $906211.83         | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 26   | 2026-04-15      | 5.7500%  | 0.0000% | $2076000.00        | $2095404.83        | Corporate Debt Securities |
| LAND O LAKES INC               PERP JR SB 144A  | 2079-12-31      | 7.2500%  | 0.0000% | $4347000.00        | $3909100.13        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31 | 2031-01-07      | 7.6250%  | 0.0000% | $1487000.00        | $1561846.70        | Corporate Debt Securities |
| LAMB WESTON HLDGS INC          SR GLBL 144A 30  | 2030-01-31      | 4.1250%  | 0.0000% | $200000.00         | $195462.50         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $1483000.00        | $1612841.59        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49 | 2049-03-19      | 6.9000%  | 0.0000% | $400000.00         | $398523.33         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49 | 2049-03-19      | 6.9000%  | 0.0000% | $1000000.00        | $996308.33         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29    | 2029-02-01      | 5.7500%  | 0.0000% | $600000.00         | $619605.17         | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30  | 2030-01-30      | 6.8750%  | 0.0000% | $1817000.00        | $1915276.99        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 31  | 2031-07-15      | 8.5000%  | 0.0000% | $2000.00           | $2179.72           | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 31  | 2031-07-15      | 8.5000%  | 0.0000% | $198000.00         | $215792.61         | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 30  | 2030-08-01      | 6.1250%  | 0.0000% | $1117000.00        | $1176154.30        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL 144A 82 | 2082-03-15      | 5.2500%  | 0.0000% | $41000.00          | $41091.53          | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $800000.00         | $809175.56         | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 29    | 2029-04-15      | 9.7500%  | 0.0000% | $2354000.00        | $2648679.60        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $46000.00          | $42342.89          | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27    | 2027-03-15      | 3.7550%  | 0.0000% | $2441000.00        | $2427496.52        | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 29    | 2029-04-15      | 9.7500%  | 0.0000% | $9893000.00        | $11131430.47       | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL 144A 30  | 2030-02-15      | 4.7500%  | 0.0000% | $185000.00         | $182931.29         | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL 144A 30  | 2030-02-15      | 4.7500%  | 0.0000% | $1134000.00        | $1121319.36        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57 | 2057-02-28      | 6.2500%  | 0.0000% | $2000.00           | $1964.45           | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 31    | 2031-03-15      | 3.6250%  | 0.0000% | $127000.00         | $119864.12         | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 31    | 2031-03-15      | 3.6250%  | 0.0000% | $4000.00           | $3775.25           | Corporate Debt Securities |
| OCEANEERING INTL INC           SR GLBL NT 6%28  | 2028-02-01      | 6.0000%  | 0.0000% | $270000.00         | $276466.50         | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I PERP  | 2500-12-31      | 8.1250%  | 0.0000% | $3998000.00        | $4529857.27        | Corporate Debt Securities |
| UNITED STATES STL CORP         SR GLBL NT 29    | 2029-03-01      | 6.8750%  | 0.0000% | $150000.00         | $152758.25         | Corporate Debt Securities |
| MILLROSE PPTYS INC             SR GLBL 144A 30  | 2030-08-01      | 6.3750%  | 0.0000% | $16000.00          | $16470.00          | Corporate Debt Securities |
| MILLROSE PPTYS INC             SR GLBL 144A 30  | 2030-08-01      | 6.3750%  | 0.0000% | $235000.00         | $241903.12         | Corporate Debt Securities |
| NORTHERN TR CORP               JR SB GLBL NT 32 | 2032-11-02      | 6.1250%  | 0.0000% | $19000.00          | $21379.84          | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32 | 2032-06-30      | 8.4990%  | 0.0000% | $1100000.00        | $1160051.75        | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30    | 2030-10-15      | 10.2500% | 0.0000% | $2201000.00        | $2260241.14        | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL 144A 30  | 2030-01-15      | 4.7500%  | 0.0000% | $5002000.00        | $5059553.57        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27  | 2027-02-15      | 5.6250%  | 0.0000% | $2565000.00        | $2595100.27        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $4699000.00        | $4561166.58        | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 30  | 2030-07-01      | 4.1250%  | 0.0000% | $300000.00         | $286467.00         | Corporate Debt Securities |
| UNITED RENTALS INC             SR GLBL NT 31    | 2031-02-15      | 3.8750%  | 0.0000% | $2648000.00        | $2525240.19        | Corporate Debt Securities |
| SOLSTICE ADVANCED MATLS INC    SR 144A NT 33    | 2033-09-30      | 5.6250%  | 0.0000% | $491000.00         | $492756.55         | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 29   | 2029-10-31      | 7.2500%  | 0.0000% | $529000.00         | $550288.14         | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 29   | 2029-10-31      | 7.2500%  | 0.0000% | $3060000.00        | $3183141.20        | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 33  | 2033-03-15      | 5.8750%  | 0.0000% | $2506000.00        | $2593301.38        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31  | 2031-02-01      | 6.0000%  | 0.0000% | $17000.00          | $16377.12          | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32    | 2032-04-15      | 6.2500%  | 0.0000% | $4323000.00        | $4112676.44        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31  | 2031-02-01      | 6.0000%  | 0.0000% | $2333000.00        | $2247518.88        | Corporate Debt Securities |
| HOLOGIC INC                    SR GLBL 144A 28  | 2028-02-01      | 4.6250%  | 0.0000% | $990000.00         | $998486.78         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29  | 2029-02-01      | 5.7500%  | 0.0000% | $2000.00           | $1989.13           | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33  | 2033-08-01      | 7.3750%  | 0.0000% | $412000.00         | $442396.22         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33  | 2033-08-01      | 7.3750%  | 0.0000% | $200000.00         | $214755.44         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $706000.00         | $619774.53         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $1300000.00        | $911888.61         | Corporate Debt Securities |
| LAMAR MEDIA CORP               SR GLBL NT 28    | 2028-02-15      | 3.7500%  | 0.0000% | $1964000.00        | $1932559.63        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 28    | 2028-01-15      | 3.8750%  | 0.0000% | $2778000.00        | $2741535.28        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 28  | 2028-11-01      | 4.7500%  | 0.0000% | $1720000.00        | $1734895.20        | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29  | 2029-12-01      | 3.8750%  | 0.0000% | $1629000.00        | $1569457.11        | Corporate Debt Securities |
| ORGANON & CO                   SR SEC GLBL 28   | 2028-04-30      | 4.1250%  | 0.0000% | $945000.00         | $897636.60         | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30  | 2030-03-15      | 9.8750%  | 0.0000% | $5220000.00        | $5587895.45        | Corporate Debt Securities |
| PHINIA INC                     SR GLBL 144A 32  | 2032-10-15      | 6.6250%  | 0.0000% | $3547000.00        | $3665946.67        | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30  | 2030-09-15      | 7.8750%  | 0.0000% | $500000.00         | $504921.25         | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30  | 2030-09-15      | 7.8750%  | 0.0000% | $3588000.00        | $3623314.89        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-03-15      | 7.8750%  | 0.0000% | $227000.00         | $241285.68         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29    | 2029-05-15      | 4.8750%  | 0.0000% | $1676000.00        | $1667484.52        | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR GLBL NT3.5%32 | 2032-03-01      | 3.5000%  | 0.0000% | $42000.00          | $38798.06          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $21000.00          | $22576.44          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $335000.00         | $360148.03         | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL NT 29    | 2029-01-15      | 8.2500%  | 0.0000% | $3968000.00        | $4142439.89        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 31  | 2031-01-15      | 4.1250%  | 0.0000% | $361000.00         | $344228.39         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $3200000.00        | $3106136.00        | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 27  | 2027-12-01      | 4.0000%  | 0.0000% | $498000.00         | $499696.52         | Corporate Debt Securities |
| SALLY HLDGS LLC                SR GLBL NT 32    | 2032-03-01      | 6.7500%  | 0.0000% | $250000.00         | $263172.50         | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32  | 2032-12-01      | 9.6250%  | 0.0000% | $36000.00          | $42438.49          | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC 144A NT33 | 2033-01-15      | 6.0000%  | 0.0000% | $8015000.00        | $8216149.78        | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $149000.00         | $151739.12         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2079-12-31      | 4.8750%  | 0.0000% | $3900000.00        | $3866625.75        | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $2000000.00        | $2036766.67        | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 30  | 2030-06-01      | 4.6250%  | 0.0000% | $30000.00          | $30042.02          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42    | 2042-07-21      | 2.9080%  | 0.0000% | $198000.00         | $148937.14         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-10-21      | 4.3690%  | 0.0000% | $2000.00           | $1995.23           | Corporate Debt Securities |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT7.5%32 | 2032-04-15      | 7.5000%  | 0.0000% | $533000.00         | $560046.20         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32  | 2032-04-15      | 6.8750%  | 0.0000% | $1961000.00        | $2069081.60        | Corporate Debt Securities |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT7.5%32 | 2032-04-15      | 7.5000%  | 0.0000% | $4764000.00        | $5005741.24        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30  | 2030-04-15      | 6.8750%  | 0.0000% | $3043000.00        | $3025793.53        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27  | 2027-05-01      | 5.1250%  | 0.0000% | $2500000.00        | $2553037.50        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 50    | 2050-05-15      | 4.6500%  | 0.0000% | $1500000.00        | $947162.50         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47 | 2047-09-20      | 5.2000%  | 0.0000% | $4500000.00        | $2951650.00        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30    | 2030-05-15      | 3.6250%  | 0.0000% | $353000.00         | $332326.65         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30    | 2030-05-15      | 3.6250%  | 0.0000% | $1865000.00        | $1755776.79        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 29    | 2029-01-19      | 8.6250%  | 0.0000% | $35000.00          | $38535.28          | Corporate Debt Securities |
| EMERA INC                      SUB COCO 76      | 2076-06-15      | 6.7500%  | 0.0000% | $222000.00         | $228958.04         | Corporate Debt Securities |
| ELASTIC N V                    SR GLBL 144A 29  | 2029-07-15      | 4.1250%  | 0.0000% | $13250000.00       | $12937846.56       | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30   | 2030-01-01      | 7.5000%  | 0.0000% | $661000.00         | $705558.01         | Corporate Debt Securities |
| BOYD GAMING CORP               SR GLBL 144A 31  | 2031-06-15      | 4.7500%  | 0.0000% | $2938000.00        | $2848565.65        | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28    | 2028-02-01      | 5.1250%  | 0.0000% | $2821000.00        | $2851727.74        | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28    | 2028-02-01      | 5.1250%  | 0.0000% | $59000.00          | $59642.66          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $4476000.00        | $4434701.44        | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 31  | 2031-06-15      | 5.8750%  | 0.0000% | $4500000.00        | $4761800.63        | Corporate Debt Securities |
| MINERVA LUXEMBOURG S A         SR REGS NT 33    | 2033-09-13      | 8.8750%  | 0.0000% | $20000000.00       | $22172736.11       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62 | 2062-03-30      | 6.3750%  | 0.0000% | $2008000.00        | $1988527.42        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62 | 2062-03-30      | 6.3750%  | 0.0000% | $3685000.00        | $3649264.71        | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 6.75%30  | 2030-04-23      | 6.7500%  | 0.0000% | $818000.00         | $787545.86         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 6.75%30  | 2030-04-23      | 6.7500%  | 0.0000% | $8323000.00        | $8013134.71        | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32 | 2032-06-30      | 8.4990%  | 0.0000% | $500000.00         | $527296.25         | Corporate Debt Securities |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP  | 2500-12-31      | 7.6250%  | 0.0000% | $600000.00         | $622238.00         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32    | 2032-10-15      | 6.3750%  | 0.0000% | $9230000.00        | $9307239.72        | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP  | 2500-12-31      | 4.7000%  | 0.0000% | $7825000.00        | $7355673.89        | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL NT 27    | 2027-10-01      | 1.7500%  | 0.0000% | $70000.00          | $65597.58          | Corporate Debt Securities |
| ALUMINA PTY LTD                SR GLBL 144A 32  | 2032-09-15      | 6.3750%  | 0.0000% | $1600000.00        | $1668734.00        | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 30    | 2030-08-15      | 7.2500%  | 0.0000% | $386000.00         | $411563.06         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 27  | 2027-01-15      | 4.6250%  | 0.0000% | $2000.00           | $2022.74           | Corporate Debt Securities |
| POINSETTIA FIN LTD             SR SEC GLBL 31   | 2031-06-17      | 6.6250%  | 0.0000% | $200000.00         | $148285.19         | Corporate Debt Securities |
| WESCO DISTR INC                GLBL 144A NT 29  | 2029-03-15      | 6.3750%  | 0.0000% | $25000.00          | $26034.90          | Corporate Debt Securities |
| TERMOCANDELARIA PWR S A        SR REGS NT 31    | 2031-09-17      | 7.7500%  | 0.0000% | $4800000.00        | $5027937.33        | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U / P SR SEC GLBL 30   | 2030-12-30      | 5.3750%  | 0.0000% | $1100000.00        | $1029368.08        | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.5%31   | 2031-03-24      | 7.5000%  | 0.0000% | $10296000.00       | $10114876.20       | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29  | 2029-06-15      | 5.3750%  | 0.0000% | $304000.00         | $310182.01         | Corporate Debt Securities |
| AVANTOR FDG INC                SR GLBL 144A 29  | 2029-11-01      | 3.8750%  | 0.0000% | $637000.00         | $617753.05         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $4433000.00        | $4452767.49        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29    | 2029-06-15      | 6.1250%  | 0.0000% | $455000.00         | $478536.58         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 29    | 2029-05-15      | 6.6250%  | 0.0000% | $1119000.00        | $1185064.21        | Corporate Debt Securities |
| VERSANT MEDIA GROUP INC        SR SEC 144A NT31 | 2031-01-30      | 7.2500%  | 0.0000% | $3000.00           | $3053.92           | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 28  | 2028-02-01      | 8.3750%  | 0.0000% | $2342000.00        | $2430287.54        | Corporate Debt Securities |
| UNITED STATES STL CORP         SR NT 6.65%37    | 2037-06-01      | 6.6500%  | 0.0000% | $703000.00         | $753642.95         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30  | 2030-02-15      | 4.1250%  | 0.0000% | $3414000.00        | $3275556.61        | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 29  | 2029-10-01      | 5.0000%  | 0.0000% | $2682000.00        | $2451875.46        | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 28  | 2028-02-01      | 8.3750%  | 0.0000% | $2061000.00        | $2138694.55        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR 144A NT 35    | 2035-05-01      | 7.7500%  | 0.0000% | $13000.00          | $15185.86          | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30  | 2030-02-15      | 4.1250%  | 0.0000% | $50000.00          | $47972.42          | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30    | 2030-12-01      | 5.7500%  | 0.0000% | $383000.00         | $405236.13         | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38    | 2038-06-04      | 7.7210%  | 0.0000% | $2551000.00        | $2925723.90        | Corporate Debt Securities |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 29   | 2029-11-30      | 9.3750%  | 0.0000% | $621000.00         | $675618.50         | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26   | 2026-12-06      | 5.6250%  | 0.0000% | $200000.00         | $161642.25         | Corporate Debt Securities |
| STENA INTL SA                  SR SEC 144A NT31 | 2031-02-15      | 7.6250%  | 0.0000% | $900000.00         | $935761.88         | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR SEC GLBL NT30 | 2030-01-15      | 4.3750%  | 0.0000% | $916000.00         | $905907.46         | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -B 55 | 2055-10-15      | 7.0000%  | 0.0000% | $4000.00           | $4269.07           | Corporate Debt Securities |
| TOPBUILD COR                   SR GLBL 144A 34  | 2034-01-31      | 5.6250%  | 0.0000% | $687000.00         | $693406.28         | Corporate Debt Securities |
| TOPBUILD COR                   SR GLBL 144A 32  | 2032-02-15      | 4.1250%  | 0.0000% | $100000.00         | $95214.83          | Corporate Debt Securities |
| SEADRILL FIN LTD               SR SEC 144A NT30 | 2030-08-01      | 8.3750%  | 0.0000% | $890000.00         | $928915.13         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $6134000.00        | $7436798.56        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2079-12-31      | 4.3750%  | 0.0000% | $4600000.00        | $4207354.22        | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 29  | 2029-02-15      | 4.7500%  | 0.0000% | $6174000.00        | $6174233.24        | Corporate Debt Securities |
| TRINET GROUP INC               SR GLBL 144A 29  | 2029-03-01      | 3.5000%  | 0.0000% | $3449000.00        | $3258454.25        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $89000.00          | $85785.49          | Corporate Debt Securities |
| TEGNA INC                      SR GLBL NT 5%29  | 2029-09-15      | 5.0000%  | 0.0000% | $316000.00         | $315920.65         | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC 144A NT33 | 2033-01-15      | 6.0000%  | 0.0000% | $7157000.00        | $7336616.84        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 28   | 2028-08-15      | 6.7500%  | 0.0000% | $9426000.00        | $9750819.96        | Corporate Debt Securities |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB GLBL -2 55 | 2055-03-01      | 7.5000%  | 0.0000% | $17000.00          | $18407.29          | Corporate Debt Securities |
| MURPHY OIL CORP                CR SEN SR NT 42  | 2042-12-01      | 5.8750%  | 0.0000% | $200000.00         | $175271.83         | Corporate Debt Securities |
| BLOCK INC                      SR GLBL NT 26    | 2026-06-01      | 2.7500%  | 0.0000% | $1489000.00        | $1489086.86        | Corporate Debt Securities |
| MURPHY OIL USA INC             SR GLBL NT 29    | 2029-09-15      | 4.7500%  | 0.0000% | $6000.00           | $5970.30           | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL BD 51    | 2051-11-02      | 5.8750%  | 0.0000% | $1000.00           | $762.54            | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 31    | 2031-11-02      | 4.6250%  | 0.0000% | $1037000.00        | $952358.04         | Corporate Debt Securities |
| CROWN AMERS LLC                SR GLBL 144A 33  | 2033-06-01      | 5.8750%  | 0.0000% | $666000.00         | $692394.87         | Corporate Debt Securities |
| ATKORE INC                     SR GLBL 144A 31  | 2031-06-01      | 4.2500%  | 0.0000% | $326000.00         | $314670.96         | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR 144A NT 29    | 2029-07-01      | 5.8750%  | 0.0000% | $1165000.00        | $1189084.43        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $740000.00         | $689226.13         | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $5622000.00        | $5063627.64        | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 31  | 2031-09-23      | 4.3980%  | 0.0000% | $1874000.00        | $1876642.65        | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR SEC GLBL 28   | 2028-12-15      | 9.2500%  | 0.0000% | $65000.00          | $70455.09          | Corporate Debt Securities |
| COMMERCIAL METALS CO           SR GLBL NT 31    | 2031-02-15      | 3.8750%  | 0.0000% | $500000.00         | $470535.28         | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 30   | 2030-11-15      | 7.7500%  | 0.0000% | $1156000.00        | $1241313.76        | Corporate Debt Securities |
| METHANEX US OPERATIONS INC     SR GLBL 144A 32  | 2032-03-15      | 6.2500%  | 0.0000% | $696000.00         | $712854.41         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33    | 2033-11-01      | 8.3750%  | 0.0000% | $975000.00         | $1051084.12        | Corporate Debt Securities |
| QNITY ELECTRONICS INC          SR 144A NT 33    | 2033-08-15      | 6.2500%  | 0.0000% | $44000.00          | $45793.64          | Corporate Debt Securities |
| RESIDEO FDG INC                SR GLBL 144A 32  | 2032-07-15      | 6.5000%  | 0.0000% | $93000.00          | $97167.23          | Corporate Debt Securities |
| RESIDEO FDG INC                SR GLBL 144A 32  | 2032-07-15      | 6.5000%  | 0.0000% | $500000.00         | $522404.44         | Corporate Debt Securities |
| RESIDEO FDG INC                SR GLBL 144A 32  | 2032-07-15      | 6.5000%  | 0.0000% | $2786000.00        | $2910837.56        | Corporate Debt Securities |
| RESIDEO FDG INC                SR GLBL 144A 29  | 2029-09-01      | 4.0000%  | 0.0000% | $103000.00         | $98536.67          | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 28  | 2028-02-01      | 6.1250%  | 0.0000% | $858000.00         | $883158.70         | Corporate Debt Securities |
| SALESFORCE INC                 GLBL NT 2.7%41   | 2041-07-15      | 2.7000%  | 0.0000% | $3393000.00        | $2532501.27        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $2571000.00        | $2366599.36        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $15000.00          | $15819.90          | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $1997000.00        | $2106156.02        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $10071000.00       | $10621480.86       | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 34  | 2034-11-01      | 6.2500%  | 0.0000% | $609000.00         | $646514.40         | Corporate Debt Securities |
| LIFE TIME FITNESS              SR SEC GLBL 31   | 2031-11-15      | 6.0000%  | 0.0000% | $1300000.00        | $1354036.67        | Corporate Debt Securities |
| LIFE TIME FITNESS              SR SEC GLBL 31   | 2031-11-15      | 6.0000%  | 0.0000% | $38000.00          | $39579.53          | Corporate Debt Securities |
| LIFE TIME FITNESS              SR SEC GLBL 31   | 2031-11-15      | 6.0000%  | 0.0000% | $74000.00          | $77075.93          | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29    | 2029-02-01      | 3.1250%  | 0.0000% | $300000.00         | $285999.75         | Corporate Debt Securities |
| CQP HOLDCO LP & BIP-V CHINOOK  SR SEC 144A NT31 | 2031-06-15      | 5.5000%  | 0.0000% | $468000.00         | $473512.00         | Corporate Debt Securities |
| AMERICAN AIRLINES              SR SEC GLBL 28   | 2028-02-15      | 7.2500%  | 0.0000% | $29000.00          | $30135.80          | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 32  | 2032-02-15      | 5.0000%  | 0.0000% | $100000.00         | $98422.56          | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29  | 2029-06-15      | 5.3750%  | 0.0000% | $289000.00         | $294876.98         | Corporate Debt Securities |
| CENTURY COMMUNITIES INC        SR GLBL 144A 33  | 2033-09-15      | 6.6250%  | 0.0000% | $2000.00           | $2016.13           | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.5%55 | 2055-02-24      | 5.5000%  | 0.0000% | $694000.00         | $709855.20         | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29  | 2029-03-15      | 3.7500%  | 0.0000% | $3639000.00        | $3502543.57        | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 29  | 2029-05-01      | 6.0000%  | 0.0000% | $950000.00         | $992591.67         | Corporate Debt Securities |
| PRUMO PARTICIPACOES E INVEST   SR SEC GLBL 31   | 2031-12-31      | 7.5000%  | 0.0000% | $3500000.00        | $2467606.26        | Corporate Debt Securities |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP  | 2500-12-31      | 8.3750%  | 0.0000% | $1800000.00        | $1911860.50        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $452000.00         | $435674.64         | Corporate Debt Securities |
| TOLEDO HOSPITAL                TAX BD 2018B 28  | 2028-11-15      | 5.3250%  | 0.0000% | $56000.00          | $58576.79          | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27 | 2027-11-01      | 5.1250%  | 0.0000% | $89000.00          | $91200.52          | Corporate Debt Securities |
| COSAN LUXEMBOURG S A           SR REGS NT 31    | 2031-06-27      | 7.2500%  | 0.0000% | $300000.00         | $318825.25         | Corporate Debt Securities |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31    | 2031-11-18      | 3.5370%  | 0.0000% | $400000.00         | $264934.60         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28    | 2028-10-01      | 5.8750%  | 0.0000% | $311000.00         | $312245.81         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28    | 2028-10-01      | 5.8750%  | 0.0000% | $410000.00         | $411642.39         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 6.6000%  | 0.0000% | $2648000.00        | $2691859.71        | Corporate Debt Securities |
| PEMEX PROJ FDG MASTER TR       SR GLBL BD 38    | 2038-06-15      | 6.6250%  | 0.0000% | $86000.00          | $81136.16          | Corporate Debt Securities |
| CENTRAIS ELETRICAS BRASILEIRAS SR GLBL REGS 35  | 2035-01-11      | 6.5000%  | 0.0000% | $650000.00         | $684443.86         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29 | 2029-02-01      | 9.5000%  | 0.0000% | $427000.00         | $470852.90         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31  | 2031-01-28      | 5.9500%  | 0.0000% | $1400000.00        | $1391691.78        | Corporate Debt Securities |
| USIMINAS INTL S A R L          SR GLBL REGS 32  | 2032-01-27      | 7.5000%  | 0.0000% | $648000.00         | $681271.56         | Corporate Debt Securities |
| MEXICO REMITTANCES FDG FIDUCIA SR SEC REGS 31   | 2031-10-15      | 12.5000% | 0.0000% | $200000.00         | $209041.67         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP CO      SR GLBL 144A 27  | 2027-10-15      | 5.5000%  | 0.0000% | $150000.00         | $150366.67         | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 28  | 2028-02-01      | 8.3750%  | 0.0000% | $7500000.00        | $7782731.25        | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 30   | 2030-09-15      | 7.7500%  | 0.0000% | $3479000.00        | $3708936.77        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30    | 2030-09-10      | 5.1250%  | 0.0000% | $400000.00         | $396847.22         | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 6.875%32 | 2032-04-23      | 6.8750%  | 0.0000% | $2707000.00        | $2537454.57        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30   | 2030-04-15      | 7.8750%  | 0.0000% | $2050000.00        | $2122121.56        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $11908000.00       | $13713266.03       | Corporate Debt Securities |
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30  | 2030-01-15      | 6.3750%  | 0.0000% | $3147000.00        | $3273984.07        | Corporate Debt Securities |
| MINERVA LUXEMBOURG S A         SR GLBL REGS 31  | 2031-03-18      | 4.3750%  | 0.0000% | $2107000.00        | $1949110.20        | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR REGS NT 35    | 2035-07-17      | 8.1250%  | 0.0000% | $1242000.00        | $1355502.07        | Corporate Debt Securities |
| VOLCAN COMPANIA MINERA S A A   1LIEN GLBL 32    | 2032-10-28      | 8.5000%  | 0.0000% | $1253000.00        | $1269710.15        | Corporate Debt Securities |
| MINERVA LUXEMBOURG S A         SR GLBL REGS 31  | 2031-03-18      | 4.3750%  | 0.0000% | $500000.00         | $462532.08         | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 28  | 2028-09-01      | 4.6250%  | 0.0000% | $4156000.00        | $4131555.79        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $100000.00         | $81145.28          | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $5017000.00        | $4071058.59        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-02-15      | 3.3750%  | 0.0000% | $1706000.00        | $1636079.59        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 34  | 2034-11-01      | 6.2500%  | 0.0000% | $90000.00          | $95544.00          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 34  | 2034-01-15      | 5.7500%  | 0.0000% | $6042000.00        | $6109148.44        | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 30    | 2030-08-15      | 3.3750%  | 0.0000% | $75000.00          | $70225.12          | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR NT 5.882%26   | 2026-10-30      | 5.8820%  | 0.0000% | $10559000.00       | $10744732.81       | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP  | 2500-12-31      | 7.7500%  | 0.0000% | $13154000.00       | $13859657.29       | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 31  | 2031-01-15      | 5.7500%  | 0.0000% | $6783000.00        | $6894548.32        | Corporate Debt Securities |
| SUNCOKE ENERGY INC             SR SEC GLBL 29   | 2029-06-30      | 4.8750%  | 0.0000% | $1000000.00        | $949410.00         | Corporate Debt Securities |
| SUNCOKE ENERGY INC             SR SEC GLBL 29   | 2029-06-30      | 4.8750%  | 0.0000% | $1804000.00        | $1712735.64        | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 32   | 2032-11-15      | 8.0000%  | 0.0000% | $1757808.00        | $1897055.69        | Corporate Debt Securities |
| GAP INC                        SR GLBL 144A 31  | 2031-10-01      | 3.8750%  | 0.0000% | $1007000.00        | $925623.49         | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29   | 2029-04-15      | 12.2500% | 0.0000% | $22000.00          | $23845.90          | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30  | 2030-02-15      | 4.2500%  | 0.0000% | $2881000.00        | $2828773.87        | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29   | 2029-04-15      | 12.2500% | 0.0000% | $169000.00         | $183179.85         | Corporate Debt Securities |
| GRUPO AEROMEXICO SAB DE CV     SR SEC 144A NT31 | 2031-11-15      | 8.6250%  | 0.0000% | $12000000.00       | $12578775.00       | Corporate Debt Securities |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30  | 2030-02-01      | 3.7500%  | 0.0000% | $527000.00         | $500789.66         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34    | 2034-05-15      | 6.8750%  | 0.0000% | $200000.00         | $196256.28         | Corporate Debt Securities |
| IQVIA INC                      SR GLBL 144A 32  | 2032-06-01      | 6.2500%  | 0.0000% | $248000.00         | $265139.49         | Corporate Debt Securities |
| HOLOGIC INC                    SR GLBL 144A 29  | 2029-02-15      | 3.2500%  | 0.0000% | $93000.00          | $92457.91          | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29  | 2029-05-01      | 3.7500%  | 0.0000% | $1881000.00        | $1856001.51        | Corporate Debt Securities |
| ATLANTICA SUSTAINABLE INFR PLC SR SEC 144A NT28 | 2028-06-15      | 4.1250%  | 0.0000% | $2595000.00        | $2553528.66        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $600000.00         | $686760.75         | Corporate Debt Securities |
| AXON ENTERPRISE INC            SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $2181000.00        | $2278242.31        | Corporate Debt Securities |
| AVANTOR FDG INC                SR GLBL 144A 29  | 2029-11-01      | 3.8750%  | 0.0000% | $970000.00         | $940691.45         | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $735000.00         | $733560.63         | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $1755000.00        | $1751563.13        | Corporate Debt Securities |
| CROCS INC                      SR GLBL 144A 29  | 2029-03-15      | 4.2500%  | 0.0000% | $47000.00          | $45637.50          | Corporate Debt Securities |
| CROCS INC                      SR GLBL 144A 29  | 2029-03-15      | 4.2500%  | 0.0000% | $3202000.00        | $3109175.80        | Corporate Debt Securities |
| COMMERCIAL METALS CO           SR GLBL NT 30    | 2030-01-15      | 4.1250%  | 0.0000% | $1800000.00        | $1755406.50        | Corporate Debt Securities |
| DANAOS CORPORATION             SR GLBL 144A 32  | 2032-10-15      | 6.8750%  | 0.0000% | $297000.00         | $293246.99         | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 32  | 2032-01-15      | 3.7500%  | 0.0000% | $500000.00         | $458675.83         | Corporate Debt Securities |
| DARLING INGREDIENTS INC        SR GLBL 144A 30  | 2030-06-15      | 6.0000%  | 0.0000% | $16000.00          | $16568.27          | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 37  | 2037-03-23      | 5.0100%  | 0.0000% | $1000.00           | $1002.32           | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 30    | 2030-03-15      | 5.7500%  | 0.0000% | $225000.00         | $233661.94         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 31    | 2031-11-02      | 4.6250%  | 0.0000% | $5676000.00        | $5212713.84        | Corporate Debt Securities |
| EDISON INTL                    PERP SUB GLBL -A | 2500-12-31      | 5.3750%  | 0.0000% | $2679000.00        | $2677039.12        | Corporate Debt Securities |
| EDISON INTL                    PERP SUB GLBL -A | 2500-12-31      | 5.3750%  | 0.0000% | $4000000.00        | $3997072.22        | Corporate Debt Securities |
| EDISON INTL                    JR SB GLBL NT 53 | 2053-06-15      | 8.1250%  | 0.0000% | $25000.00          | $26652.11          | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 30  | 2030-01-01      | 5.6250%  | 0.0000% | $333000.00         | $339570.09         | Corporate Debt Securities |
| GTCR W-2 MERGER SUB LLC        SR SEC 144A NT31 | 2031-01-15      | 7.5000%  | 0.0000% | $300000.00         | $324877.00         | Corporate Debt Securities |
| GENWORTH HLDGS INC             EXT JR SB GLBL66 | 2066-11-15      | 6.4755%  | 0.0000% | $1000.00           | $849.78            | Corporate Debt Securities |
| NAVIENT CORPORATION            SR GLBL NT 31    | 2031-03-15      | 11.5000% | 0.0000% | $4191000.00        | $4752193.53        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30  | 2030-04-15      | 6.0000%  | 0.0000% | $39000.00          | $38139.92          | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31  | 2031-08-15      | 3.8750%  | 0.0000% | $1000000.00        | $925830.56         | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 31  | 2031-05-01      | 4.0000%  | 0.0000% | $820000.00         | $795424.60         | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31  | 2031-08-15      | 3.8750%  | 0.0000% | $1610000.00        | $1490587.19        | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31  | 2031-08-15      | 3.8750%  | 0.0000% | $90000.00          | $83324.75          | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $63000.00          | $61635.77          | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $223000.00         | $218171.06         | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31  | 2031-12-01      | 4.1250%  | 0.0000% | $18000.00          | $17066.65          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 32    | 2032-03-15      | 6.7500%  | 0.0000% | $1254000.00        | $1284227.67        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $7769000.00        | $7600766.62        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 32  | 2032-02-01      | 7.1250%  | 0.0000% | $2263000.00        | $2429630.35        | Corporate Debt Securities |
| SIRIUS XM RADIO INC            SR GLBL 144A 27  | 2027-08-01      | 5.0000%  | 0.0000% | $1822000.00        | $1841677.60        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 28  | 2028-06-01      | 4.6250%  | 0.0000% | $458000.00         | $460743.80         | Corporate Debt Securities |
| HAWAIIAN ELEC CO INC           SR GLBL 144A 33  | 2033-10-01      | 6.0000%  | 0.0000% | $3630000.00        | $3693730.70        | Corporate Debt Securities |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32  | 2032-05-15      | 6.6250%  | 0.0000% | $1037000.00        | $1094230.59        | Corporate Debt Securities |
| APH SOM/ APH2/APH3             SR REGS NT 29    | 2029-11-01      | 7.8750%  | 0.0000% | $25000.00          | $26749.12          | Corporate Debt Securities |
| TRINIDAD GENERATION UNLIMITED  SR AMZ REGS NT33 | 2033-06-16      | 7.7500%  | 0.0000% | $200000.00         | $216269.44         | Corporate Debt Securities |
| TRINIDAD GENERATION UNLIMITED  SR AMZ REGS NT33 | 2033-06-16      | 7.7500%  | 0.0000% | $500000.00         | $540673.61         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31 | 2031-05-15      | 7.5000%  | 0.0000% | $8000.00           | $8634.43           | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28    | 2028-10-01      | 5.8750%  | 0.0000% | $2000000.00        | $2008011.67        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT3.5%27 | 2027-01-15      | 3.5000%  | 0.0000% | $387000.00         | $384386.03         | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 32    | 2032-01-31      | 4.6250%  | 0.0000% | $298000.00         | $291987.60         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-05-15      | 6.1250%  | 0.0000% | $415000.00         | $425068.30         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $500000.00         | $464357.50         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-05-15      | 6.1250%  | 0.0000% | $2053000.00        | $2102807.78        | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $1643000.00        | $1525878.75        | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $6728000.00        | $6248394.52        | Corporate Debt Securities |
| WESCO DISTR INC                SR GLBL 144A 33  | 2033-03-15      | 6.3750%  | 0.0000% | $40000.00          | $42043.43          | Corporate Debt Securities |
| OCEANEERING INTL INC           SR GLBL NT 6%28  | 2028-02-01      | 6.0000%  | 0.0000% | $2130000.00        | $2181013.50        | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR GLBL NT 34    | 2034-05-15      | 6.8750%  | 0.0000% | $9000.00           | $10245.34          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 32  | 2032-02-15      | 3.8750%  | 0.0000% | $395000.00         | $369941.42         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 36  | 2036-01-15      | 6.0000%  | 0.0000% | $7240000.00        | $7393077.73        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-06-15      | 5.2500%  | 0.0000% | $461000.00         | $471622.98         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-06-15      | 5.2500%  | 0.0000% | $1856000.00        | $1898768.43        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         TIER I PERP GLBL | 2500-12-31      | 7.0140%  | 0.0000% | $100000.00         | $107642.50         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26    | 2026-10-01      | 3.1500%  | 0.0000% | $712000.00         | $702913.10         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 6.7500%  | 0.0000% | $7693000.00        | $7750235.92        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44  | 2044-01-15      | 5.0000%  | 0.0000% | $1461000.00        | $1118252.65        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44  | 2044-01-15      | 5.0000%  | 0.0000% | $2609000.00        | $1996934.40        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2059-01-01      | 8.1250%  | 0.0000% | $2999000.00        | $3244274.46        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32  | 2032-05-15      | 3.8750%  | 0.0000% | $34000.00          | $31316.99          | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR 144A NT 31    | 2031-10-01      | 3.6250%  | 0.0000% | $298000.00         | $271409.71         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 26    | 2026-03-15      | 7.1250%  | 0.0000% | $1284000.00        | $1303701.91        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP  | 2500-12-31      | 7.8750%  | 0.0000% | $3199000.00        | $3460022.40        | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP  | 2500-12-31      | 6.6250%  | 0.0000% | $1349000.00        | $1318801.51        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32    | 2032-02-01      | 7.7500%  | 0.0000% | $1213000.00        | $1272679.26        | Corporate Debt Securities |
| ENERFLEX LTD                   SR SEC 144A NT27 | 2027-10-15      | 9.0000%  | 0.0000% | $3551000.00        | $3632353.41        | Corporate Debt Securities |
| AVANTOR FDG INC                SR GLBL 144A 28  | 2028-07-15      | 4.6250%  | 0.0000% | $1860000.00        | $1852891.18        | Corporate Debt Securities |
| BW REAL ESTATE  INC            PERP JR -B 144A  | 2500-12-31      | 9.5000%  | 0.0000% | $6390000.00        | $6611903.40        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 9.6250%  | 0.0000% | $9730000.00        | $11136970.16       | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP  | 2500-12-31      | 8.0000%  | 0.0000% | $1300000.00        | $1397890.00        | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B  | 2500-12-31      | 5.0000%  | 0.0000% | $773000.00         | $762756.89         | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B  | 2500-12-31      | 5.0000%  | 0.0000% | $10892000.00       | $10747668.90       | Corporate Debt Securities |
| EDISON INTL                    JR SB GLBL NT 54 | 2054-06-15      | 7.8750%  | 0.0000% | $47000.00          | $50010.82          | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30  | 2030-11-15      | 3.8750%  | 0.0000% | $242000.00         | $228115.99         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 26    | 2026-03-15      | 7.1250%  | 0.0000% | $1445000.00        | $1467172.32        | Corporate Debt Securities |
| MILLICOM INTL CELLULAR S A     SR GLBL 144A 31  | 2031-04-27      | 4.5000%  | 0.0000% | $5127000.00        | $4791668.57        | Corporate Debt Securities |
| INGRAM MICRO INC               SR SEC 144A NT29 | 2029-05-15      | 4.7500%  | 0.0000% | $32000.00          | $32284.25          | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31    | 2031-08-01      | 4.2500%  | 0.0000% | $5076000.00        | $4675275.18        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31    | 2031-08-01      | 4.2500%  | 0.0000% | $2908000.00        | $2678427.94        | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29  | 2029-04-01      | 5.8750%  | 0.0000% | $428000.00         | $440602.82         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29   | 2029-09-15      | 5.6250%  | 0.0000% | $3000000.00        | $3076233.75        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31    | 2031-11-15      | 7.1250%  | 0.0000% | $12000.00          | $12829.25          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31    | 2031-11-15      | 7.1250%  | 0.0000% | $71000.00          | $75906.40          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31    | 2031-11-15      | 7.1250%  | 0.0000% | $1311000.00        | $1401595.56        | Corporate Debt Securities |
| CHORD ENERGY CORPORATION       SR GLBL 144A 30  | 2030-10-01      | 6.0000%  | 0.0000% | $3719000.00        | $3737595.00        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $267000.00         | $267850.25         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 32    | 2032-03-15      | 6.7500%  | 0.0000% | $1960000.00        | $2007245.80        | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 32  | 2032-03-01      | 6.8750%  | 0.0000% | $85000.00          | $89192.06          | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $9879000.00        | $10315827.43       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 49    | 2049-01-23      | 3.8970%  | 0.0000% | $2000.00           | $1652.32           | Corporate Debt Securities |
| GGAM FIN LTD                   SR 144A NT 29    | 2029-04-15      | 6.8750%  | 0.0000% | $150000.00         | $156050.19         | Corporate Debt Securities |
| GGAM FIN LTD                   SR 144A NT 29    | 2029-04-15      | 6.8750%  | 0.0000% | $645000.00         | $671015.81         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29    | 2029-09-15      | 7.8750%  | 0.0000% | $610000.00         | $673478.89         | Corporate Debt Securities |

### Security 657: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ABK20, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ABK20
- **C.18 - Value (incl. sponsor support):** $610180828.40
- **C.18.a - Value (excl. sponsor support):** $610180828.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 29      | 2029-05-01      | 6.7500%  | 0.0000% | $200000.00         | $208556.00         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-01-15      | 6.0000%  | 0.0000% | $1407000.00        | $1451780.12        | Corporate Debt Securities |
| OT MIDCO INC                   SR SEC GLBL 30      | 2030-02-15      | 10.0000% | 0.0000% | $520000.00         | $341141.38         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 2%27     | 2027-02-14      | 2.0000%  | 0.0000% | $1507000.00        | $1479855.58        | Corporate Debt Securities |
| MAGIC MERGECO INC              SR 144A NT 29       | 2029-05-01      | 7.8750%  | 0.0000% | $9635000.00        | $8836306.68        | Corporate Debt Securities |
| HUGHES SATELLITE S             SR GLBL NT 26       | 2026-08-01      | 6.6250%  | 0.0000% | $8305000.00        | $7996822.21        | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 6%29     | 2029-06-15      | 6.0000%  | 0.0000% | $2000.00           | $2090.38           | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28      | 2028-09-30      | 11.0000% | 0.0000% | $789000.00         | $840811.00         | Corporate Debt Securities |
| BCPE FLAVOR DEBT MERGER SUB    SR SEC GLBL 32      | 2032-07-01      | 9.5000%  | 0.0000% | $800000.00         | $838258.22         | Corporate Debt Securities |
| DISH DBS CORPORATION           SR SEC GLBL 28      | 2028-12-01      | 5.7500%  | 0.0000% | $15000.00          | $14761.17          | Corporate Debt Securities |
| DISH DBS CORPORATION           SR SEC GLBL 28      | 2028-12-01      | 5.7500%  | 0.0000% | $2865000.00        | $2819384.42        | Corporate Debt Securities |
| CONSOLIDATED ENERGY FIN S A    SR GLBL 144A 26     | 2026-05-15      | 6.5000%  | 0.0000% | $5947000.00        | $5844780.98        | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $899880.00         | $1030175.13        | Corporate Debt Securities |
| DISH NETWORK CORPORATION       SR SEC GLBL 27      | 2027-11-15      | 11.7500% | 0.0000% | $2512000.00        | $2783397.88        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34       | 2034-03-15      | 6.7500%  | 0.0000% | $537000.00         | $539629.96         | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC GLBL 28      | 2028-11-01      | 6.0000%  | 0.0000% | $232000.00         | $238250.08         | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FDG I FR 5.15%032833      | 2033-03-28      | 5.1500%  | 0.0000% | $151000.00         | $157405.55         | Corporate Debt Securities |
| MAXAM PRILL S.A R.L.           SR SEC 144A NT30    | 2030-07-15      | 7.7500%  | 0.0000% | $938000.00         | $978317.85         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 6.7500%  | 0.0000% | $707000.00         | $712260.08         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-05-01      | 7.2500%  | 0.0000% | $2000.00           | $2178.14           | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL NT29    | 2029-11-01      | 5.8750%  | 0.0000% | $7144459.00        | $7448920.12        | Corporate Debt Securities |
| PROG HOLDINGS INC              SR GLBL 144A 29     | 2029-11-15      | 6.0000%  | 0.0000% | $496000.00         | $498324.59         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      PERP JR SB GLBL     | 2500-12-31      | 4.4500%  | 0.0000% | $100000.00         | $98277.78          | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81    | 2081-01-23      | 8.5000%  | 0.0000% | $3601000.00        | $1090752.90        | Corporate Debt Securities |
| VISTRA CORP                    PERP JR SB GLBL     | 2500-12-31      | 8.8750%  | 0.0000% | $23036000.00       | $25873388.91       | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $900000.00         | $715875.00         | Corporate Debt Securities |
| JB POINDEXTER & CO INC         SR 144A NT 31       | 2031-12-15      | 8.7500%  | 0.0000% | $672000.00         | $726281.17         | Corporate Debt Securities |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-05-01      | 8.7500%  | 0.0000% | $2631000.00        | $2786589.30        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -C    | 2500-12-31      | 5.7000%  | 0.0000% | $30000.00          | $30261.60          | Corporate Debt Securities |
| CLUE OPCO LLC                  SR SEC 144A NT31    | 2031-10-15      | 9.5000%  | 0.0000% | $2052000.00        | $2116273.20        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 7.35%30       | 2030-03-06      | 7.3500%  | 0.0000% | $1376000.00        | $1489546.37        | Corporate Debt Securities |
| COMMSCOPE HLDG CO INC          SR GLBL 144A 27     | 2027-03-01      | 8.2500%  | 0.0000% | $184000.00         | $187968.88         | Corporate Debt Securities |
| TRUMP MEDIA & TECHNOLOGY GROUP SR SEC GLBL         | 2028-05-29      | 0.0000%  | 0.0000% | $79581000.00       | $73762037.28       | Corporate Debt Securities |
| BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26      | 2026-07-15      | 8.7500%  | 0.0000% | $1137000.00        | $1057331.36        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR SEC GLBL 30      | 2030-10-15      | 14.0000% | 0.0000% | $883000.00         | $901395.83         | Corporate Debt Securities |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $230000.00         | $226205.77         | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $205000.00         | $210895.46         | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29      | 2029-05-01      | 9.1250%  | 0.0000% | $722472.00         | $686574.17         | Corporate Debt Securities |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27     | 2027-10-15      | 5.0000%  | 0.0000% | $274000.00         | $263859.87         | Corporate Debt Securities |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $4357000.00        | $4315114.71        | Corporate Debt Securities |
| MAGIC MERGECO INC              SR SEC 144A NT28    | 2028-05-01      | 5.2500%  | 0.0000% | $1000.00           | $962.95            | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-04-01      | 4.5000%  | 0.0000% | $1415432.00        | $1339012.83        | Corporate Debt Securities |
| MAGIC MERGECO INC              SR SEC 144A NT28    | 2028-05-01      | 5.2500%  | 0.0000% | $55000.00          | $52962.25          | Corporate Debt Securities |
| SIGNATURE BK NEW YORK N Y      LW TIER II 30       | 2030-10-15      | 9.3323%  | 0.0000% | $22000000.00       | $14171248.96       | Corporate Debt Securities |
| MCGRAW-HILL ED INC             SR 144A NT 8%29     | 2029-08-01      | 8.0000%  | 0.0000% | $157000.00         | $161289.24         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 28       | 2028-11-07      | 6.7980%  | 0.0000% | $500000.00         | $539453.50         | Corporate Debt Securities |
| GOL FIN                        SR SEC GLBL 30      | 2030-06-05      | 14.3750% | 0.0000% | $3846000.00        | $3939377.68        | Corporate Debt Securities |
| GUITAR CTR MGMT INC            1LIEN PIK 144A29    | 2029-01-15      | 8.5000%  | 0.0000% | $3903000.00        | $3237538.50        | Corporate Debt Securities |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-09-09      | 13.7500% | 0.0000% | $3013770.00        | $2799038.89        | Corporate Debt Securities |
| HONEYWELL INTL INC             SR GLBL NT4.7%30    | 2030-02-01      | 4.7000%  | 0.0000% | $1999000.00        | $2064067.45        | Corporate Debt Securities |
| TRANSOCEAN INC                 SR SEC GLBL 30      | 2030-02-15      | 8.7500%  | 0.0000% | $123000.00         | $98502.63          | Corporate Debt Securities |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $1385000.00        | $1603342.94        | Corporate Debt Securities |
| GRUPO NUTRESA SA               SR REGS NT 8%30     | 2030-05-12      | 8.0000%  | 0.0000% | $910000.00         | $1006035.33        | Corporate Debt Securities |
| UNITED AIR LINES INC           SR SEC GLBL 26      | 2026-04-15      | 4.3750%  | 0.0000% | $2000.00           | $1998.93           | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL FL NT 28    | 2028-08-13      | 4.8673%  | 0.0000% | $1000.00           | $1014.45           | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT5.3%54    | 2054-05-13      | 5.3000%  | 0.0000% | $1939000.00        | $1997835.72        | Corporate Debt Securities |
| CARVANA CO                     SR SEC GLBL 31      | 2031-06-01      | 9.0000%  | 0.0000% | $152000.00         | $173200.28         | Corporate Debt Securities |
| CENTRAL PARENT INC / CENT MERG SR SEC GLBL 29      | 2029-06-15      | 7.2500%  | 0.0000% | $380000.00         | $325575.98         | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-04-01      | 7.5000%  | 0.0000% | $5000000.00        | $3427666.67        | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR SR GLBL 144A 29     | 2029-07-01      | 4.8750%  | 0.0000% | $1736000.00        | $1654043.44        | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT45    | 2045-10-23      | 6.4840%  | 0.0000% | $65000.00          | $63815.76          | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO      SR GLBL DEB 42      | 2042-03-26      | 4.5350%  | 0.0000% | $1910000.00        | $1758363.24        | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC GLBL 28      | 2028-01-15      | 5.0000%  | 0.0000% | $278000.00         | $213688.41         | Corporate Debt Securities |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29      | 2029-03-31      | 10.0000% | 0.0000% | $1099000.00        | $1028171.89        | Corporate Debt Securities |
| ASTON MARTIN CAP HLDGS LTD     SR SEC GLBL 29      | 2029-03-31      | 10.0000% | 0.0000% | $2737000.00        | $2560606.43        | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR 144A NT 29       | 2029-01-15      | 6.1250%  | 0.0000% | $9000.00           | $7125.07           | Corporate Debt Securities |
| JONES DESLAURIERS INS MGMT INC SR GLBL 144A 33     | 2033-10-01      | 6.8750%  | 0.0000% | $743000.00         | $741036.21         | Corporate Debt Securities |
| CENTERFIELD MEDIA PARENT INC   SR SEC 144A NT26    | 2026-08-01      | 6.6250%  | 0.0000% | $428000.00         | $422248.75         | Corporate Debt Securities |
| CENTERFIELD MEDIA PARENT INC   SR SEC 144A NT26    | 2026-08-01      | 6.6250%  | 0.0000% | $2857000.00        | $2818609.06        | Corporate Debt Securities |
| FEDEX CORP                     GLBL NT 2.4%31      | 2031-05-15      | 2.4000%  | 0.0000% | $16000.00          | $14485.07          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT61    | 2061-12-01      | 4.4000%  | 0.0000% | $1733000.00        | $1220505.69        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR 144A NT 30       | 2030-04-15      | 8.7500%  | 0.0000% | $209000.00         | $210352.00         | Corporate Debt Securities |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $63000.00          | $62321.91          | Corporate Debt Securities |
| COMMSCOPE LLC                  144A NT 9.5%31      | 2031-12-15      | 9.5000%  | 0.0000% | $1000.00           | $1054.72           | Corporate Debt Securities |
| COMMSCOPE TECHNOLOGIES LLC     SR GLBL 144A 27     | 2027-03-15      | 5.0000%  | 0.0000% | $216000.00         | $216356.16         | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $3000.00           | $2755.13           | Corporate Debt Securities |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $13182850.00       | $3761506.53        | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $4515000.00        | $4657745.49        | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $1.00              | $0.45              | Corporate Debt Securities |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-09-09      | 13.7500% | 0.0000% | $2.00              | $1.86              | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 32     | 2032-03-15      | 6.6250%  | 0.0000% | $19000.00          | $19487.45          | Corporate Debt Securities |
| UNITED NAT FOODS INC           SR GLBL 144A 28     | 2028-10-15      | 6.7500%  | 0.0000% | $133000.00         | $133482.79         | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $8600000.00        | $6950616.75        | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $2000.00           | $2132.82           | Corporate Debt Securities |
| TRANSALTA CORP                 SR GLBL NT 29       | 2029-11-15      | 7.7500%  | 0.0000% | $2000.00           | $2151.84           | Corporate Debt Securities |
| OLYMPUS WTR US HLDG CORP       1LIEN GLBL 33       | 2033-02-15      | 7.2500%  | 0.0000% | $4000.00           | $4000.96           | Corporate Debt Securities |
| PM GENERAL PURCHASER LLC       SR SEC GLBL 28      | 2028-10-01      | 9.5000%  | 0.0000% | $114000.00         | $103806.50         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30      | 2030-04-15      | 6.6250%  | 0.0000% | $312000.00         | $323498.59         | Corporate Debt Securities |
| PM GENERAL PURCHASER LLC       SR SEC GLBL 28      | 2028-10-01      | 9.5000%  | 0.0000% | $228000.00         | $207613.00         | Corporate Debt Securities |
| OFFICE PPTYS INCOME TR         SR SEC 144A NT29    | 2029-03-31      | 9.0000%  | 0.0000% | $8007000.00        | $8250813.15        | Corporate Debt Securities |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $3730000.00        | $3731308.61        | Corporate Debt Securities |
| APPLE INC                      SR NT 4.375%45      | 2045-05-13      | 4.3750%  | 0.0000% | $405000.00         | $376644.60         | Corporate Debt Securities |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $164.00            | $151.24            | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 29     | 2029-05-15      | 8.2500%  | 0.0000% | $2504000.00        | $2605919.06        | Corporate Debt Securities |
| UNIGEL LUXEMBOURG SA           SR SEC GLBL 28      | 2028-12-31      | 11.0000% | 0.0000% | $2.00              | $0.12              | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 27       | 2027-10-15      | 6.7500%  | 0.0000% | $141000.00         | $141889.71         | Corporate Debt Securities |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR GLBL 144A 29     | 2029-06-01      | 6.0000%  | 0.0000% | $344000.00         | $344980.40         | Corporate Debt Securities |
| ALTICE FRANCE LUX 3            SR 144A NT 10%33    | 2033-01-15      | 10.0000% | 0.0000% | $1622000.00        | $1538102.95        | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -C 56    | 2056-03-15      | 5.8000%  | 0.0000% | $139000.00         | $140077.25         | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $52890947.00       | $68361549.00       | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30    | 2030-10-15      | 7.7500%  | 0.0000% | $6793000.00        | $7048567.76        | Corporate Debt Securities |
| ALTICE FRANCE LUX 3            SR REGS NT 10%33    | 2033-01-15      | 10.0000% | 0.0000% | $11554000.00       | $10956375.77       | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $800000.00         | $838001.33         | Corporate Debt Securities |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $1450000.00        | $1325063.17        | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $2400000.00        | $992850.00         | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 30     | 2030-04-01      | 6.1250%  | 0.0000% | $1434000.00        | $1173763.66        | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39     | 2039-09-15      | 7.6000%  | 0.0000% | $4348000.00        | $4349613.59        | Corporate Debt Securities |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $443.00            | $783.86            | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 29      | 2029-01-15      | 6.0000%  | 0.0000% | $97000.00          | $97523.48          | Corporate Debt Securities |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34       | 2034-01-15      | 9.7500%  | 0.0000% | $1100000.00        | $1180339.42        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 29     | 2029-06-01      | 7.5000%  | 0.0000% | $1500000.00        | $1524555.00        | Corporate Debt Securities |
| DISH DBS CORPORATION           SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $1694000.00        | $1498214.54        | Corporate Debt Securities |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT32    | 2032-05-15      | 8.6250%  | 0.0000% | $155000.00         | $162753.23         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-10-21      | 4.3690%  | 0.0000% | $1000.00           | $997.61            | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB GLBL     | 2500-12-31      | 7.3040%  | 0.0000% | $2000.00           | $2048.50           | Corporate Debt Securities |
| MADISON IAQ LLC                SR 144A NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $2000.00           | $1998.55           | Corporate Debt Securities |
| MADISON IAQ LLC                SR 144A NT 29       | 2029-06-30      | 5.8750%  | 0.0000% | $37000.00          | $36973.11          | Corporate Debt Securities |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 11.5000% | 0.0000% | $2547304.00        | $2814770.92        | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 29      | 2029-10-31      | 7.2500%  | 0.0000% | $201000.00         | $209088.69         | Corporate Debt Securities |
| VM CONS INCORPORATED           SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $14000.00          | $13961.00          | Corporate Debt Securities |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $1000.00           | $883.76            | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $7149426.00        | $7188890.83        | Corporate Debt Securities |
| SESI L L C                     SR SEC 144A NT30    | 2030-09-30      | 7.8750%  | 0.0000% | $1096000.00        | $1080735.46        | Corporate Debt Securities |
| QVC INC                        SR SEC GLBL NT34    | 2034-08-15      | 5.4500%  | 0.0000% | $491000.00         | $219234.23         | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 30     | 2030-05-15      | 4.8000%  | 0.0000% | $798000.00         | $799311.38         | Corporate Debt Securities |
| TULLOW OIL PLC                 SR SEC REGS 26      | 2026-05-15      | 10.2500% | 0.0000% | $1450000.00        | $1289744.79        | Corporate Debt Securities |
| OLYMPUS WTR US HLDG CORP       SR 144A NT 29       | 2029-10-01      | 6.2500%  | 0.0000% | $1645000.00        | $1606125.91        | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $1067000.00        | $1077501.95        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32      | 2032-02-16      | 6.7000%  | 0.0000% | $2304000.00        | $2330524.16        | Corporate Debt Securities |
| TRUSTEES OF DARTMOUTH COLLEGE  SR -A BD3.474%46    | 2046-06-01      | 3.4740%  | 0.0000% | $1000.00           | $796.01            | Corporate Debt Securities |
| NOVA CHEMICALS CORP MTN BE     SR SEC GLBL 28      | 2028-11-15      | 8.5000%  | 0.0000% | $1537000.00        | $1672898.98        | Corporate Debt Securities |
| OI S A - EM RECUPERACAO J      SR SEC GLBL 27      | 2027-06-30      | 10.0000% | 0.0000% | $77638295.00       | $31702303.79       | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 144A 30     | 2030-10-15      | 4.7500%  | 0.0000% | $53000.00          | $37736.59          | Corporate Debt Securities |
| GRAY MEDIA INC                 2LIEN 144A NT 32    | 2032-07-15      | 9.6250%  | 0.0000% | $38000.00          | $39241.77          | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $2545000.00        | $2396806.06        | Corporate Debt Securities |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 29      | 2029-12-23      | 9.8750%  | 0.0000% | $300000.00         | $276753.33         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31     | 2031-02-01      | 6.0000%  | 0.0000% | $28000.00          | $26974.08          | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $1201000.00        | $861687.14         | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $1297000.00        | $930564.71         | Corporate Debt Securities |
| HERTZ CORP                     SR SEC GLBL 29      | 2029-07-15      | 12.6250% | 0.0000% | $1100000.00        | $1136193.97        | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $44000.00          | $35561.29          | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 36     | 2036-02-01      | 6.5000%  | 0.0000% | $200000.00         | $207738.44         | Corporate Debt Securities |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT32    | 2032-08-15      | 6.6250%  | 0.0000% | $843000.00         | $823282.23         | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30       | 2030-10-15      | 10.2500% | 0.0000% | $336000.00         | $345043.63         | Corporate Debt Securities |
| WINDSTREAM SVCS LLC            1LIEN GLBL 33       | 2033-10-15      | 7.5000%  | 0.0000% | $371000.00         | $370602.41         | Corporate Debt Securities |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 11.5000% | 0.0000% | $899.00            | $993.39            | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $963000.00         | $882595.92         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $6000.00           | $5992.83           | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $2220000.00        | $2217345.56        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 31       | 2031-12-10      | 2.1500%  | 0.0000% | $2000.00           | $1790.38           | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $2367000.00        | $2169371.28        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 4.1250%  | 0.0000% | $1000.00           | $957.04            | Corporate Debt Securities |
| JP MORGAN MTG ACQ 2007-CH2     MV-5   20370125 FLT | 2037-01-25      | 5.0055%  | 0.0000% | $5469870.00        | $4728709.00        | Asset-Backed Securities   |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $7853.00           | $7262.18           | Corporate Debt Securities |
| LUMINAR TECHNOLOGIES INC       SR SEC FL 144A28    | 2028-08-15      | 13.1946% | 0.0000% | $3207000.00        | $3141069.59        | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $885000.00         | $912980.01         | Corporate Debt Securities |
| SIERRA PAC PWR CO              JR SB GLBL 55       | 2055-12-15      | 6.2000%  | 0.0000% | $1198000.00        | $1209270.52        | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $1000000.00        | $240051.11         | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $453000.00         | $465593.40         | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $100000.00         | $80351.50          | Corporate Debt Securities |
| JP MORGAN MTG ACQ 2006-NC1     M-2    20360425 FLT | 2036-04-25      | 4.6155%  | 0.0000% | $1886352.00        | $1719292.58        | Asset-Backed Securities   |
| LABL INC                       SR SEC 144A NT28    | 2028-11-01      | 5.8750%  | 0.0000% | $7251000.00        | $5522035.30        | Corporate Debt Securities |
| IHS HOLDING LIMITED            SR 144A NT 30       | 2030-05-29      | 7.8750%  | 0.0000% | $415000.00         | $436987.22         | Corporate Debt Securities |
| LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29    | 2029-07-15      | 5.1250%  | 0.0000% | $200000.00         | $123485.58         | Corporate Debt Securities |
| INFRABUILD AUSTRALIA PTY LTD   SR 144A NT 28       | 2028-11-15      | 14.5000% | 0.0000% | $31632000.00       | $36075610.64       | Corporate Debt Securities |
| GRAHAM PACKAGING CO INC        SR GLBL 144A 28     | 2028-08-15      | 7.1250%  | 0.0000% | $15000.00          | $15201.03          | Corporate Debt Securities |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $242000.00         | $25556.41          | Corporate Debt Securities |
| LEVEL 3 FING INC               SR GLBL 144A 29     | 2029-07-15      | 3.7500%  | 0.0000% | $514000.00         | $460627.10         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT4%31    | 2031-04-15      | 4.0000%  | 0.0000% | $1077469.00        | $980300.45         | Corporate Debt Securities |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $44.00             | $17.65             | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR NT 6.25%33       | 2033-07-01      | 6.2500%  | 0.0000% | $16000.00          | $17415.41          | Corporate Debt Securities |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $488000.00         | $501148.35         | Corporate Debt Securities |
| BANCO DO BRASIL S A            FR 3.25%093026      | 2026-09-30      | 3.2500%  | 0.0000% | $400000.00         | $396915.33         | Corporate Debt Securities |
| BRASKEM NETH FIN B V           SR GLBL 144A 33     | 2033-02-13      | 7.2500%  | 0.0000% | $1500000.00        | $660760.42         | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $3861000.00        | $1541081.69        | Corporate Debt Securities |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $384.00            | $12.16             | Corporate Debt Securities |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29    | 2029-06-15      | 8.5000%  | 0.0000% | $100000.00         | $108218.11         | Corporate Debt Securities |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $1415000.00        | $1229496.64        | Corporate Debt Securities |
| AMC ENTMT HLDGS INC            SR SEC GLBL 29      | 2029-02-15      | 7.5000%  | 0.0000% | $3000000.00        | $2595970.00        | Corporate Debt Securities |
| AAG FH UK LTD & GLOBAL         SR 144A NT 29       | 2029-01-15      | 8.3750%  | 0.0000% | $500000.00         | $490963.54         | Corporate Debt Securities |
| ACCELERATE360 HOLDINGS LLC     SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $25944372.00       | $29598204.39       | Corporate Debt Securities |
| ASB BK LTD                     FR 2.375%102231     | 2031-10-22      | 2.3750%  | 0.0000% | $340000.00         | $304442.04         | Corporate Debt Securities |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $7490210.00        | $6923294.73        | Corporate Debt Securities |
| AES CORP                       GLBL NT 2.45%31     | 2031-01-15      | 2.4500%  | 0.0000% | $180000.00         | $164020.30         | Corporate Debt Securities |
| ZAYO ISSUER LLC 2025-2         A-2    20550620 5.9 | 2055-06-20      | 5.9530%  | 0.0000% | $25709.00          | $26413.45          | Asset-Backed Securities   |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2079-12-31      | 3.9000%  | 0.0000% | $19000.00          | $18957.69          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 31    | 2031-10-21      | 5.3664%  | 0.0000% | $325000.00         | $325024.00         | Corporate Debt Securities |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $816000.00         | $857781.24         | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $1423402.00        | $1399557.45        | Corporate Debt Securities |
| AKUMIN INC                     SR SEC GLBL 27      | 2027-08-01      | 9.0000%  | 0.0000% | $17195000.00       | $16660751.35       | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-11-01      | 9.5000%  | 0.0000% | $3956706.00        | $4060659.66        | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-03-15      | 6.5000%  | 0.0000% | $1982.00           | $1904.87           | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-12-01      | 4.1250%  | 0.0000% | $1277000.00        | $812207.12         | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54    | 2054-12-10      | 6.7500%  | 0.0000% | $268000.00         | $285700.73         | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-02-01      | 5.3750%  | 0.0000% | $793000.00         | $674151.11         | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC    | 2500-12-31      | 7.1250%  | 0.0000% | $9000.00           | $9403.22           | Corporate Debt Securities |
| EFESTO BIDCO S.P.A/LLC         SR SEC GLBL 32      | 2032-02-15      | 7.5000%  | 0.0000% | $200000.00         | $202036.00         | Corporate Debt Securities |
| CMS ENERGY CORP                JR SB GLBL NT 50    | 2050-06-01      | 4.7500%  | 0.0000% | $37000.00          | $37021.15          | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $321.00            | $335.17            | Corporate Debt Securities |
| PHILLIPS 66 CO                 JR SB GLBL -A 56    | 2056-03-15      | 5.8750%  | 0.0000% | $294000.00         | $294440.22         | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $366000.00         | $373480.43         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48       | 2048-11-15      | 3.9640%  | 0.0000% | $2474000.00        | $2091144.65        | Corporate Debt Securities |
| LCPR SR SECD FING DESIGNATED A SR SEC GLBL 27      | 2027-10-15      | 6.7500%  | 0.0000% | $2592000.00        | $1633744.08        | Corporate Debt Securities |
| LINDBLAD EXPEDITIONS LLC       1LIEN GLBL 30       | 2030-09-15      | 7.0000%  | 0.0000% | $471000.00         | $486427.87         | Corporate Debt Securities |
| LCPR SR SECD FING DESIGNATED A SR SEC GLBL 27      | 2027-10-15      | 6.7500%  | 0.0000% | $2000000.00        | $1260605.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $1000.00           | $1078.66           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB -A NT      | 2099-12-31      | 5.7500%  | 0.0000% | $2000.00           | $1989.70           | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 144A 30     | 2030-10-15      | 4.7500%  | 0.0000% | $38000.00          | $27056.42          | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 6.2500%  | 0.0000% | $200000.00         | $168104.17         | Corporate Debt Securities |
| DOMINION ENERGY INC            PERP SUB GLBL -C    | 2079-12-31      | 4.3500%  | 0.0000% | $18000.00          | $17790.00          | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $297000.00         | $223060.36         | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28      | 2028-09-30      | 11.0000% | 0.0000% | $2552000.00        | $2719581.33        | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-01-15      | 4.5000%  | 0.0000% | $858000.00         | $804658.14         | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.7500%  | 0.0000% | $1000.00           | $1019.79           | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 34     | 2034-02-01      | 6.2500%  | 0.0000% | $1538000.00        | $1578148.64        | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 32     | 2032-10-15      | 7.8750%  | 0.0000% | $301000.00         | $310265.16         | Corporate Debt Securities |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $1367000.00        | $1348080.72        | Corporate Debt Securities |
| LABL ESCROW ISSUER LLC         SR GLBL 144A 27     | 2027-07-15      | 10.5000% | 0.0000% | $4707000.00        | $3278974.65        | Corporate Debt Securities |
| FULL HSE RESORTS INC           SR SEC GLBL 28      | 2028-02-15      | 8.2500%  | 0.0000% | $1798000.00        | $1547928.17        | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.5000%  | 0.0000% | $926000.00         | $932034.43         | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $2000.00           | $2073.30           | Corporate Debt Securities |
| PMHC II INC                    SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $400000.00         | $224744.00         | Corporate Debt Securities |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $86443000.00       | $101354417.50      | Corporate Debt Securities |
| OFFICE PPTYS INCOME TR         SR SEC GLBL 27      | 2027-03-15      | 3.2500%  | 0.0000% | $16365000.00       | $12838921.91       | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $124241.00         | $124778.03         | Corporate Debt Securities |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29     | 2029-11-01      | 9.8750%  | 0.0000% | $6635000.00        | $7019465.08        | Corporate Debt Securities |
| OCP CLO 2025-45 LTD            A      20381015 FLT | 2038-10-15      | 0.0100%  | 0.0000% | $3757900.00        | $3757867.22        | Asset-Backed Securities   |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $1234000.00        | $1227730.25        | Corporate Debt Securities |
| TULLOW OIL PLC                 SR SEC 144A 26      | 2026-05-15      | 10.2500% | 0.0000% | $3400000.00        | $3024229.17        | Corporate Debt Securities |
| THE REALREAL INC               SR SEC PIK 29       | 2029-03-01      | 13.0000% | 0.0000% | $31374000.00       | $33896992.50       | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 54    | 2054-11-30      | 6.9500%  | 0.0000% | $2150000.00        | $2311633.42        | Corporate Debt Securities |

### Security 658: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AK832, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AK832
- **C.18 - Value (incl. sponsor support):** $800869232.00
- **C.18.a - Value (excl. sponsor support):** $800869232.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| BIOATLA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $332408.00         | $230957.08         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST FMQQ THE NEXT FR | 2500-12-31      | N/A      | 0.0000% | $2975.00           | $44544.08          | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BULL   | 2500-12-31      | N/A      | 0.0000% | $40834.00          | $2201360.94        | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $8337.00           | $495945.62         | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $184005.00         | $138371.76         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $2942.00           | $112016.65         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $58205.32          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN HDG   | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2906.62           | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $1713.00           | $71563.83          | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1152.00           | $139002.16         | Equities   |
| SELECT SECTOR SPDR TR          SBI INT-UTILS    | 2500-12-31      | N/A      | 0.0000% | $29136.00          | $2614081.92        | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3693024.00        | $40327822.08       | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $164063.00         | $6239315.89        | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $2754.00           | $176515.43         | Equities   |
| PURPLE INNOVATION INC          COM              | 2500-12-31      | N/A      | 0.0000% | $677700.00         | $538432.65         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $683.23            | Equities   |
| YHN ACQUISITION I LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $11460.00          | $120330.00         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $8128.00           | $84612.48          | Equities   |
| MCGRATH RENTCORP               COM              | 2500-12-31      | N/A      | 0.0000% | $6638.00           | $725732.54         | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62126.00          | $464081.22         | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $8493.00           | $1960504.59        | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $302220.00         | $20167140.60       | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $14774.00          | $284977.16         | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $146200.00         | $3837750.00        | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $14672.00          | $209894.70         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $22027.00          | $472765.50         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $132990.00         | $40325227.80       | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $290024.00         | $40327837.20       | Equities   |
| ISHARES TR                     ESG ADVNCD HY BD | 2500-12-31      | N/A      | 0.0000% | $14841.00          | $701888.77         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $88223.00          | $1857094.15        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $455.00            | $25491.42          | Equities   |
| ISHARES TR                     A RATE CP BD ETF | 2500-12-31      | N/A      | 0.0000% | $35853.00          | $1742814.33        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI | 2500-12-31      | N/A      | 0.0000% | $37340.00          | $871515.60         | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $155637.00         | $3970299.87        | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $154740.00         | $4724212.20        | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $677.00            | $31686.71          | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $774.00            | $26881.02          | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2843.00           | $66810.50          | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $764463.00         | $8493183.93        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $423341.00         | $40327463.66       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $123678.00         | $23192098.56       | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $6562.00           | $68966.62          | Equities   |
| NEBIUS GROUP N.V.              SHS CLASS A      | 2500-12-31      | N/A      | 0.0000% | $324753.00         | $40327827.54       | Equities   |
| RISKIFIED LTD                  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $500595.00         | $2367814.35        | Equities   |
| TIDAL TRUST II                 YIELDMAX GOLD MI | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $51513.00          | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $15201.00          | $153530.10         | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $278088.00         | $22219231.20       | Equities   |
| PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2997128.00        | $35126340.16       | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $198767.00         | $40327836.63       | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $55684.00          | $23361665.36       | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $3411.00           | $113333.89         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRNC INVT GRAD   | 2500-12-31      | N/A      | 0.0000% | $28645.00          | $604123.05         | Equities   |
| PROSHARES TR                   ULTR MSCI ETF    | 2500-12-31      | N/A      | 0.0000% | $229.00            | $13998.38          | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $58246.00          | $588867.06         | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $26392.00          | $282394.40         | Equities   |
| PERIMETER ACQUISITION CORP I   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $67020.00          | $706390.80         | Equities   |
| LAVA THERAPEUTICS NV           SHS              | 2500-12-31      | N/A      | 0.0000% | $267179.00         | $435501.77         | Equities   |
| LISTED FDS TR                  HORZN KINTCS BL  | 2500-12-31      | N/A      | 0.0000% | $2512.00           | $77118.40          | Equities   |
| WISDOMTREE TR                  CYBERSECURITY FD | 2500-12-31      | N/A      | 0.0000% | $832.00            | $25689.58          | Equities   |
| AURA MINERALS INC              SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $4040.00           | $130047.60         | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $4720.00           | $177330.40         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $938.00            | $111376.53         | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $4748.00           | $147725.95         | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $2514.00           | $1675505.58        | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2268.00           | $113320.62         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $256708.00         | $390196.16         | Equities   |
| TRAEGER INC                    COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $364636.00         | $332183.40         | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $21381.00          | $1188783.60        | Equities   |
| PALO ALTO NETWORKS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $78655.00          | $17168026.85       | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9730.00           | $102165.00         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $145.00            | $6147.70           | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1286664.00        | $3178060.08        | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $1144820.00        | $29273047.40       | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $446468.00         | $991158.96         | Equities   |
| ACI WORLDWIDE INC              COM              | 2500-12-31      | N/A      | 0.0000% | $354104.00         | $16724331.92       | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1122332.00        | $874745.56         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $4242.00           | $277795.85         | Equities   |
| UBS AG                         ETRACS CRUDE OIL | 2500-12-31      | N/A      | 0.0000% | $46004.00          | $2274281.35        | Equities   |
| DOCGO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $139418.00         | $146388.90         | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $5249.00           | $71963.79          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1113232.00        | $27084934.56       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLN SWZLND   | 2500-12-31      | N/A      | 0.0000% | $4006.00           | $154309.92         | Equities   |
| KRANESHARES TRUST              ELEC VEH FUTUR   | 2500-12-31      | N/A      | 0.0000% | $46562.00          | $1469496.72        | Equities   |
| LINDBLAD EXPEDITIONS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $128864.00         | $1494822.40        | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $13006.00          | $328007.42         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1414.00           | $29149.61          | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3123.00           | $76229.31          | Equities   |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $13650.00          | $4468600.50        | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2128.00           | $60107.49          | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4396.00           | $122604.44         | Equities   |
| NUSHARES ETF TR                NUVEEN HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $3013.00           | $75249.68          | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $10511.00          | $134751.02         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL    | 2500-12-31      | N/A      | 0.0000% | $4429.00           | $71329.04          | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $74264.00          | $765661.84         | Equities   |
| INNOVIZ TECHNOLOGIES LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $6056270.00        | $11446350.30       | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1511.00           | $33914.40          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1368.00           | $34342.41          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $33315.18          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $8876.00           | $312790.24         | Equities   |
| VANECK ETF TRUST               DIGITAL INDIA ET | 2500-12-31      | N/A      | 0.0000% | $4298.00           | $181050.67         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $79600.00          | $2042297.20        | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $3338.00           | $78552.15          | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $77988.00          | $871125.96         | Equities   |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $101452.00         | $3898800.36        | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $5129.00           | $82935.93          | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $505.00            | $18311.30          | Equities   |
| ALPS ETF TR                    RIVRFRNT STR INC | 2500-12-31      | N/A      | 0.0000% | $10480.00          | $242809.02         | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $72.00             | $2190.69           | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $15636.00          | $502775.58         | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $103882.00         | $587972.12         | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $13308.00          | $349468.08         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $59320.00          | $40327515.60       | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $393.00            | $39644.90          | Equities   |
| ASCENTAGE PHARMA GROUP INTL    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1762.00           | $57687.88          | Equities   |
| AXON ENTERPRISE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $413.00            | $305157.44         | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $3978060.00        | $7240069.20        | Equities   |
| DBX ETF TR                     XTRACK MUN INFRA | 2500-12-31      | N/A      | 0.0000% | $26008.00          | $648509.48         | Equities   |
| CHEMED CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $50248.00          | $22834701.12       | Equities   |
| CARRIAGE SVCS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1734.00           | $78151.38          | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89660.00          | $906462.60         | Equities   |
| SELECT SECTOR SPDR TR          SBI HEALTHCARE   | 2500-12-31      | N/A      | 0.0000% | $279472.00         | $40327809.60       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $226.00            | $8093.15           | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $48494.00          | $500943.02         | Equities   |
| ARMADA ACQUISITION CORP II     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $185040.00         | $1904061.60        | Equities   |
| VALENS SEMICONDUCTOR LTD       ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $59241.00          | $100709.70         | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 GRTH   | 2500-12-31      | N/A      | 0.0000% | $1862.00           | $221596.62         | Equities   |
| LIONHEART HOLDINGS             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $23609.00          | $250255.40         | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $33360.00          | $338270.40         | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1745.60           | Equities   |
| TIDAL TRUST I                  AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $4143.00           | $101913.24         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $12483.00          | $126577.62         | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $303957.00         | $3614048.73        | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $23555.00          | $1457818.95        | Equities   |
| EA SERIES TRUST                CAMBRIA ENDOWM   | 2500-12-31      | N/A      | 0.0000% | $4294.00           | $131597.79         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS SHFXDINC | 2500-12-31      | N/A      | 0.0000% | $6078.00           | $286881.60         | Equities   |
| APPLOVIN CORP                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $12429.00          | $7713685.98        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $11821.00          | $796184.54         | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $8165.00           | $410127.95         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $162687.00         | $458777.34         | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $37498.00          | $40327224.10       | Equities   |
| ORACLE CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $8535.00           | $2192556.15        | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $3696.00           | $291799.20         | Equities   |
| PDD HOLDINGS INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $296506.00         | $40327781.06       | Equities   |
| PIMCO ETF TR                   ENHAN SHRT MA AC | 2500-12-31      | N/A      | 0.0000% | $50571.00          | $5089971.15        | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $141218.00         | $14116151.28       | Equities   |
| SPROTT FDS TR                  NICKEL MINERS ET | 2500-12-31      | N/A      | 0.0000% | $56868.00          | $817761.84         | Equities   |
| SEI EXCHANGE TRADED FUNDS      SELECT EMERGING  | 2500-12-31      | N/A      | 0.0000% | $15839.00          | $492415.50         | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $34208.00          | $16978798.72       | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $1035.00           | $31421.67          | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $297031.00         | $23159507.07       | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1538.00           | $46971.75          | Equities   |
| VANECK ETF TRUST               LOW CARBN ENERGY | 2500-12-31      | N/A      | 0.0000% | $1818.00           | $244007.78         | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $1122.00           | $276599.93         | Equities   |
| VICTORY PORTFOLIOS II          VCSHS US 500 ENH | 2500-12-31      | N/A      | 0.0000% | $292.00            | $21200.51          | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $299564.00         | $2279682.04        | Equities   |
| SELECT SECTOR SPDR TR          FINANCIAL        | 2500-12-31      | N/A      | 0.0000% | $2021.00           | $105556.83         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $641.00            | $28345.47          | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $1490376.00        | $37497860.16       | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2743.00           | $85395.35          | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $411.00            | $22177.72          | Equities   |
| ISHARES TR                     GLB CNS DISC ETF | 2500-12-31      | N/A      | 0.0000% | $3099.00           | $635061.65         | Equities   |
| ISHARES TR                     USD GRN BOND ETF | 2500-12-31      | N/A      | 0.0000% | $115.00            | $5549.90           | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $49564.72          | Equities   |
| NUSHARES ETF TR                NUVEEN ESG US    | 2500-12-31      | N/A      | 0.0000% | $63235.00          | $1424052.20        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $71668.00          | $5222447.16        | Equities   |
| VANGUARD SCOTTSDALE FDS        TOTAL CORP BND   | 2500-12-31      | N/A      | 0.0000% | $5036.00           | $395397.51         | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $5498.00           | $62182.38          | Equities   |

### Security 659: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ASEL8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1ASEL8
- **C.18 - Value (incl. sponsor support):** $527741647.10
- **C.18.a - Value (excl. sponsor support):** $527741647.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| LIBERTY MEDIA CORP DEL         COM LBTY LIV S A | 2500-12-31      | N/A      | 0.0000% | $108391.00         | $9502638.97        | Equities   |
| SPROTT FDS TR                  NICKEL MINERS ET | 2500-12-31      | N/A      | 0.0000% | $49706.00          | $714772.28         | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $22345.00          | $369809.75         | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL EX US HGH | 2500-12-31      | N/A      | 0.0000% | $49953.00          | $995603.25         | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $4168.00           | $117412.56         | Equities   |
| HEICO CORP NEW                 CL A             | 2500-12-31      | N/A      | 0.0000% | $9003.00           | $2175664.98        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $455.00            | $25491.42          | Equities   |
| FLEXSHARES TR                  STOXX GLOBR INF  | 2500-12-31      | N/A      | 0.0000% | $89093.00          | $5579894.59        | Equities   |
| FORESTAR GROUP INC             COM              | 2500-12-31      | N/A      | 0.0000% | $77585.00          | $2032727.00        | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $638100.00         | $14146677.00       | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $37445.00          | $7597216.05        | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $83183.00          | $390960.10         | Equities   |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $13414.00          | $255268.42         | Equities   |
| PB BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $13995.00          | $276121.35         | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $163706.00         | $6453290.52        | Equities   |
| X FINL                         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $30868.00          | $370724.68         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $58205.32          | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1557676.00        | $4563990.68        | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $190131.00         | $13003059.09       | Equities   |
| NETSCOUT SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $56521.00          | $1585414.05        | Equities   |
| GLOBAL X FDS                   RENEWABLE ENERGY | 2500-12-31      | N/A      | 0.0000% | $1972.00           | $65835.02          | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $52.00             | $2433.84           | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $14672.00          | $209894.70         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $22027.00          | $472765.50         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $7649.00           | $839093.01         | Equities   |
| FIRST FNDTN INC                COM              | 2500-12-31      | N/A      | 0.0000% | $619853.00         | $3285220.90        | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2843.00           | $66810.50          | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $579049.00         | $1053869.18        | Equities   |
| HAFNIA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $308269.00         | $1951342.77        | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $226414.00         | $355469.98         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $88223.00          | $1857094.15        | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $1397.00           | $89539.60          | Equities   |
| T ROWE PRICE ETF INC           HEDGED EQUTY ETF | 2500-12-31      | N/A      | 0.0000% | $3123.00           | $88033.31          | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2428976.00        | $26524417.92       | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $290.00            | $34991.86          | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $45954.59          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $2556.00           | $234052.92         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $2942.00           | $112016.65         | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $774.00            | $26881.02          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST FMQQ THE NEXT FR | 2500-12-31      | N/A      | 0.0000% | $4619.00           | $69159.36          | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $33199.00          | $1279821.45        | Equities   |
| ISHARES TR                     ESG ADVNCD HY BD | 2500-12-31      | N/A      | 0.0000% | $14841.00          | $701888.77         | Equities   |
| ISHARES TR                     CORE S&P MCP ETF | 2500-12-31      | N/A      | 0.0000% | $43405.00          | $2800924.65        | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $10209.00          | $258775.69         | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1787.00           | $245053.28         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL QULTY   | 2500-12-31      | N/A      | 0.0000% | $8198.00           | $283404.86         | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3310.00           | $72182.16          | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $29316.00          | $2951828.04        | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $24676.00          | $2472288.44        | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $256708.00         | $390196.16         | Equities   |
| MBIA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2940.00           | $19845.00          | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $300050.00         | $9658609.50        | Equities   |
| NIKE INC                       CL B             | 2500-12-31      | N/A      | 0.0000% | $30620.00          | $1987238.00        | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $11269.00          | $257891.07         | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3618592.00        | $26524279.36       | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $70496.00          | $1850520.00        | Equities   |
| RIO TINTO PLC                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $367374.00         | $26524402.80       | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $641.00            | $28345.47          | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1511.00           | $33914.39          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $8876.00           | $312790.24         | Equities   |
| VANECK ETF TRUST               DIGITAL INDIA ET | 2500-12-31      | N/A      | 0.0000% | $2020.00           | $85091.29          | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $2529.00           | $40893.93          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2031 | 2500-12-31      | N/A      | 0.0000% | $1682.00           | $42324.33          | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $6756.00           | $173338.69         | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $21118.00          | $760775.95         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $505.00            | $18311.30          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $3338.00           | $78552.15          | Equities   |
| BORGWARNER INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $296352.00         | $13080977.28       | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $284167.00         | $2489302.92        | Equities   |
| TRAEGER INC                    COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $364636.00         | $332183.40         | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $3104.00           | $86570.56          | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2128.00           | $60107.49          | Equities   |
| NEOS ETF TRUST                 FIS CHRISTIAN    | 2500-12-31      | N/A      | 0.0000% | $4145.00           | $130962.10         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $33315.18          | Equities   |
| LAUDER ESTEE COS INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $42387.00          | $4137395.07        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $27804.00          | $1537561.20        | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $13006.00          | $328007.42         | Equities   |
| KRANESHARES TRUST              ELEC VEH FUTUR   | 2500-12-31      | N/A      | 0.0000% | $28271.00          | $892232.76         | Equities   |
| KT CORP                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1313662.00        | $24171380.80       | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $254332.00         | $26524284.28       | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $490008.00         | $381912.24         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $4242.00           | $277795.85         | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $204831.00         | $6298553.25        | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $594985.00         | $26524431.30       | Equities   |
| ISHARES TR                     IBONDS DEC 2032  | 2500-12-31      | N/A      | 0.0000% | $241982.00         | $6197159.02        | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $155122.00         | $26524310.78       | Equities   |
| PURPLE INNOVATION INC          COM              | 2500-12-31      | N/A      | 0.0000% | $216437.00         | $171959.20         | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $26392.00          | $282394.40         | Equities   |
| LAVA THERAPEUTICS NV           SHS              | 2500-12-31      | N/A      | 0.0000% | $267180.00         | $435503.40         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $74264.00          | $765661.84         | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $3696.00           | $291799.20         | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $27137.00          | $9870541.01        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD HEALT | 2500-12-31      | N/A      | 0.0000% | $3129.00           | $112771.35         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $28509.00          | $1479189.47        | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $1868.00           | $70180.76          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EUROPE ALPHADEX  | 2500-12-31      | N/A      | 0.0000% | $23443.00          | $1201336.53        | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $1033.00           | $51613.85          | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9730.00           | $102165.00         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1907.91           | Equities   |
| NOKIA CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $277128.00         | $1975922.64        | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62126.00          | $464081.22         | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $348776.00         | $26524414.80       | Equities   |
| GDS HLDGS LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $161839.00         | $5750139.67        | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $393.00            | $39644.90          | Equities   |
| MIDDLEBY CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $11776.00          | $1450096.64        | Equities   |
| MARZETTI COMPANY               COM              | 2500-12-31      | N/A      | 0.0000% | $75045.00          | $11779813.65       | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $339009.00         | $918714.39         | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $18424.00          | $19345.20          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $11821.00          | $796184.54         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $10259.00          | $260732.48         | Equities   |
| CHENIERE ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $104792.00         | $22165603.84       | Equities   |
| ARMADA HOFFLER PPTYS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $54598.00          | $352157.10         | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $3978060.00        | $7240069.20        | Equities   |
| DBX ETF TR                     XTRACK MUN INFRA | 2500-12-31      | N/A      | 0.0000% | $26008.00          | $648509.48         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $8337.00           | $495945.62         | Equities   |
| AXON ENTERPRISE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $413.00            | $305157.44         | Equities   |
| WENDYS CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $20507.00          | $174514.57         | Equities   |
| OCULAR THERAPEUTIX INC         COM              | 2500-12-31      | N/A      | 0.0000% | $239492.00         | $2830795.44        | Equities   |
| TIDAL TRUST I                  AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $4143.00           | $101913.24         | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $23115.00          | $379779.45         | Equities   |
| APTARGROUP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $213287.00         | $26524371.32       | Equities   |
| BLACK HAWK ACQUISITION CORP    USD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $5498.00           | $62182.38          | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $77988.00          | $871125.96         | Equities   |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $19252.00          | $2385900.36        | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $305866.00         | $2070712.82        | Equities   |
| FUTURE VISION II ACQUISITION   SHS              | 2500-12-31      | N/A      | 0.0000% | $4638.00           | $48791.76          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $49564.72          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $23612.00          | $1064665.08        | Equities   |
| STAAR SURGICAL CO              COM PAR $0.01    | 2500-12-31      | N/A      | 0.0000% | $58763.00          | $1558982.39        | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $2074596.00        | $3630543.00        | Equities   |
| MERITAGE HOMES CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $36088.00          | $2435218.24        | Equities   |
| NUSHARES ETF TR                NUVEEN ESG US    | 2500-12-31      | N/A      | 0.0000% | $63235.00          | $1424052.20        | Equities   |
| HARRIS OAKMARK ETF TRUST       OAKMARK U S LRG  | 2500-12-31      | N/A      | 0.0000% | $91981.00          | $2437496.50        | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2743.00           | $85395.35          | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $411.00            | $22177.72          | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $994668.00         | $10085933.52       | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $119618.00         | $9525181.34        | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $89130.00          | $251346.60         | Equities   |
| BROADCOM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $254.00            | $95623.38          | Equities   |
| CIENA CORP                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $131417.00         | $24832556.32       | Equities   |
| TELEFONAKTIEBOLAGET LM ERICSS  ADR B SEK 10     | 2500-12-31      | N/A      | 0.0000% | $2615824.00        | $26524455.36       | Equities   |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $33040.00          | $1096267.20        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1368.00           | $34342.41          | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRNC INVT GRAD   | 2500-12-31      | N/A      | 0.0000% | $28645.00          | $604123.05         | Equities   |
| PIMCO ETF TR                   SR LN ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $81561.00          | $4145745.63        | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $98618.00          | $330370.30         | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1377170.00        | $2974687.20        | Equities   |
| SELECT SECTOR SPDR TR          FINANCIAL        | 2500-12-31      | N/A      | 0.0000% | $319586.00         | $16691976.78       | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1745.60           | Equities   |
| SANOFI SA                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $80306.00          | $4090787.64        | Equities   |

### Security 660: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.350000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ASQN1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1ASQN1
- **C.18 - Value (incl. sponsor support):** $2498072962.46
- **C.18.a - Value (excl. sponsor support):** $2498072962.46
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5987.00           | $235887.80         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $6826.00           | $70171.28          | Equities   |
| ICON PLC                       SHS              | 2500-12-31      | N/A      | 0.0000% | $36305.00          | $6002305.65        | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $245012.00         | $12471110.80       | Equities   |
| SELECT SECTOR SPDR TR          SBI MATERIALS    | 2500-12-31      | N/A      | 0.0000% | $11166.00          | $962174.22         | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $240278.00         | $591083.88         | Equities   |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $6117.00           | $758079.81         | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $122547.00         | $2725445.28        | Equities   |
| SIMILARWEB LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $13650.00          | $113704.50         | Equities   |
| CREDO TECHNOLOGY GROUP HOLDING ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $749129.00         | $124819873.98      | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $33365.00          | $338321.10         | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $61726.00          | $1113228.41        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $54503.00          | $1250843.85        | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $110595.00         | $4209245.70        | Equities   |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $75505.00          | $9596685.50        | Equities   |
| OP BANCORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $13360.00          | $178890.40         | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $414.00            | $83263.68          | Equities   |
| UNITY BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $34709.00          | $1583077.49        | Equities   |
| ONE STOP SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $99273.00          | $492394.08         | Equities   |
| TELOS CORP MD                  COM              | 2500-12-31      | N/A      | 0.0000% | $371355.00         | $2551208.85        | Equities   |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $19240.00          | $131986.40         | Equities   |
| BRP INC                        COM SUN VTG      | 2500-12-31      | N/A      | 0.0000% | $10315.00          | $658819.05         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI RL EST ETF  | 2500-12-31      | N/A      | 0.0000% | $2627.00           | $70929.00          | Equities   |
| HERITAGE INSURANCE HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $35390.00          | $825648.70         | Equities   |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $221690.00         | $2584905.40        | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $8949.00           | $394292.94         | Equities   |
| NB BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $44853.00          | $812736.36         | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $42252.00          | $2529204.72        | Equities   |
| NATIONAL BEVERAGE CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $74310.00          | $2498302.20        | Equities   |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $75585.00          | $227510.85         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $183604.00         | $124819507.32      | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $18268.00          | $590239.08         | Equities   |
| CAPITAL BANCORP INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $29386.00          | $817812.38         | Equities   |
| CITY OFFICE REIT INC           COM              | 2500-12-31      | N/A      | 0.0000% | $13266.00          | $91535.40          | Equities   |
| CONTINEUM THERAPEUTICS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $129184.00         | $1361599.36        | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17881.00          | $51676.09          | Equities   |
| COHEN & STEERS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $26410.00          | $1836287.30        | Equities   |
| NIAGEN BIOSCIENCE INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $84491.00          | $600731.01         | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $78675.00          | $1166750.25        | Equities   |
| SKYWARD SPECIALTY INS GROUP IN COM              | 2500-12-31      | N/A      | 0.0000% | $208106.00         | $9497957.84        | Equities   |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $86351.00          | $2260669.18        | Equities   |
| STEM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4774.00           | $80871.56          | Equities   |
| SURROZEN INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9726.00           | $132759.90         | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE MUNIC | 2500-12-31      | N/A      | 0.0000% | $270000.00         | $12374100.00       | Equities   |
| SPDR SERIES TRUST              OILGAS EQUIP     | 2500-12-31      | N/A      | 0.0000% | $5769.00           | $471558.06         | Equities   |
| SPDR INDEX SHS FDS             S&P EM MKT DIV   | 2500-12-31      | N/A      | 0.0000% | $8820.00           | $340452.00         | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $2399.00           | $268376.13         | Equities   |
| STEELCASE INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $749832.00         | $11967318.72       | Equities   |
| STAR BULK CARRIERS CORP.       SHS PAR          | 2500-12-31      | N/A      | 0.0000% | $13536.00          | $252852.48         | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $14367.00          | $163352.79         | Equities   |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $9703.00           | $148261.84         | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $130169.00         | $868227.23         | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $209374.00         | $2196333.26        | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $37078.00          | $384498.86         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $14005.00          | $151534.10         | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $515336.00         | $14877750.32       | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $27216.00          | $10073458.08       | Equities   |
| SPDR SERIES TRUST              HLTH CR EQUIP    | 2500-12-31      | N/A      | 0.0000% | $1510.00           | $120316.80         | Equities   |
| SPDR INDEX SHS FDS             S&P INTL ETF     | 2500-12-31      | N/A      | 0.0000% | $8373.00           | $359243.57         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $42384.00          | $1034169.60        | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $120911.00         | $269631.53         | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $50389.00          | $333575.18         | Equities   |
| SPDR SERIES TRUST              S&P BK ETF       | 2500-12-31      | N/A      | 0.0000% | $65227.00          | $3690543.66        | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $1196.00           | $117686.40         | Equities   |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $66159.00          | $5411806.20        | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $171252.00         | $12364394.40       | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $503753.00         | $36370966.60       | Equities   |
| KVH INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $24050.00          | $141654.50         | Equities   |
| HESAI GROUP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $712029.00         | $16511952.51       | Equities   |
| VODAFONE GROUP PLC NEW         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $590621.00         | $7069733.37        | Equities   |
| XPENG INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $712814.00         | $16359081.30       | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $10.75             | Equities   |
| IBEX LTD                       SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $14178.00          | $533801.70         | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $116063.00         | $124819953.35      | Equities   |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $1605.00           | $73926.30          | Equities   |
| ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $481882.00         | $28917738.82       | Equities   |
| EA SERIES TRUST                US QUAN MOMENTUM | 2500-12-31      | N/A      | 0.0000% | $2061.00           | $137505.39         | Equities   |
| AMERISAFE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $27689.00          | $1105898.66        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $12330.00          | $282973.50         | Equities   |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $170840.00         | $14880164.00       | Equities   |
| ENOVA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $932.00            | $111113.04         | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $93395.00          | $306335.60         | Equities   |
| RED ROBIN GOURMET BURGERS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $11488.00          | $59507.84          | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $218438.00         | $21494299.20       | Equities   |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $486165.00         | $16130954.70       | Equities   |
| SCHWAB STRATEGIC TR            US DIVIDEND EQ   | 2500-12-31      | N/A      | 0.0000% | $62747.00          | $1674089.96        | Equities   |
| OPPENHEIMER HLDGS INC          CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $49764.00          | $3446157.00        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $50441.00          | $2783838.79        | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $26287.00          | $4149665.82        | Equities   |
| UNITED FIRE GROUP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $61184.00          | $1855098.88        | Equities   |
| SPDR SERIES TRUST              PORTFOLIO S&P500 | 2500-12-31      | N/A      | 0.0000% | $160937.00         | $12874960.00       | Equities   |
| SPDR SERIES TRUST              S&P 400 MDCP GRW | 2500-12-31      | N/A      | 0.0000% | $1144.00           | $104390.00         | Equities   |
| SPDR SERIES TRUST              S&P 600 SMCP VAL | 2500-12-31      | N/A      | 0.0000% | $10294.00          | $907519.04         | Equities   |
| SPDR SERIES TRUST              S&P 600 SMCP VAL | 2500-12-31      | N/A      | 0.0000% | $26543.00          | $2340030.88        | Equities   |
| SPDR SERIES TRUST              S&P METALS MNG   | 2500-12-31      | N/A      | 0.0000% | $32063.00          | $3091514.46        | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1670279.00        | $124819949.67      | Equities   |
| SUI GROUP HOLDINGS LIMITED     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $117653.00         | $317663.10         | Equities   |
| VERITONE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2329.00           | $14008.93          | Equities   |
| PROSHARES TR                   ULTRAPRO SHT QQQ | 2500-12-31      | N/A      | 0.0000% | $5.00              | $66.75             | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $4485088.00        | $124819999.04      | Equities   |
| PROVIDENT BANCORP INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5190.00           | $65913.00          | Equities   |
| KURA ONCOLOGY INC              COM              | 2500-12-31      | N/A      | 0.0000% | $32100.00          | $335124.00         | Equities   |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $1166.00           | $86999.92          | Equities   |
| LEGG MASON ETF INVT            FRANKLIN US LOW  | 2500-12-31      | N/A      | 0.0000% | $950.00            | $38263.72          | Equities   |
| PROASSURANCE CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $496460.00         | $11890217.00       | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $6914.00           | $384418.40         | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $116491.00         | $7499690.58        | Equities   |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $18204.00          | $452915.52         | Equities   |
| ENERFLEX LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $148672.00         | $1862860.16        | Equities   |
| ADAPTIVE BIOTECHNOLOGIES CORP  COM              | 2500-12-31      | N/A      | 0.0000% | $139113.00         | $2352400.83        | Equities   |
| ALLETE INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $489271.00         | $32971972.69       | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $171582.00         | $602252.82         | Equities   |
| ALERUS FINL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $78833.00          | $1672047.93        | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $32352.00          | $97379.52          | Equities   |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $28562.00          | $9714793.06        | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $1597.00           | $38583.52          | Equities   |
| DIREXION SHS ETF TR            DAILY CSCO BEAR  | 2500-12-31      | N/A      | 0.0000% | $238.00            | $5483.52           | Equities   |
| DIREXION SHS ETF TR            DAILY QCOM BEAR  | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $63906.90          | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $167018.00         | $576212.10         | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $171106.00         | $590315.70         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $872485.00         | $90991460.65       | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $56373.00          | $242403.90         | Equities   |
| CORPORACION AMER ARPTS S A     COM              | 2500-12-31      | N/A      | 0.0000% | $19359.00          | $421251.84         | Equities   |
| MANCHESTER UTD PLC NEW         ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $19997.00          | $345948.10         | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $4481.00           | $383483.98         | Equities   |
| WORTHINGTON ENTERPRISES INC    COM              | 2500-12-31      | N/A      | 0.0000% | $22505.00          | $1250377.80        | Equities   |
| AMN HEALTHCARE SVCS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1028.73           | Equities   |
| AXT INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $1179902.00        | $8636882.64        | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $1058896.00        | $4553252.80        | Equities   |
| ADVERUM BIOTECHNOLOGIES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $86505.00          | $365916.15         | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL A             | 2500-12-31      | N/A      | 0.0000% | $5.00              | $3589610.10        | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $742312.00         | $1833510.64        | Equities   |
| RBB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $58946.00          | $1118795.08        | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $3437.00           | $1705920.58        | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $631895.00         | $11140308.85       | Equities   |
| ALLOT LTD                      SHS              | 2500-12-31      | N/A      | 0.0000% | $88505.00          | $849648.00         | Equities   |
| RESIDEO TECHNOLOGIES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4341.00           | $188963.73         | Equities   |
| OKEANIS ECO TANKERS COR        SHS              | 2500-12-31      | N/A      | 0.0000% | $3439.00           | $117613.80         | Equities   |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $766643.00         | $21082682.50       | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $90077.00          | $589103.58         | Equities   |
| SABRA HEALTH CARE REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $90879.00          | $1587656.13        | Equities   |
| SES AI CORPORATION             CL A COM         | 2500-12-31      | N/A      | 0.0000% | $5462601.00        | $11635340.13       | Equities   |
| RAPID7 INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $438404.00         | $7996488.96        | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $4112.00           | $71548.80          | Equities   |
| SPDR SERIES TRUST              S&P TRANSN ETF   | 2500-12-31      | N/A      | 0.0000% | $1787.00           | $148772.04         | Equities   |
| PRECISION BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $46993.00          | $404609.73         | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $8831.00           | $113213.42         | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $1906.00           | $98463.96          | Equities   |
| METHANEX CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $45875.00          | $1554245.00        | Equities   |
| GLAUKOS CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $17715.00          | $1555377.00        | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 2X LONG    | 2500-12-31      | N/A      | 0.0000% | $5703.00           | $197494.89         | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $67531.00          | $343732.79         | Equities   |
| PONY AI INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1439414.00        | $28442820.64       | Equities   |
| GLOBAL SHIP LEASE INC NEW      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $38783.00          | $1189086.78        | Equities   |
| STRATASYS LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $99226.00          | $1069656.28        | Equities   |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $172326.00         | $12562565.40       | Equities   |
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $289760.00         | $7351211.20        | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $513176.00         | $1975727.60        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $663103.00         | $53578722.40       | Equities   |
| HERBALIFE LTD                  COM SHS          | 2500-12-31      | N/A      | 0.0000% | $26764.00          | $207421.00         | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $42884.00          | $144947.92         | Equities   |
| INTER & CO INC                 CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $342595.00         | $3141596.15        | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $4074562.00        | $24365880.76       | Equities   |
| XUNLEI LTD                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $32067.00          | $281868.93         | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $24285.00          | $245521.35         | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20496.00          | $1203935.04        | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1280166.00        | $3930109.62        | Equities   |
| NLIGHT INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $152840.00         | $4825158.80        | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $1071.00           | $76801.41          | Equities   |
| ISHARES TR                     US CONSUM DISCRE | 2500-12-31      | N/A      | 0.0000% | $2914.00           | $295945.84         | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $4364.00           | $99658.49          | Equities   |
| COEUR MNG INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1374798.00        | $24333924.60       | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL 2X S | 2500-12-31      | N/A      | 0.0000% | $125183.00         | $10430247.56       | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BULL 2 | 2500-12-31      | N/A      | 0.0000% | $4324.00           | $114825.12         | Equities   |
| EVERSPIN TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $34858.00          | $363220.36         | Equities   |
| EUPRAXIA PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $62506.00          | $335657.22         | Equities   |
| CHEMUNG FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $3228.00           | $165015.36         | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $3775559.00        | $124819980.54      | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $67306.00          | $1631497.44        | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $156038.00         | $8001628.64        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $99800.00          | $5178123.00        | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $8431.00           | $312031.31         | Equities   |
| DIREXION SHS ETF TR            DAILY CRYPTO IND | 2500-12-31      | N/A      | 0.0000% | $2748.00           | $39832.81          | Equities   |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $167525.00         | $2536328.50        | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $250439.00         | $678689.69         | Equities   |
| FREIGHTCAR AMER INC            COM              | 2500-12-31      | N/A      | 0.0000% | $74594.00          | $641508.40         | Equities   |
| FINVOLUTION GROUP              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $150900.00         | $842022.00         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $7627.00           | $763233.89         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $2780.00           | $278194.60         | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $25530.00          | $64080.30          | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $1089975.00        | $121728408.00      | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $44385.00          | $1507758.45        | Equities   |
| ISHARES TR                     IBONDS OCT 2035  | 2500-12-31      | N/A      | 0.0000% | $9542.00           | $245498.48         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  US QUALTY FCTR   | 2500-12-31      | N/A      | 0.0000% | $11997.00          | $752331.87         | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $27796.00          | $1876507.96        | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $3146219.00        | $25767533.61       | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $325653.00         | $55683406.47       | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $12956.00          | $485461.32         | Equities   |
| ODDITY TECH LTD                SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $53900.00          | $2345728.00        | Equities   |
| JFROG LTD                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $495297.00         | $23278959.00       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $36647.00          | $1730471.34        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $182691.00         | $124819971.93      | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $3283.00           | $155023.26         | Equities   |
| DESCARTES SYS GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $29716.00          | $2658690.52        | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BULL   | 2500-12-31      | N/A      | 0.0000% | $35243.00          | $1899950.13        | Equities   |
| DIMENSIONAL ETF TRUST          US TARGETED VLU  | 2500-12-31      | N/A      | 0.0000% | $184.00            | $10454.88          | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $2237.00           | $103975.76         | Equities   |
| BANK MONTREAL MEDIUM           NT LKD 38        | 2500-12-31      | N/A      | 0.0000% | $48738.00          | $3538378.80        | Equities   |
| BANDWIDTH INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $18258.00          | $294136.38         | Equities   |
| FUELCELL ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $997370.00         | $7709670.10        | Equities   |
| TERAWULF INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1517631.00        | $22491291.42       | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $2099.00           | $215483.34         | Equities   |
| TASKUS INC                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $108842.00         | $1442156.50        | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $489417.00         | $2867983.62        | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $3596.00           | $129599.84         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $1989.00           | $131632.02         | Equities   |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $3069.00           | $176375.43         | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $28982.00          | $1084071.71        | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $9745.00           | $1146012.00        | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $928037.00         | $6301371.23        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P MDCP 400 REV | 2500-12-31      | N/A      | 0.0000% | $4185.00           | $515372.71         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT INDS | 2500-12-31      | N/A      | 0.0000% | $2243.00           | $404592.12         | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $105705.00         | $7053694.65        | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $46321.00          | $3091000.33        | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $118133.00         | $179562.16         | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $750391.00         | $32326844.28       | Equities   |
| NORTHERN TECHNOLOGIES INTL COR COM              | 2500-12-31      | N/A      | 0.0000% | $17234.00          | $130375.21         | Equities   |
| FIRST TR EXCHANGE-TRADED FD VI SMID RISNG ETF   | 2500-12-31      | N/A      | 0.0000% | $6901.00           | $258097.40         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $9696.00           | $654770.88         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $1959.00           | $144770.10         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $667.00            | $157278.60         | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $100010.00         | $18970896.90       | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $102629.00         | $4491045.04        | Equities   |
| FULTON FINL CORP PA            COM              | 2500-12-31      | N/A      | 0.0000% | $27502.00          | $481009.98         | Equities   |
| FRANCO NEV CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $22714.00          | $4290674.60        | Equities   |
| FRONTVIEW REIT INC             COM              | 2500-12-31      | N/A      | 0.0000% | $19758.00          | $263571.72         | Equities   |
| ALCHEMY INVTS ACQUISITN CORP 1 CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $5041.00           | $58727.65          | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $90753.00          | $1004635.71        | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $49411.00          | $183314.81         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $2932.00           | $268483.24         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $167094.00         | $15300797.58       | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $81768.00          | $196243.20         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $95526.00          | $1083264.84        | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $15201.00          | $153530.10         | Equities   |
| WARNER MUSIC GROUP CORP        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1008420.00        | $32057671.80       | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $17070.00          | $175991.70         | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $100529.28         | Equities   |
| MERUS N V                      COM              | 2500-12-31      | N/A      | 0.0000% | $412842.00         | $39244760.52       | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $241679.00         | $124819953.13      | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $96318.00          | $688673.70         | Equities   |
| VALKYRIE ETF TRUST II          COINSHARES BITCN | 2500-12-31      | N/A      | 0.0000% | $43463.00          | $2464786.73        | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $94859.00          | $3540137.88        | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $958.00            | $194368.62         | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $50299.00          | $188621.25         | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $1460629.00        | $85037820.38       | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $683307.00         | $39782133.54       | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7.00              | $79.52             | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $140435.00         | $7091967.50        | Equities   |
| IMMUNOVANT INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $98639.00          | $2448219.98        | Equities   |
| HYCROFT MINING HOLDING CORP    CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $165800.00         | $1314794.00        | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $544376.00         | $1475258.96        | Equities   |
| NBT BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $40.49             | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $388565.00         | $32231466.75       | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $96904.00          | $7344354.16        | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $497179.00         | $20384339.00       | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $96155.00          | $10427048.20       | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $38584.00          | $101861.76         | Equities   |
| MOONLAKE IMMUNOTHERAPEUTICS    CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $233809.00         | $2293666.29        | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $2151.00           | $96192.72          | Equities   |
| MOBILEYE GLOBAL INC            COMMON CLASS A   | 2500-12-31      | N/A      | 0.0000% | $2487845.00        | $31968808.25       | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $2932.00           | $610823.56         | Equities   |
| NEKTAR THERAPEUTICS            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10100.00          | $634280.00         | Equities   |
| STAR HLDGS                     SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $18313.00          | $134966.81         | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $117777.00         | $10290176.49       | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $3629.00           | $106728.89         | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $2688.00           | $419139.84         | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $2888.00           | $98249.76          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI ENERGY IDX  | 2500-12-31      | N/A      | 0.0000% | $196072.00         | $4770431.76        | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $677958.00         | $1986416.94        | Equities   |
| BANK MONTREAL QUE              MICROSCTR 3X LEV | 2500-12-31      | N/A      | 0.0000% | $132300.00         | $21091266.00       | Equities   |
| BAIDU INC                      SPON ADR REP A   | 2500-12-31      | N/A      | 0.0000% | $77677.00          | $9461835.37        | Equities   |
| ATKORE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $588975.00         | $40409574.75       | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $47187.00          | $158076.45         | Equities   |
| BAKKT HOLDINGS INC             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $93816.00          | $2154953.52        | Equities   |
| ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   | 2500-12-31      | N/A      | 0.0000% | $328357.00         | $12569505.96       | Equities   |
| DIREXION SHS ETF TR            DAILY MU BULL    | 2500-12-31      | N/A      | 0.0000% | $9468.00           | $680749.20         | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $1353230.00        | $39933817.30       | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $4316.00           | $318650.28         | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC COR   | 2500-12-31      | N/A      | 0.0000% | $24772.00          | $1015156.56        | Equities   |
| AVIDBANK HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $14037.00          | $362294.97         | Equities   |
| CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10   | 2500-12-31      | N/A      | 0.0000% | $43726.00          | $280720.92         | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $2103.00           | $43122.01          | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $108.00            | $2522.92           | Equities   |
| DIREXION SHS ETF TR            DAILY BA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $4359.00           | $86091.12          | Equities   |
| DIME CMNTY BANCSHARES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $4123.00           | $108599.82         | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $31991.00          | $102691.11         | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP VAL | 2500-12-31      | N/A      | 0.0000% | $19875.00          | $621093.75         | Equities   |
| INTERNATIONAL BANCSHARES CORP  COM              | 2500-12-31      | N/A      | 0.0000% | $213265.00         | $14109612.40       | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $49479.00          | $842627.37         | Equities   |
| HUB GROUP INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $42063.00          | $1491553.98        | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $129919.00         | $13948103.84       | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $56833.00          | $2286391.59        | Equities   |
| MINISO GROUP HLDG LTD          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $16912.00          | $361240.32         | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $11516.00          | $463288.68         | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $12599.00          | $563427.28         | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $1416.00           | $288580.80         | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $70879.00          | $1207069.37        | Equities   |
| IQIYI INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $322939.00         | $733071.53         | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $125760.00         | $4303507.20        | Equities   |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $268197.00         | $4899959.19        | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $4344.00           | $319370.88         | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $1999.00           | $201319.29         | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $7710.00           | $776474.10         | Equities   |
| FORGE GLOBAL HOLDINGS INC      COM SHS          | 2500-12-31      | N/A      | 0.0000% | $6212.00           | $133620.12         | Equities   |
| FIRSTSERVICE CORP NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $45671.00          | $7145227.95        | Equities   |

### Security 661: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.440000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BANM4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BANM4
- **C.18 - Value (incl. sponsor support):** $749870167.50
- **C.18.a - Value (excl. sponsor support):** $749870167.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31     | 2031-03-01      | 3.8750%  | 0.0000% | $90000.00          | $85228.95          | Corporate Debt Securities                         |
| SMRT COML MTG TR 2022-MINI     B      20390118 FLT | 2039-01-18      | 5.3830%  | 0.0000% | $3850000.00        | $3844814.34        | Private Label Collateralized Mortgage Obligations |
| SREIT COMM MTG TR 2021-MFP     A      20381115 FLT | 2038-11-15      | 4.8775%  | 0.0000% | $1139000.00        | $955726.07         | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022F 27    | 2027-11-01      | 5.8500%  | 0.0000% | $1432000.00        | $1510230.16        | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2020-1     A      20290415 5.8 | 2029-04-15      | 5.8750%  | 0.0000% | $499999.00         | $174401.31         | Asset-Backed Securities                           |
| US BANCORP                     FR 5.1%072330       | 2030-07-23      | 5.1000%  | 0.0000% | $92000.00          | $95901.11          | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT6.5%28    | 2028-05-01      | 6.5000%  | 0.0000% | $6142000.00        | $6220556.18        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-10-21      | 4.3690%  | 0.0000% | $9363000.00        | $9340656.24        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               CR SEN SR GLBL26    | 2026-10-04      | 3.7000%  | 0.0000% | $71000.00          | $70039.19          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.65%110444      | 2044-11-04      | 4.6500%  | 0.0000% | $234000.00         | $213832.12         | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31      | 2031-01-31      | 5.8750%  | 0.0000% | $24000.00          | $24983.47          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 26       | 2026-02-13      | 4.8750%  | 0.0000% | $1114000.00        | $1127471.04        | Corporate Debt Securities                         |
| PRKCM TRUST 2024-HOME1         A-1    20590525 FLT | 2059-05-25      | 6.4310%  | 0.0000% | $810000.00         | $564664.24         | Private Label Collateralized Mortgage Obligations |
| RWE FINANCE US LLC             SR 144A NT 55       | 2055-09-18      | 5.8750%  | 0.0000% | $1150000.00        | $1148110.97        | Corporate Debt Securities                         |
| SAFEWAY INC                    SR DEB   7.45%27    | 2027-09-15      | 7.4500%  | 0.0000% | $1563000.00        | $1618688.82        | Corporate Debt Securities                         |
| RIVIAN HOLDINGS LLC / RIVIAN   SR SEC GLBL 31      | 2031-01-15      | 10.0000% | 0.0000% | $6979000.00        | $6502760.79        | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $73000.00          | $17523.73          | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 28       | 2028-05-15      | 3.7500%  | 0.0000% | $127000.00         | $129008.08         | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT 47       | 2047-04-01      | 4.3500%  | 0.0000% | $353000.00         | $311499.55         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 3.45%27     | 2027-04-07      | 3.4500%  | 0.0000% | $160000.00         | $159159.07         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $8162000.00        | $7278699.29        | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.25%27     | 2027-04-05      | 5.2500%  | 0.0000% | $242000.00         | $246589.73         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SUB -T NT      | 2500-12-31      | 6.2500%  | 0.0000% | $424000.00         | $432698.12         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 38       | 2038-03-05      | 6.8750%  | 0.0000% | $44000.00          | $51894.68          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $950000.00         | $1009543.36        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $25000.00          | $20685.87          | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR REGS NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $20449000.00       | $22670514.04       | Corporate Debt Securities                         |
| VERUS SEC TR 2021-1            A-3    20660125 FLT | 2066-01-25      | 1.1550%  | 0.0000% | $200000.00         | $40638.06          | Private Label Collateralized Mortgage Obligations |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32    | 2032-06-30      | 8.4990%  | 0.0000% | $525000.00         | $553661.06         | Corporate Debt Securities                         |
| LYON WILLIAM HOMES INC         SR GLBL 144A 27     | 2027-07-15      | 6.6250%  | 0.0000% | $425000.00         | $433290.45         | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     GLBL NT 5.05%30     | 2030-02-19      | 5.0500%  | 0.0000% | $98000.00          | $101840.62         | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT 1LIEN GLBL28    | 2028-05-05      | 6.9968%  | 0.0000% | $6648000.00        | $6792926.40        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-06-15      | 6.8750%  | 0.0000% | $777671.00         | $750855.50         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $66000.00          | $70475.29          | Corporate Debt Securities                         |
| CARVANA CO                     SR SEC GLBL 31      | 2031-06-01      | 9.0000%  | 0.0000% | $38735000.00       | $44137585.64       | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.9%44       | 2044-04-01      | 4.9000%  | 0.0000% | $45000.00          | $43278.00          | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 29     | 2029-06-01      | 5.8750%  | 0.0000% | $44000.00          | $45420.72          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 5.1%29      | 2029-06-01      | 5.1000%  | 0.0000% | $124000.00         | $130724.52         | Corporate Debt Securities                         |
| MELLO MTG CAP ACPTNC 2021-INV1 A-5    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $1579310.00        | $1081047.70        | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.55%54    | 2054-03-15      | 5.5500%  | 0.0000% | $417000.00         | $415920.67         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2021-NQM2R   B-2    20581025 FLT | 2058-10-25      | 3.9629%  | 0.0000% | $1533000.00        | $1419075.73        | Private Label Collateralized Mortgage Obligations |
| RLJ LODGING TR                 SR SEC GLBL 26      | 2026-07-01      | 3.7500%  | 0.0000% | $4320000.00        | $4342593.60        | Corporate Debt Securities                         |
| SMUCKER J M CO                 SR GLBL NT 45       | 2045-03-15      | 4.3750%  | 0.0000% | $9000.00           | $7683.66           | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 28       | 2028-01-17      | 3.5440%  | 0.0000% | $239000.00         | $238796.80         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      PERP SUB -A 144A    | 2500-12-31      | 7.8750%  | 0.0000% | $8417000.00        | $8651129.38        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27       | 2027-07-12      | 3.3640%  | 0.0000% | $16000.00          | $16006.91          | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO              GLBL NT 1.75%30     | 2030-11-01      | 1.7500%  | 0.0000% | $99000.00          | $88160.49          | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $19000.00          | $17950.31          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 5.7%54      | 2054-09-12      | 5.7000%  | 0.0000% | $100000.00         | $97254.00          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4%011033         | 2033-01-10      | 4.0000%  | 0.0000% | $250000.00         | $249135.56         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 30     | 2030-05-13      | 6.8000%  | 0.0000% | $275000.00         | $287799.72         | Corporate Debt Securities                         |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35     | 2035-11-19      | 6.8160%  | 0.0000% | $7195000.00        | $7897893.94        | Corporate Debt Securities                         |
| VZ SECD FING BV                SR SEC 144A NT32    | 2032-01-15      | 5.0000%  | 0.0000% | $14424000.00       | $13320900.56       | Corporate Debt Securities                         |
| WELLS FARG COM MTG TR 2025-C65 A-S    20581018 FLT | 2058-10-18      | 5.6660%  | 0.0000% | $2009000.00        | $2081853.70        | Private Label Collateralized Mortgage Obligations |
| ZF NORTH AMER CAP INC          144A NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $8009000.00        | $7868108.34        | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL 144A 33     | 2033-06-10      | 8.5000%  | 0.0000% | $1260000.00        | $1336300.00        | Corporate Debt Securities                         |
| SCULPTOR CLO 8.13209 30APR37 144A F                | 2037-04-30      | 6.6583%  | 0.0000% | $11991000.00       | $12061686.39       | Asset-Backed Securities                           |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $3202000.00        | $3469913.12        | Corporate Debt Securities                         |
| RIVERS ENTERPRISE LENDER LLC / 1LIEN GLBL 30       | 2030-10-15      | 6.2500%  | 0.0000% | $79000.00          | $80209.73          | Corporate Debt Securities                         |
| SCG COMMERCL MTG TR 2025-FLWR  C      20420815 FLT | 2042-08-15      | 5.7822%  | 0.0000% | $3000000.00        | $3008645.56        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   FR 5.15%020134      | 2034-02-01      | 5.1500%  | 0.0000% | $303000.00         | $320926.07         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $8576000.00        | $6096011.38        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT3.8%60    | 2060-10-01      | 3.8000%  | 0.0000% | $96000.00          | $62800.96          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 31     | 2031-02-15      | 3.6250%  | 0.0000% | $99000.00          | $93077.11          | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2017-JP7 A-3    20500916 3.3 | 2050-09-16      | 3.3785%  | 0.0000% | $145000.00         | $10251.92          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAG TR 2025-NQM3 A-3    20651125 FLT | 2065-11-25      | 5.8510%  | 0.0000% | $1203000.00        | $1171100.89        | Private Label Collateralized Mortgage Obligations |
| RANGE RES CORP                 SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $2337000.00        | $2310867.15        | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 26     | 2026-09-01      | 3.1250%  | 0.0000% | $16806000.00       | $16707152.71       | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL 144A 33     | 2033-08-15      | 6.0000%  | 0.0000% | $3167000.00        | $3273463.98        | Corporate Debt Securities                         |
| STATE GRID OVERSEAS INVT 2016  FR 4%050447         | 2047-05-04      | 4.0000%  | 0.0000% | $300000.00         | $277711.67         | Corporate Debt Securities                         |
| ARCH CAPITAL FINANCE LLC       SR NT 4.011%26      | 2026-12-15      | 4.0110%  | 0.0000% | $268000.00         | $271398.95         | Corporate Debt Securities                         |
| AVANT CR CRD MSTR TR 2024-1    D      20300415 8.8 | 2030-04-15      | 8.8000%  | 0.0000% | $5000000.00        | $5110950.55        | Asset-Backed Securities                           |
| ATLANTICUS HOLDINGS CORP       SR GLBL 144A 30     | 2030-09-01      | 9.7500%  | 0.0000% | $83000.00          | $82379.09          | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 32     | 2032-02-01      | 6.6250%  | 0.0000% | $79000.00          | $83110.57          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29       | 2029-01-23      | 4.7500%  | 0.0000% | $234000.00         | $242087.17         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $2556000.00        | $2644079.76        | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 29     | 2029-02-15      | 4.7500%  | 0.0000% | $8135000.00        | $8135307.32        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 4%28     | 2028-11-15      | 4.0000%  | 0.0000% | $365000.00         | $370907.32         | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR SEC GLBL 30      | 2030-02-15      | 8.7500%  | 0.0000% | $53000.00          | $42444.22          | Corporate Debt Securities                         |
| TOYOTA LEASE OWNER TR 2024-A   A-4    20280620 5.2 | 2028-06-20      | 5.2600%  | 0.0000% | $17140000.00       | $17292498.39       | Asset-Backed Securities                           |
| US BANCORP                     FR 4.839%020134     | 2034-02-01      | 4.8390%  | 0.0000% | $25000.00          | $25458.94          | Corporate Debt Securities                         |
| NAVIENT PRIV ED LN TR 2021-D   C      20600415 3.4 | 2060-04-15      | 3.4800%  | 0.0000% | $3500000.00        | $3109688.26        | Asset-Backed Securities                           |
| PARAMOUNT GLOBAL               SR NT 6.75%37       | 2037-10-05      | 6.7500%  | 0.0000% | $2716000.00        | $2717290.10        | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 29     | 2029-10-01      | 5.0000%  | 0.0000% | $99000.00          | $90505.47          | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $99627.00          | $107986.04         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 26       | 2026-10-15      | 3.2500%  | 0.0000% | $11632000.00       | $11551674.58       | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $54000.00          | $56604.15          | Corporate Debt Securities                         |
| CUMULUS MEDIA NEW HLDGS INC    SR SEC GLBL 29      | 2029-07-01      | 8.0000%  | 0.0000% | $1045000.00        | $303282.22         | Corporate Debt Securities                         |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29     | 2029-02-15      | 3.0000%  | 0.0000% | $60000.00          | $57429.20          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT3.9%32    | 2032-04-05      | 3.9000%  | 0.0000% | $44000.00          | $42024.69          | Corporate Debt Securities                         |
| COMMERCIAL METALS CO           SR GLBL NT 32       | 2032-03-15      | 4.3750%  | 0.0000% | $79000.00          | $75007.36          | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $134000.00         | $127910.22         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 48       | 2048-11-15      | 4.7500%  | 0.0000% | $2128000.00        | $1982088.95        | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $162000.00         | $162248.67         | Corporate Debt Securities                         |
| ENTEGRIS INC                   SR GLBL 144A 29     | 2029-05-01      | 3.6250%  | 0.0000% | $2235000.00        | $2172073.58        | Corporate Debt Securities                         |
| COMMSCOPE TECHNOLOGIES LLC     SR GLBL 144A 27     | 2027-03-15      | 5.0000%  | 0.0000% | $5173000.00        | $5181529.70        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.3%54    | 2054-02-26      | 5.3000%  | 0.0000% | $9112000.00        | $9052402.46        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 B34    | 2034-03-15      | 5.5000%  | 0.0000% | $86000.00          | $91352.45          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT5.75%48    | 2048-04-01      | 5.7500%  | 0.0000% | $90000.00          | $81552.75          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT35    | 2035-12-01      | 5.8500%  | 0.0000% | $2411000.00        | $2449955.73        | Corporate Debt Securities                         |
| CHASE AUTO OWNER TRUST 2024-4  B      20300425 5.2 | 2030-04-25      | 5.2300%  | 0.0000% | $50000.00          | $51087.53          | Asset-Backed Securities                           |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 35        | 2035-10-23      | 6.3840%  | 0.0000% | $12464000.00       | $13009408.02       | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29     | 2029-03-15      | 3.7500%  | 0.0000% | $2464000.00        | $2371604.11        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 7%121547         | 2047-12-15      | 7.0000%  | 0.0000% | $347000.00         | $307854.93         | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE 2023-6      A-2    20671225 FLT | 2067-12-25      | 6.5000%  | 0.0000% | $300000.00         | $195058.72         | Private Label Collateralized Mortgage Obligations |
| ASSOCIATION AMERN MED COLLEGES GLBL -2020 BD 29    | 2029-10-01      | 2.6670%  | 0.0000% | $453000.00         | $426994.40         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.7%55      | 2055-02-15      | 5.7000%  | 0.0000% | $6368000.00        | $6432592.75        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 35       | 2035-05-07      | 5.4500%  | 0.0000% | $7515000.00        | $8028362.18        | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL NT6.7%31    | 2031-07-29      | 6.7000%  | 0.0000% | $65000.00          | $69657.39          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $10053000.00       | $9897164.54        | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT2.7%26    | 2026-11-01      | 2.7000%  | 0.0000% | $550000.00         | $550627.00         | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 28     | 2028-08-01      | 5.3750%  | 0.0000% | $4820000.00        | $4872236.75        | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $2909000.00        | $2770844.32        | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-5    20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $1052632.00        | $764224.52         | Private Label Collateralized Mortgage Obligations |
| NAVIENT CORPORATION            SR GLBL NT5.5%29    | 2029-03-15      | 5.5000%  | 0.0000% | $490000.00         | $483986.61         | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $93000.00          | $92363.67          | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 29     | 2029-08-01      | 6.5000%  | 0.0000% | $287000.00         | $302687.42         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 48     | 2048-01-15      | 5.5000%  | 0.0000% | $435000.00         | $332075.38         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $89000.00          | $87974.82          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-01-15      | 6.0000%  | 0.0000% | $5310000.00        | $5478999.60        | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 30       | 2030-03-01      | 4.2500%  | 0.0000% | $74000.00          | $73891.47          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 2.293%27    | 2027-04-05      | 2.2930%  | 0.0000% | $26000.00          | $25425.82          | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2017-JP5 A-4    20500317 3.4 | 2050-03-17      | 3.4569%  | 0.0000% | $1223338.00        | $222220.41         | Private Label Collateralized Mortgage Obligations |
| LCM XIV LIMITED 2013-14R       D-R    20310721 FLT | 2031-07-21      | 6.8961%  | 0.0000% | $1075000.00        | $1076254.66        | Asset-Backed Securities                           |
| LEVEL 3 FING INC               GLBL 144A NT 28     | 2028-07-01      | 4.2500%  | 0.0000% | $40000.00          | $38638.27          | Corporate Debt Securities                         |
| GS MTG BACKED SECS TR 2022-HP1 A-2    20520925 FLT | 2052-09-25      | 3.0000%  | 0.0000% | $13120000.00       | $9387871.98        | Private Label Collateralized Mortgage Obligations |
| GETTY IMAGES INC               1LIEN 144A NT 30    | 2030-11-15      | 10.5000% | 0.0000% | $1045000.00        | $1055404.72        | Corporate Debt Securities                         |
| BAYTEX ENERGY CORP             SR 144A NT8.5%30    | 2030-04-30      | 8.5000%  | 0.0000% | $2619000.00        | $2672794.26        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT55    | 2055-12-01      | 6.7000%  | 0.0000% | $3039000.00        | $3081881.98        | Corporate Debt Securities                         |
| EFMT 2024--NQM1                A-3    20691125 FLT | 2069-11-25      | 6.2170%  | 0.0000% | $1112000.00        | $883618.03         | Private Label Collateralized Mortgage Obligations |
| CROWN CORK & SEAL INC          SR GLBL DEB 26      | 2026-12-15      | 7.3750%  | 0.0000% | $11713000.00       | $12353596.98       | Corporate Debt Securities                         |
| EXTENDED STAY AMER TR 2025-ESH A      20421015 FLT | 2042-10-15      | 5.4500%  | 0.0000% | $100000.00         | $100385.33         | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $10000.00          | $7811.20           | Corporate Debt Securities                         |
| BASIN ELECTRIC POWER COOP      1M 144A BD 55       | 2055-10-15      | 5.8500%  | 0.0000% | $50000.00          | $50567.12          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.64%091030      | 2030-09-10      | 4.6400%  | 0.0000% | $92000.00          | $93709.77          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP JR GLBL -B     | 2500-12-31      | 6.6250%  | 0.0000% | $88000.00          | $89208.78          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50     | 2050-10-01      | 2.9500%  | 0.0000% | $1624000.00        | $959472.73         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.3%31    | 2031-05-15      | 2.3000%  | 0.0000% | $46000.00          | $41897.52          | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  GLBL 2025B BD 30    | 2030-03-15      | 4.8870%  | 0.0000% | $8079000.00        | $8396217.90        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 29       | 2029-05-15      | 5.5500%  | 0.0000% | $12000.00          | $12667.58          | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                2018B BD6.015%48    | 2048-11-15      | 6.0150%  | 0.0000% | $105000.00         | $104368.51         | Corporate Debt Securities                         |
| UPC HLDG BV                    SR 144A NT5.5%28    | 2028-01-15      | 5.5000%  | 0.0000% | $3422000.00        | $3458518.44        | Corporate Debt Securities                         |
| UNION PACIFIC RR CO 2014-1     2014-1 20260514 3.2 | 2026-05-14      | 3.2270%  | 0.0000% | $400000.00         | $250974.33         | Asset-Backed Securities                           |
| TRAVELERS COMPANIES INC        SR GLBL NT 51       | 2051-06-08      | 3.0500%  | 0.0000% | $208000.00         | $144319.82         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL 144A 29     | 2029-08-15      | 4.5000%  | 0.0000% | $250000.00         | $252095.00         | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 32       | 2032-01-15      | 3.7500%  | 0.0000% | $51000.00          | $47991.09          | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB GLBL COCO 26    | 2026-08-19      | 4.2500%  | 0.0000% | $400000.00         | $402340.78         | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL REGS 30     | 2030-11-15      | 3.8750%  | 0.0000% | $125000.00         | $117828.51         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33    | 2033-07-03      | 6.5000%  | 0.0000% | $1639000.00        | $1744297.55        | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS INC        2LIEN 144A NT 30    | 2030-12-31      | 8.7500%  | 0.0000% | $435174.00         | $435038.01         | Corporate Debt Securities                         |
| PERENTI FIN PTY LTD            SR 144A NT7.5%29    | 2029-04-26      | 7.5000%  | 0.0000% | $1057000.00        | $1102803.33        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 52       | 2052-03-14      | 4.9500%  | 0.0000% | $54000.00          | $46707.97          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     A-1B   20550825 FLT | 2055-08-25      | 5.4930%  | 0.0000% | $4776032.00        | $4567556.34        | Private Label Collateralized Mortgage Obligations |
| BATH & BODY WORKS INC          SR GLBL NT7.5%29    | 2029-06-15      | 7.5000%  | 0.0000% | $99000.00          | $104419.59         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.5%36    | 2036-05-15      | 4.5000%  | 0.0000% | $48000.00          | $48327.36          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT5.2%30    | 2030-03-15      | 5.2000%  | 0.0000% | $45000.00          | $46261.55          | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.3700% | 0.0000% | $4500000.00        | $4822650.00        | Corporate Debt Securities                         |
| BNP PARIBAS                    LW TIER II 41       | 2041-01-26      | 2.8240%  | 0.0000% | $300000.00         | $218890.13         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 144A NT 27       | 2027-02-02      | 1.3050%  | 0.0000% | $350000.00         | $348187.00         | Corporate Debt Securities                         |
| EMBARQ CORP                    SR GLBL NT 36       | 2036-06-01      | 7.9950%  | 0.0000% | $52096000.00       | $25534463.68       | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2015-PS1   A-1    20420925 FLT | 2042-09-25      | 3.7500%  | 0.0000% | $699988.00         | $17635.15          | Asset-Backed Securities                           |
| COCA COLA CO                   SR GLBL NT2.5%51    | 2051-03-15      | 2.5000%  | 0.0000% | $3098000.00        | $1928921.51        | Corporate Debt Securities                         |
| CHASE HOME LENDING MTG TR 2023 A-1    20620625 FLT | 2062-06-25      | 3.5000%  | 0.0000% | $3060000.00        | $2286925.42        | Private Label Collateralized Mortgage Obligations |
| AMER AIRLINES PT TR 2015-2     A      20290322 4.0 | 2029-03-22      | 4.0000%  | 0.0000% | $372000.00         | $200975.25         | Asset-Backed Securities                           |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32       | 2032-10-15      | 6.3750%  | 0.0000% | $5218000.00        | $5261665.96        | Corporate Debt Securities                         |
| ALGONQUIN POWER & UTILITIES CO JR SB GLBL          | 2082-01-18      | 4.7500%  | 0.0000% | $50000.00          | $49687.92          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50      | 2050-02-15      | 3.5500%  | 0.0000% | $60000.00          | $45728.67          | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 27       | 2027-11-01      | 4.6250%  | 0.0000% | $118000.00         | $121611.39         | Corporate Debt Securities                         |
| DILLARDS INC                   SR GLBL DEB 26      | 2026-07-15      | 7.7500%  | 0.0000% | $1000000.00        | $1028989.44        | Corporate Debt Securities                         |
| CFCRE COML MTG TR 2017-C8      C      20500617 FLT | 2050-06-17      | 4.8873%  | 0.0000% | $3103000.00        | $2992941.88        | Private Label Collateralized Mortgage Obligations |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $2088000.00        | $1667131.12        | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $24183000.00       | $20273011.95       | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 28       | 2028-08-15      | 4.1500%  | 0.0000% | $22257000.00       | $22597328.08       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 36       | 2036-05-02      | 6.5000%  | 0.0000% | $965000.00         | $1097406.58        | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $5559000.00        | $5093392.99        | Private Label Collateralized Mortgage Obligations |
| GA GLOBAL FUNDING TRUST        144A NT 5.4%30      | 2030-01-13      | 5.4000%  | 0.0000% | $1460000.00        | $1525627.00        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $99919.00          | $104831.68         | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $42425000.00       | $4480292.13        | Corporate Debt Securities                         |
| GCAT 2025-INV4 TRUST           A-1    20550825 FLT | 2055-08-25      | 5.5000%  | 0.0000% | $5536000.00        | $5480178.35        | Private Label Collateralized Mortgage Obligations |
| PNMAC GMSR ISSUER TR           SR 144A 29          | 2029-03-26      | 7.1910%  | 0.0000% | $5000000.00        | $5041896.55        | Corporate Debt Securities                         |
| JP MORGAN MTG 2021-6 TR        A-3    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $420000.00         | $247743.95         | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2025-12                C      20421218 FLT | 2042-12-18      | 6.5652%  | 0.0000% | $5000000.00        | $4999701.70        | Private Label Collateralized Mortgage Obligations |
| PENNSYLVANIA ELEC CO           SR GLBL 144A 28     | 2028-03-15      | 3.2500%  | 0.0000% | $242000.00         | $237746.31         | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 31     | 2031-01-15      | 4.3750%  | 0.0000% | $200000.00         | $193192.39         | Corporate Debt Securities                         |
| KLA CORP                       SR GLBL NT3.3%50    | 2050-03-01      | 3.3000%  | 0.0000% | $1481000.00        | $1071873.75        | Corporate Debt Securities                         |
| PRESTIGE AUTO REC TR 2025-1    C      20300215 5.5 | 2030-02-15      | 5.5200%  | 0.0000% | $1417000.00        | $1433677.14        | Asset-Backed Securities                           |
| UWM MORTGAGE TRUST 2021-INV1   B-1    20510825 FLT | 2051-08-25      | 3.1493%  | 0.0000% | $345000.00         | $268998.79         | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 5.264%121126     | 2026-12-11      | 5.2640%  | 0.0000% | $576000.00         | $595005.06         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2018-1         A-1A   20571225 FLT | 2057-12-25      | 4.0000%  | 0.0000% | $26388000.00       | $5416416.59        | Private Label Collateralized Mortgage Obligations |
| TOYOTA AUTO RECEIVABLES 2024-A A-3    20281016 4.8 | 2028-10-16      | 4.8300%  | 0.0000% | $5597000.00        | $5315117.56        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2017-3         B-3    20570425 FLT | 2057-04-25      | 5.2832%  | 0.0000% | $1200000.00        | $512980.63         | Private Label Collateralized Mortgage Obligations |
| NAVIENT STUDENT LN TR 2017-2   A      20661227 FLT | 2066-12-27      | 5.3473%  | 0.0000% | $3709000.00        | $1309120.39        | Asset-Backed Securities                           |
| OCTAGON INV PTNRS XVI 2013-16R F-R    20300717 FLT | 2030-07-17      | 11.8532% | 0.0000% | $3279510.00        | $1579771.43        | Asset-Backed Securities                           |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT5.2%30    | 2030-07-01      | 5.2000%  | 0.0000% | $117000.00         | $121015.70         | Corporate Debt Securities                         |
| OBX TR 2025-NQM19              A-2    20651025 FLT | 2065-10-25      | 5.0720%  | 0.0000% | $1875000.00        | $1875775.62        | Private Label Collateralized Mortgage Obligations |
| PAGAYA AI DEBT TRUST 2025-5    E      20330315 9.6 | 2033-03-15      | 9.6980%  | 0.0000% | $3740400.00        | $3880587.70        | Asset-Backed Securities                           |
| NUTRIEN LTD                    SR GLBL NT4.9%43    | 2043-06-01      | 4.9000%  | 0.0000% | $85000.00          | $80420.25          | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT3.4%26    | 2026-07-15      | 3.4000%  | 0.0000% | $150000.00         | $150154.67         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2024-DNA1 M-2    20440225 FLT | 2044-02-25      | 6.1328%  | 0.0000% | $1275000.00        | $1288753.96        | Private Label Collateralized Mortgage Obligations |
| PARAMOUNT GLOBAL               SR GLBL NT4.9%44    | 2044-08-15      | 4.9000%  | 0.0000% | $17247000.00       | $13896157.02       | Corporate Debt Securities                         |
| BORGWARNER INC                 GLBL NT 4.95%29     | 2029-08-15      | 4.9500%  | 0.0000% | $336000.00         | $347403.84         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.55%040927      | 2027-04-09      | 5.5500%  | 0.0000% | $3610000.00        | $3675635.82        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $3524000.00        | $2250532.12        | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL NT 27       | 2027-12-01      | 4.7500%  | 0.0000% | $956000.00         | $970771.79         | Corporate Debt Securities                         |
| BLUE MOUNTAIN CLO 2015-3R      D-R    20310421 FLT | 2031-04-21      | 9.5461%  | 0.0000% | $6900000.00        | $6291329.26        | Asset-Backed Securities                           |
| ADVANCE AUTO PARTS INC         GLBL NT 5.95%28     | 2028-03-09      | 5.9500%  | 0.0000% | $2905000.00        | $2968516.21        | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     SR SEC 144A NT29    | 2029-06-24      | 5.2000%  | 0.0000% | $107000.00         | $111804.78         | Corporate Debt Securities                         |
| ABBVIE INC                     4.875%48            | 2048-11-14      | 4.8750%  | 0.0000% | $4877000.00        | $4667506.43        | Corporate Debt Securities                         |
| ACM AUTO TR 2024-1             B      20310121 11. | 2031-01-21      | 11.4000% | 0.0000% | $1000000.00        | $519257.74         | Asset-Backed Securities                           |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 5.1250%  | 0.0000% | $5367000.00        | $5391542.10        | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29    | 2029-08-15      | 3.8750%  | 0.0000% | $6780000.00        | $6465004.97        | Corporate Debt Securities                         |
| WACHOVIA ST LN TR 2006-1       B      20400425 FLT | 2040-04-25      | 4.8147%  | 0.0000% | $5735000.00        | $613054.55         | Asset-Backed Securities                           |
| UNITED AIRLINES PTC 2019-1     A      20330225 4.5 | 2033-02-25      | 4.5500%  | 0.0000% | $139000.00         | $85824.21          | Asset-Backed Securities                           |
| NESTLE HLDGS INC               GLBL REGS NT 51     | 2051-09-14      | 2.6250%  | 0.0000% | $1637000.00        | $1057137.09        | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR REGS NT 40       | 2040-04-15      | 6.8750%  | 0.0000% | $70000.00          | $72122.09          | Corporate Debt Securities                         |
| SITIOS LATINOAMERICA S A B DE  GLBL REGS NT 32     | 2032-04-04      | 5.3750%  | 0.0000% | $418000.00         | $420316.53         | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   LW TIER II 35       | 2035-04-30      | 6.3970%  | 0.0000% | $6097000.00        | $6307285.53        | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL REGS 55     | 2055-12-15      | 2.9790%  | 0.0000% | $300000.00         | $195046.20         | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 51       | 2051-06-15      | 4.1250%  | 0.0000% | $74000.00          | $58182.75          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT32    | 2032-02-01      | 9.8750%  | 0.0000% | $626000.00         | $685224.30         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $80000.00          | $80717.69          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $240000.00         | $252873.53         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 4%30     | 2030-09-15      | 4.0000%  | 0.0000% | $456000.00         | $425904.51         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5%010728         | 2028-01-07      | 5.0000%  | 0.0000% | $51000.00          | $52544.96          | Corporate Debt Securities                         |
| MONONGAHELA PWR CO             1M GLBL 144A 27     | 2027-05-15      | 3.5500%  | 0.0000% | $205000.00         | $206660.39         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.794%021332     | 2032-02-13      | 1.7940%  | 0.0000% | $222000.00         | $195370.43         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   A-15   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1302000.00        | $799959.64         | Private Label Collateralized Mortgage Obligations |
| NOVARTIS CAPITAL CORP          SR GLBL NT 4%45     | 2045-11-20      | 4.0000%  | 0.0000% | $2918000.00        | $2545309.80        | Corporate Debt Securities                         |
| SUBWAY FUNDING LLC 2024-1      A-2-I  20540730 6.0 | 2054-07-30      | 6.0280%  | 0.0000% | $91000.00          | $91393.90          | Asset-Backed Securities                           |
| NATL BANK OF CANADA            FR 5.6%070227       | 2027-07-02      | 5.6000%  | 0.0000% | $970000.00         | $996447.59         | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 7.8385%  | 0.0000% | $470000.00         | $479165.00         | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30     | 2030-11-15      | 3.8750%  | 0.0000% | $85000.00          | $80123.38          | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 26       | 2026-06-15      | 6.7500%  | 0.0000% | $110000.00         | $113964.40         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     JR SB 144A NT 54    | 2054-10-15      | 7.9500%  | 0.0000% | $85000.00          | $89406.68          | Corporate Debt Securities                         |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $58000.00          | $48367.75          | Corporate Debt Securities                         |
| GS MORTGAGE SECS TR 2019-GSA1  A-4    20521113 3.0 | 2052-11-13      | 3.0479%  | 0.0000% | $860000.00         | $814660.73         | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT30    | 2030-01-25      | 5.9000%  | 0.0000% | $475000.00         | $506874.08         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $369000.00         | $396381.65         | Corporate Debt Securities                         |
| FHLMC SCRTT SERIES 2017-2      M-1    20560825 FLT | 2056-08-25      | 4.0000%  | 0.0000% | $290000.00         | $14930.24          | Private Label Collateralized Mortgage Obligations |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $2626000.00        | $2604253.80        | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 4.5%42       | 2042-09-15      | 4.5000%  | 0.0000% | $6062000.00        | $4876515.28        | Corporate Debt Securities                         |
| TERWIN MTG TR 2006-6           I-A-2  20370725 FLT | 2037-07-25      | 0.0616%  | 0.0000% | $307173.00         | $137519.61         | Asset-Backed Securities                           |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT6.8%28    | 2028-05-12      | 6.8000%  | 0.0000% | $1273000.00        | $1364327.85        | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2022-2      A-26   20520825 FLT | 2052-08-25      | 3.0000%  | 0.0000% | $10412180.00       | $6630043.34        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-HE2     M-3    20551122 FLT | 2055-11-22      | 6.4808%  | 0.0000% | $1116000.00        | $1121110.34        | Asset-Backed Securities                           |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $18986000.00       | $18739007.96       | Corporate Debt Securities                         |
| DPL INC                        SR GLBL NT 29       | 2029-04-15      | 4.3500%  | 0.0000% | $13385000.00       | $13179049.47       | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $99868.00          | $114328.05         | Corporate Debt Securities                         |
| BAYTEX ENERGY CORP             SR GLBL 144A 32     | 2032-03-15      | 7.3750%  | 0.0000% | $1351000.00        | $1344824.24        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.872%091534     | 2034-09-15      | 5.8720%  | 0.0000% | $22000.00          | $23770.85          | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLDGS LLC /  SR SEC GLBL 31      | 2031-05-15      | 7.1250%  | 0.0000% | $390000.00         | $414013.93         | Corporate Debt Securities                         |
| BX COML MTG TR 2024-MF         B      20390215 FLT | 2039-02-15      | 5.7234%  | 0.0000% | $340000.00         | $302007.61         | Private Label Collateralized Mortgage Obligations |
| BAKER HUGHES HLDGS LLC         SR NT 5.125%40      | 2040-09-15      | 5.1250%  | 0.0000% | $31000.00          | $30698.33          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28      | 2028-06-01      | 4.8750%  | 0.0000% | $4971000.00        | $4661192.78        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33    | 2033-09-11      | 4.8930%  | 0.0000% | $90000.00          | $92315.32          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.482%092136     | 2036-09-21      | 2.4820%  | 0.0000% | $63000.00          | $55119.19          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 30     | 2030-07-15      | 5.2500%  | 0.0000% | $74000.00          | $74844.96          | Corporate Debt Securities                         |
| NAVIENT PRIVATE ED LN 2021-E   A      20691216 0.9 | 2069-12-16      | 0.9700%  | 0.0000% | $2000000.00        | $799302.49         | Asset-Backed Securities                           |
| STONEX GROUP INC               SR SEC GLBL 31      | 2031-03-01      | 7.8750%  | 0.0000% | $17000.00          | $18241.26          | Corporate Debt Securities                         |
| NAVIENT PRIV ED LN TR 2021-D   B      20600415 2.6 | 2060-04-15      | 2.6100%  | 0.0000% | $162000.00         | $70110.06          | Asset-Backed Securities                           |
| MELLO MTG CAP ACCPT 2021-INV3  B-3    20511025 FLT | 2051-10-25      | 3.2018%  | 0.0000% | $197000.00         | $142863.29         | Private Label Collateralized Mortgage Obligations |
| MARS INC                       SR GLBL 144A 55     | 2055-05-01      | 5.7000%  | 0.0000% | $4930000.00        | $5245807.58        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $3380000.00        | $3421243.51        | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT2.3%31    | 2031-05-01      | 2.3000%  | 0.0000% | $4256000.00        | $3889388.16        | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC GLBL 27      | 2027-06-15      | 4.8750%  | 0.0000% | $99000.00          | $99931.26          | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR REGS NT 31       | 2031-09-15      | 2.6910%  | 0.0000% | $600000.00         | $523565.10         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $6112000.00        | $5792525.76        | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 4%50     | 2050-06-22      | 4.0000%  | 0.0000% | $1660000.00        | $1152244.73        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32     | 2032-04-01      | 6.1250%  | 0.0000% | $247000.00         | $256125.21         | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR REGS32    | 2032-01-23      | 6.3750%  | 0.0000% | $300000.00         | $321181.25         | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 27     | 2027-08-04      | 4.2000%  | 0.0000% | $200000.00         | $199592.67         | Corporate Debt Securities                         |
| HUDSON YARDS MTG 25-SPRL       A      20400113 FLT | 2040-01-13      | 5.4668%  | 0.0000% | $4700000.00        | $4888915.09        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2025-C13       A-5    20581018 5.3 | 2058-10-18      | 5.3526%  | 0.0000% | $6000000.00        | $6238485.00        | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31     | 2031-02-15      | 5.2500%  | 0.0000% | $9267000.00        | $6495587.81        | Corporate Debt Securities                         |
| COVANTA HLDG CORP              SR 144A NT 29       | 2029-12-01      | 4.8750%  | 0.0000% | $499000.00         | $477359.62         | Corporate Debt Securities                         |
| CWABS INC 2007-10              2-M-1  20361125 FLT | 2036-11-25      | 4.3655%  | 0.0000% | $1842080.00        | $1507805.87        | Asset-Backed Securities                           |
| BANCO DE CREDITO E INVERSIONES FR 8.75%            | 2500-12-31      | 8.7500%  | 0.0000% | $1844000.00        | $2020914.38        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.464%050936     | 2036-05-09      | 5.4640%  | 0.0000% | $4891000.00        | $5253304.63        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR PREF GLBL 28    | 2028-08-08      | 5.5880%  | 0.0000% | $3800000.00        | $3987523.24        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE 2023-B40    A-S    20561215 6.5 | 2056-12-15      | 6.5945%  | 0.0000% | $3000000.00        | $3280021.25        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 4.271%072329     | 2029-07-23      | 4.2710%  | 0.0000% | $544000.00         | $552207.12         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.3%082329       | 2029-08-23      | 3.3000%  | 0.0000% | $5272000.00        | $5147282.05        | Corporate Debt Securities                         |
| BANK5 2024-5YR12               A-3    20571217 FLT | 2057-12-17      | 5.9020%  | 0.0000% | $45000.00          | $47565.10          | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 4.33%031550      | 2050-03-15      | 4.3300%  | 0.0000% | $1364000.00        | $1179891.07        | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR NT 4.15%43       | 2043-01-15      | 4.1500%  | 0.0000% | $78000.00          | $68721.86          | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $1455000.00        | $1477633.33        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $3643000.00        | $3808445.83        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.85%030527      | 2027-03-05      | 4.8500%  | 0.0000% | $187000.00         | $190757.66         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.819%091529     | 2029-09-15      | 5.8190%  | 0.0000% | $58000.00          | $60985.57          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B23      E      20540218 2.0 | 2054-02-18      | 2.0000%  | 0.0000% | $3500000.00        | $2218669.83        | Private Label Collateralized Mortgage Obligations |
| EL PASO ELEC CO                SR GLBL NT 5%44     | 2044-12-01      | 5.0000%  | 0.0000% | $75000.00          | $68676.25          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-06-08      | 6.3770%  | 0.0000% | $11931000.00       | $13234352.71       | Corporate Debt Securities                         |
| CPS AUTO RECEIVABLES TR 2022-A E      20290416 4.8 | 2029-04-16      | 4.8800%  | 0.0000% | $500000.00         | $500522.44         | Asset-Backed Securities                           |
| GE AEROSPACE                   SR GLBL NT4.3%30    | 2030-07-29      | 4.3000%  | 0.0000% | $1291000.00        | $1316031.06        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-10-21      | 4.7500%  | 0.0000% | $3917000.00        | $3615506.33        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 29       | 2029-09-01      | 4.8750%  | 0.0000% | $36000.00          | $37366.74          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39    | 2039-08-15      | 4.3000%  | 0.0000% | $5355000.00        | $4690539.70        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DEB 28      | 2028-05-15      | 7.1500%  | 0.0000% | $3900000.00        | $4285473.83        | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31     | 2031-12-01      | 4.1250%  | 0.0000% | $1581000.00        | $1499021.20        | Corporate Debt Securities                         |
| NCL FIN LTD                    SR GLBL 144A 28     | 2028-03-15      | 6.1250%  | 0.0000% | $2007000.00        | $2067523.59        | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $400000.00         | $393401.33         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 28     | 2028-06-15      | 5.1250%  | 0.0000% | $3629000.00        | $3697918.74        | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL 144A 29     | 2029-02-15      | 3.2500%  | 0.0000% | $15688000.00       | $15596556.39       | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR NT 4.875%30      | 2030-01-15      | 4.8750%  | 0.0000% | $290000.00         | $293017.21         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT4.9%35    | 2035-11-15      | 4.9000%  | 0.0000% | $10000000.00       | $9898400.00        | Corporate Debt Securities                         |
| PRET LLC 2024-NPL8             A-1    20541125 FLT | 2054-11-25      | 5.9632%  | 0.0000% | $425000.00         | $355508.14         | Asset-Backed Securities                           |
| WESTLAKE CORPORATION           5%46                | 2046-08-15      | 5.0000%  | 0.0000% | $80000.00          | $72082.84          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR REGS NT 31       | 2031-04-01      | 4.3750%  | 0.0000% | $25000.00          | $24305.90          | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $2546000.00        | $2700174.44        | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT 26       | 2026-04-01      | 4.2500%  | 0.0000% | $261000.00         | $261663.38         | Corporate Debt Securities                         |
| PRPM TR 2022-NQM1              A-1    20670825 FLT | 2067-08-25      | 5.5000%  | 0.0000% | $50000000.00       | $35635328.66       | Private Label Collateralized Mortgage Obligations |
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS NT 51     | 2051-01-08      | 3.1000%  | 0.0000% | $250000.00         | $191778.61         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 29     | 2029-02-15      | 3.8750%  | 0.0000% | $75000.00          | $73907.29          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 5%25     | 2025-11-17      | 5.0000%  | 0.0000% | $130000.00         | $132984.51         | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT 50       | 2050-06-01      | 3.3500%  | 0.0000% | $225000.00         | $162760.12         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30       | 2030-09-10      | 5.1250%  | 0.0000% | $5833000.00        | $5787024.62        | Corporate Debt Securities                         |
| US BANCORP                     FR 6.787%102627     | 2027-10-26      | 6.7870%  | 0.0000% | $7671000.00        | $7870696.37        | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR REGS NT 31       | 2031-10-01      | 3.6250%  | 0.0000% | $56000.00          | $51003.17          | Corporate Debt Securities                         |
| UNITED AIR PASS THRU TR 2019-2 A      20291101 2.9 | 2029-11-01      | 2.9000%  | 0.0000% | $825000.00         | $598000.20         | Asset-Backed Securities                           |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.3700%  | 0.0000% | $250000.00         | $260929.17         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 31      | 2031-02-15      | 3.0000%  | 0.0000% | $14000.00          | $13197.57          | Corporate Debt Securities                         |
| FOXTROT ESCROW ISSUER LLC / FO SR SEC GLBL 26      | 2026-11-15      | 12.2500% | 0.0000% | $897000.00         | $837543.35         | Corporate Debt Securities                         |
| FIRSTENERGY CORP               SR GLBL -C NT 50    | 2050-03-01      | 3.4000%  | 0.0000% | $7611000.00        | $5423192.68        | Corporate Debt Securities                         |
| HYUNDAI AUTO REC TR 2023-C     A-3    20281016 5.5 | 2028-10-16      | 5.5400%  | 0.0000% | $1000000.00        | $907768.40         | Asset-Backed Securities                           |
| MURPHY OIL USA INC             SR GLBL NT 29       | 2029-09-15      | 4.7500%  | 0.0000% | $197000.00         | $196024.74         | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL 144A 33     | 2033-11-01      | 5.3750%  | 0.0000% | $47000.00          | $46823.04          | Corporate Debt Securities                         |
| MANULIFE FINL CORP             SR NT 5.375%46      | 2046-03-04      | 5.3750%  | 0.0000% | $1465000.00        | $1489657.58        | Corporate Debt Securities                         |
| KILIMANJARO III RE LTD         EXT GLBL 144A 29    | 2029-04-08      | 8.4400%  | 0.0000% | $6350000.00        | $6410325.00        | Corporate Debt Securities                         |

### Security 662: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.340000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BEJG4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BEJG4
- **C.18 - Value (incl. sponsor support):** $249972810.00
- **C.18.a - Value (excl. sponsor support):** $249972810.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JP MORGAN MORTGAGE TR 2022-1   A-15   20520725 FLT | 2052-07-25      | 2.5000%  | 0.0000% | $500000.00         | $321104.68         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV6       A-2    20560625 FLT | 2056-06-25      | 6.0000%  | 0.0000% | $1500000.00        | $1452654.34        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2022-NLP  A      20370415 FLT | 2037-04-15      | 4.8787%  | 0.0000% | $10060000.00       | $9600388.76        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C33 A-4    20481217 3.7 | 2048-12-17      | 3.7697%  | 0.0000% | $1734000.00        | $437113.18         | Private Label Collateralized Mortgage Obligations |
| NRTH COML MTG TR 2025-PARK     A      20401015 FLT | 2040-10-15      | 5.5433%  | 0.0000% | $42000000.00       | $42103474.39       | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FIN MTG TR 2021-3    A-1    20660925 FLT | 2066-09-25      | 1.2410%  | 0.0000% | $700000.00         | $357737.82         | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORT 2021-INV5   A-1    20511125 FLT | 2051-11-25      | 3.0000%  | 0.0000% | $900000.00         | $568691.76         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2024-V5       A-M    20570112 FLT | 2057-01-12      | 6.4171%  | 0.0000% | $400000.00         | $418523.03         | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 2025-44        A      20381020 FLT | 2038-10-20      | 5.2168%  | 0.0000% | $15000000.00       | $15076722.15       | Asset-Backed Securities                           |
| PREFER TERM SEC XXIII 2006-23  A-2    20361222 FLT | 2036-12-22      | 4.6894%  | 0.0000% | $16000000.00       | $11768749.48       | Asset-Backed Securities                           |
| PREFERRED TERM SEC 2005-20     A-1    20380322 FLT | 2038-03-22      | 4.6994%  | 0.0000% | $39959000.00       | $7991173.29        | Asset-Backed Securities                           |
| PRPM TRUST 2024-NQM4           A-1    20691225 FLT | 2069-12-25      | 5.6740%  | 0.0000% | $1000000.00        | $831522.41         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-5    A-2    20551126 FLT | 2055-11-26      | 5.5000%  | 0.0000% | $14420000.00       | $14530591.79       | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-NQM1              A-1    20691125 FLT | 2069-11-25      | 5.3730%  | 0.0000% | $890000.00         | $788335.62         | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER 2024-FL11         A      20390715 FLT | 2039-07-15      | 5.6702%  | 0.0000% | $10000000.00       | $10032900.75       | Private Label Collateralized Mortgage Obligations |
| PREFER TERM SEC XXVIII 2007-28 A-1    20380322 FLT | 2038-03-22      | 5.1994%  | 0.0000% | $40000000.00       | $5681240.44        | Asset-Backed Securities                           |
| SPGN MTG TR 2022-TFLM          A      20390215 FLT | 2039-02-15      | 5.5822%  | 0.0000% | $16135000.00       | $16174933.54       | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       A-1    20681226 FLT | 2068-12-26      | 5.9030%  | 0.0000% | $564995.00         | $427313.39         | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD 2019-52RR         A-1-RR 20310422 FLT | 2031-04-22      | 4.7374%  | 0.0000% | $1300000.00        | $521806.24         | Asset-Backed Securities                           |
| JP MORGAN MORTG TR 2022-4      A-3    20521025 FLT | 2052-10-25      | 3.0000%  | 0.0000% | $4035000.00        | $2755783.09        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2025-NQM4    A-1    20650725 FLT | 2065-07-25      | 5.3500%  | 0.0000% | $5590000.00        | $5419838.74        | Private Label Collateralized Mortgage Obligations |
| SAGARD- HALSEYPT CLO 2025-10   A-1    20381020 FLT | 2038-10-20      | 5.2297%  | 0.0000% | $8709000.00        | $8724823.23        | Asset-Backed Securities                           |
| OBX TRUST 2021-J1              A-19   20510525 FLT | 2051-05-25      | 2.5000%  | 0.0000% | $5635000.00        | $3269128.27        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20631125 5.9 | 2063-11-25      | 5.9280%  | 0.0000% | $15138000.00       | $9790660.33        | Private Label Collateralized Mortgage Obligations |
| WARWICK CAPITAL CLO 2024-3 LTD A-1    20370420 FLT | 2037-04-20      | 5.5344%  | 0.0000% | $5000000.00        | $5026255.39        | Asset-Backed Securities                           |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 5.0975%  | 0.0000% | $2618000.00        | $2113577.70        | Private Label Collateralized Mortgage Obligations |
| BSTN COML MTG TR 2025-HUB      A      20410415 FLT | 2041-04-15      | 5.0618%  | 0.0000% | $17911000.00       | $18047072.91       | Private Label Collateralized Mortgage Obligations |
| CHASE HME LND MRG TR 2024-8    A-4-A  20550825 FLT | 2055-08-25      | 5.5000%  | 0.0000% | $4020000.00        | $2263638.70        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR 2021-4   A-1    20661025 FLT | 2066-10-25      | 1.3970%  | 0.0000% | $11785000.00       | $6356896.08        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 23-SMRT  A      20400612 FLT | 2040-06-12      | 5.8196%  | 0.0000% | $8350000.00        | $8620370.25        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2018-RP1   A-1    20640925 FLT | 2064-09-25      | 3.0000%  | 0.0000% | $609994.00         | $52391.12          | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR 2021-4   A-2    20661025 FLT | 2066-10-25      | 1.5000%  | 0.0000% | $2000000.00        | $1078755.13        | Private Label Collateralized Mortgage Obligations |
| BMO 2023-C6 MTG TR             A-5    20560915 FLT | 2056-09-15      | 5.9562%  | 0.0000% | $5998999.00        | $6418841.94        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-2          A-1    20660825 FLT | 2066-08-25      | 0.9240%  | 0.0000% | $3319600.00        | $1621678.88        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST 2024-INV1           2-A-2  20540125 FLT | 2054-01-25      | 6.5000%  | 0.0000% | $10389000.00       | $6222190.08        | Private Label Collateralized Mortgage Obligations |
| ICNQ MORTGAGE TRUST 2024-MF    A      20341212 FLT | 2034-12-12      | 5.7780%  | 0.0000% | $550000.00         | $567105.55         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF A      20341115 FLT | 2034-11-15      | 5.1800%  | 0.0000% | $3900000.00        | $2408654.70        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQ37     A-1    20650725 FLT | 2065-07-25      | 5.4590%  | 0.0000% | $1125000.00        | $1098871.58        | Private Label Collateralized Mortgage Obligations |
| GCAT TR 2025-INV2              A-1    20550525 FLT | 2055-05-25      | 6.0000%  | 0.0000% | $14084000.00       | $13388731.92       | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017-C3        A-2    20500817 2.9 | 2050-08-17      | 2.9980%  | 0.0000% | $57843000.00       | $16677088.66       | Private Label Collateralized Mortgage Obligations |
| THOMPSON PARK CLO LTD 2021R    A-1-R  20340417 FLT | 2034-04-17      | 4.9545%  | 0.0000% | $17058300.00       | $17094498.02       | Asset-Backed Securities                           |
| J P MORGAN MORTGAGE TR 2022-3  A-2    20520825 FLT | 2052-08-25      | 3.0000%  | 0.0000% | $3185000.00        | $2196035.12        | Private Label Collateralized Mortgage Obligations |
| GS MTG BKD SECS TR  2025-PJ5   A-1    20551025 FLT | 2055-10-25      | 6.0000%  | 0.0000% | $8000000.00        | $7202135.59        | Private Label Collateralized Mortgage Obligations |

### Security 663: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.470000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BHEC1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BHEC1
- **C.18 - Value (incl. sponsor support):** $574981117.00
- **C.18.a - Value (excl. sponsor support):** $574981117.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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                |
|:---|:---|:---|:---|:---|:---|:---|
| HOME EQUITY MTG INABS 2006-D   2A-4   20361125 FLT | 2036-11-25      | 4.3455%  | 0.0000% | $5000000.00        | $3346579.95        | Asset-Backed Securities |
| GSAMP TRUST 2004-WF            M-2    20341025 FLT | 2034-10-25      | 5.7555%  | 0.0000% | $400000.00         | $19900.40          | Asset-Backed Securities |
| MASTR ASSET BKD SECS 2004-WMC3 M-6    20341025 FLT | 2034-10-25      | 5.9055%  | 0.0000% | $2000000.00        | $411601.09         | Asset-Backed Securities |
| SIERRA MADRE FDG 2004          A1 LTA 20390907 FLT | 2039-09-07      | 4.5961%  | 0.0000% | $750000.00         | $33614.75          | Asset-Backed Securities |
| TABERNA PREF FDG II 2005-2     A2 144 20351105 FLT | 2035-11-05      | 5.2328%  | 0.0000% | $4500000.00        | $3236914.15        | Asset-Backed Securities |
| MORGAN STANLEY ABS 2007-HE7    M-2    20370725 FLT | 2037-07-25      | 6.1055%  | 0.0000% | $30698272.00       | $7301267.87        | Asset-Backed Securities |
| THUNDERBOLT II AIR LEASE 2018  B      20380915 5.0 | 2038-09-15      | 7.6800%  | 0.0000% | $5000000.00        | $662584.71         | Asset-Backed Securities |
| FINANCE AMERICA MTG 2004-2     M-7    20340825 FLT | 2034-08-25      | 6.8055%  | 0.0000% | $2000000.00        | $317910.54         | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-3      M8     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $4165632.00        | $2705.58           | Asset-Backed Securities |
| TERWIN MTG TR 2004-10SL        B-3    20340925 FLT | 2034-09-25      | 8.0000%  | 0.0000% | $5490000.00        | $46343.28          | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2006-1      A-2C   20360525 FLT | 2036-05-25      | 4.6655%  | 0.0000% | $12080000.00       | $11519166.55       | Asset-Backed Securities |
| UNITED AIRLS INC 2018-1B       B      20270901 4.6 | 2027-09-01      | 4.6000%  | 0.0000% | $24000.00          | $8349.90           | Asset-Backed Securities |
| NAVIENT PVT ED RI LN TR 2021-B B      20690715 2.5 | 2069-07-15      | 2.5200%  | 0.0000% | $3455000.00        | $2746479.69        | Asset-Backed Securities |
| TRAPEZA CDO X 2006-10          C-2    20410708 FLT | 2041-07-08      | 5.5458%  | 0.0000% | $2500000.00        | $2090891.75        | Asset-Backed Securities |
| TROPIC CDO V 2006-5            A2L 14 20360715 FLT | 2036-07-15      | 4.7662%  | 0.0000% | $15663312.00       | $11545713.73       | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2006-1      M-1    20360525 FLT | 2036-05-25      | 4.6155%  | 0.0000% | $16073820.00       | $4851490.85        | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-FR3 M-6    20340925 FLT | 2034-09-25      | 5.2577%  | 0.0000% | $3000000.00        | $129948.77         | Asset-Backed Securities |
| BMO SBA COOF TR SE 0.01 25OCT34 FRN                | 2034-10-25      | 2.5939%  | 0.0000% | $66456576.00       | $1299901.64        | Asset-Backed Securities |
| COMMODORE CDO III 2005         A2 144 20400306 FLT | 2040-03-06      | 9.0000%  | 0.0000% | $28500000.00       | $1900152.00        | Asset-Backed Securities |
| DUNHILL ABS CDO 2004           A-2    20410104 FLT | 2041-01-04      | 5.4037%  | 0.0000% | $2750000.00        | $32758.00          | Asset-Backed Securities |
| FBR SEC TRUST 2005-4           M-11   20351025 FLT | 2035-10-25      | 7.1055%  | 0.0000% | $3002368.00        | $2400.40           | Asset-Backed Securities |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $61575.00          | Asset-Backed Securities |
| ONDECK ASSET SEC IV LLC 2024-2 D      20311017 9.4 | 2031-10-17      | 9.4900%  | 0.0000% | $1200000.00        | $1209837.07        | Asset-Backed Securities |
| MARLETTE FUNDING TRUST 2023-4  B      20331215 8.1 | 2033-12-15      | 8.1500%  | 0.0000% | $5500000.00        | $5698408.22        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2004-WMC1      M-5    20350125 FLT | 2035-01-25      | 5.4555%  | 0.0000% | $6800000.00        | $1274565.16        | Asset-Backed Securities |
| MOSAIC SOLAR LOAN TR 2020-2    A      20460820 1.4 | 2046-08-20      | 1.4400%  | 0.0000% | $1000000.00        | $313262.60         | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT | 2037-02-25      | 4.4505%  | 0.0000% | $4587096.00        | $2502843.10        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC4 A2     20371125 FLT | 2037-11-25      | 4.6055%  | 0.0000% | $1515000.00        | $1411390.66        | Asset-Backed Securities |
| FIRSTKEY HOMES TR 2021-SFR1    E1     20380819 2.3 | 2038-08-19      | 2.3890%  | 0.0000% | $330000.00         | $323330.65         | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2006-4  C      20320525 FLT | 2032-05-25      | 4.5555%  | 0.0000% | $2341000.00        | $1419.04           | Asset-Backed Securities |
| NATIONAL COLLEGIATE 2007-3     UNT 144A03/31/38    | 2038-03-31      | 0.0000%  | 0.0000% | $2216000.00        | $300704.04         | Asset-Backed Securities |
| SUMMER STR LTD 2005-1          C      20451206 FLT | 2045-12-06      | 6.9928%  | 0.0000% | $3000000.00        | $63777.61          | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    M9     20340925 FLT | 2034-09-25      | 7.8555%  | 0.0000% | $3000000.00        | $462437.66         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-NC1    B-2    20350125 FLT | 2035-01-25      | 6.0555%  | 0.0000% | $2277000.00        | $292887.05         | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-1J   20460406 FLT | 2046-04-06      | 7.6700%  | 0.0000% | $10372000.00       | $1552713.18        | Asset-Backed Securities |
| SHARPS SP I NIM 2005-HE4N      N      20350725 5.2 | 2035-07-25      | 5.2500%  | 0.0000% | $7995392.00        | $1138.97           | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 5.2305%  | 0.0000% | $7764816.00        | $4047154.71        | Asset-Backed Securities |
| NELNET STUDENT LOAN TR 2025-B  B      20550517 4.9 | 2055-05-17      | 4.9800%  | 0.0000% | $1000000.00        | $1002407.33        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-4  A-3-L  20380325 FLT | 2038-03-25      | 4.9555%  | 0.0000% | $6457000.00        | $3156591.62        | Asset-Backed Securities |
| HSI ASSET SEC TR 2007-WF1      M-2    20370525 FLT | 2037-05-25      | 4.5105%  | 0.0000% | $6000000.00        | $4577114.29        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.3458%  | 0.0000% | $4000000.00        | $37074.63          | Asset-Backed Securities |
| PARK PLACE SECS 2005-WCW1      M-5    20350525 FLT | 2035-05-25      | 5.0955%  | 0.0000% | $11425920.00       | $5212854.83        | Asset-Backed Securities |
| TRICON RES 2021-SFR1           F      20380719 3.6 | 2038-07-19      | 3.6920%  | 0.0000% | $5000000.00        | $4950703.33        | Asset-Backed Securities |
| TRAPEZA CDO X 2006-10          D-2    20410708 FLT | 2041-07-08      | 7.3458%  | 0.0000% | $14500000.00       | $261836.19         | Asset-Backed Securities |
| US CAP FDG VI LTD 2007-6       C-1    20430710 FLT | 2043-07-10      | 6.1890%  | 0.0000% | $3000000.00        | $4780045.36        | Asset-Backed Securities |
| TRAPEZA CDO I 2002             C1 144 20321130 FLT | 2032-11-30      | 6.6526%  | 0.0000% | $10907000.00       | $7010865.69        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2014-2    SUB NT 20260720 FLT | 2026-07-20      | 0.0000%  | 0.0000% | $17157140.00       | $1399336.34        | Asset-Backed Securities |
| PIONEER AIR FIN 2019           B      20440615 4.9 | 2044-06-15      | 4.9480%  | 0.0000% | $2500000.00        | $2329944.22        | Asset-Backed Securities |
| PORT JACKSON CDO 2007-1        A-3    20521119 FLT | 2052-11-19      | 2.5026%  | 0.0000% | $15500000.00       | $1288139.21        | Asset-Backed Securities |
| HOUT BAY LTD 2006-1            A-2    20410705 FLT | 2041-07-05      | 4.9158%  | 0.0000% | $9400000.00        | $67974.44          | Asset-Backed Securities |
| HORIZON AIRCRAFT FINANCE II LT C      20390715 6.9 | 2039-07-15      | 6.9000%  | 0.0000% | $9275000.00        | $8305240.44        | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2007-CH3     M-1    20370325 FLT | 2037-03-25      | 4.4055%  | 0.0000% | $100000.00         | $97165.75          | Asset-Backed Securities |
| HINNT LLC 2024-A               E      20430316 8.0 | 2043-03-16      | 8.0000%  | 0.0000% | $2200000.00        | $1057804.08        | Asset-Backed Securities |
| HALCYON LN ADV FDG 2017-1 LTD  SUB    20290625 FLT | 2029-06-25      | 0.0000%  | 0.0000% | $28665000.00       | $3811470.39        | Asset-Backed Securities |
| MID OCEAN CBO 2001-1           A1L 14 20361105 FLT | 2036-11-05      | 2.3905%  | 0.0000% | $33499968.00       | $304570.62         | Asset-Backed Securities |
| HPS LOAN MANAGEMET 10-2016 LTD SUB    20280120 FLT | 2028-01-20      | 0.0000%  | 0.0000% | $2370104.00        | $823696.46         | Asset-Backed Securities |
| HORIZON AIRCRAFT FINANCE III   B      20391115 4.4 | 2039-11-15      | 4.4580%  | 0.0000% | $4340000.00        | $3848127.71        | Asset-Backed Securities |
| GSAMP TRUST 2006-FM1           A-2C   20360425 FLT | 2036-04-25      | 4.4255%  | 0.0000% | $1765000.00        | $203235.57         | Asset-Backed Securities |
| GALAXY CLO XVI 2013-16         A SUB  20251117 FLT | 2025-11-17      | 0.0000%  | 0.0000% | $2250000.00        | $390627.00         | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2006-B      A4     20261225 FLT | 2026-12-25      | 4.5255%  | 0.0000% | $4901968.00        | $11935.48          | Asset-Backed Securities |
| FIGRE TRUST 2025-HE2           A      20550325 FLT | 2055-03-25      | 5.7750%  | 0.0000% | $297000.00         | $259221.81         | Asset-Backed Securities |
| CSFB HEQ PTC 2004-AA1          M-7    20350225 FLT | 2035-02-25      | 4.9160%  | 0.0000% | $2000000.00        | $40407.09          | Asset-Backed Securities |
| CWABS INC 2006-7               M-1    20450425 FLT | 2045-04-25      | 4.5255%  | 0.0000% | $16322752.00       | $6140812.17        | Asset-Backed Securities |
| ASSET BACKED FDG NIM 2005-WMC1 N1     20350726 5.9 | 2035-07-26      | 5.9000%  | 0.0000% | $14434304.00       | $2221.98           | Asset-Backed Securities |
| BELLE HAVEN ABS CDO 2004-1     A1ST   20441103 FLT | 2044-11-03      | 7.8600%  | 0.0000% | $1000000.00        | $63767.54          | Asset-Backed Securities |
| CWABS INC 2005-BC4             M-9    20350325 FLT | 2035-03-25      | 5.8555%  | 0.0000% | $513000.00         | $357440.83         | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-FRE1    A-3    20360425 FLT | 2036-04-25      | 4.2555%  | 0.0000% | $650000.00         | $79523.47          | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-7    20341225 FLT | 2034-12-25      | 3.9418%  | 0.0000% | $6500000.00        | $1994399.29        | Asset-Backed Securities |
| ANSONIA CDO 2006-1             C 144A 20460728 5.9 | 2046-07-28      | 5.9610%  | 0.0000% | $10000000.00       | $49685.00          | Asset-Backed Securities |
| ASSET BACKED FDG 2005-WF1      M-8    20340425 FLT | 2034-04-25      | 5.9805%  | 0.0000% | $1200000.00        | $308603.48         | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE2          M4     20350225 FLT | 2035-02-25      | 5.3355%  | 0.0000% | $2500000.00        | $477733.81         | Asset-Backed Securities |
| ASSET BCKD FDG NIM 2005-OPT1   N2 144 20350926 6.0 | 2035-09-26      | 6.0000%  | 0.0000% | $1556479.00        | $400.28            | Asset-Backed Securities |
| ANCHORAGE CAPITAL CLO 2015-7   SUB    20271015 FLT | 2027-10-15      | 0.0000%  | 0.0000% | $16440384.00       | $4274499.84        | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2025-HE1     B-3    20691125 0.0 | 2069-11-25      | 16.9905% | 0.0000% | $17326080.00       | $15354107.16       | Asset-Backed Securities |
| CSMC SERIES 2014-9R            5-A-2  20361029 FLT | 2036-10-29      | 6.0000%  | 0.0000% | $3992148.00        | $1274210.72        | Asset-Backed Securities |
| FREMONT HM LN TR 2004-2        M-7    20340725 FLT | 2034-07-25      | 6.8055%  | 0.0000% | $2000000.00        | $145305.57         | Asset-Backed Securities |
| SANTANDER BK NA 2023-A         F      20330615 13. | 2033-06-15      | 13.7520% | 0.0000% | $488000.00         | $518917.73         | Asset-Backed Securities |
| KKR CLO LTD 2021-34            SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $650000.00         | $247000.00         | Asset-Backed Securities |
| SECURITY NATL MTG 2004-1       AF-3   20320625 FLT | 2032-06-25      | 6.4200%  | 0.0000% | $19000000.00       | $1958013.59        | Asset-Backed Securities |
| SATURN VENTURES I LTD 2003-1   A-3    20381103 FLT | 2038-11-03      | 5.9622%  | 0.0000% | $26000000.00       | $1840586.77        | Asset-Backed Securities |
| ROCKFORD TOWER CLO LTD 2020-1  SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $7000000.00        | $3780000.00        | Asset-Backed Securities |
| MADISON PARK FDNG 2018-31      SUB    20310123 FLT | 2031-01-23      | 0.0000%  | 0.0000% | $3000000.00        | $1290000.00        | Asset-Backed Securities |
| CITIUS I FDG LTD 2006-1        C      20460505 FLT | 2046-05-05      | 8.6200%  | 0.0000% | $5000000.00        | $48969.58          | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-AMC1  A-2C   20361226 FLT | 2036-12-26      | 4.5455%  | 0.0000% | $14946000.00       | $2568605.90        | Asset-Backed Securities |
| ASSET BACKED FDG C 8.8 21APR31 144A                | 2031-04-21      | 8.8000%  | 0.0000% | $4997120.00        | $2271.61           | Asset-Backed Securities |
| ASSET BACKED FDG NIM 2005-HE2  N1 144 20350726 6.0 | 2035-07-26      | 6.0000%  | 0.0000% | $18251776.00       | $2418.35           | Asset-Backed Securities |
| FBR SEC TRUST 2005-5           M-8    20351126 FLT | 2035-11-26      | 7.4805%  | 0.0000% | $999424.00         | $840.68            | Asset-Backed Securities |
| BABSON CLO LTD 2015-I          SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $6130000.00        | $690973.60         | Asset-Backed Securities |
| ASSET BACKED FDG 2004-HE1      M-5    20330825 FLT | 2033-08-25      | 6.8805%  | 0.0000% | $3000000.00        | $383740.94         | Asset-Backed Securities |
| ABS CORP HEQ NC 2006-HE2       A4     20360325 FLT | 2036-03-25      | 2.8616%  | 0.0000% | $800000.00         | $614912.42         | Asset-Backed Securities |
| ARES XLII CLO LTD 2017-42      SUB    20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $25000.00          | Asset-Backed Securities |
| ARES CLO LTD 2017-45           SUB    20301004 FLT | 2030-10-04      | 0.0000%  | 0.0000% | $4500000.00        | $1488964.50        | Asset-Backed Securities |
| ASSURANT CLO 2018-2            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $1999990.00        | $663382.68         | Asset-Backed Securities |
| ANCHORAGE CAP CLO LTD 2015-7R3 F-R3   20370428 FLT | 2037-04-28      | 11.7394% | 0.0000% | $535000.00         | $495855.81         | Asset-Backed Securities |
| ATLAS SENIOR LOAN FND 2019-15  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $2313920.00        | $300809.60         | Asset-Backed Securities |
| ARES L CLO LTD 2018-50         SUB    20320115 FLT | 2032-01-15      | 0.0000%  | 0.0000% | $1500000.00        | $324585.00         | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       SUB    20301025 FLT | 2030-10-25      | 0.0000%  | 0.0000% | $8486912.00        | $848.69            | Asset-Backed Securities |
| VOYA CLO 2025-1 LTD            SUB    20380420 FLT | 2038-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $3368035.00        | Asset-Backed Securities |
| VENTURE 38 CLO LTD 2019-38     SUB    20320730 FLT | 2032-07-30      | 0.0000%  | 0.0000% | $750000.00         | $237495.75         | Asset-Backed Securities |
| SUNNOVA HELIOS II ISS 2018-1   B      20480720 7.7 | 2048-07-20      | 7.7100%  | 0.0000% | $14218000.00       | $6853026.48        | Asset-Backed Securities |
| TRAINER WORTHAM CBO V 2004-V   B 144A 20400104 FLT | 2040-01-04      | 4.9958%  | 0.0000% | $4000000.00        | $879877.20         | Asset-Backed Securities |
| SOUND POINT CLO 2017-17        SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4249999.00        | $106249.98         | Asset-Backed Securities |
| THL CR WIND RIVER CLO 2014-2R  E-R    20310115 FLT | 2031-01-15      | 9.9162%  | 0.0000% | $2205000.00        | $2031945.38        | Asset-Backed Securities |
| STIFEL SBA IO TR 2024-1        A-1    20360915 FLT | 2036-09-15      | 2.1172%  | 0.0000% | $636476160.00      | $24596036.29       | Asset-Backed Securities |
| TAILWIND 2019-1 LTD            B      20441215 5.1 | 2044-12-15      | 5.1930%  | 0.0000% | $278000.00         | $146530.99         | Asset-Backed Securities |
| SUNNOVA SOL V ISER LLC 2023-1  A      20580430 5.4 | 2058-04-30      | 5.4000%  | 0.0000% | $19940000.00       | $18281007.46       | Asset-Backed Securities |
| TABERNA PREF FDG VIII 2007-8   B      20371107 FLT | 2037-11-07      | 5.2035%  | 0.0000% | $1500000.00        | $850928.92         | Asset-Backed Securities |
| SASCO ARC 2004-4               B      20340427 7.5 | 2034-04-27      | 7.5000%  | 0.0000% | $2998272.00        | $1552.99           | Asset-Backed Securities |
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $3919313.44        | Asset-Backed Securities |
| PIKES PEAK CLO LLC  2021-8     SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $150000.00         | $84516.75          | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $6280152.00        | $2044139.23        | Asset-Backed Securities |
| OFSI BSL 2018-9 LTD            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4350000.00        | $380494.50         | Asset-Backed Securities |
| VOYA CLO 2017-3 LTD            SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $10635000.00       | $2871450.00        | Asset-Backed Securities |
| SOUND PT CLO XX 0.0625 20JAN32 144A                | 2032-01-20      | 0.0625%  | 0.0000% | $656250.00         | $66994.00          | Asset-Backed Securities |
| SPIRIT AIRLINES 2017-1         A      20310815 3.6 | 2031-08-15      | 3.6500%  | 0.0000% | $4026000.00        | $2226768.62        | Asset-Backed Securities |
| SOUTH COAST FDG V 2004-5       B      20390806 FLT | 2039-08-06      | 5.5663%  | 0.0000% | $15000000.00       | $2854563.34        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2006-3         M-1    20361125 FLT | 2036-11-25      | 4.5405%  | 0.0000% | $35138752.00       | $3014649.95        | Asset-Backed Securities |
| SIXTH STREET CLO LTD 2023-22R  E-R    20380421 FLT | 2038-04-21      | 8.6200%  | 0.0000% | $1500000.00        | $1495941.65        | Asset-Backed Securities |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $23022000.00       | $10766912.47       | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC3 1-A4   20370625 FLT | 2037-06-25      | 4.4055%  | 0.0000% | $7124000.00        | $6165704.46        | Asset-Backed Securities |
| SOLOSO CDO 2007-1              A-3F   20371007 FLT | 2037-10-07      | 5.0671%  | 0.0000% | $1100000.00        | $438215.87         | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    B2     20340925 FLT | 2034-09-25      | 5.5000%  | 0.0000% | $5415888.00        | $2792270.89        | Asset-Backed Securities |
| SUMMER STR LTD 2005-HG1        C 144A 20451208 FLT | 2045-12-08      | 6.9633%  | 0.0000% | $5000000.00        | $82813.54          | Asset-Backed Securities |
| SUMMER STR LTD 2005-1          A-3    20451206 FLT | 2045-12-06      | 4.9428%  | 0.0000% | $9192000.00        | $1085959.94        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005-OPT3      M-4    20351125 FLT | 2035-11-25      | 5.1255%  | 0.0000% | $6548000.00        | $5508049.92        | Asset-Backed Securities |
| THUNDERBOLT III AIR LEASE 2019 B      20391115 4.7 | 2039-11-15      | 4.7500%  | 0.0000% | $10684000.00       | $4440948.05        | Asset-Backed Securities |
| SOLOSO CDO 2007-1              A-3L   20371007 FLT | 2037-10-07      | 5.0671%  | 0.0000% | $5975000.00        | $2380308.94        | Asset-Backed Securities |
| LEHMAN ABS MFD HSG 1998-1      II-IO  20280715 FLT | 2028-07-15      | 1.2984%  | 0.0000% | $74554000.00       | $329.45            | Asset-Backed Securities |
| KDAC AVIA FIN CAY LTD 2017-1   C      20421215 7.3 | 2042-12-15      | 7.3850%  | 0.0000% | $2000000.00        | $1803732.64        | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-1    20441025 FLT | 2044-10-25      | 7.3120%  | 0.0000% | $714000.00         | $729676.82         | Asset-Backed Securities |
| KREF LTD  2022-FL3             A-S    20390222 FLT | 2039-02-22      | 5.9018%  | 0.0000% | $6000000.00        | $6009512.72        | Asset-Backed Securities |
| METAL 2017-1 LTD               A      20421015 4.5 | 2042-10-15      | 4.5810%  | 0.0000% | $4150000.00        | $1156272.67        | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-3    20460406 FLT | 2046-04-06      | 7.8400%  | 0.0000% | $10000000.00       | $1574244.44        | Asset-Backed Securities |
| RCKT MTG TR 2025-CES7          B-1    20550725 FLT | 2055-07-25      | 6.9700%  | 0.0000% | $5000000.00        | $5094481.67        | Asset-Backed Securities |
| MARLETTE FDG TR 2022-3         C      20321115 6.8 | 2032-11-15      | 6.8900%  | 0.0000% | $100000.00         | $17837.29          | Asset-Backed Securities |
| SIERRA MADRE FDG 2004          A1LTB1 20390907 FLT | 2039-09-07      | 4.6161%  | 0.0000% | $4500000.00        | $201601.82         | Asset-Backed Securities |
| SMB PVT ED LN TR 2022-B        D      20550216 5.9 | 2055-02-16      | 5.9500%  | 0.0000% | $2034000.00        | $1047696.76        | Asset-Backed Securities |
| SOUND POINT CLO III 2018- 3-R  F      20290416 FLT | 2029-04-16      | 11.9662% | 0.0000% | $2250000.00        | $14036.79          | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005-OPT1      M-2    20350625 FLT | 2035-06-25      | 4.7805%  | 0.0000% | $384980.00         | $4948.12           | Asset-Backed Securities |
| 720 EAST CLO 2025-7 LTD        E      20370420 FLT | 2037-04-20      | 8.6344%  | 0.0000% | $680000.00         | $675354.44         | Asset-Backed Securities |
| SOUNDVIEW HM LN 2001-2         M-2    20300325 FLT | 2030-03-25      | 5.9055%  | 0.0000% | $1700000.00        | $36223.03          | Asset-Backed Securities |
| SAXON ASSET SEC CO 2003-3      M-5    20321025 FLT | 2032-10-25      | 3.6831%  | 0.0000% | $1000000.00        | $71799.14          | Asset-Backed Securities |
| MARBLE POINT CLO X LTD         SUB    20301015 FLT | 2030-10-15      | 0.0000%  | 0.0000% | $3500000.00        | $535461.50         | Asset-Backed Securities |
| HEMPSTEAD II CLO LTD           SUB    20290810 FLT | 2029-08-10      | 0.0000%  | 0.0000% | $2228224.00        | $222.82            | Asset-Backed Securities |
| FREMONT HM LN TR 2004-4        M-4    20350325 FLT | 2035-03-25      | 5.5305%  | 0.0000% | $15000000.00       | $2125156.98        | Asset-Backed Securities |
| ALLY BANK AUTO CREDIT LKD 24-A G      20320517 12. | 2032-05-17      | 12.7480% | 0.0000% | $1510000.00        | $814892.22         | Asset-Backed Securities |
| ASSET BACKED FDG 2005-WF1      M-9    20340225 FLT | 2034-02-25      | 6.6555%  | 0.0000% | $2893170.00        | $789483.95         | Asset-Backed Securities |
| AEGIS ABS 2004-6               B1     20350325 FLT | 2035-03-25      | 5.8055%  | 0.0000% | $3200000.00        | $711296.18         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-9    20360425 FLT | 2036-04-25      | 1.6016%  | 0.0000% | $3538000.00        | $2474.83           | Asset-Backed Securities |
| WILLIS ENGINE SEC 2021-A TR    B      20460515 5.4 | 2046-05-15      | 5.4380%  | 0.0000% | $8700000.00        | $6902180.15        | Asset-Backed Securities |
| MP CLO III LTD 2013-3R         SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2981888.00        | $298.19            | Asset-Backed Securities |
| VOYA CLO LTD 2017-2            SUB NT 20300607 FLT | 2030-06-07      | 0.0000%  | 0.0000% | $8500000.00        | $85000.00          | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      B-1    20350705 FLT | 2035-07-05      | 5.2958%  | 0.0000% | $5500000.00        | $2742726.98        | Asset-Backed Securities |
| BELLE HAVEN ABS CDO 2004-1     A1J    20441103 FLT | 2044-11-03      | 8.1000%  | 0.0000% | $9000000.00        | $812198.84         | Asset-Backed Securities |
| ELMWOOD CLO LTD 2022-14        SUB    20381020 FLT | 2038-10-20      | 0.0000%  | 0.0000% | $1855328.00        | $983286.73         | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2014-4 NONCAR 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3300000.00        | $666850.80         | Asset-Backed Securities |
| CENTRE SQUARE CDO LT           A-2A   20511119 FLT | 2051-11-19      | 1.6734%  | 0.0000% | $51875000.00       | $90389.75          | Asset-Backed Securities |
| CWABS INC 2004-AB1             M-2    20340825 FLT | 2034-08-25      | 5.6805%  | 0.0000% | $4780000.00        | $2275440.40        | Asset-Backed Securities |
| CENTEX HM EQ LN TR 2005-A      M-6    20350125 FLT | 2035-01-25      | 5.5005%  | 0.0000% | $3000000.00        | $768996.41         | Asset-Backed Securities |
| FMC GMSR ISSUER TRUST 2021-GT2 B      20261025 4.4 | 2026-10-25      | 4.4400%  | 0.0000% | $7500000.00        | $7192950.00        | Asset-Backed Securities |
| APIDOS CLO LTD 2023-46         SUB    20361024 FLT | 2036-10-24      | 0.0000%  | 0.0000% | $2000000.00        | $1112052.00        | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       SUB    20301025 FLT | 2030-10-25      | 0.0000%  | 0.0000% | $11599872.00       | $1159.99           | Asset-Backed Securities |
| NATIONAL COLLEGIATE V 2007-4  CL A-3-AR-3 COMMUTAT | 2038-03-31      | 0.0000%  | 0.0000% | $1942500.00        | $299790.53         | Asset-Backed Securities |
| MARBLE POINT CLO XI LTD        INC NT 20301218 FLT | 2030-12-18      | 0.0000%  | 0.0000% | $5000000.00        | $62500.00          | Asset-Backed Securities |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 5.0055%  | 0.0000% | $2500000.00        | $2349017.92        | Asset-Backed Securities |
| MARINER CLO LTD 2017-4         SUB    20291026 FLT | 2029-10-26      | 0.0000%  | 0.0000% | $1300000.00        | $182000.00         | Asset-Backed Securities |
| LONG BEACH ASSET HOLDING CORP MIN TRUST 2000       | 2045-08-25      | 4.5000%  | 0.0000% | $13100000.00       | $514211.28         | Asset-Backed Securities |
| GOLDMAN HOME IMP TR 2022-GRN2  A      20521025 6.8 | 2052-10-25      | 6.8000%  | 0.0000% | $1681000.00        | $357026.73         | Asset-Backed Securities |
| SECURITY NATL MTG 2007-1       M-1    20370425 FLT | 2037-04-25      | 6.7500%  | 0.0000% | $9035650.00        | $2518846.61        | Asset-Backed Securities |
| SILVER PT INCO 0.0 15OCT37 144A FRN                | 2037-10-15      | 0.0000%  | 0.0000% | $1000000.00        | $715362.00         | Asset-Backed Securities |
| PRIMA CAP CRE SECU 4.0 15APR38 144A                | 2028-04-15      | 4.0000%  | 0.0000% | $100000.00         | $82693.43          | Asset-Backed Securities |
| SAYBROOK PT CBO II 2002-2      B2     20350208 FLT | 2035-02-08      | 6.9181%  | 0.0000% | $13000000.00       | $277333.33         | Asset-Backed Securities |
| RR 2018-4 LTD                  SUB    20300415 FLT | 2030-04-15      | 0.0000%  | 0.0000% | $3000000.00        | $15000.00          | Asset-Backed Securities |
| SBA IO 2018- 2.84027 25JUL44 144A F                | 2044-07-25      | 2.6655%  | 0.0000% | $35395456.00       | $314600.31         | Asset-Backed Securities |
| PUTNAM STRUCT PROD 2003-1      B 144A 20381115 FLT | 2038-11-15      | 5.5467%  | 0.0000% | $27500000.00       | $8179116.38        | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-2    20441025 FLT | 2044-10-25      | 8.5500%  | 0.0000% | $6568000.00        | $6230693.79        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-B    C      20330315 FLT | 2033-03-15      | 5.8991%  | 0.0000% | $11313900.00       | $3148380.03        | Asset-Backed Securities |
| STAR TRUST 2022-SFR3           E2     20390519 FLT | 2039-05-19      | 7.7322%  | 0.0000% | $2000000.00        | $2008348.56        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-3    C1     20311015 7.2 | 2031-10-15      | 7.2970%  | 0.0000% | $9000000.00        | $4698819.62        | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-4    M7     20351225 FLT | 2035-12-25      | 5.9055%  | 0.0000% | $2998272.00        | $1997.35           | Asset-Backed Securities |
| TRAPEZA CDO XII 2007-12        C-1    20420406 FLT | 2042-04-06      | 5.3458%  | 0.0000% | $2015000.00        | $1441995.97        | Asset-Backed Securities |
| OCTAGON INV PTNS 32 2017-32    SUB NT 20290716 FLT | 2029-07-16      | 0.0000%  | 0.0000% | $13881056.00       | $2775239.53        | Asset-Backed Securities |
| PREFERRED TERM SEC XXII 2006-2 C-1    20360922 FLT | 2036-09-22      | 5.4494%  | 0.0000% | $4998000.00        | $3527105.54        | Asset-Backed Securities |
| RASC TRUST 2005-KS11           M-5    20351225 FLT | 2035-12-25      | 5.0505%  | 0.0000% | $2500000.00        | $1022893.43        | Asset-Backed Securities |
| ACE SECS HEQ 2006-HE3          A-2D   20360625 FLT | 2036-06-25      | 4.5855%  | 0.0000% | $300000.00         | $77707.53          | Asset-Backed Securities |
| AAMES MTG TR 2004-1            M8     20350125 FLT | 2035-01-25      | 7.1055%  | 0.0000% | $1000000.00        | $119950.45         | Asset-Backed Securities |
| AMSR TRUST 2021-SFR3           I      20261009 5.8 | 2026-10-09      | 5.8840%  | 0.0000% | $1237000.00        | $1226612.09        | Asset-Backed Securities |
| AMSR TR 2025-SFR1              E-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1400000.00        | $1284002.77        | Asset-Backed Securities |
| ACRES LTD 2021-FL1             D      20361020 FLT | 2036-10-20      | 6.7955%  | 0.0000% | $3089000.00        | $3074995.74        | Asset-Backed Securities |
| ALESCO PREF FDG IX 2006-9      C-1    20360623 FLT | 2036-06-23      | 5.5441%  | 0.0000% | $1125000.00        | $803565.52         | Asset-Backed Securities |
| ALESCO PREF FDG XV 2007-15     D 144A 20371223 FLT | 2037-12-23      | 7.1145%  | 0.0000% | $7000000.00        | $102710.24         | Asset-Backed Securities |
| AEGIS ABS 2004-3               B3     20340925 FLT | 2034-09-25      | 10.6305% | 0.0000% | $1360000.00        | $250081.20         | Asset-Backed Securities |
| ACE SECS HEQ 2004-RM1          M-4    20340725 FLT | 2034-07-25      | 7.0305%  | 0.0000% | $1500000.00        | $121954.13         | Asset-Backed Securities |
| ALESCO PREF FDG XIV 2006-14    D1 144 20370923 FLT | 2037-09-23      | 6.9741%  | 0.0000% | $2437000.00        | $37803.04          | Asset-Backed Securities |
| CMO HLDG II BSABS HE11 2005-11 A-1    20351125 5.5 | 2035-11-25      | 5.5000%  | 0.0000% | $704000.00         | $86814.59          | Asset-Backed Securities |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9900000.00        | $10816672.90       | Asset-Backed Securities |
| CWABS INC 2004-14              M-5    20341225 FLT | 2034-12-25      | 5.7555%  | 0.0000% | $7000000.00        | $2651039.20        | Asset-Backed Securities |
| CWABS INC 2004-9               MV-5   20341125 FLT | 2034-11-25      | 5.7555%  | 0.0000% | $3000000.00        | $1131669.66        | Asset-Backed Securities |
| DRYDEN 55 CLO LTD 2018-55      INC    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $2800000.00        | $28000.00          | Asset-Backed Securities |
| DRYDEN SENIOR LN FUND 2015-41R F-R    20310415 FLT | 2031-04-15      | 11.3661% | 0.0000% | $716750.00         | $252936.86         | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2038-08-07      | 11.0000% | 0.0000% | $7000000.00        | $419041.11         | Asset-Backed Securities |
| DUTCH HILL FUNDING 2007-2      B      20470326 FLT | 2047-03-26      | 6.0037%  | 0.0000% | $64400000.00       | $5420577.27        | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       E      20301025 FLT | 2030-10-25      | 9.7696%  | 0.0000% | $1525000.00        | $1405250.15        | Asset-Backed Securities |
| ENCINA EQUIP FIN LLC 2022-1    E      20300415 6.0 | 2030-04-15      | 6.0000%  | 0.0000% | $18482000.00       | $18478001.73       | Asset-Backed Securities |
| BELLEMEADE RE LTD 2022-2       M-2    20320927 FLT | 2032-09-27      | 13.4328% | 0.0000% | $999999.00         | $1123837.41        | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    AIOS   20631025 FLT | 2063-10-25      | 0.1000%  | 0.0000% | $338130944.00      | $1946995.10        | Asset-Backed Securities |
| LONGPORT FDG LTD 2003          A-1B   20350130 FLT | 2035-01-30      | 2.7071%  | 0.0000% | $35600000.00       | $601466.65         | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR8      F      20381019 3.1 | 2038-10-19      | 3.1810%  | 0.0000% | $2583000.00        | $2537448.36        | Asset-Backed Securities |
| LEXINGTON CAPITAL FUNDING V LTD                    | 2051-04-10      | 2.4378%  | 0.0000% | $245999000.00      | $927437.64         | Asset-Backed Securities |
| LEXN 2007-5A E                                     | 2051-04-10      | 8.3378%  | 0.0000% | $9225000.00        | $103410.55         | Asset-Backed Securities |
| LEXN 2007-5A A3                                    | 2051-04-10      | 2.8178%  | 0.0000% | $45000000.00       | $74010.94          | Asset-Backed Securities |
| RASC NIM 2003 NT2 TRUST                            | 2034-12-25      | 4.5000%  | 0.0000% | $15240000.00       | $85427.44          | Asset-Backed Securities |
| GOODLEAP HM IMP SOL TR 2024-1  A      20461022 5.3 | 2046-10-22      | 5.3500%  | 0.0000% | $125000.00         | $86244.23          | Asset-Backed Securities |
| REGIONAL DIVER FDG LTD 2000-1  NT     20300315 9.2 | 2030-03-15      | 9.2500%  | 0.0000% | $7000000.00        | $12310.57          | Asset-Backed Securities |
| SAIF SECURITIZ TR 2025-CES1    A-1    20650625 FLT | 2065-06-25      | 5.4060%  | 0.0000% | $9500000.00        | $9215103.65        | Asset-Backed Securities |
| RESIDENTIAL ASSET SEC 2005-KS5 M-8    20350625 FLT | 2035-06-25      | 5.3555%  | 0.0000% | $3448000.00        | $2895500.71        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-1    20440625 FLT | 2044-06-25      | 8.0090%  | 0.0000% | $534000.00         | $524070.89         | Asset-Backed Securities |
| KODIAK CDO II LTD 2007-2       C-1    20421107 FLT | 2042-11-07      | 5.9035%  | 0.0000% | $2218000.00        | $1372806.09        | Asset-Backed Securities |
| GS MORTGAGE-BKD SEC TR 25-HE1  A-1    20551025 FLT | 2055-10-25      | 5.7328%  | 0.0000% | $5500000.00        | $5201151.75        | Asset-Backed Securities |
| LEXN 2007-5A B                                     | 2051-04-10      | 2.9378%  | 0.0000% | $6000000.00        | $10288.12          | Asset-Backed Securities |
| LONG POINT PARK CLO 2017 LTD   SUB    20300117 FLT | 2030-01-17      | 0.0000%  | 0.0000% | $6000000.00        | $1020000.00        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2025-3       E      20321215 12. | 2032-12-15      | 12.6260% | 0.0000% | $6000000.00        | $6174765.36        | Asset-Backed Securities |
| VOYA CLO LTD 2016-3            SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $4612500.00        | $981023.40         | Asset-Backed Securities |
| RASC SERIES TRUST 2006-KS5     M-2    20360725 FLT | 2036-07-25      | 4.4055%  | 0.0000% | $10609776.00       | $6565868.43        | Asset-Backed Securities |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.5150%  | 0.0000% | $72737664.00       | $675150.48         | Asset-Backed Securities |
| WASH MUTUAL WMABS  CI SERIES 2006                  | 2036-09-25      | 8.5000%  | 0.0000% | $2385000.00        | $3381.13           | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A2     20571025 FLT | 2057-10-25      | 3.1837%  | 0.0000% | $2724000.00        | $2440132.28        | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      B-1L   20360805 FLT | 2036-08-05      | 7.3328%  | 0.0000% | $500000.00         | $21768.63          | Asset-Backed Securities |
| ARES XXXVR CLO LTD 2018-35R    SUB NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $1500000.00        | $388903.50         | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-2    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $9010000.00        | $8429861.12        | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2007-1    M-7    20370225 FLT | 2037-02-25      | 4.9555%  | 0.0000% | $2000000.00        | $1121.22           | Asset-Backed Securities |
| ACE SECS HEQ 2004-HE2          M-6    20341025 FLT | 2034-10-25      | 9.2055%  | 0.0000% | $2680000.00        | $300218.57         | Asset-Backed Securities |
| AEGIS ABS 2006-1               M3     20370125 FLT | 2037-01-25      | 4.6455%  | 0.0000% | $2498560.00        | $1314.66           | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            B      20450112 FLT | 2045-01-12      | 4.7531%  | 0.0000% | $13780000.00       | $957896.03         | Asset-Backed Securities |
| ACE SECS HEQ 2005-WF1          M-7    20350525 FLT | 2035-05-25      | 5.7355%  | 0.0000% | $1600000.00        | $434580.04         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-8    20360425 FLT | 2036-04-25      | 1.6016%  | 0.0000% | $3500000.00        | $2078.81           | Asset-Backed Securities |
| VAULT DI ISSUER LLC 2021-1     A-2    20460715 2.8 | 2046-07-15      | 2.8040%  | 0.0000% | $49950000.00       | $49134127.79       | Asset-Backed Securities |
| VOYA CLO 2020-2 LTD            E-RR   20380120 FLT | 2038-01-20      | 9.2344%  | 0.0000% | $1450000.00        | $1344890.42        | Asset-Backed Securities |
| BUCKINGHAM CDO III LTD 2007-3  D 144A 20510905 FLT | 2051-09-05      | 8.6048%  | 0.0000% | $5000000.00        | $52070.09          | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B-1    20631025 FLT | 2063-10-25      | 3.5670%  | 0.0000% | $13363000.00       | $8842852.11        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-3    20550225 FLT | 2055-02-25      | 8.8638%  | 0.0000% | $6132930.00        | $6130706.92        | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2025-HE1     XS     20691125 0.0 | 2069-11-25      | 0.0000%  | 0.0000% | $254556160.00      | $2553316.05        | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2005-3    M-6    20350925 FLT | 2035-09-25      | 5.1555%  | 0.0000% | $562000.00         | $413843.78         | Asset-Backed Securities |
| ACE SECS HEQ 2004-FM2          M-3    20340625 FLT | 2034-06-25      | 6.1305%  | 0.0000% | $3997696.00        | $3087.01           | Asset-Backed Securities |
| BOYCE PK CLO LTD 2022-1        SUB NT 20350423 FLT | 2035-04-23      | 0.0000%  | 0.0000% | $350000.00         | $161000.00         | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B      20631025 FLT | 2063-10-25      | 0.0000%  | 0.0000% | $45958528.00       | $14641141.31       | Asset-Backed Securities |
| CSMC SERIES 2014-2R            16-A-3 20370827 FLT | 2037-08-27      | 2.7500%  | 0.0000% | $2196040.00        | $724492.95         | Asset-Backed Securities |
| CWABS ASSET BACKED CERTFICATES TRUST 2005 10       | 2037-01-25      | 6.0000%  | 0.0000% | $60913000.00       | $895833.49         | Asset-Backed Securities |
| C-BASS CBO XV 2006-15          A      20410219 FLT | 2041-02-19      | 7.7700%  | 0.0000% | $3391000.00        | $81395.81          | Asset-Backed Securities |
| COOF SECURITIZATION TR 2014-1  PTC    20400615 FLT | 2040-06-15      | 2.6906%  | 0.0000% | $100000000.00      | $318368.14         | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.4561% | 0.0000% | $1207500.00        | $927506.86         | Asset-Backed Securities |
| WELLFLEET CLO  LTD 2020-1RR    E-RR   20330415 FLT | 2033-04-15      | 3.9045%  | 0.0000% | $1136828.00        | $972732.36         | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            A      20450112 FLT | 2045-01-12      | 4.4631%  | 0.0000% | $25000000.00       | $818675.54         | Asset-Backed Securities |
| SBA IO 2018- 2.80842 24MAY44 144A F                | 2044-05-24      | 3.0546%  | 0.0000% | $43684672.00       | $414990.02         | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    AIOS   20630525 FLT | 2063-05-25      | 0.1000%  | 0.0000% | $460918272.00      | $1141084.65        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2014-2R2  F-R2   20301021 FLT | 2030-10-21      | 12.4061% | 0.0000% | $3000000.00        | $1398962.21        | Asset-Backed Securities |
| CWABS INC 2006-16              M-1    20460825 FLT | 2046-08-25      | 4.5405%  | 0.0000% | $7345232.00        | $2901640.52        | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 8.1400%  | 0.0000% | $139300000.00      | $3966533.15        | Asset-Backed Securities |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.0500%  | 0.0000% | $64700000.00       | $1955444.88        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-8    20341225 FLT | 2034-12-25      | 6.7305%  | 0.0000% | $281000.00         | $84998.48          | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     AIOS   20550225 FLT | 2055-02-25      | 0.0500%  | 0.0000% | $292040703.00      | $253266.80         | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD  2021-31  SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $600000.00         | $198000.00         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2005-HE4 M-4    20350425 FLT | 2035-04-25      | 4.6548%  | 0.0000% | $1840000.00        | $1508797.53        | Asset-Backed Securities |
| BUCKINGHAM CDO II LTD          D      20410405 FLT | 2041-04-05      | 8.8500%  | 0.0000% | $1100000.00        | $12461.03          | Asset-Backed Securities |
| CWABS INC 2004-10              MV-5   20341125 FLT | 2034-11-25      | 3.8010%  | 0.0000% | $10000000.00       | $2478699.35        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2006-NC1   M-1    20360825 FLT | 2036-08-25      | 4.5405%  | 0.0000% | $15570000.00       | $9238509.21        | Asset-Backed Securities |
| BARINGS CLO LTD 2015-2         SUB    20270720 FLT | 2027-07-20      | 0.0000%  | 0.0000% | $1376248.00        | $137.62            | Asset-Backed Securities |
| BELLE HAVEN ABS CDO            A-2    20460705 FLT | 2046-07-05      | 7.7000%  | 0.0000% | $61760000.00       | $330306.25         | Asset-Backed Securities |
| FLEXENTIAL ISSUER LLC 2021-1   A-2    20511127 3.2 | 2051-11-27      | 3.2500%  | 0.0000% | $13160000.00       | $12870383.50       | Asset-Backed Securities |
| NATIONAL COLLEGIATE V 2007-4  CL A-3-AR-4 COMMUTAT | 2038-03-31      | 0.0100%  | 0.0000% | $841250.00         | $176561.64         | Asset-Backed Securities |
| TRAPEZA CDO XIII 2007-13       E      20421109 FLT | 2042-11-09      | 6.5876%  | 0.0000% | $2500000.00        | $702194.19         | Asset-Backed Securities |
| MERRILL MTG INVESTORS NIM 2005 N1     20360525 4.5 | 2036-05-25      | 4.5000%  | 0.0000% | $19374080.00       | $9310.74           | Asset-Backed Securities |
| TRIANGLE RE  2023-1 LTD        M-1B   20331125 FLT | 2033-11-25      | 9.4328%  | 0.0000% | $1850000.00        | $1933329.71        | Asset-Backed Securities |
| ICG US CLO 2021-1 LTD          SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $15000000.00       | $3450000.00        | Asset-Backed Securities |
| INVITATION HOMES TR 2024-SFR1  F      20410919 4.5 | 2041-09-19      | 4.5000%  | 0.0000% | $2615000.00        | $2457158.60        | Asset-Backed Securities |
| PREFER TERM SEC XXVI 2007-26   C-1    20370922 FLT | 2037-09-22      | 5.1494%  | 0.0000% | $4000000.00        | $2387025.77        | Asset-Backed Securities |
| RENAISSANCE HEQ 2003-2         M-1    20330825 FLT | 2033-08-25      | 3.2938%  | 0.0000% | $7615000.00        | $308680.86         | Asset-Backed Securities |
| LNR CDO IV LTD 2006-1          E 144A 20430528 FLT | 2043-05-28      | 6.6874%  | 0.0000% | $7500000.00        | $560214.24         | Asset-Backed Securities |
| LONG BEACH MTG LN TR 2005-WL2  M-5    20450825 FLT | 2045-08-25      | 5.0655%  | 0.0000% | $17000000.00       | $6570702.62        | Asset-Backed Securities |
| LCM XIII LTD 2013-13           INC    20230119 FLT | 2027-07-19      | 0.0000%  | 0.0000% | $6422528.00        | $642.25            | Asset-Backed Securities |
| LEXINGTON CAP FDG II 2006-2    E      20461005 FLT | 2046-10-05      | 5.5100%  | 0.0000% | $13000000.00       | $190614.44         | Asset-Backed Securities |
| REGATTA FUNDING LTD 27         SUB NT 20370427 FLT | 2037-04-27      | 0.0000%  | 0.0000% | $2000000.00        | $1418216.00        | Asset-Backed Securities |
| PROGRESS RES TR 2024-SFR2      F      20410418 3.6 | 2041-04-18      | 3.6500%  | 0.0000% | $1710000.00        | $1542116.76        | Asset-Backed Securities |
| PREFERRED TERM SEC XVI 2004-16 D      20350323 FLT | 2035-03-23      | 6.8994%  | 0.0000% | $100000.00         | $17486.08          | Asset-Backed Securities |
| POPULAR ABS 2006-B             M-2    20360525 FLT | 2036-05-25      | 4.8555%  | 0.0000% | $18000000.00       | $6473176.70        | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-3    20441025 FLT | 2044-10-25      | 9.5455%  | 0.0000% | $6854784.00        | $6198234.13        | Asset-Backed Securities |
| PARK PLACE SECS 2005-WHQ4      M-4    20350925 FLT | 2035-09-25      | 5.0205%  | 0.0000% | $6481600.00        | $3505647.79        | Asset-Backed Securities |
| CROWN CITY CLO I               SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $7493736.00        | $2210652.12        | Asset-Backed Securities |
| FBR SEC TRUST 2005-2           M-10   20350925 FLT | 2035-09-25      | 7.4805%  | 0.0000% | $31416320.00       | $26426.40          | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2006-AMC1  M-1    20360925 FLT | 2036-09-25      | 4.5405%  | 0.0000% | $23701312.00       | $10197818.95       | Asset-Backed Securities |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.6000%  | 0.0000% | $15000000.00       | $1485068.33        | Asset-Backed Securities |
| CRYSTAL RIVER CDO 2005-1       B      20460302 FLT | 2046-03-02      | 5.0828%  | 0.0000% | $44750000.00       | $7985646.18        | Asset-Backed Securities |

### Security 664: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BHSH5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BHSH5
- **C.18 - Value (incl. sponsor support):** $650082309.50
- **C.18.a - Value (excl. sponsor support):** $650082309.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $3436.00           | $106905.30         | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $1446.00           | $963715.62         | Equities   |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $16560.00          | $760932.00         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL CR ETF    | 2500-12-31      | N/A      | 0.0000% | $60546.00          | $3347588.34        | Equities   |
| ENERFLEX LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $125699.00         | $1575008.47        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GBL HLTCR   | 2500-12-31      | N/A      | 0.0000% | $6192.00           | $205735.39         | Equities   |
| ISHARES TR                     IBONDS 26 TRM TS | 2500-12-31      | N/A      | 0.0000% | $3460.00           | $79407.00          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $810794.00         | $32610134.68       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL QULTY   | 2500-12-31      | N/A      | 0.0000% | $65737.00          | $2272528.09        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $325851.00         | $26328760.80       | Equities   |
| MATTHEWS INTL FDS              INDIA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $1538.00           | $46971.75          | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $22707.00          | $252047.70         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $160728.00         | $32610103.92       | Equities   |
| PIMCO ETF TR                   MUNI INCOME OPP  | 2500-12-31      | N/A      | 0.0000% | $6683.00           | $305212.61         | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRNC INVT GRAD   | 2500-12-31      | N/A      | 0.0000% | $28645.00          | $604123.05         | Equities   |
| PEMBINA PIPELINE CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $33742.00          | $1271735.98        | Equities   |
| PROSHARES TR                   ULTR RUSSL2000   | 2500-12-31      | N/A      | 0.0000% | $73988.00          | $3981294.28        | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $178238.00         | $5810558.80        | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2128.00           | $60107.49          | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2268.00           | $113320.62         | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $1501950.00        | $5181727.50        | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $50258.00          | $1286604.80        | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9729.00           | $102154.50         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $57091.00          | $2640458.75        | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $344352.00         | $32610134.40       | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $145.00            | $6147.70           | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $398138.00         | $22136472.80       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2029    | 2500-12-31      | N/A      | 0.0000% | $254907.00         | $4792251.60        | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $13006.00          | $328007.42         | Equities   |
| TRAEGER INC                    COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $364627.00         | $332175.20         | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE ULTR | 2500-12-31      | N/A      | 0.0000% | $29292.00          | $1498578.72        | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62126.00          | $464081.22         | Equities   |
| BLACKROCK ETF TRUST            ISHARES ENHANCED | 2500-12-31      | N/A      | 0.0000% | $10000.00          | $998100.00         | Equities   |
| TCW ETF TRUST                  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $113606.00         | $4518110.62        | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL DIV | 2500-12-31      | N/A      | 0.0000% | $96183.00          | $2746024.65        | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $90259.00          | $182323.18         | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $4029.00           | $122587.16         | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $47562.00          | $2750510.46        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $2831.00           | $107790.32         | Equities   |
| A2Z CUST2MATE SOLUTIONS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $223220.00         | $1596023.00        | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $8876.00           | $312790.24         | Equities   |
| PGIM ETF TR                    JENNISON INT OPP | 2500-12-31      | N/A      | 0.0000% | $2754.00           | $176515.43         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $74264.00          | $765661.84         | Equities   |
| PURPLE INNOVATION INC          COM              | 2500-12-31      | N/A      | 0.0000% | $679213.00         | $539634.73         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $154701.40         | Equities   |
| RIO TINTO PLC                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $21622.00          | $1561108.40        | Equities   |
| LAVA THERAPEUTICS NV           SHS              | 2500-12-31      | N/A      | 0.0000% | $267180.00         | $435503.40         | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1511.00           | $33914.39          | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $2983.00           | $261343.91         | Equities   |
| PALO ALTO NETWORKS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $27809.00          | $6069870.43        | Equities   |
| QUDIAN INC                     ADR              | 2500-12-31      | N/A      | 0.0000% | $132779.00         | $605472.24         | Equities   |
| PROSHARES TR                   ULSH 20YRTRE NEW | 2500-12-31      | N/A      | 0.0000% | $462.00            | $30225.10          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1368.00           | $34342.41          | Equities   |
| KANZHUN LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $627613.00         | $14020874.42       | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $390810.00         | $21662598.30       | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $25877.00          | $1584189.94        | Equities   |
| GREEN DOT CORP                 CL A             | 2500-12-31      | N/A      | 0.0000% | $935.00            | $11107.80          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE AUSTRALIA   | 2500-12-31      | N/A      | 0.0000% | $4384.00           | $140985.06         | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $206988.00         | $9227525.04        | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1113232.00        | $27084934.56       | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $446468.00         | $991158.96         | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B20 JUL | 2500-12-31      | N/A      | 0.0000% | $12828.00          | $495020.97         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $505.00            | $18311.30          | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $9199.00           | $2663478.46        | Equities   |
| BEYONDSPRING INC               SHS              | 2500-12-31      | N/A      | 0.0000% | $9936.00           | $18977.76          | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $100555.13         | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1745.60           | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $158044.00         | $17680382.28       | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $852941.00         | $19694407.69       | Equities   |
| SNOWFLAKE INC                  COM SHS          | 2500-12-31      | N/A      | 0.0000% | $14076.00          | $3817129.68        | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $37820.00          | $81691.20          | Equities   |
| SELECT SECTOR SPDR TR          FINANCIAL        | 2500-12-31      | N/A      | 0.0000% | $624356.00         | $32610113.88       | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $83212.00          | $3278552.80        | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $45050.00          | $455455.50         | Equities   |
| WISDOMTREE TR                  MORTGAGE PLUS BD | 2500-12-31      | N/A      | 0.0000% | $7298.00           | $326074.64         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $12483.00          | $126577.62         | Equities   |
| FUTURE VISION II ACQUISITION   SHS              | 2500-12-31      | N/A      | 0.0000% | $4638.00           | $48791.76          | Equities   |
| NUSHARES ETF TR                NUVEEN ESG US    | 2500-12-31      | N/A      | 0.0000% | $33027.00          | $743768.04         | Equities   |
| RBB FD INC                     F/M HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $656.00            | $34239.92          | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $361.00            | $36416.81          | Equities   |
| ISHARES TR                     BB RAT CORP BD   | 2500-12-31      | N/A      | 0.0000% | $72100.00          | $3403480.50        | Equities   |
| SELECT SECTOR SPDR TR          SBI HEALTHCARE   | 2500-12-31      | N/A      | 0.0000% | $183924.00         | $26540233.20       | Equities   |
| SPROTT FDS TR                  NICKEL MINERS ET | 2500-12-31      | N/A      | 0.0000% | $56868.00          | $817761.84         | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2743.00           | $85395.35          | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $411.00            | $22177.72          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2031 | 2500-12-31      | N/A      | 0.0000% | $419.00            | $10543.34          | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $1296108.00        | $32610077.28       | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $1035.00           | $31421.67          | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $49564.72          | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $237145.00         | $14899820.35       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $33315.18          | Equities   |
| ORACLE CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $256.89            | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $162687.00         | $458777.34         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $1186024.00        | $4447590.00        | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $5129.00           | $82935.93          | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $8165.00           | $410127.95         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $4242.00           | $277795.85         | Equities   |
| APPLOVIN CORP                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6325.00           | $3925421.50        | Equities   |
| AMERICAN CENTY ETF TR          REAL ESTATE ETF  | 2500-12-31      | N/A      | 0.0000% | $20221.00          | $888106.32         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $1289.00           | $86818.53          | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $185913.00         | $3244181.85        | Equities   |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $82667.00          | $7200295.70        | Equities   |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $1316828.00        | $14893324.68       | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $31449.00          | $161962.35         | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1362388.00        | $2057205.88        | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $49483.00          | $528973.27         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $305866.00         | $2070712.82        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $226.00            | $8093.15           | Equities   |
| COLUMBIA ETF TR I              DIVERSIFID FXD   | 2500-12-31      | N/A      | 0.0000% | $15161.00          | $279872.06         | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $206635.00         | $487658.60         | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $408136.00         | $32610066.40       | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $226414.00         | $355469.98         | Equities   |
| WISDOMTREE TR                  EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $667.00            | $25435.51          | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $111703.00         | $4403332.26        | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $129376.00         | $4828312.32        | Equities   |
| GLOBAL SHIP LEASE INC NEW      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $118797.00         | $3642316.02        | Equities   |
| VIRTUS ETF TR II               SEIX SR LN ETF   | 2500-12-31      | N/A      | 0.0000% | $9719.00           | $227813.36         | Equities   |
| PB BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $11797.00          | $232754.81         | Equities   |
| CALCIMEDICA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $14805.00          | $44266.95          | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $1460.00           | $31670.03          | Equities   |
| TIDAL TRUST I                  AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $3592.00           | $88359.25          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INTL DEV STRNGTH | 2500-12-31      | N/A      | 0.0000% | $29394.00          | $1133650.16        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $18027.00          | $764117.66         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $4805.00           | $167727.65         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $47968.00          | $32610085.44       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $14321.00          | $1061615.73        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $938.00            | $24852.31          | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $4743.00           | $501421.90         | Equities   |
| ISHARES TR                     CORE DIV GRWTH   | 2500-12-31      | N/A      | 0.0000% | $17802.00          | $1214986.50        | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL EX US HGH | 2500-12-31      | N/A      | 0.0000% | $9122.00           | $181808.76         | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $164.00            | $4619.88           | Equities   |
| FLEXSHARES TR                  STOXX GLOBR INF  | 2500-12-31      | N/A      | 0.0000% | $10925.00          | $684232.75         | Equities   |
| DBX ETF TR                     XTRACK MUN INFRA | 2500-12-31      | N/A      | 0.0000% | $26008.00          | $648509.48         | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $774.00            | $26881.02          | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $790120.00         | $27472472.40       | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $4130.00           | $126532.46         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $503.00            | $55178.95          | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $53438.00          | $4096557.08        | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $16908.00          | $386939.58         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI | 2500-12-31      | N/A      | 0.0000% | $37340.00          | $871515.60         | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $115.00            | $6270.90           | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 MUNI | 2500-12-31      | N/A      | 0.0000% | $23512.00          | $554883.20         | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $773.00            | $34659.70          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $58205.32          | Equities   |
| ISHARES TR                     ESG EAFE ETF     | 2500-12-31      | N/A      | 0.0000% | $6534.00           | $503825.63         | Equities   |
| ISHARES TR                     IBONDS DEC 29    | 2500-12-31      | N/A      | 0.0000% | $178339.00         | $4187399.72        | Equities   |
| ISHARES U S ETF TR             IT RT HDG HGYL   | 2500-12-31      | N/A      | 0.0000% | $20409.00          | $1763949.87        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $4448832.00        | $32609938.56       | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $812204.00         | $32609990.60       | Equities   |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $164709.00         | $7848383.85        | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2018.00           | $44007.13          | Equities   |
| TIDAL TRUST I                  UPAR ULTRA RISK  | 2500-12-31      | N/A      | 0.0000% | $2999.00           | $46569.07          | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $256708.00         | $390196.16         | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $557807.00         | $1070989.44        | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $3321.00           | $47509.56          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $455.00            | $25491.42          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $33515.00          | $1534316.70        | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $18185.00          | $390304.66         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $88223.00          | $1857094.15        | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $4763.00           | $183613.65         | Equities   |
| NUSHARES ETF TR                NUVEEN ESG 1-5   | 2500-12-31      | N/A      | 0.0000% | $4377.00           | $102596.88         | Equities   |
| WISDOMTREE TR                  EUROPE SMCP DV   | 2500-12-31      | N/A      | 0.0000% | $12987.00          | $902726.37         | Equities   |
| T ROWE PRICE ETF INC           HEDGED EQUTY ETF | 2500-12-31      | N/A      | 0.0000% | $3041.00           | $85721.84          | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1152.00           | $139002.16         | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $87352.00          | $12146295.60       | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $937.00            | $17240.80          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $27827.00          | $890464.00         | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $10002.00          | $147929.58         | Equities   |

### Security 665: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BKGM0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BKGM0
- **C.18 - Value (incl. sponsor support):** $250108930.00
- **C.18.a - Value (excl. sponsor support):** $250108930.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $3579746.67        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 8.7975%  | 0.0000% | $5000000.00        | $292649.96         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.7828%  | 0.0000% | $9700000.00        | $4884137.17        | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-1            B      20350425 FLT | 2035-04-25      | 6.0555%  | 0.0000% | $3187500.00        | $60838.79          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 6.7890%  | 0.0000% | $13700000.00       | $1489881.08        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 6.9975%  | 0.0000% | $5000000.00        | $1717771.01        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 4.9068%  | 0.0000% | $1500000.00        | $1347715.54        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $216114.90         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.0945%  | 0.0000% | $4080000.00        | $3906079.53        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 2.9406%  | 0.0000% | $13760000.00       | $10025529.12       | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-5    20560225 FLT | 2056-02-25      | 6.5626%  | 0.0000% | $261000.00         | $190266.82         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.2014%  | 0.0000% | $975165.00         | $658810.87         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.6979%  | 0.0000% | $570000.00         | $488748.18         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E C      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $6350000.00        | $5007681.07        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-2    20650825 FLT | 2065-08-25      | 7.0856%  | 0.0000% | $329000.00         | $323960.61         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.3890%  | 0.0000% | $1890000.00        | $15386.70          | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.8106%  | 0.0000% | $4000000.00        | $2938699.29        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 4.9443%  | 0.0000% | $6866000.00        | $3804658.49        | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.5822%  | 0.0000% | $18000000.00       | $18083103.35       | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 7.2337%  | 0.0000% | $8000000.00        | $8026599.71        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  B      20340615 FLT | 2034-06-15      | 5.2800%  | 0.0000% | $5500000.00        | $5171796.69        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.5041%  | 0.0000% | $3122000.00        | $2264825.04        | Private Label Collateralized Mortgage Obligations |
| ARIXA MORTGAGE TRUST 2025-RTL1 A1     20300825 FLT | 2030-08-25      | 5.7350%  | 0.0000% | $10662000.00       | $10712109.62       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.6500%  | 0.0000% | $15385000.00       | $11752985.96       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.5700%  | 0.0000% | $9624000.00        | $8079433.55        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       D      20420815 FLT | 2042-08-15      | 7.2822%  | 0.0000% | $8000000.00        | $8025892.16        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8820%  | 0.0000% | $3134000.00        | $2766498.85        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.6670%  | 0.0000% | $13750000.00       | $11311191.60       | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.9485%  | 0.0000% | $113492000.00      | $1110696.27        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $6550000.00        | $5561375.75        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.4030%  | 0.0000% | $750000.00         | $459395.83         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6769%  | 0.0000% | $1850000.00        | $1890294.37        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.4496%  | 0.0000% | $5976000.00        | $4838705.30        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $5205000.00        | $4213376.36        | Private Label Collateralized Mortgage Obligations |
| LOANCORE 2021-CRE5 ISSUER LTD  D      20360715 FLT | 2036-07-15      | 7.1467%  | 0.0000% | $7823000.00        | $7777910.49        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.1457%  | 0.0000% | $6867000.00        | $6204161.01        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.6434%  | 0.0000% | $5864000.00        | $3223144.55        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $114671.00         | $26547.42          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.4662% | 0.0000% | $29270000.00       | $28840611.56       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.4475%  | 0.0000% | $4385000.00        | $574132.88         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF F      20341115 FLT | 2034-11-15      | 8.6800%  | 0.0000% | $2500000.00        | $2404971.94        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.5791%  | 0.0000% | $16978000.00       | $13541180.01       | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.6475%  | 0.0000% | $3000000.00        | $298571.33         | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   B      20321115 FLT | 2032-11-15      | 5.7292%  | 0.0000% | $8250000.00        | $8226565.49        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2025-NQM1             B-2    20700125 FLT | 2070-01-25      | 7.2691%  | 0.0000% | $4920000.00        | $4908490.11        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-1    20690125 FLT | 2069-01-25      | 7.9090%  | 0.0000% | $5281000.00        | $5398173.95        | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                A      20420807 FLT | 2042-08-07      | 4.9262%  | 0.0000% | $15000000.00       | $15171813.00       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.3711%  | 0.0000% | $4001000.00        | $1201510.54        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 E      20481217 FLT | 2048-12-17      | 4.6241%  | 0.0000% | $1500000.00        | $1461645.61        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       E      20420815 FLT | 2042-08-15      | 8.5322%  | 0.0000% | $5900000.00        | $5956345.44        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          B      20330310 3.4 | 2033-03-10      | 3.4729%  | 0.0000% | $7585000.00        | $7093409.20        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2820000.00        | $2024024.92        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG TR 2021-1    B-2    20650525 3.9 | 2065-05-25      | 3.9550%  | 0.0000% | $4320000.00        | $3880141.20        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $700000.00         | $651730.80         | Private Label Collateralized Mortgage Obligations |
| TRTX ISSUER LTD 2022-FL5       D      20390217 FLT | 2039-02-17      | 7.4310%  | 0.0000% | $2500000.00        | $2448651.49        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- B-2    20631025 FLT | 2063-10-25      | 7.5019%  | 0.0000% | $6665000.00        | $5970210.69        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4511237.52        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $1500000.00        | $1018548.50        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.6979%  | 0.0000% | $286000.00         | $197827.90         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3701%  | 0.0000% | $2111942.00        | $934484.59         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.5390%  | 0.0000% | $4750000.00        | $3361550.72        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  M-2    20450725 FLT | 2045-07-25      | 6.8328%  | 0.0000% | $5000000.00        | $4975451.00        | Private Label Collateralized Mortgage Obligations |

### Security 666: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.440000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLH39, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BLH39
- **C.18 - Value (incl. sponsor support):** $2249427487.50
- **C.18.a - Value (excl. sponsor support):** $2249427487.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CLEVELAND ELEC ILLUM CO        SR GLBL 144A 30     | 2030-11-15      | 4.5500%  | 0.0000% | $100000.00         | $101517.06         | Corporate Debt Securities                         |
| DREAM FINDERS HOMES INC        SR GLBL 144A 30     | 2030-09-15      | 6.8750%  | 0.0000% | $292000.00         | $294576.74         | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC           SR SEC GLBL 31      | 2031-04-15      | 6.6250%  | 0.0000% | $50000.00          | $49910.04          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.3%49    | 2049-05-15      | 5.3000%  | 0.0000% | $75000.00          | $54310.42          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 4.2%48              | 2048-09-01      | 4.2000%  | 0.0000% | $354000.00         | $295604.16         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37     | 2037-09-20      | 5.0000%  | 0.0000% | $5420000.00        | $4666373.09        | Corporate Debt Securities                         |
| BIO RAD LABS INC               SR GLBL NT3.3%27    | 2027-03-15      | 3.3000%  | 0.0000% | $99000.00          | $98213.61          | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 27       | 2027-09-13      | 6.4960%  | 0.0000% | $208000.00         | $213614.10         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 31       | 2031-01-13      | 2.6500%  | 0.0000% | $53000.00          | $49875.65          | Corporate Debt Securities                         |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN 144A NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $42000.00          | $42601.67          | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT6.5%30    | 2030-10-01      | 6.5000%  | 0.0000% | $3536000.00        | $3595004.05        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 45       | 2045-12-15      | 6.1250%  | 0.0000% | $10000.00          | $10253.29          | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 32     | 2032-01-15      | 6.6250%  | 0.0000% | $329000.00         | $344639.65         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $4729000.00        | $4998027.56        | Corporate Debt Securities                         |
| ASPEN INSURANCE HOLDINGS LTD   SR GLBL NT 30       | 2030-07-01      | 5.7500%  | 0.0000% | $499000.00         | $531959.92         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $5375000.00        | $6405333.75        | Corporate Debt Securities                         |
| BX TRUST 2024-CNYN             C      20410415 FLT | 2041-04-15      | 5.9733%  | 0.0000% | $20000000.00       | $14922959.55       | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $1039000.00        | $761328.98         | Corporate Debt Securities                         |
| BANK 2021-BNK36                A-5    20640917 2.4 | 2064-09-17      | 2.4700%  | 0.0000% | $400000.00         | $358127.73         | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-11-26      | 7.3000%  | 0.0000% | $208000.00         | $224300.50         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT7.2%30    | 2030-06-10      | 7.2000%  | 0.0000% | $1140000.00        | $1253646.60        | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $108000.00         | $116877.46         | Corporate Debt Securities                         |
| TITAN INTL INC ILL             SR SEC GLBL NT28    | 2028-04-30      | 7.0000%  | 0.0000% | $440000.00         | $440990.00         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $7462000.00        | $7366766.22        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $11305000.00       | $12412861.74       | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT28    | 2028-06-15      | 4.6250%  | 0.0000% | $85000.00          | $86060.99          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53      | 2053-09-15      | 7.1250%  | 0.0000% | $90000.00          | $95293.28          | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            C      20341214 FLT | 2034-12-14      | 8.5337%  | 0.0000% | $10352512.00       | $10536387.28       | Private Label Collateralized Mortgage Obligations |
| TKC HOLDINGS INCORPORATED      SR 144A NT 29       | 2029-05-15      | 10.5000% | 0.0000% | $15000.00          | $16144.45          | Corporate Debt Securities                         |
| SUZANO AUSTRIA GMBH            SR GLBL NT 5%30     | 2030-01-15      | 5.0000%  | 0.0000% | $290000.00         | $295667.57         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 34       | 2034-04-15      | 5.1500%  | 0.0000% | $47000.00          | $48229.47          | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 30       | 2030-02-15      | 2.3500%  | 0.0000% | $1199000.00        | $1124747.26        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 26       | 2026-03-15      | 7.1250%  | 0.0000% | $1540000.00        | $1563630.02        | Corporate Debt Securities                         |
| MINERALS TECHNOLOGIES INC      SR GLBL 144A 28     | 2028-07-01      | 5.0000%  | 0.0000% | $35000.00          | $35273.23          | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27     | 2027-10-15      | 5.0000%  | 0.0000% | $140000.00         | $134818.91         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-3    20510825 FLT | 2051-08-25      | 3.3092%  | 0.0000% | $333000.00         | $254849.08         | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CO                    SR GLBL 2023E 34    | 2034-03-15      | 5.7000%  | 0.0000% | $68000.00          | $72316.19          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL 34      | 2034-07-15      | 6.7000%  | 0.0000% | $17000.00          | $16357.87          | Corporate Debt Securities                         |
| MBIA INC                       SR GLBL NT5.7%34    | 2034-12-01      | 5.7000%  | 0.0000% | $20000.00          | $18593.40          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-03-01      | 5.0000%  | 0.0000% | $92000.00          | $92984.71          | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 3.763%112828     | 2028-11-28      | 3.7630%  | 0.0000% | $9000.00           | $9028.33           | Corporate Debt Securities                         |
| MELLO MTG CAP ACPTNC 2021-INV1 A-4    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $4739000.00        | $2808103.67        | Private Label Collateralized Mortgage Obligations |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528      | 2028-09-15      | 7.0500%  | 0.0000% | $505000.00         | $527810.01         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  A-3    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $10235800.00       | $6828473.36        | Private Label Collateralized Mortgage Obligations |
| STATE STR CORP                 SR GLBL NT 36       | 2036-02-28      | 5.1460%  | 0.0000% | $426000.00         | $441184.98         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  B-1    20511225 FLT | 2051-12-25      | 3.2044%  | 0.0000% | $307000.00         | $241324.82         | Private Label Collateralized Mortgage Obligations |
| FRED HUTCHINSON CANCER CTR     SR 2020 SNK BD50    | 2050-01-01      | 3.9490%  | 0.0000% | $224000.00         | $179077.55         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-08-15      | 4.3750%  | 0.0000% | $99000.00          | $97727.31          | Corporate Debt Securities                         |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535     | 2035-11-15      | 4.4180%  | 0.0000% | $815000.00         | $817387.27         | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL NT28    | 2028-09-01      | 4.3750%  | 0.0000% | $2710000.00        | $1356928.62        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT2.6%31    | 2031-03-15      | 2.6000%  | 0.0000% | $44000.00          | $40143.50          | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR REGS NT 35       | 2035-09-16      | 5.9760%  | 0.0000% | $450000.00         | $460953.00         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 2%50     | 2050-08-15      | 2.0000%  | 0.0000% | $305000.00         | $172621.53         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 31      | 2031-02-15      | 3.0000%  | 0.0000% | $1503000.00        | $1416853.05        | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 32     | 2032-02-01      | 4.2500%  | 0.0000% | $35000.00          | $33512.68          | Corporate Debt Securities                         |
| AGROSUPER SA                   SR REGS NT4.6%32    | 2032-01-20      | 4.6000%  | 0.0000% | $522000.00         | $507962.26         | Corporate Debt Securities                         |
| PRAIRIE ACQUIROR LP            SR SEC GLBL 29      | 2029-08-01      | 9.0000%  | 0.0000% | $39000.00          | $40898.91          | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $885000.00         | $872896.76         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT49    | 2049-09-15      | 3.1000%  | 0.0000% | $482000.00         | $331790.06         | Corporate Debt Securities                         |
| OBX TR 2025-NQM19              A-3    20651025 FLT | 2065-10-25      | 5.2750%  | 0.0000% | $2935000.00        | $2936739.97        | Private Label Collateralized Mortgage Obligations |
| ONEMAIN FIN CORP               SR GLBL NT3.5%27    | 2027-01-15      | 3.5000%  | 0.0000% | $201000.00         | $199642.36         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 32       | 2032-10-29      | 4.2500%  | 0.0000% | $569000.00         | $556678.94         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT2.5%41    | 2041-09-22      | 2.5000%  | 0.0000% | $18000.00          | $13175.25          | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2021-5 A-2    20660925 FLT | 2066-09-25      | 1.2180%  | 0.0000% | $100000.00         | $45101.39          | Private Label Collateralized Mortgage Obligations |
| AES GENER S A                  SR REGS NT6.3%29    | 2029-03-15      | 6.3000%  | 0.0000% | $400000.00         | $417262.00         | Corporate Debt Securities                         |
| VAR ENERGI ASA                 SR REGS NT7.5%28    | 2028-01-15      | 7.5000%  | 0.0000% | $200000.00         | $216179.00         | Corporate Debt Securities                         |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32     | 2032-05-15      | 6.6250%  | 0.0000% | $2900000.00        | $3060046.97        | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          REGS NT 7.5%31      | 2031-03-24      | 7.5000%  | 0.0000% | $300000.00         | $294722.50         | Corporate Debt Securities                         |
| BPR COML MTG TR 2025-STAR      A      20421107 FLT | 2042-11-07      | 5.1120%  | 0.0000% | $15000000.00       | $15087869.54       | Private Label Collateralized Mortgage Obligations |
| BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 28      | 2028-08-01      | 9.2000%  | 0.0000% | $756000.00         | $304668.00         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.676%061941     | 2041-06-19      | 2.6760%  | 0.0000% | $25000.00          | $18859.30          | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            SR GLBL 144A 31     | 2031-03-18      | 6.0000%  | 0.0000% | $4600000.00        | $4799088.00        | Corporate Debt Securities                         |
| FLUOR CORP                     SR GLBL NT 28       | 2028-09-15      | 4.2500%  | 0.0000% | $66000.00          | $65788.84          | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $3300000.00        | $2911893.42        | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        144A NT 5.5%29      | 2029-01-08      | 5.5000%  | 0.0000% | $225000.00         | $235980.88         | Corporate Debt Securities                         |
| FORESTAR GROUP INC             SR GLBL 144A 28     | 2028-03-01      | 5.0000%  | 0.0000% | $18000.00          | $18115.26          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 8%33     | 2033-03-01      | 8.0000%  | 0.0000% | $2000000.00        | $2151622.22        | Corporate Debt Securities                         |
| FRED MAC SEA CR RISK TR 2023-1 M      20621025 5.0 | 2062-10-25      | 5.0000%  | 0.0000% | $7363000.00        | $6441569.64        | Private Label Collateralized Mortgage Obligations |
| FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27    | 2027-11-30      | 7.8750%  | 0.0000% | $12237000.00       | $11594557.50       | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL 144A 29     | 2029-04-01      | 3.7500%  | 0.0000% | $38000.00          | $36996.99          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $16000.00          | $16222.86          | Corporate Debt Securities                         |
| STAR HLDG LLC                  SR SEC 144A NT31    | 2031-08-01      | 8.7500%  | 0.0000% | $665000.00         | $659011.68         | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 27     | 2027-09-30      | 6.7500%  | 0.0000% | $874000.00         | $892201.05         | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 8%27     | 2027-11-01      | 8.0000%  | 0.0000% | $90000.00          | $91884.60          | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2016-C29      A-S    20490517 3.6 | 2049-05-17      | 3.6040%  | 0.0000% | $11000000.00       | $10768178.66       | Private Label Collateralized Mortgage Obligations |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $19000.00          | $20283.52          | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $467000.00         | $484670.11         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.3%51    | 2051-02-15      | 3.3000%  | 0.0000% | $19443000.00       | $13413660.89       | Corporate Debt Securities                         |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 11.5427% | 0.0000% | $1052000.00        | $1044195.76        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53     | 2053-03-08      | 5.8500%  | 0.0000% | $65000.00          | $68380.81          | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 29       | 2029-05-15      | 4.2500%  | 0.0000% | $4809000.00        | $4764416.56        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 34     | 2034-02-01      | 6.2500%  | 0.0000% | $5294000.00        | $5432196.93        | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 7%31     | 2031-04-01      | 7.0000%  | 0.0000% | $7105000.00        | $7411714.96        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30     | 2030-04-15      | 6.0000%  | 0.0000% | $1824000.00        | $1783774.72        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-03-15      | 5.2500%  | 0.0000% | $265000.00         | $266597.51         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT3.7%29    | 2029-03-23      | 3.7000%  | 0.0000% | $13000.00          | $12780.89          | Corporate Debt Securities                         |
| ORL TRUST MT TR 2024-GLKS      D      20391215 FLT | 2039-12-15      | 6.8229%  | 0.0000% | $244000.00         | $245044.17         | Private Label Collateralized Mortgage Obligations |
| OT MIDCO INC                   SR SEC GLBL 30      | 2030-02-15      | 10.0000% | 0.0000% | $1853000.00        | $1215644.18        | Corporate Debt Securities                         |
| JP MORGAN MRTG TR 2020-INV1    A-11   20500825 FLT | 2050-08-25      | 4.9355%  | 0.0000% | $4678000.00        | $701148.79         | Private Label Collateralized Mortgage Obligations |
| CHORD ENERGY CORPORATION       SR GLBL 144A 30     | 2030-10-01      | 6.0000%  | 0.0000% | $1638000.00        | $1646190.00        | Corporate Debt Securities                         |
| OBX TR 2024-NQM5               M-1    20640125 FLT | 2064-01-25      | 6.5130%  | 0.0000% | $1753000.00        | $1775402.46        | Private Label Collateralized Mortgage Obligations |
| HONEYWELL INTL INC             SR GLBL NT2.8%50    | 2050-06-01      | 2.8000%  | 0.0000% | $83000.00          | $55800.62          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 30       | 2030-07-15      | 8.8750%  | 0.0000% | $12455000.00       | $14730428.17       | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM3            B-1    20610725 FLT | 2061-07-25      | 3.1890%  | 0.0000% | $6951000.00        | $3571441.18        | Private Label Collateralized Mortgage Obligations |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 27       | 2027-05-15      | 5.2500%  | 0.0000% | $99000.00          | $99679.96          | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT 47       | 2047-04-01      | 4.1500%  | 0.0000% | $96000.00          | $80252.00          | Corporate Debt Securities                         |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $100000.00         | $104104.56         | Corporate Debt Securities                         |
| JPMDB COML MT SEC TR 2020-COR7 A-5    20530515 FLT | 2053-05-15      | 2.1798%  | 0.0000% | $1857000.00        | $1579544.70        | Private Label Collateralized Mortgage Obligations |
| GEORGETOWN UNIV                SR GLBL 2020A 50    | 2050-04-01      | 2.9430%  | 0.0000% | $72000.00          | $48029.94          | Corporate Debt Securities                         |
| GOLUB CAPIT PART CLO 2021-58BR A-1-R  20371026 FLT | 2037-10-26      | 5.5126%  | 0.0000% | $3000000.00        | $3029883.43        | Asset-Backed Securities                           |
| IRON MTN INC DEL               SR GLBL 144A 27     | 2027-09-15      | 4.8750%  | 0.0000% | $2508000.00        | $2515722.55        | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2025-VIS2   M-1    20551225 FLT | 2055-12-25      | 6.2040%  | 0.0000% | $958000.00         | $969932.85         | Private Label Collateralized Mortgage Obligations |
| KENDALL RE LTD                 EXTND SR 144A 31    | 2031-04-30      | 10.1280% | 0.0000% | $3694000.00        | $3953041.75        | Corporate Debt Securities                         |
| JP MORGAN MORTGAGE TR 2024-5   A-5    20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $8729744.00        | $8945325.03        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-04-23      | 4.9370%  | 0.0000% | $80000.00          | $80929.37          | Corporate Debt Securities                         |
| GLOBAL MARINE INC              SR GLBL NT 7%28     | 2028-06-01      | 7.0000%  | 0.0000% | $65000.00          | $64295.83          | Corporate Debt Securities                         |
| FLAGSTAR BANK NATIONAL ASSOCIA LW TIER II 30       | 2030-11-01      | 4.1250%  | 0.0000% | $1991000.00        | $1937392.32        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.95%010930      | 2030-01-09      | 4.9500%  | 0.0000% | $2765000.00        | $2893296.00        | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $5582000.00        | $4322851.98        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.875%012726     | 2026-01-27      | 3.8750%  | 0.0000% | $33000.00          | $33308.82          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46    | 2046-10-01      | 4.1000%  | 0.0000% | $522000.00         | $394315.03         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $14291000.00       | $14958538.56       | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTR 2024-NQM1  A-1    20640325 FLT | 2064-03-25      | 6.1290%  | 0.0000% | $10085000.00       | $6530539.82        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-HE2     M-2    20551122 FLT | 2055-11-22      | 5.9808%  | 0.0000% | $1179000.00        | $1171861.60        | Asset-Backed Securities                           |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 36     | 2036-01-15      | 5.1500%  | 0.0000% | $70000.00          | $71683.09          | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2025-VIS3   A-3    20660225 FLT | 2066-02-25      | 5.5680%  | 0.0000% | $2239000.00        | $2234514.09        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP2 A-4    20490817 2.8 | 2049-08-17      | 2.8218%  | 0.0000% | $422000.00         | $418543.61         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2015-1        AM1    20441225 FLT | 2044-12-25      | 5.6664%  | 0.0000% | $10000000.00       | $163989.76         | Private Label Collateralized Mortgage Obligations |
| HUNTINGTON BANCSHARES INC      PERP GLBL -K NT     | 2500-12-31      | 6.2500%  | 0.0000% | $2750000.00        | $2759654.03        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $11754000.00       | $11468896.94       | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT2.9%30    | 2030-05-15      | 2.9000%  | 0.0000% | $47000.00          | $44005.73          | Corporate Debt Securities                         |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34    | 2034-02-15      | 6.3450%  | 0.0000% | $4480000.00        | $4859120.00        | Corporate Debt Securities                         |
| GS MTG SECR CORP TR 2024-RVR   A      20410812 FLT | 2041-08-12      | 5.1983%  | 0.0000% | $290000.00         | $295019.59         | Private Label Collateralized Mortgage Obligations |
| GM FINL CON AUTO REC TR 2023-2 A-3    20280216 4.4 | 2028-02-16      | 4.4700%  | 0.0000% | $1030000.00        | $507167.76         | Asset-Backed Securities                           |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $3806000.00        | $4041303.84        | Corporate Debt Securities                         |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280616 5.4 | 2028-06-16      | 5.4500%  | 0.0000% | $14771000.00       | $9917584.32        | Asset-Backed Securities                           |
| WRANGLER HOLDCO CORP           SR GLBL 144A 32     | 2032-04-01      | 6.6250%  | 0.0000% | $41000.00          | $43020.76          | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR GLBL 144A 28     | 2028-03-01      | 14.0000% | 0.0000% | $28000.00          | $27575.21          | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 5.0406%  | 0.0000% | $20000.00          | $20234.48          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $67000.00          | $65992.54          | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 26       | 2026-05-15      | 6.2500%  | 0.0000% | $440000.00         | $451219.76         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2020- NQM1     A-1    20600125 FLT | 2060-01-25      | 2.4641%  | 0.0000% | $3105000.00        | $456424.61         | Private Label Collateralized Mortgage Obligations |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT27    | 2027-04-15      | 9.2500%  | 0.0000% | $92000.00          | $91462.82          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT5.8%62    | 2062-09-15      | 5.8000%  | 0.0000% | $5000.00           | $5088.76           | Corporate Debt Securities                         |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.3700%  | 0.0000% | $3250000.00        | $3347500.00        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-INV3     B-2    20500525 FLT | 2050-05-25      | 4.3507%  | 0.0000% | $505000.00         | $413455.64         | Private Label Collateralized Mortgage Obligations |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35       | 2035-02-15      | 7.2500%  | 0.0000% | $950000.00         | $929428.28         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-5         A-1    20570625 FLT | 2057-06-25      | 5.6055%  | 0.0000% | $15130000.00       | $1436466.01        | Private Label Collateralized Mortgage Obligations |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-2    20620425 FLT | 2062-04-25      | 3.9837%  | 0.0000% | $944000.00         | $657616.27         | Private Label Collateralized Mortgage Obligations |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $2027000.00        | $1866978.49        | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $27827000.00       | $28659351.95       | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-08-17      | 4.1250%  | 0.0000% | $441000.00         | $438904.88         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36    | 2036-01-25      | 6.1000%  | 0.0000% | $1524000.00        | $1640946.68        | Corporate Debt Securities                         |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30     | 2030-10-01      | 8.0000%  | 0.0000% | $4786000.00        | $4945038.78        | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 46       | 2046-12-08      | 5.2910%  | 0.0000% | $253000.00         | $220516.58         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $518000.00         | $519811.04         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP GLBL -L NT     | 2500-12-31      | 5.9500%  | 0.0000% | $98000.00          | $100201.98         | Corporate Debt Securities                         |
| BANCO SANTANDER MEXICO SA      SR 144A NT 29       | 2029-12-10      | 5.6210%  | 0.0000% | $262000.00         | $278128.57         | Corporate Debt Securities                         |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27      | 2027-01-15      | 3.7500%  | 0.0000% | $11996000.00       | $11888415.87       | Corporate Debt Securities                         |
| BX TRUST 2024-CNYN             A      20410415 FLT | 2041-04-15      | 5.4741%  | 0.0000% | $41663400.00       | $31051258.94       | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2021-INV1         A-2    20560625 FLT | 2056-06-25      | 2.3700%  | 0.0000% | $825000.00         | $360059.27         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2022-B36      A-5    20550716 FLT | 2055-07-16      | 4.4699%  | 0.0000% | $25000.00          | $24598.22          | Private Label Collateralized Mortgage Obligations |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26     | 2026-07-15      | 6.6250%  | 0.0000% | $290000.00         | $295694.71         | Corporate Debt Securities                         |
| BBCCRE TRUST 2015-GTP          A      20330812 3.9 | 2033-08-12      | 3.9660%  | 0.0000% | $7900000.00        | $7294284.62        | Private Label Collateralized Mortgage Obligations |
| ARBOR RY CM RL ET NT 2025-BTR1 A-S    20410123 FLT | 2041-01-23      | 6.6388%  | 0.0000% | $5000000.00        | $5005898.52        | Private Label Collateralized Mortgage Obligations |
| DIAGEO INVT CORP               SR NT 4.25%42       | 2042-05-11      | 4.2500%  | 0.0000% | $2239000.00        | $2011677.44        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 29     | 2029-02-22      | 4.3000%  | 0.0000% | $332000.00         | $335393.59         | Corporate Debt Securities                         |
| DANAHER CORP DEL               SR GLBL NT2.6%50    | 2050-10-01      | 2.6000%  | 0.0000% | $44000.00          | $27832.05          | Corporate Debt Securities                         |
| COUGAR JV SUBSIDIARY LLC       SR 144A NT 8%32     | 2032-05-15      | 8.0000%  | 0.0000% | $33000.00          | $36447.14          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 30       | 2030-10-15      | 1.4500%  | 0.0000% | $38636000.00       | $34220463.28       | Corporate Debt Securities                         |
| ARAMARK SVCS INC               SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $371000.00         | $374372.39         | Corporate Debt Securities                         |
| BLP COML MTG TR 2023-IND       A      20400315 FLT | 2040-03-15      | 5.7242%  | 0.0000% | $5993000.00        | $5881081.94        | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2021-INV1         A-3    20560625 FLT | 2056-06-25      | 2.6250%  | 0.0000% | $1429000.00        | $627184.04         | Private Label Collateralized Mortgage Obligations |
| BX TR 2019-IMC                 D      20340417 FLT | 2034-04-17      | 5.9783%  | 0.0000% | $11070144.00       | $10879182.84       | Private Label Collateralized Mortgage Obligations |
| BACARDI LTD                    SR 144A NT 26       | 2026-07-15      | 2.7500%  | 0.0000% | $2000000.00        | $1993721.67        | Corporate Debt Securities                         |
| BXP TRUST 2017-GM              B      20390615 FLT | 2039-06-15      | 3.4248%  | 0.0000% | $490000.00         | $478495.29         | Private Label Collateralized Mortgage Obligations |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $854000.00         | $843118.62         | Corporate Debt Securities                         |
| BPCE                           FR 3.5%102327       | 2027-10-23      | 3.5000%  | 0.0000% | $250000.00         | $245922.64         | Corporate Debt Securities                         |
| BAMLL COML MTG SEC 2021-JACX   B      20380915 FLT | 2038-09-15      | 5.5975%  | 0.0000% | $2000000.00        | $1910309.11        | Private Label Collateralized Mortgage Obligations |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT3.5%30    | 2030-06-01      | 3.5000%  | 0.0000% | $58000.00          | $57542.57          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.311%042242     | 2042-04-22      | 3.3110%  | 0.0000% | $3037000.00        | $2429350.21        | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SUB GLBL COCO 25    | 2025-11-19      | 5.1790%  | 0.0000% | $200000.00         | $204702.33         | Corporate Debt Securities                         |
| BIG CMRCL MRTG TR 2022-BIG     C      20390215 FLT | 2039-02-15      | 6.3726%  | 0.0000% | $5832000.00        | $5843595.49        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              VR 050925-050929    | 2029-05-09      | 5.4108%  | 0.0000% | $7000.00           | $7134.65           | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2021-XL2  A      20381015 FLT | 2038-10-15      | 4.8350%  | 0.0000% | $6870000.00        | $1752843.57        | Private Label Collateralized Mortgage Obligations |
| BANCO DE BOGOTA SA             SR GLBL 144A 27     | 2027-08-03      | 4.3750%  | 0.0000% | $475000.00         | $476364.64         | Corporate Debt Securities                         |
| RCS CAP CORP                   SR GLBL 144A 29     | 2029-04-01      | 7.5000%  | 0.0000% | $30000.00          | $30408.00          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%010827       | 2027-01-08      | 4.5000%  | 0.0000% | $80000.00          | $81695.60          | Corporate Debt Securities                         |
| DILLARDS INC                   SR NT 7%28          | 2028-12-01      | 7.0000%  | 0.0000% | $20000.00          | $21616.53          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 35       | 2035-06-11      | 5.4490%  | 0.0000% | $45000.00          | $47776.98          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 26       | 2026-12-01      | 3.2500%  | 0.0000% | $33000.00          | $33137.67          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 35       | 2035-02-01      | 4.8500%  | 0.0000% | $1981000.00        | $1981326.86        | Corporate Debt Securities                         |
| CROSS MTG TR 2024-H3           A-1    20690625 FLT | 2069-06-25      | 6.2720%  | 0.0000% | $5700000.00        | $4247069.26        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           A      20360616 FLT | 2036-06-16      | 5.3965%  | 0.0000% | $5095000.00        | $5001495.95        | Private Label Collateralized Mortgage Obligations |
| BX COM MRTG TR 2022-CSMO       D      20390615 FLT | 2039-06-15      | 8.3695%  | 0.0000% | $12745120.00       | $12919661.42       | Private Label Collateralized Mortgage Obligations |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $2525000.00        | $2564277.78        | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $2395000.00        | $2602703.71        | Corporate Debt Securities                         |
| CAMERON LNG LLC                SR SEC GLBL 35      | 2035-01-15      | 3.3020%  | 0.0000% | $8750000.00        | $7782709.86        | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR SEC GLBL 28      | 2028-02-15      | 4.5000%  | 0.0000% | $20552000.00       | $20674695.44       | Corporate Debt Securities                         |
| ECOLAB INC                     3.25%27             | 2027-12-01      | 3.2500%  | 0.0000% | $526000.00         | $526774.10         | Corporate Debt Securities                         |
| ECOPETROL S A                  SR NT 5.875%45      | 2045-05-28      | 5.8750%  | 0.0000% | $469000.00         | $370634.55         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $80000.00          | $76046.47          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL BD 51       | 2051-11-02      | 5.8750%  | 0.0000% | $1000000.00        | $762538.61         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL DB7.5%26    | 2026-08-01      | 7.5000%  | 0.0000% | $10000.00          | $10351.40          | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 30     | 2030-12-01      | 7.8750%  | 0.0000% | $483000.00         | $529215.25         | Corporate Debt Securities                         |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $312000.00         | $298651.34         | Corporate Debt Securities                         |
| FONTA MIA BE MRTG TR 2024-FBLU A      20391215 FLT | 2039-12-15      | 5.4822%  | 0.0000% | $15000000.00       | $15055147.80       | Private Label Collateralized Mortgage Obligations |
| FIGRE TR 2025-FL1              A-1    20550725 FLT | 2055-07-25      | 5.2650%  | 0.0000% | $2500000.00        | $2291810.49        | Asset-Backed Securities                           |
| GS MTG BCKD SEC TR 2018-RPL1   A1B    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9746000.00        | $9287928.25        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPTAL 24-BPR2  C      20410507 FLT | 2041-05-07      | 8.7518%  | 0.0000% | $9000000.00        | $9427447.50        | Private Label Collateralized Mortgage Obligations |
| HONDA MOTOR CO LTD             GLBL NT 5.337%35    | 2035-07-08      | 5.3370%  | 0.0000% | $71000.00          | $74206.61          | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29      | 2029-04-15      | 12.2500% | 0.0000% | $1000000.00        | $1083904.44        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 28       | 2028-11-03      | 7.3900%  | 0.0000% | $200000.00         | $219122.83         | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 5.8911%  | 0.0000% | $3972000.00        | $3981135.60        | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 46       | 2046-01-31      | 6.1250%  | 0.0000% | $3557000.00        | $2907607.40        | Corporate Debt Securities                         |
| HEALTHEQUITY INC               SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $260000.00         | $254636.20         | Corporate Debt Securities                         |
| HERTZ CORP                     SR GLBL 144A 26     | 2026-12-01      | 4.6250%  | 0.0000% | $301000.00         | $298601.28         | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $92000.00          | $95603.26          | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.3385% | 0.0000% | $4685000.00        | $4952045.00        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $41843000.00       | $41771948.26       | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $80000.00          | $82934.67          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.6%30    | 2030-06-21      | 3.6000%  | 0.0000% | $502000.00         | $488676.92         | Corporate Debt Securities                         |
| HUNDRED ACRES WD TR 2021-INV1  B3     20510725 FLT | 2051-07-25      | 3.2333%  | 0.0000% | $4582800.00        | $3466379.76        | Private Label Collateralized Mortgage Obligations |
| HP INC                         SR GLBL NT 6%41     | 2041-09-15      | 6.0000%  | 0.0000% | $23000.00          | $23854.60          | Corporate Debt Securities                         |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $2834000.00        | $2761405.91        | Corporate Debt Securities                         |
| LONG PT RE IV LTD              -A VR 144A NT 26    | 2026-06-01      | 8.1300%  | 0.0000% | $8000000.00        | $8235240.00        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       4.375%28            | 2028-03-22      | 4.3750%  | 0.0000% | $954000.00         | $962536.45         | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 8.5885%  | 0.0000% | $310000.00         | $323051.00         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2022-NQM4    A-1    20620725 FLT | 2062-07-25      | 5.0000%  | 0.0000% | $825000.00         | $606980.96         | Private Label Collateralized Mortgage Obligations |
| LAS VEGAS SANDS CORP           SR GLBL NT5.9%27    | 2027-06-01      | 5.9000%  | 0.0000% | $74000.00          | $77227.39          | Corporate Debt Securities                         |
| NEW RESI MTG TR 2018-4         B-2    20480127 FLT | 2048-01-27      | 5.3055%  | 0.0000% | $6267000.00        | $3525028.04        | Private Label Collateralized Mortgage Obligations |
| ROCKET SOFTWARE INC            SR 144A NT6.5%29    | 2029-02-15      | 6.5000%  | 0.0000% | $43000.00          | $42470.77          | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      5.5%27              | 2027-04-15      | 5.5000%  | 0.0000% | $964000.00         | $971860.88         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 28       | 2028-05-15      | 4.4500%  | 0.0000% | $98000.00          | $101050.69         | Corporate Debt Securities                         |
| LAM RESEARCH CORP              SR GLBL NT 60       | 2060-06-15      | 3.1250%  | 0.0000% | $384000.00         | $254421.33         | Corporate Debt Securities                         |
| NABORS INDUSTRIES LTD          SR GLBL 144A 28     | 2028-01-15      | 7.5000%  | 0.0000% | $80000.00          | $81935.60          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-01-15      | 3.6250%  | 0.0000% | $317000.00         | $289641.14         | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A-20251 VR BD29    | 2029-01-15      | 15.3855% | 0.0000% | $1500000.00        | $1637850.00        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT6.2%55    | 2055-09-15      | 6.2000%  | 0.0000% | $24930000.00       | $25543970.50       | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR SEC 144A NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $2250000.00        | $2464809.37        | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2023D 29    | 2029-03-15      | 5.5000%  | 0.0000% | $8000.00           | $8376.62           | Corporate Debt Securities                         |
| SREIT TR 2021-PALM             B      20361015 FLT | 2036-10-15      | 4.9565%  | 0.0000% | $660000.00         | $658984.99         | Private Label Collateralized Mortgage Obligations |
| SUMITOMO LIFE INS CO           SUB GLBL 144A 55    | 2055-09-10      | 5.8750%  | 0.0000% | $76000.00          | $78396.26          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    3.944%28            | 2028-07-19      | 3.9440%  | 0.0000% | $250000.00         | $252241.28         | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $93000.00          | $97464.10          | Corporate Debt Securities                         |
| STARWOOD MTD RES TR 2021-1     A-1    20650525 FLT | 2065-05-25      | 1.2190%  | 0.0000% | $350000.00         | $56183.41          | Private Label Collateralized Mortgage Obligations |
| BLOCK INC                      SR GLBL NT6.5%32    | 2032-05-15      | 6.5000%  | 0.0000% | $84000.00          | $89674.39          | Corporate Debt Securities                         |
| NEW RESI MTG LN 2019-3 TR      A-1A   20581125 FLT | 2058-11-25      | 3.7500%  | 0.0000% | $16817000.00       | $3760254.71        | Private Label Collateralized Mortgage Obligations |
| FIRST QUANTUM MINERALS LTD     SR SEC 144A NT29    | 2029-03-01      | 9.3750%  | 0.0000% | $2222000.00        | $2385549.38        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-11-19      | 5.5610%  | 0.0000% | $192000.00         | $199976.54         | Corporate Debt Securities                         |
| SABESP LUX S A R L             SR GLBL REGS 30     | 2030-08-20      | 5.6250%  | 0.0000% | $210000.00         | $215263.12         | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 35       | 2035-06-30      | 5.0530%  | 0.0000% | $65000.00          | $68152.72          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   B-1    20520125 FLT | 2052-01-25      | 3.2270%  | 0.0000% | $325000.00         | $243820.60         | Private Label Collateralized Mortgage Obligations |
| UWM HLDGS LLC                  SR GLBL 144A 31     | 2031-03-15      | 6.2500%  | 0.0000% | $4819000.00        | $4854190.75        | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH           GLBL NT 5.65%28     | 2028-09-11      | 5.6500%  | 0.0000% | $1336000.00        | $1405245.25        | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2025-FIX1    M2     20650925 FLT | 2065-09-25      | 5.7580%  | 0.0000% | $14428000.00       | $14448607.99       | Private Label Collateralized Mortgage Obligations |
| UBS GROUP AG                   SR GLBL COCO 35     | 2035-02-08      | 5.6990%  | 0.0000% | $440000.00         | $470435.26         | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $6256000.00        | $6278156.67        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV5   A-5    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $526320.00         | $357073.03         | Private Label Collateralized Mortgage Obligations |
| PG&E CORP                      SR SEC GLBL NT30    | 2030-07-01      | 5.2500%  | 0.0000% | $98000.00          | $98630.14          | Corporate Debt Securities                         |
| KINGSTON AIR RE FIN LTD        SR SEC GLBL 36      | 2036-12-15      | 6.7500%  | 0.0000% | $200000.00         | $209230.50         | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 34       | 2034-03-01      | 5.7500%  | 0.0000% | $68000.00          | $65694.35          | Corporate Debt Securities                         |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $803000.00         | $750805.00         | Corporate Debt Securities                         |
| WORLD OMNI AUTO REC TR 2021-D  A-4    20271115 1.1 | 2027-11-15      | 1.1000%  | 0.0000% | $275000.00         | $157639.91         | Asset-Backed Securities                           |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34      | 2034-12-30      | 5.7000%  | 0.0000% | $6791000.00        | $7116628.45        | Corporate Debt Securities                         |
| PACIFICORP                     4.125%49            | 2049-01-15      | 4.1250%  | 0.0000% | $92000.00          | $73321.78          | Corporate Debt Securities                         |
| PARADIGM PARENT LLC / PARADIGM 1LIEN GLBL 32       | 2032-04-17      | 8.7500%  | 0.0000% | $55000.00          | $52602.15          | Corporate Debt Securities                         |
| VISTRA CORP                    PERP SUB GLBL       | 2500-12-31      | 8.0000%  | 0.0000% | $317000.00         | $326112.34         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.75%63     | 2063-02-10      | 5.7500%  | 0.0000% | $83000.00          | $81841.14          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.7%32    | 2032-05-19      | 5.7000%  | 0.0000% | $20000.00          | $21296.23          | Corporate Debt Securities                         |
| WB COML MTG TR 2024-HQ         A      20400316 FLT | 2040-03-16      | 5.9365%  | 0.0000% | $6026000.00        | $6061584.03        | Private Label Collateralized Mortgage Obligations |
| VALMONT INDS INC               SR NT 5.25%54       | 2054-10-01      | 5.2500%  | 0.0000% | $59000.00          | $56582.47          | Corporate Debt Securities                         |
| OSCAR ACQUISITIONCO LLC & OSC  SR 144A NT9.5%30    | 2030-04-15      | 9.5000%  | 0.0000% | $516000.00         | $381851.47         | Corporate Debt Securities                         |
| BANCO INDUSTRIAL S A           LW TIER II 31       | 2031-01-29      | 4.8750%  | 0.0000% | $404000.00         | $407342.26         | Corporate Debt Securities                         |
| FRESENIUS MED CARE US FIN III  SR REGS NT 26       | 2026-12-01      | 1.8750%  | 0.0000% | $2850000.00        | $2792921.62        | Corporate Debt Securities                         |
| TEREX CORP NEW                 SR GLBL REGS 29     | 2029-05-15      | 5.0000%  | 0.0000% | $124000.00         | $125010.05         | Corporate Debt Securities                         |
| BANCO MACRO S A                FR 8%062329         | 2029-06-23      | 8.0000%  | 0.0000% | $41000.00          | $42567.11          | Corporate Debt Securities                         |
| FULLER H B CO                  SR GLBL NT 28       | 2028-10-15      | 4.2500%  | 0.0000% | $280000.00         | $272551.69         | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $42000.00          | $43751.93          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 49       | 2049-12-15      | 3.1250%  | 0.0000% | $222000.00         | $157925.37         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $192904.18         | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNITI  SR SEC GLBL 28      | 2028-04-15      | 4.7500%  | 0.0000% | $1000000.00        | $980321.11         | Corporate Debt Securities                         |
| PRPM LLC 2025-RCF4             M-1A   20550825 FLT | 2055-08-25      | 4.5000%  | 0.0000% | $500000.00         | $477167.00         | Asset-Backed Securities                           |
| BMW US CAP LLC                 GLBL REGS NT 35     | 2035-08-11      | 5.2000%  | 0.0000% | $446000.00         | $457290.74         | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL REGS 28     | 2028-02-15      | 4.7500%  | 0.0000% | $342000.00         | $341814.56         | Corporate Debt Securities                         |
| UBS-BARCLY COML MTG TR 2013-C5 B      20460312 FLT | 2046-03-12      | 3.6487%  | 0.0000% | $7580864.00        | $3157592.26        | Private Label Collateralized Mortgage Obligations |
| TRANSDIGM INC                  SR SEC GLBL 34      | 2034-01-31      | 6.2500%  | 0.0000% | $2500000.00        | $2614000.00        | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL REGS 29     | 2029-11-15      | 4.6250%  | 0.0000% | $92000.00          | $91299.55          | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34      | 2034-01-16      | 7.6250%  | 0.0000% | $2922000.00        | $3178924.97        | Corporate Debt Securities                         |
| ADT SECURITY CORPORATION       SR SEC GLBL 32      | 2032-07-15      | 4.8750%  | 0.0000% | $1332000.00        | $1310253.99        | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL REGS 31     | 2031-01-30      | 3.7500%  | 0.0000% | $500000.00         | $466627.50         | Corporate Debt Securities                         |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $587000.00         | $556190.82         | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30     | 2030-01-29      | 4.2000%  | 0.0000% | $385000.00         | $374638.37         | Corporate Debt Securities                         |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31       | 2031-11-18      | 3.5370%  | 0.0000% | $11753000.00       | $7784440.88        | Corporate Debt Securities                         |
| ENGIE ENERGIA CHILE SA         SR GLBL REGS 30     | 2030-01-28      | 3.4000%  | 0.0000% | $1580000.00        | $1505169.44        | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 41       | 2041-08-15      | 2.8750%  | 0.0000% | $90000.00          | $63300.55          | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         5.875%28            | 2028-01-19      | 5.8750%  | 0.0000% | $3485000.00        | $3534531.05        | Corporate Debt Securities                         |
| VISTA POINT SEC TR 2020-2      A-1    20650425 FLT | 2065-04-25      | 1.4750%  | 0.0000% | $200000.00         | $23740.31          | Private Label Collateralized Mortgage Obligations |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 10.1000% | 0.0000% | $550000.00         | $566940.00         | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 3.2%30      | 2030-04-15      | 3.2000%  | 0.0000% | $236000.00         | $202115.64         | Corporate Debt Securities                         |
| FS LUXEMBOURG SARL             SR REGS NT 33       | 2033-06-25      | 8.6250%  | 0.0000% | $2850000.00        | $3020851.56        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR REGS NT 6%54     | 2054-04-05      | 6.0000%  | 0.0000% | $200000.00         | $209247.33         | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL REGS 28     | 2028-12-15      | 6.6250%  | 0.0000% | $50000.00          | $52393.69          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 32       | 2032-03-15      | 3.6250%  | 0.0000% | $49000.00          | $46488.85          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $540000.00         | $496694.70         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-11   20520425 FLT | 2052-04-25      | 5.0000%  | 0.0000% | $919828.00         | $695315.90         | Private Label Collateralized Mortgage Obligations |
| MERCK & CO INC                 SR GLBL NT4.3%30    | 2030-05-17      | 4.3000%  | 0.0000% | $22000.00          | $22618.62          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%030127       | 2027-03-01      | 3.5000%  | 0.0000% | $26000.00          | $25969.93          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  A-4    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $5447408.00        | $3534630.64        | Private Label Collateralized Mortgage Obligations |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 14.5855% | 0.0000% | $5000000.00        | $5366500.00        | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.7950%  | 0.0000% | $3000000.00        | $3106959.58        | Corporate Debt Securities                         |
| ILIAD HLDG S A S               SR SEC 144A NT32    | 2032-04-15      | 7.0000%  | 0.0000% | $3688000.00        | $3782990.59        | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $6956000.00        | $7469194.36        | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-05-01      | 10.8750% | 0.0000% | $32299920.00       | $25356890.70       | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 60       | 2060-03-25      | 4.9500%  | 0.0000% | $24000.00          | $20759.52          | Corporate Debt Securities                         |
| HILT 2025-NVIL                 A      20420715 FLT | 2042-07-15      | 5.7752%  | 0.0000% | $3000000.00        | $3018938.23        | Private Label Collateralized Mortgage Obligations |
| REPUBLIC SVCS INC              SR GLBL NT5.7%41    | 2041-05-15      | 5.7000%  | 0.0000% | $96000.00          | $103918.40         | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL NT6.5%28    | 2028-07-15      | 6.5000%  | 0.0000% | $125000.00         | $127956.11         | Corporate Debt Securities                         |
| SCG TRUST 2025-SNIP            D      20420915 FLT | 2042-09-15      | 6.6322%  | 0.0000% | $2000000.00        | $2021349.26        | Private Label Collateralized Mortgage Obligations |
| SLM STUDENT LOAN TR 2006-10    A-6    20440325 FLT | 2044-03-25      | 4.7247%  | 0.0000% | $45000000.00       | $19091790.62       | Asset-Backed Securities                           |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $25000.00          | $23975.38          | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $235000.00         | $237336.49         | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL NT5.5%30    | 2030-08-01      | 5.5000%  | 0.0000% | $130000.00         | $134556.21         | Corporate Debt Securities                         |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT27    | 2027-03-15      | 5.0000%  | 0.0000% | $61000.00          | $61744.74          | Corporate Debt Securities                         |
| SBA COMMUNICATIONS CORP        SR GLBL NT 27       | 2027-02-15      | 3.8750%  | 0.0000% | $68000.00          | $67816.44          | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $31454000.00       | $14873373.39       | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 29     | 2029-07-15      | 4.9500%  | 0.0000% | $142000.00         | $142933.65         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     VAR 144A NT 29      | 2029-06-06      | 16.8462% | 0.0000% | $250000.00         | $261200.00         | Corporate Debt Securities                         |
| LONG WALK REINS LTD            EXTND-A 144A 31     | 2031-01-30      | 14.1200% | 0.0000% | $3000000.00        | $3043200.00        | Corporate Debt Securities                         |
| KNIFE RIVER CORP               SR 144A NT 31       | 2031-05-01      | 7.7500%  | 0.0000% | $122000.00         | $132621.32         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $543000.00         | $578136.93         | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.5885% | 0.0000% | $14500000.00       | $14852350.00       | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 33     | 2033-03-15      | 5.8750%  | 0.0000% | $500000.00         | $517418.47         | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL 144A 28     | 2028-07-01      | 8.3750%  | 0.0000% | $20000.00          | $21186.13          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42    | 2042-03-15      | 7.6500%  | 0.0000% | $4970000.00        | $4968881.75        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $8000.00           | $8063.00           | Corporate Debt Securities                         |
| CARE NEW ENG HEALTH SYS        -2016C NT 5.5%26    | 2026-09-01      | 5.5000%  | 0.0000% | $5000000.00        | $5081663.33        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 7%32     | 2032-03-15      | 7.0000%  | 0.0000% | $11312000.00       | $11677314.76       | Corporate Debt Securities                         |
| CHILDRENS HOSPITAL OF PHILADE  SR SEC 2020 BD50    | 2050-07-01      | 2.7040%  | 0.0000% | $34000.00          | $22117.79          | Corporate Debt Securities                         |
| BUNKER HILL LOAN DP TR 2019-3  A-1    20591125 FLT | 2059-11-25      | 2.7240%  | 0.0000% | $1758999.00        | $62392.38          | Private Label Collateralized Mortgage Obligations |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT 27       | 2027-04-15      | 5.3750%  | 0.0000% | $200000.00         | $199499.78         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL27    | 2027-07-15      | 6.6650%  | 0.0000% | $927000.00         | $970397.25         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR GLBL -X     | 2079-12-31      | 3.8750%  | 0.0000% | $762000.00         | $762920.22         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2022-J1    A-4    20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $771936.00         | $501488.91         | Private Label Collateralized Mortgage Obligations |
| CHILDRENS HOSPTL DIST COLUMBIA SR SEC 2020 BD50    | 2050-07-15      | 2.9280%  | 0.0000% | $805000.00         | $537402.97         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT62    | 2062-06-30      | 3.9500%  | 0.0000% | $48000.00          | $30843.68          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT42    | 2042-03-01      | 3.5000%  | 0.0000% | $6287000.00        | $4540178.01        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR NT 5.75%41       | 2041-10-01      | 5.7500%  | 0.0000% | $95000.00          | $98209.26          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 27       | 2027-12-01      | 3.6500%  | 0.0000% | $5000.00           | $5038.79           | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            JR SB GLBL NT 55    | 2055-03-28      | 6.7000%  | 0.0000% | $46000.00          | $48553.54          | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2020-5        A-3    20650525 FLT | 2065-05-25      | 2.0410%  | 0.0000% | $2795000.00        | $214574.23         | Private Label Collateralized Mortgage Obligations |
| ATHENE HOLDING LTD             SR GLBL NT 54       | 2054-04-01      | 6.2500%  | 0.0000% | $70000.00          | $70946.28          | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4%43          | 2043-01-17      | 4.0000%  | 0.0000% | $80000.00          | $68956.44          | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT 30       | 2030-03-01      | 4.7500%  | 0.0000% | $94000.00          | $92608.49          | Corporate Debt Securities                         |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $40000.00          | $40365.93          | Corporate Debt Securities                         |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.3800% | 0.0000% | $4150000.00        | $4426390.00        | Corporate Debt Securities                         |
| ALA TRUST 2025-OANA            A      20400615 FLT | 2040-06-15      | 5.7756%  | 0.0000% | $5000000.00        | $5031564.74        | Private Label Collateralized Mortgage Obligations |
| ASTRAZENECA PLC                GLBL NT 3%51        | 2051-05-28      | 3.0000%  | 0.0000% | $106000.00         | $75008.43          | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC REGS NT31    | 2031-07-31      | 8.5000%  | 0.0000% | $96000.00          | $100189.44         | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $5699000.00        | $4188988.21        | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 25       | 2025-12-15      | 0.7500%  | 0.0000% | $87000.00          | $86861.09          | Corporate Debt Securities                         |
| ASHLAND INC                    SR GLBL 144A 31     | 2031-09-01      | 3.3750%  | 0.0000% | $1119000.00        | $1004878.79        | Corporate Debt Securities                         |
| EMPRESA FERROCARRILES ESTADO   GLBL 144A NT 50     | 2050-08-18      | 3.0680%  | 0.0000% | $860000.00         | $554885.76         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 29       | 2029-04-01      | 6.3750%  | 0.0000% | $839000.00         | $871093.85         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $36946000.00       | $34782267.77       | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $90000.00          | $88247.48          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-01-15      | 4.0000%  | 0.0000% | $6000.00           | $6045.71           | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $3241000.00        | $2430779.71        | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-12-15      | 8.2500%  | 0.0000% | $88000.00          | $96220.74          | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 31     | 2031-07-15      | 8.5000%  | 0.0000% | $30000.00          | $32695.85          | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 46       | 2046-06-15      | 5.2500%  | 0.0000% | $9964000.00        | $8492989.77        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 29       | 2029-11-21      | 5.6840%  | 0.0000% | $171000.00         | $183363.68         | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2013-5          B-1    20430525 FLT | 2043-05-25      | 3.4878%  | 0.0000% | $265000.00         | $26340.69          | Private Label Collateralized Mortgage Obligations |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30     | 2030-03-01      | 5.5000%  | 0.0000% | $307000.00         | $267242.48         | Corporate Debt Securities                         |
| CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29     | 2029-04-27      | 5.2500%  | 0.0000% | $43000.00          | $42149.78          | Corporate Debt Securities                         |
| BPR COML MTG TR 2025-STAR      B      20421107 FLT | 2042-11-07      | 5.5618%  | 0.0000% | $3500000.00        | $3521745.02        | Private Label Collateralized Mortgage Obligations |
| BALL CORP                      SR GLBL NT 28       | 2028-03-15      | 6.8750%  | 0.0000% | $310000.00         | $322507.47         | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27        | 2027-11-01      | 9.0000%  | 0.0000% | $23176000.00       | $28564420.00       | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33     | 2033-10-15      | 5.7500%  | 0.0000% | $1400000.00        | $1406242.83        | Corporate Debt Securities                         |
| BX COML MTG TR 2024-AIR2       A      20411015 FLT | 2041-10-15      | 5.5253%  | 0.0000% | $600000.00         | $577637.61         | Private Label Collateralized Mortgage Obligations |
| BANCO BRADESCO SA GRAND CAYMAN FR 4.375%031827     | 2027-03-18      | 4.3750%  | 0.0000% | $220000.00         | $220935.92         | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $925000.00         | $974373.42         | Corporate Debt Securities                         |
| BX TRUST 2019-OC11             B      20411211 3.6 | 2041-12-11      | 3.6050%  | 0.0000% | $436000.00         | $416873.19         | Private Label Collateralized Mortgage Obligations |
| ATMOS ENERGY CORP              SR GLBL NT 3%27     | 2027-06-15      | 3.0000%  | 0.0000% | $1488000.00        | $1483898.08        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28     | 2028-04-01      | 4.7500%  | 0.0000% | $1581000.00        | $1529978.49        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127      | 2027-07-21      | 6.9500%  | 0.0000% | $32000.00          | $32706.96          | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGING FIN PLC SR SEC 144A NT27    | 2027-06-15      | 6.0000%  | 0.0000% | $1085000.00        | $1112125.00        | Corporate Debt Securities                         |
| ANGEL OAK MTG LN 2020-6 TR     A-2    20650525 FLT | 2065-05-25      | 1.5180%  | 0.0000% | $3080000.00        | $541111.83         | Private Label Collateralized Mortgage Obligations |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 28      | 2028-09-01      | 3.2500%  | 0.0000% | $419000.00         | $406616.80         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.375%34    | 2034-06-15      | 5.3750%  | 0.0000% | $90000.00          | $94972.10          | Corporate Debt Securities                         |
| BBCMS TR 2015-SRCH             A-1    20350810 3.3 | 2035-08-10      | 3.3120%  | 0.0000% | $5000000.00        | $1472443.63        | Private Label Collateralized Mortgage Obligations |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 9.0680%  | 0.0000% | $1800000.00        | $1868634.38        | Corporate Debt Securities                         |
| AMWINS GROUP INC               SR 144A NT 29       | 2029-06-30      | 4.8750%  | 0.0000% | $202000.00         | $198426.62         | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 45       | 2045-11-16      | 4.3750%  | 0.0000% | $59000.00          | $54280.62          | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 31     | 2031-08-15      | 7.1250%  | 0.0000% | $116000.00         | $122089.03         | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.3780% | 0.0000% | $12684000.00       | $12879333.60       | Corporate Debt Securities                         |
| TOTAL CAP INTL                 GLBL NT 3.127%50    | 2050-05-29      | 3.1270%  | 0.0000% | $886000.00         | $623164.58         | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH           SR GLBL NT4.5%48    | 2048-06-26      | 4.5000%  | 0.0000% | $916000.00         | $838378.16         | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $9478000.00        | $9360988.82        | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL REGS 32     | 2032-04-08      | 5.8750%  | 0.0000% | $4435000.00        | $3647079.13        | Corporate Debt Securities                         |
| VAMOS EUROPE                   SR REGS NT9.2%31    | 2031-01-26      | 9.2000%  | 0.0000% | $112000.00         | $105521.42         | Corporate Debt Securities                         |
| YARA INTL ASA                  SR GLBL 144A 30     | 2030-06-04      | 3.1480%  | 0.0000% | $428000.00         | $408327.79         | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL NT3.8%27    | 2027-02-15      | 3.8000%  | 0.0000% | $15000.00          | $14709.03          | Corporate Debt Securities                         |
| TRICON RESIDENTIAL 2023-SFR2   A      20401219 5.0 | 2040-12-19      | 5.0000%  | 0.0000% | $1100000.00        | $1089053.45        | Asset-Backed Securities                           |
| UWM MORTGAGE TRUST 2021-INV2   B-4    20510925 FLT | 2051-09-25      | 3.2370%  | 0.0000% | $158000.00         | $117015.40         | Private Label Collateralized Mortgage Obligations |
| TOPBUILD COR                   SR GLBL 144A 32     | 2032-02-15      | 4.1250%  | 0.0000% | $90000.00          | $85693.35          | Corporate Debt Securities                         |
| SREIT COMM MTG TR 2021-MFP2    B      20361117 FLT | 2036-11-17      | 5.3176%  | 0.0000% | $4700000.00        | $4705280.92        | Private Label Collateralized Mortgage Obligations |
| UNITED PARCEL SVCS INC         SR GLBL NT3.4%46    | 2046-11-15      | 3.4000%  | 0.0000% | $48000.00          | $36848.53          | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  B-1    20551125 FLT | 2055-11-25      | 3.2570%  | 0.0000% | $3748300.00        | $3475214.48        | Private Label Collateralized Mortgage Obligations |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27    | 2027-02-01      | 6.2500%  | 0.0000% | $1164000.00        | $1184515.50        | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 51       | 2051-12-01      | 3.6500%  | 0.0000% | $2346000.00        | $1701338.75        | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT2.3%27    | 2027-06-22      | 2.3000%  | 0.0000% | $375000.00         | $363705.63         | Corporate Debt Securities                         |
| VERSANT MEDIA GROUP INC        SR SEC 144A NT31    | 2031-01-30      | 7.2500%  | 0.0000% | $1767000.00        | $1798757.90        | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR 144A NT 29       | 2029-10-01      | 5.2500%  | 0.0000% | $3650000.00        | $3657792.75        | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 30       | 2030-07-25      | 9.3750%  | 0.0000% | $177000.00         | $198813.48         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      3.5%27              | 2027-12-15      | 3.5000%  | 0.0000% | $87000.00          | $87155.05          | Corporate Debt Securities                         |
| VNDO TRUST 2016-350P           B      20350112 FLT | 2035-01-12      | 3.9026%  | 0.0000% | $8900000.00        | $8837479.21        | Private Label Collateralized Mortgage Obligations |
| COLGATE PALMOLIVE CO           FR 3.7%080147       | 2047-08-01      | 3.7000%  | 0.0000% | $47000.00          | $38517.44          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 51       | 2051-12-15      | 2.8500%  | 0.0000% | $475000.00         | $319022.67         | Corporate Debt Securities                         |
| COMMSCOPE LLC                  SR GLBL 144A 28     | 2028-07-01      | 7.1250%  | 0.0000% | $29122000.00       | $29882957.86       | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.9500%  | 0.0000% | $1619000.00        | $1690320.55        | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP / CLARIOS US SR 144A NT 32       | 2032-09-15      | 6.7500%  | 0.0000% | $128000.00         | $132434.56         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $172000.00         | $161567.15         | Corporate Debt Securities                         |
| COMMSCOPE LLC                  144A NT 9.5%31      | 2031-12-15      | 9.5000%  | 0.0000% | $1548000.00        | $1632704.84        | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 43       | 2043-10-01      | 4.8750%  | 0.0000% | $88000.00          | $85983.26          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 6.05%55     | 2055-05-15      | 6.0500%  | 0.0000% | $22000.00          | $23209.42          | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL 144A NT 29     | 2029-05-15      | 4.6880%  | 0.0000% | $414000.00         | $418929.36         | Corporate Debt Securities                         |
| CORELOGIC INC                  SR SEC 144A NT28    | 2028-05-01      | 4.5000%  | 0.0000% | $90000.00          | $89167.50          | Corporate Debt Securities                         |
| CORNING INC                    SR NT 4.7%37        | 2037-03-15      | 4.7000%  | 0.0000% | $80000.00          | $79054.84          | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 5%30     | 2030-08-01      | 5.0000%  | 0.0000% | $70000.00          | $71914.50          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 31       | 2031-01-15      | 1.9500%  | 0.0000% | $77000.00          | $68812.72          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.7500%  | 0.0000% | $281000.00         | $290110.02         | Corporate Debt Securities                         |
| B & G FOODS INC                SR SEC GLBL 28      | 2028-09-15      | 8.0000%  | 0.0000% | $195000.00         | $185256.28         | Corporate Debt Securities                         |
| BX MTG TRUST 2023-DELC         A      20380615 FLT | 2038-06-15      | 6.7222%  | 0.0000% | $3341000.00        | $3355141.22        | Private Label Collateralized Mortgage Obligations |
| AVIENT CORPORATION             SR GLBL 144A 31     | 2031-11-01      | 6.2500%  | 0.0000% | $302000.00         | $317537.90         | Corporate Debt Securities                         |
| APTIV PLC                      SR GLBL NT3.1%51    | 2051-12-01      | 3.1000%  | 0.0000% | $30000.00          | $19926.32          | Corporate Debt Securities                         |
| CSMC 2020-AFC1 TRUST           A-2    20500225 FLT | 2050-02-25      | 3.4630%  | 0.0000% | $1400000.00        | $192777.97         | Private Label Collateralized Mortgage Obligations |
| CPI CG INCORPORATED            SR SEC GLBL 29      | 2029-07-15      | 10.0000% | 0.0000% | $1947000.00        | $2106545.83        | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2005-H     2-A    20351215 FLT | 2035-12-15      | 4.3867%  | 0.0000% | $243020000.00      | $50609.39          | Asset-Backed Securities                           |
| COREVEST AMCR FIN TR 2021-1    XA     20540417 FLT | 2054-04-17      | 2.8337%  | 0.0000% | $15570940.00       | $106745.96         | Asset-Backed Securities                           |
| UBS GROUP AG                   SR GLBL COCO 29     | 2029-01-12      | 3.8690%  | 0.0000% | $1000000.00        | $1004377.00        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 64       | 2064-02-22      | 5.6500%  | 0.0000% | $1435000.00        | $1454615.25        | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2016-C5      C      20481118 FLT | 2048-11-18      | 4.5046%  | 0.0000% | $1710000.00        | $1701646.30        | Private Label Collateralized Mortgage Obligations |
| BX CML MTG TR 2021-CIP         B      20381215 FLT | 2038-12-15      | 5.4175%  | 0.0000% | $500000.00         | $439922.38         | Private Label Collateralized Mortgage Obligations |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 54       | 2054-03-15      | 5.5500%  | 0.0000% | $8936000.00        | $8901700.65        | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD 28       | 2028-03-01      | 4.6500%  | 0.0000% | $87000.00          | $88900.08          | Corporate Debt Securities                         |
| COMPASS MINERALS INTL INC      SR 144A NT 8%30     | 2030-07-01      | 8.0000%  | 0.0000% | $933000.00         | $1001211.63        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2014A DEB 44    | 2044-03-15      | 4.4500%  | 0.0000% | $143000.00         | $127792.82         | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30    | 2030-02-01      | 8.8750%  | 0.0000% | $15445000.00       | $15526459.50       | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47    | 2047-09-20      | 5.2000%  | 0.0000% | $157000.00         | $102979.79         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32    | 2032-11-29      | 6.7000%  | 0.0000% | $558000.00         | $632849.50         | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27     | 2027-01-15      | 0.0000%  | 0.0000% | $318000.00         | $314412.96         | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2015-1     A      20281101 3.3 | 2028-11-01      | 3.3750%  | 0.0000% | $54000.00          | $26995.18          | Asset-Backed Securities                           |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $10477000.00       | $10657413.94       | Corporate Debt Securities                         |
| AMERICAN AXLE & MFG INC        SR GLBL NT 5%29     | 2029-10-01      | 5.0000%  | 0.0000% | $2773000.00        | $2652392.99        | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL 144A 29     | 2029-09-18      | 4.2500%  | 0.0000% | $300000.00         | $282104.50         | Corporate Debt Securities                         |
| ALLY FINL INC                  JR SB GLBL NT 25    | 2025-11-20      | 5.7500%  | 0.0000% | $57000.00          | $58486.29          | Corporate Debt Securities                         |
| ALEN MORTGAGE TR 2021-ACEN     A      20340417 FLT | 2034-04-17      | 5.2975%  | 0.0000% | $26663000.00       | $25677728.08       | Private Label Collateralized Mortgage Obligations |
| ALGOMA STL INC                 SR SEC GLBL 29      | 2029-04-15      | 9.1250%  | 0.0000% | $300000.00         | $247080.62         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227       | 2027-03-12      | 4.9000%  | 0.0000% | $560000.00         | $569749.29         | Corporate Debt Securities                         |
| ASHFORD HOSP TR 2018-ASHF      B      20350416 FLT | 2035-04-16      | 5.4550%  | 0.0000% | $3822000.00        | $3812247.95        | Private Label Collateralized Mortgage Obligations |
| ALABAMA PWR CO                 SR -2012C NT 42     | 2042-12-01      | 3.8500%  | 0.0000% | $52000.00          | $44396.65          | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $18426000.00       | $18000543.66       | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    JR SB GLBL NT 55    | 2055-12-01      | 7.0000%  | 0.0000% | $61000.00          | $63194.58          | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT2.5%31    | 2031-03-01      | 2.5000%  | 0.0000% | $2022000.00        | $1750094.92        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30    | 2030-04-15      | 6.5000%  | 0.0000% | $2115000.00        | $2111825.15        | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION 3.875%27            | 2027-11-02      | 3.8750%  | 0.0000% | $259000.00         | $261538.13         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 31       | 2031-08-01      | 2.6250%  | 0.0000% | $334000.00         | $289007.70         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT41    | 2041-06-01      | 3.5000%  | 0.0000% | $3623000.00        | $2689002.68        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $57000.00          | $57454.00          | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $69000.00          | $69751.58          | Corporate Debt Securities                         |
| CENTRAIS ELETRICAS BRASILEIRAS SR GLBL 144A 35     | 2035-01-11      | 6.5000%  | 0.0000% | $450000.00         | $473845.75         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 27    | 2027-09-29      | 4.4500%  | 0.0000% | $205000.00         | $206423.84         | Corporate Debt Securities                         |
| SEASPAN CORP                   SR GLBL REGS 29     | 2029-08-01      | 5.5000%  | 0.0000% | $12000.00          | $11639.97          | Corporate Debt Securities                         |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $300000.00         | $319820.00         | Corporate Debt Securities                         |
| GLOBO COMUNICACOES E           REGS NT 4.875%30    | 2030-01-22      | 4.8750%  | 0.0000% | $1082000.00        | $1064223.64        | Corporate Debt Securities                         |
| COMISION EJECUTIVA HIDROELECTR SR GLBL REGS 33     | 2033-01-24      | 8.6500%  | 0.0000% | $200000.00         | $216013.33         | Corporate Debt Securities                         |
| PROVIDENT FDG ASSOCIATES LP    SR REGS NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $172000.00         | $183205.51         | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR REGS NT 31       | 2031-01-15      | 3.3750%  | 0.0000% | $5000000.00        | $4607437.50        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL REGS 30     | 2030-07-15      | 4.3750%  | 0.0000% | $1230000.00        | $1202647.19        | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL REGS NT 41     | 2041-09-14      | 2.5000%  | 0.0000% | $250000.00         | $179695.97         | Corporate Debt Securities                         |
| ALSEA SAB DE CV                GLBL REGS NT 26     | 2026-12-14      | 7.7500%  | 0.0000% | $647000.00         | $670012.35         | Corporate Debt Securities                         |
| CABLE ONDA S.A.                SR GLBL REGS 30     | 2030-01-30      | 4.5000%  | 0.0000% | $3445000.00        | $3326698.70        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.6%34    | 2034-09-01      | 5.6000%  | 0.0000% | $96000.00          | $99790.40          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53    | 2053-02-15      | 3.3000%  | 0.0000% | $92000.00          | $63936.01          | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD3.1%41    | 2041-06-15      | 3.1000%  | 0.0000% | $18000.00          | $14006.36          | Corporate Debt Securities                         |
| ERO COPPER CORP                SR GLBL 144A 30     | 2030-02-15      | 6.5000%  | 0.0000% | $95000.00          | $96167.71          | Corporate Debt Securities                         |
| BX TRUST 2025-VLT7             A      20440715 FLT | 2044-07-15      | 5.7322%  | 0.0000% | $12472000.00       | $12550394.39       | Private Label Collateralized Mortgage Obligations |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT4.5%30    | 2030-10-15      | 4.5000%  | 0.0000% | $4410000.00        | $4399217.55        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR 144A NT 31       | 2031-07-01      | 8.7500%  | 0.0000% | $8035000.00        | $8490316.67        | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-AIRC D      20410815 FLT | 2041-08-15      | 7.1214%  | 0.0000% | $56264000.00       | $52971906.29       | Private Label Collateralized Mortgage Obligations |
| CISCO SYS INC                  SR GLBL NT 29       | 2029-02-26      | 4.8500%  | 0.0000% | $62000.00          | $64135.09          | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.3800%  | 0.0000% | $4650000.00        | $4815540.00        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL DEB 28      | 2028-01-15      | 6.6500%  | 0.0000% | $1122000.00        | $1187093.76        | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 30     | 2030-04-01      | 6.1250%  | 0.0000% | $4450000.00        | $3642432.54        | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 29     | 2029-07-15      | 5.1250%  | 0.0000% | $60000.00          | $60771.02          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 68       | 2068-03-01      | 4.6500%  | 0.0000% | $88000.00          | $75504.88          | Corporate Debt Securities                         |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34       | 2034-01-15      | 9.7500%  | 0.0000% | $15931000.00       | $17094533.86       | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34     | 2034-01-15      | 4.2500%  | 0.0000% | $2131000.00        | $1823952.50        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.8%36    | 2036-02-15      | 4.8000%  | 0.0000% | $64000.00          | $64036.91          | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT 29       | 2029-07-15      | 5.2500%  | 0.0000% | $493000.00         | $482971.56         | Corporate Debt Securities                         |
| CLARIVATE SCIENCE HOLDINGS COR SR SEC GLBL 28      | 2028-07-01      | 3.8750%  | 0.0000% | $85000.00          | $83051.52          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT63    | 2063-04-01      | 5.5000%  | 0.0000% | $153000.00         | $127380.66         | Corporate Debt Securities                         |
| NVENT FIN S A R L              CR SEN SR GLBL33    | 2033-05-15      | 5.6500%  | 0.0000% | $87000.00          | $93349.77          | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR 144A NT 32       | 2032-04-02      | 7.3750%  | 0.0000% | $509000.00         | $534178.25         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55    | 2055-05-15      | 3.1550%  | 0.0000% | $14500000.00       | $9847211.81        | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC          SR 144A NT 33       | 2033-08-15      | 6.2500%  | 0.0000% | $2016000.00        | $2098181.12        | Corporate Debt Securities                         |
| LOGISTICS RE LIMITED           EXTND-A 144A 32     | 2032-12-21      | 9.8700%  | 0.0000% | $4500000.00        | $4603050.00        | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM10           A-1    20650525 FLT | 2065-05-25      | 5.4530%  | 0.0000% | $13000000.00       | $12387677.42       | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 27       | 2027-11-15      | 3.2500%  | 0.0000% | $190000.00         | $189243.06         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 31       | 2031-10-15      | 4.7500%  | 0.0000% | $30000.00          | $30062.13          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 40       | 2040-05-28      | 2.5500%  | 0.0000% | $573000.00         | $430917.49         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 4.9%28     | 2028-02-28      | 4.9000%  | 0.0000% | $8000.00           | $8207.56           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 27       | 2027-11-17      | 5.1250%  | 0.0000% | $41000.00          | $42777.24          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32      | 2032-02-16      | 6.7000%  | 0.0000% | $200000.00         | $202302.44         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 26       | 2026-02-25      | 2.7500%  | 0.0000% | $311000.00         | $311131.14         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31    | 2031-01-03      | 5.6000%  | 0.0000% | $83000.00          | $85231.04          | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT5.8%55    | 2055-04-01      | 5.8000%  | 0.0000% | $48000.00          | $49640.32          | Corporate Debt Securities                         |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $232000.00         | $240858.60         | Corporate Debt Securities                         |
| PERRIGO FINANCE UNLIMITED COMP SR GLBL NT 32       | 2032-09-30      | 6.1250%  | 0.0000% | $5000.00           | $5075.77           | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32     | 2032-06-19      | 4.7500%  | 0.0000% | $1200000.00        | $1049729.67        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $200000.00         | $202664.33         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.49%27     | 2027-01-23      | 6.4900%  | 0.0000% | $100000.00         | $103093.69         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 39       | 2039-06-15      | 7.9500%  | 0.0000% | $11413000.00       | $13845148.34       | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $161655.00         | $163693.65         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR NT 4.8%45        | 2045-05-20      | 4.8000%  | 0.0000% | $97000.00          | $93210.86          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 9.8085%  | 0.0000% | $1250000.00        | $1328625.00        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 34       | 2034-02-15      | 5.1250%  | 0.0000% | $23000.00          | $23850.07          | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               CR SEN SR GLBL31    | 2031-02-18      | 5.0000%  | 0.0000% | $379000.00         | $355990.49         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 27      | 2027-12-15      | 11.2500% | 0.0000% | $90000.00          | $95962.50          | Corporate Debt Securities                         |
| GCI LLC                        SR GLBL 144A 28     | 2028-10-15      | 4.7500%  | 0.0000% | $55000.00          | $53771.36          | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-B 144A 32     | 2032-04-07      | 7.8900%  | 0.0000% | $1235000.00        | $1277206.12        | Corporate Debt Securities                         |
| NORTHERN OIL & GAS INC         SR GLBL 144A 33     | 2033-10-15      | 7.8750%  | 0.0000% | $30000.00          | $29379.08          | Corporate Debt Securities                         |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $650000.00         | $653240.97         | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59      | 2059-09-30      | 3.6250%  | 0.0000% | $99000.00          | $70233.65          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 4.1250%  | 0.0000% | $36000.00          | $34453.41          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 48       | 2048-05-30      | 5.2500%  | 0.0000% | $360000.00         | $349151.40         | Corporate Debt Securities                         |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $97000.00          | $58864.93          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  B-4    20511025 FLT | 2051-10-25      | 3.2018%  | 0.0000% | $152000.00         | $111067.87         | Private Label Collateralized Mortgage Obligations |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 5%42     | 2042-05-01      | 5.0000%  | 0.0000% | $85000.00          | $81972.30          | Corporate Debt Securities                         |
| M/I HOMES INC                  SR GLBL NT 28       | 2028-02-01      | 4.9500%  | 0.0000% | $126000.00         | $127023.75         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 29       | 2029-04-15      | 3.9500%  | 0.0000% | $14000.00          | $13837.26          | Corporate Debt Securities                         |
| MEG ENERGY CORP                SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $1065000.00        | $1082459.94        | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR NT 4.625%26      | 2026-09-01      | 4.6250%  | 0.0000% | $427000.00         | $429757.71         | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $873502.50         | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28     | 2028-05-15      | 4.8750%  | 0.0000% | $40000.00          | $40921.57          | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.3951% | 0.0000% | $714000.00         | $760336.54         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   B-3    20520425 FLT | 2052-04-25      | 3.5242%  | 0.0000% | $542000.00         | $424622.94         | Private Label Collateralized Mortgage Obligations |
| LIONS GATE CAP HLDGS 1 INC     SR GLBL 144A 29     | 2029-04-15      | 6.0000%  | 0.0000% | $5100000.00        | $4806466.67        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2021-NMR1  M3     20601125 FLT | 2060-11-25      | 2.5000%  | 0.0000% | $600000.00         | $507666.20         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2018-4     A-1B   20660425 FLT | 2066-04-25      | 3.5000%  | 0.0000% | $12491000.00       | $2761659.11        | Private Label Collateralized Mortgage Obligations |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $98000.00          | $97690.97          | Corporate Debt Securities                         |
| SANTANDER DRIVE AUTO 2024-1    D      20310515 5.6 | 2031-05-15      | 5.6000%  | 0.0000% | $9318000.00        | $9439906.36        | Asset-Backed Securities                           |
| SHINHAN BK REG S               FR 4.375%041332     | 2032-04-13      | 4.3750%  | 0.0000% | $200000.00         | $197283.19         | Corporate Debt Securities                         |
| SANTAN MG AT REC TR  2025-NQM2 A-1    20650225 FLT | 2065-02-25      | 5.7320%  | 0.0000% | $13170000.00       | $12478804.98       | Private Label Collateralized Mortgage Obligations |
| SDR COML MTG TR 2024-DSNY      A      20390516 FLT | 2039-05-16      | 5.4238%  | 0.0000% | $1652000.00        | $1653922.25        | Private Label Collateralized Mortgage Obligations |
| VALVOLINE INC                  SR GLBL REGS 31     | 2031-06-15      | 3.6250%  | 0.0000% | $1002000.00        | $925621.16         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 43       | 2043-05-20      | 5.6250%  | 0.0000% | $280000.00         | $256141.20         | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $120000.00         | $85872.77          | Corporate Debt Securities                         |
| SGUS LLC                       SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $666000.00         | $601324.00         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 26       | 2026-10-05      | 3.2440%  | 0.0000% | $111120000.00      | $110506938.61      | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL HHH BD40    | 2040-05-15      | 5.3500%  | 0.0000% | $264000.00         | $271721.85         | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $214996.00         | $215925.32         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $20638000.00       | $18239038.88       | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   B-2    20510825 FLT | 2051-08-25      | 3.1493%  | 0.0000% | $404000.00         | $311794.77         | Private Label Collateralized Mortgage Obligations |
| FIRST QUANTUM MINERALS LTD     SR REGS NT 8%33     | 2033-03-01      | 8.0000%  | 0.0000% | $720000.00         | $774584.00         | Corporate Debt Securities                         |
| WAYFAIR LLC                    SR SEC GLBL 29      | 2029-10-31      | 7.2500%  | 0.0000% | $5948000.00        | $6187360.74        | Corporate Debt Securities                         |
| WCORE COML MTG TR  2024-CORE   B      20411115 FLT | 2041-11-15      | 5.8739%  | 0.0000% | $1000000.00        | $1003234.63        | Private Label Collateralized Mortgage Obligations |
| VERAISON RE LTD                -A VR 144A NT 27    | 2027-03-08      | 8.6160%  | 0.0000% | $2750000.00        | $2844062.80        | Corporate Debt Securities                         |
| VEGAS TR 2024-TI               A      20391114 FLT | 2039-11-14      | 5.5183%  | 0.0000% | $5000000.00        | $5080957.92        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2004-AR13        A-2A   20341125 FLT | 2034-11-25      | 4.8455%  | 0.0000% | $11500000.00       | $130457.66         | Private Label Collateralized Mortgage Obligations |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 32       | 2032-03-25      | 5.6500%  | 0.0000% | $300000.00         | $312048.00         | Corporate Debt Securities                         |
| TRIMAS CORP                    SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $42000.00          | $40747.70          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $278000.00         | $244047.20         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      4.4%28              | 2028-06-15      | 4.4000%  | 0.0000% | $1159000.00        | $1184651.25        | Corporate Debt Securities                         |
| MATTHEWS INTL CORP             SR SEC GLBL 27      | 2027-10-01      | 8.6250%  | 0.0000% | $7241000.00        | $7500354.52        | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 33     | 2033-04-15      | 6.2500%  | 0.0000% | $2471000.00        | $2485103.92        | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $415000.00         | $297752.01         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-12-01      | 6.7500%  | 0.0000% | $2253000.00        | $2502598.60        | Corporate Debt Securities                         |
| GCAT 2020-NQM2 TRUST           A-2    20650425 FLT | 2065-04-25      | 3.2720%  | 0.0000% | $1000000.00        | $130225.09         | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    D      20420218 FLT | 2042-02-18      | 6.6734%  | 0.0000% | $6050000.00        | $6039660.25        | Private Label Collateralized Mortgage Obligations |
| RITCHIE BROS HLDGS INC         SR SEC GLBL 28      | 2028-03-15      | 6.7500%  | 0.0000% | $675000.00         | $693950.62         | Corporate Debt Securities                         |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28     | 2028-04-01      | 4.8750%  | 0.0000% | $46000.00          | $45863.96          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL WWW BD51    | 2051-08-15      | 2.9500%  | 0.0000% | $487000.00         | $323444.84         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.5885%  | 0.0000% | $3000000.00        | $3106500.00        | Corporate Debt Securities                         |
| RESIDENTIAL MTG LN TR 2019-2   M-1    20590525 FLT | 2059-05-25      | 3.8620%  | 0.0000% | $1250000.00        | $638602.46         | Private Label Collateralized Mortgage Obligations |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.4400%  | 0.0000% | $2100000.00        | $2211510.00        | Corporate Debt Securities                         |
| M D C HLDGS INC                SR NT 6%43          | 2043-01-15      | 6.0000%  | 0.0000% | $7017000.00        | $6826675.57        | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $4108000.00        | $3985020.17        | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          GLBL -G BD 51       | 2051-07-01      | 2.2940%  | 0.0000% | $253000.00         | $151834.58         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FXD/FLTG 29         | 2029-01-24      | 3.7720%  | 0.0000% | $240000.00         | $240392.03         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $5953000.00        | $5479722.28        | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -B-20251 144A 29    | 2029-01-08      | 11.5885% | 0.0000% | $3000000.00        | $3208200.00        | Corporate Debt Securities                         |
| RESIDEO FDG INC                SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $531000.00         | $554793.52         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $90000.00          | $88785.55          | Corporate Debt Securities                         |
| JONES DESLAURIERS INS MGMT INC SR GLBL 144A 33     | 2033-10-01      | 6.8750%  | 0.0000% | $75000.00          | $74801.77          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT5.1%35    | 2035-09-15      | 5.1000%  | 0.0000% | $28000.00          | $28586.65          | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.3385%  | 0.0000% | $4310000.00        | $4538861.00        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-HYB1     A-2A   20491025 FLT | 2049-10-25      | 4.9905%  | 0.0000% | $3000000.00        | $252780.81         | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  C      20380517 FLT | 2038-05-17      | 6.1253%  | 0.0000% | $11037000.00       | $9911053.28        | Private Label Collateralized Mortgage Obligations |
| PRESTIGE BRANDS IN             SR GLBL 144A 28     | 2028-01-15      | 5.1250%  | 0.0000% | $20000.00          | $20248.81          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL DB34    | 2034-07-15      | 6.7000%  | 0.0000% | $60000.00          | $57733.67          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-2    20510825 FLT | 2051-08-25      | 3.3092%  | 0.0000% | $552000.00         | $426979.99         | Private Label Collateralized Mortgage Obligations |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $809000.00         | $910272.64         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5.15%090952      | 2052-09-09      | 5.1500%  | 0.0000% | $40000.00          | $38508.76          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $2075000.00        | $2061612.22        | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 7.7953%  | 0.0000% | $2417000.00        | $2520447.60        | Corporate Debt Securities                         |
| OBX TR 2025-NQM8               A-1    20650325 FLT | 2065-03-25      | 5.4720%  | 0.0000% | $4968000.00        | $4460408.07        | Private Label Collateralized Mortgage Obligations |
| MERCK & CO INC                 SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $8441000.00        | $8860377.02        | Corporate Debt Securities                         |
| METHANEX CORP                  SR GLBL NT 29       | 2029-12-15      | 5.2500%  | 0.0000% | $51000.00          | $51766.40          | Corporate Debt Securities                         |
| MILLROSE PPTYS INC             SR GLBL 144A 30     | 2030-08-01      | 6.3750%  | 0.0000% | $872000.00         | $897615.00         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 32       | 2032-06-15      | 7.8750%  | 0.0000% | $2429000.00        | $2598416.68        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $658000.00         | $694266.04         | Corporate Debt Securities                         |
| WELLS FARGO MBS TR 2021-INV2   A-2    20510925 2.5 | 2051-09-25      | 2.5000%  | 0.0000% | $400000.00         | $236144.94         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 4.892%091536     | 2036-09-15      | 4.8920%  | 0.0000% | $906000.00         | $912859.23         | Corporate Debt Securities                         |
| WELLS FARGO & CO               EXT JR SB GLBL86    | 2086-12-01      | 5.9500%  | 0.0000% | $2170000.00        | $2316470.18        | Corporate Debt Securities                         |
| RXO INC                        GLBL 144A NT 27     | 2027-11-15      | 7.5000%  | 0.0000% | $22000.00          | $23173.33          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33       | 2033-02-24      | 3.1020%  | 0.0000% | $31000.00          | $28678.82          | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 31       | 2031-03-15      | 3.6250%  | 0.0000% | $77000.00          | $72673.52          | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 8.0962%  | 0.0000% | $390000.00         | $410085.00         | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $528869.00         | $552998.65         | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR 144A NT3.3%46    | 2046-09-15      | 3.3000%  | 0.0000% | $250000.00         | $189488.75         | Corporate Debt Securities                         |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29       | 2029-04-01      | 6.1250%  | 0.0000% | $34000.00          | $12073.54          | Corporate Debt Securities                         |
| SYNAPTICS INC                  SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $200000.00         | $194930.22         | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL NT 26       | 2026-07-15      | 2.9500%  | 0.0000% | $13000.00          | $12862.93          | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT7.5%27    | 2027-04-01      | 7.5000%  | 0.0000% | $74000.00          | $76967.40          | Corporate Debt Securities                         |
| SCHLUMBERGER HLDGS CORP        SR SEC 144A NT34    | 2034-06-01      | 5.0000%  | 0.0000% | $3440000.00        | $3569699.47        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               6.625%28            | 2028-01-15      | 6.6250%  | 0.0000% | $85000.00          | $88851.09          | Corporate Debt Securities                         |
| TRI POINTE HOMES INC           SR GLBL NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $500000.00         | $512787.50         | Corporate Debt Securities                         |
| UNITED PARKS & RESORTS INC     SR GLBL 144A 29     | 2029-08-15      | 5.2500%  | 0.0000% | $9000.00           | $8942.52           | Corporate Debt Securities                         |
| SYNOVUS FINL CORP              SB GLBL NT5.9%29    | 2029-02-07      | 7.5380%  | 0.0000% | $10000.00          | $10494.19          | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT4.3%29    | 2029-01-17      | 4.3000%  | 0.0000% | $493000.00         | $494014.76         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 28     | 2028-10-15      | 5.2500%  | 0.0000% | $13460000.00       | $13550664.32       | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 30     | 2030-07-01      | 4.1250%  | 0.0000% | $1702000.00        | $1625222.78        | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            D      20341214 FLT | 2034-12-14      | 9.2523%  | 0.0000% | $15281680.00       | $15535283.18       | Private Label Collateralized Mortgage Obligations |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT 4%32     | 2032-04-14      | 4.0000%  | 0.0000% | $77000.00          | $74503.57          | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT3.5%50    | 2050-11-15      | 3.5000%  | 0.0000% | $19708000.00       | $14523197.46       | Corporate Debt Securities                         |
| TRICON RESIDENTIAL 2023-SFR1   C      20400719 5.1 | 2040-07-19      | 5.1000%  | 0.0000% | $250000.00         | $250742.00         | Asset-Backed Securities                           |
| CMG MEDIA CORP                 SR GLBL 144A 27     | 2027-12-15      | 8.8750%  | 0.0000% | $12561000.00       | $11883054.92       | Corporate Debt Securities                         |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $6869000.00        | $6887635.98        | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29     | 2029-11-30      | 8.8750%  | 0.0000% | $5731000.00        | $2790877.60        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 6.125%54    | 2054-04-01      | 6.1250%  | 0.0000% | $1282000.00        | $1307914.56        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31     | 2031-10-15      | 7.7500%  | 0.0000% | $1539000.00        | $1638056.88        | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC SR GLBL NT4.9%32    | 2032-10-11      | 4.9000%  | 0.0000% | $75000.00          | $77531.42          | Corporate Debt Securities                         |
| ASP UNIFRAX HLDGS 0.01 30SEP29 144A                | 2029-09-30      | 7.1000%  | 0.0000% | $642000.00         | $599781.87         | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.4100% | 0.0000% | $9000000.00        | $9533700.00        | Corporate Debt Securities                         |
| ALLINA HEALTH SYS              -2021 SINK BD 51    | 2051-11-15      | 2.9020%  | 0.0000% | $60000.00          | $39583.89          | Corporate Debt Securities                         |
| ADVANCED DRAIN SYS INC DEL     SR GLBL 144A 27     | 2027-09-30      | 5.0000%  | 0.0000% | $96000.00          | $96129.28          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 59       | 2059-09-15      | 3.6500%  | 0.0000% | $185000.00         | $127571.17         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR SEC GLBL 29      | 2029-09-30      | 7.1000%  | 0.0000% | $77524.00          | $29045.66          | Corporate Debt Securities                         |
| AIR LEASE CORP                 PERP JR SB GLBL     | 2500-12-31      | 4.6500%  | 0.0000% | $2382000.00        | $2361090.01        | Corporate Debt Securities                         |
| AFFINITY GAMING                SR SEC GLBL 27      | 2027-12-15      | 6.8750%  | 0.0000% | $3225000.00        | $1697175.06        | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 11.0720% | 0.0000% | $2928000.00        | $3019939.20        | Corporate Debt Securities                         |
| CIP COMMERCIAL MORTGAGE 2025-S A      20371015 FLT | 2037-10-15      | 5.5000%  | 0.0000% | $15795000.00       | $15812079.67       | Private Label Collateralized Mortgage Obligations |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 12.9500% | 0.0000% | $2533000.00        | $2659396.70        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $2685000.00        | $2685541.48        | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        GTD SR 6.125%40     | 2040-03-30      | 6.1250%  | 0.0000% | $2348000.00        | $2535826.30        | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -P NT 55    | 2055-10-15      | 5.8500%  | 0.0000% | $10000.00          | $10121.52          | Corporate Debt Securities                         |
| AEROPUERTO INTERNACIONAL       SR SEC GLBL 61      | 2061-08-11      | 5.1250%  | 0.0000% | $471000.00         | $382426.81         | Corporate Debt Securities                         |
| ADVOCATE HEALTH & HOSPS CORP   SR GLBL -2019 49    | 2049-10-15      | 3.3870%  | 0.0000% | $19660000.00       | $14600800.45       | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR 144A NT 28       | 2028-09-29      | 4.1480%  | 0.0000% | $172000.00         | $172717.56         | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35    | 2035-06-15      | 8.3750%  | 0.0000% | $53000.00          | $55813.18          | Corporate Debt Securities                         |
| AETNA INC NEW                  SR NT 4.75%44       | 2044-03-15      | 4.7500%  | 0.0000% | $80000.00          | $70028.76          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 26     | 2026-05-01      | 5.5000%  | 0.0000% | $6043000.00        | $6202293.48        | Corporate Debt Securities                         |
| CNX MIDSTREAM PARTNERS LP      SR GLBL 144A 30     | 2030-04-15      | 4.7500%  | 0.0000% | $329000.00         | $316077.25         | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29    | 2029-07-15      | 6.8300%  | 0.0000% | $321000.00         | $335724.45         | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR SEC 144A NT31    | 2031-03-01      | 3.7500%  | 0.0000% | $399000.00         | $385258.44         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 30       | 2030-04-24      | 2.3750%  | 0.0000% | $337000.00         | $308945.36         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $37000.00          | $36661.94          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         SR GLBL NT3.7%49    | 2049-09-01      | 3.7000%  | 0.0000% | $1568000.00        | $1133251.09        | Corporate Debt Securities                         |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 7.8900%  | 0.0000% | $7500000.00        | $7665000.00        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 55        | 2055-10-23      | 6.8340%  | 0.0000% | $1580000.00        | $1594502.29        | Corporate Debt Securities                         |
| CAIXABANK S A                  SNR NPF GLBL 29     | 2029-01-18      | 6.2080%  | 0.0000% | $200000.00         | $211591.87         | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 55    | 2055-06-01      | 6.5000%  | 0.0000% | $10000.00          | $10683.53          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-02-01      | 6.5000%  | 0.0000% | $516000.00         | $368393.04         | Corporate Debt Securities                         |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $5000000.00        | $4823632.50        | Private Label Collateralized Mortgage Obligations |
| CALPINE CORPORATION            SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $99000.00          | $99805.12          | Corporate Debt Securities                         |
| CSMC TRUST 2021-RPL3           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $9945000.00        | $4219007.61        | Private Label Collateralized Mortgage Obligations |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $4057000.00        | $3344861.27        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-05-11      | 3.6500%  | 0.0000% | $90000.00          | $90896.05          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 29     | 2029-10-15      | 4.6250%  | 0.0000% | $3070000.00        | $2900000.46        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL28    | 2028-11-15      | 6.8500%  | 0.0000% | $3630000.00        | $3877479.28        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.4%29    | 2029-06-01      | 5.4000%  | 0.0000% | $10227000.00       | $10822006.86       | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-04-15      | 5.0500%  | 0.0000% | $118000.00         | $122350.00         | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 26     | 2026-04-15      | 11.0000% | 0.0000% | $72000.00          | $72765.28          | Corporate Debt Securities                         |
| CABLE ONE INC                  SR GLBL 144A 30     | 2030-11-15      | 4.0000%  | 0.0000% | $1773000.00        | $1453406.90        | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $25000.00          | $23477.00          | Corporate Debt Securities                         |
| CSMC TR 2021-INV2              B-2    20561125 FLT | 2056-11-25      | 3.2809%  | 0.0000% | $7032512.00        | $5203001.58        | Private Label Collateralized Mortgage Obligations |
| BOYNE USA INC                  SR GLBL 144A 29     | 2029-05-15      | 4.7500%  | 0.0000% | $8000.00           | $8030.02           | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 27       | 2027-12-01      | 6.7500%  | 0.0000% | $5634000.00        | $6052239.99        | Corporate Debt Securities                         |
| CANACOL ENERGY LTD             144A NT 5.75%28     | 2028-11-24      | 5.7500%  | 0.0000% | $495000.00         | $115665.00         | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 15.0885% | 0.0000% | $5250000.00        | $5551875.00        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 30       | 2030-06-01      | 2.4500%  | 0.0000% | $50000.00          | $46685.42          | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 14.3200% | 0.0000% | $3000000.00        | $3219600.00        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $3920000.00        | $4022821.60        | Corporate Debt Securities                         |
| CHASE AUTO OWNER TRUST 2024-3  A-4    20291225 5.0 | 2029-12-25      | 5.0800%  | 0.0000% | $50000.00          | $51070.08          | Asset-Backed Securities                           |
| CINEMARK USA INC               SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $31000.00          | $32740.03          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30     | 2030-01-15      | 4.0000%  | 0.0000% | $30000.00          | $29391.23          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37       | 2037-11-01      | 5.7500%  | 0.0000% | $3295000.00        | $3305024.12        | Corporate Debt Securities                         |
| GRIFOLS S A                    SR 144A NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $720000.00         | $699133.80         | Corporate Debt Securities                         |
| GRACE TR 2020-GRCE             D      20401212 FLT | 2040-12-12      | 2.6799%  | 0.0000% | $250000.00         | $218988.31         | Private Label Collateralized Mortgage Obligations |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31     | 2031-02-01      | 6.0000%  | 0.0000% | $11973000.00       | $11534309.28       | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT2.9%51    | 2051-09-15      | 2.9000%  | 0.0000% | $7462000.00        | $4951302.32        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 28       | 2028-06-09      | 4.7550%  | 0.0000% | $2755000.00        | $2828375.98        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.9%53    | 2053-06-01      | 5.9000%  | 0.0000% | $67000.00          | $68957.29          | Corporate Debt Securities                         |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $16000.00          | $15935.89          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 FR 6.1%011442       | 2042-01-14      | 6.1000%  | 0.0000% | $876000.00         | $976294.21         | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR NT 5%45          | 2045-05-13      | 5.0000%  | 0.0000% | $4734000.00        | $3398559.64        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 29     | 2029-04-03      | 5.7500%  | 0.0000% | $990000.00         | $1010327.18        | Corporate Debt Securities                         |
| JP MORGAN CHASE COML MTG SECUR B      20381115 FLT | 2038-11-15      | 5.8125%  | 0.0000% | $3560000.00        | $3573632.40        | Private Label Collateralized Mortgage Obligations |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48    | 2048-02-12      | 6.3500%  | 0.0000% | $325000.00         | $263951.46         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 15       | 2115-06-05      | 6.8500%  | 0.0000% | $448000.00         | $447175.80         | Corporate Debt Securities                         |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $8089000.00        | $8254325.68        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-3        A-15   20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $4500000.00        | $2369479.94        | Private Label Collateralized Mortgage Obligations |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32    | 2032-08-15      | 5.7500%  | 0.0000% | $9261000.00        | $9523724.28        | Corporate Debt Securities                         |
| LEGG MASON INC                 SR GLBL NT 44       | 2044-01-15      | 5.6250%  | 0.0000% | $87000.00          | $89414.47          | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-HE2     A-1    20551122 FLT | 2055-11-22      | 5.4308%  | 0.0000% | $12668000.00       | $11117451.90       | Asset-Backed Securities                           |
| RCKT MTG TR 2021-3             A-1    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $4902000.00        | $2833066.17        | Private Label Collateralized Mortgage Obligations |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $781000.00         | $741361.65         | Corporate Debt Securities                         |
| MATTAMY GROUP CORP             SR 144A NT 27       | 2027-12-15      | 5.2500%  | 0.0000% | $39000.00          | $39616.88          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $72000.00          | $72156.60          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $350000.00         | $289641.48         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2015-JP1 A-5    20490115 3.9 | 2049-01-15      | 3.9140%  | 0.0000% | $30000.00          | $20062.64          | Private Label Collateralized Mortgage Obligations |
| LIBERTY MEDIA CORP DEL         SR NT     8.5%29    | 2029-07-15      | 8.5000%  | 0.0000% | $6883000.00        | $825944.70         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $5812000.00        | $4433853.07        | Corporate Debt Securities                         |
| JP MORGAN MRTG TR 2020-INV1    B-4    20500825 FLT | 2050-08-25      | 4.1772%  | 0.0000% | $312000.00         | $248815.01         | Private Label Collateralized Mortgage Obligations |
| LOWES COS INC                  SR GLBL NT 5%40     | 2040-04-15      | 5.0000%  | 0.0000% | $34000.00          | $33196.32          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2017-5        A-1    20481025 FLT | 2048-10-25      | 4.9629%  | 0.0000% | $1650000.00        | $26476.05          | Private Label Collateralized Mortgage Obligations |
| LAMAR MEDIA CORP               SR GLBL NT 28       | 2028-02-15      | 3.7500%  | 0.0000% | $72000.00          | $70847.40          | Corporate Debt Securities                         |
| HACKENSACK MERIDIAN HEALTH     SR -2020 BD 41      | 2041-09-01      | 2.6750%  | 0.0000% | $81000.00          | $59342.08          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $82554.00          | $83854.59          | Corporate Debt Securities                         |
| MHP COMM MTG TR 2021-STOR      A      20380715 FLT | 2038-07-15      | 4.8475%  | 0.0000% | $532000.00         | $532151.32         | Private Label Collateralized Mortgage Obligations |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-04-30      | 5.2500%  | 0.0000% | $239000.00         | $220864.68         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 3%50     | 2050-10-15      | 3.0000%  | 0.0000% | $22369000.00       | $14641479.82       | Corporate Debt Securities                         |
| MFA 2021-RPL1 TR               A-1    20600725 FLT | 2060-07-25      | 1.1313%  | 0.0000% | $5850000.00        | $2051990.14        | Private Label Collateralized Mortgage Obligations |
| GRAHAM PACKAGING CO INC        SR GLBL 144A 28     | 2028-08-15      | 7.1250%  | 0.0000% | $10000.00          | $10134.02          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%31    | 2031-06-10      | 2.7000%  | 0.0000% | $274000.00         | $249883.89         | Corporate Debt Securities                         |
| KNDR TRUST 2021-KIND           A      20380816 FLT | 2038-08-16      | 5.1000%  | 0.0000% | $6275000.00        | $6194532.55        | Private Label Collateralized Mortgage Obligations |
| LEVEL 3 FING INC               SR SEC GLBL 29      | 2029-11-15      | 3.8750%  | 0.0000% | $958000.00         | $836207.60         | Corporate Debt Securities                         |
| VITAL ENERGY INC               SR GLBL 144A 32     | 2032-04-15      | 7.8750%  | 0.0000% | $224000.00         | $213330.88         | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $800000.00         | $822240.00         | Corporate Debt Securities                         |
| MED COMMERCIAL MTG 2024-MOB    B      20410515 FLT | 2041-05-15      | 6.0231%  | 0.0000% | $14000000.00       | $13931440.07       | Private Label Collateralized Mortgage Obligations |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $591000.00         | $646022.10         | Corporate Debt Securities                         |
| INSTALLED BLDG PRODS INC       SR GLBL 144A 28     | 2028-02-01      | 5.7500%  | 0.0000% | $87000.00          | $88183.63          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 4.3%43        | 2043-02-15      | 4.3000%  | 0.0000% | $2035000.00        | $1481780.73        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51    | 2051-06-10      | 5.5000%  | 0.0000% | $448000.00         | $384347.66         | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 4%31     | 2031-06-15      | 4.0000%  | 0.0000% | $52000.00          | $49899.78          | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 31     | 2031-06-01      | 4.5000%  | 0.0000% | $529000.00         | $513077.10         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR GLBL 144A 30     | 2030-02-01      | 7.0000%  | 0.0000% | $70000.00          | $73062.50          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29       | 2029-02-01      | 5.7500%  | 0.0000% | $88000.00          | $90875.42          | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.6%013129       | 2029-01-31      | 4.6000%  | 0.0000% | $165000.00         | $170326.20         | Corporate Debt Securities                         |
| INDIANA UNIV HEALTH INC        SR -2021A BD 51     | 2051-11-01      | 2.8520%  | 0.0000% | $110000.00         | $73042.20          | Corporate Debt Securities                         |
| JACOBS ENGR GROUP INC          SR GLBL NT5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $17000.00          | $18051.51          | Corporate Debt Securities                         |
| INFRABUILD AUSTRALIA PTY LTD   SR 144A NT 28       | 2028-11-15      | 14.5000% | 0.0000% | $60000.00          | $68428.70          | Corporate Debt Securities                         |
| KOBE US MIDCO 2 INCORPORATED   SR SEC PIK 26       | 2026-11-01      | 9.2500%  | 0.0000% | $205000.00         | $191162.50         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2018-8        A-3    20490125 FLT | 2049-01-25      | 4.0000%  | 0.0000% | $16000000.00       | $460074.64         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2021-GSA3       E      20541217 2.2 | 2054-12-17      | 2.2500%  | 0.0000% | $5000000.00        | $2615560.00        | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL FLT NT 28      | 2028-10-15      | 4.8362%  | 0.0000% | $4579000.00        | $4639816.54        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-06-15      | 4.3870%  | 0.0000% | $90000.00          | $91511.38          | Corporate Debt Securities                         |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 27     | 2027-12-01      | 5.2500%  | 0.0000% | $7473000.00        | $7629970.37        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP     | 2500-12-31      | 3.6500%  | 0.0000% | $264000.00         | $260745.54         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.8%050137       | 2037-05-01      | 5.8000%  | 0.0000% | $2054000.00        | $2270306.74        | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 30       | 2030-06-30      | 2.9500%  | 0.0000% | $95000.00          | $90484.97          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.15%110145      | 2045-11-01      | 4.1500%  | 0.0000% | $55000.00          | $47117.40          | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC NT 41        | 2041-04-15      | 5.6380%  | 0.0000% | $33000.00          | $33549.64          | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 5%35     | 2035-05-20      | 5.0000%  | 0.0000% | $49000.00          | $51149.25          | Corporate Debt Securities                         |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.5885% | 0.0000% | $11510000.00       | $12065933.00       | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH HEALTH    SR -2021A BD 51     | 2051-10-01      | 2.7000%  | 0.0000% | $3375000.00        | $2052303.75        | Corporate Debt Securities                         |
| PROVIDENT FDG MTG TR 2021-1    A-2    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $2000000.00        | $1263419.94        | Private Label Collateralized Mortgage Obligations |
| QORVO INC                      SR GLBL 144A 31     | 2031-04-01      | 3.3750%  | 0.0000% | $250000.00         | $231015.62         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28    | 2028-12-06      | 9.2185%  | 0.0000% | $2050000.00        | $2139790.00        | Corporate Debt Securities                         |
| KEN GARFF AUTOMOTIVE LLC       SR GLBL 144A 28     | 2028-09-15      | 4.8750%  | 0.0000% | $95000.00          | $93805.77          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          4.3%28              | 2028-03-01      | 4.3000%  | 0.0000% | $562000.00         | $568258.81         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -A 56    | 2056-03-15      | 5.8750%  | 0.0000% | $3300000.00        | $3304941.29        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 50       | 2050-06-03      | 6.7500%  | 0.0000% | $448000.00         | $442620.64         | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 29     | 2029-07-15      | 4.0000%  | 0.0000% | $3073000.00        | $2811726.71        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   A-4    20510925 2.5 | 2051-09-25      | 2.5000%  | 0.0000% | $2527300.00        | $1517499.32        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-NQM2R   A-1    20581025 FLT | 2058-10-25      | 0.9405%  | 0.0000% | $692196.00         | $101736.44         | Private Label Collateralized Mortgage Obligations |
| NOVA CHEMICALS CORP MTN BE     SR SEC GLBL 28      | 2028-11-15      | 8.5000%  | 0.0000% | $530000.00         | $576861.72         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $7876000.00        | $8576351.42        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.449%072029     | 2029-07-20      | 5.4490%  | 0.0000% | $326000.00         | $341340.74         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-4         A-1    20570525 FLT | 2057-05-25      | 4.0000%  | 0.0000% | $21692000.00       | $2775037.68        | Private Label Collateralized Mortgage Obligations |
| OBX  TR 2025-NQM13             A-1    20650525 FLT | 2065-05-25      | 5.4410%  | 0.0000% | $39694000.00       | $37225704.97       | Private Label Collateralized Mortgage Obligations |
| OWENS CORNING NEW              SR GLBL NT 30       | 2030-06-01      | 3.8750%  | 0.0000% | $97000.00          | $96569.89          | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           B-4    20511125 FLT | 2051-11-25      | 3.2246%  | 0.0000% | $327000.00         | $244228.80         | Private Label Collateralized Mortgage Obligations |
| OBX  TR 2025-NQM13             M-1    20650525 FLT | 2065-05-25      | 6.2790%  | 0.0000% | $1127000.00        | $1144768.85        | Private Label Collateralized Mortgage Obligations |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $84000.00          | $85901.69          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2019-4       A1     20591025 FLT | 2059-10-25      | 2.9000%  | 0.0000% | $300000.00         | $79066.37          | Private Label Collateralized Mortgage Obligations |
| FIVE 2023-V1 MTG TR 2023-V1    E      20560211 FLT | 2056-02-11      | 6.2956%  | 0.0000% | $2772000.00        | $2597314.98        | Private Label Collateralized Mortgage Obligations |
| FORD FNDTN                     SR -2020 BD 50      | 2050-06-01      | 2.4150%  | 0.0000% | $55000.00          | $34595.14          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%26    | 2026-04-06      | 5.4000%  | 0.0000% | $368000.00         | $371076.48         | Corporate Debt Securities                         |
| GS MTG BACKED TR 2024-PJ7      A25    20541125 FLT | 2054-11-25      | 5.5368%  | 0.0000% | $300000.00         | $195376.86         | Private Label Collateralized Mortgage Obligations |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.3780%  | 0.0000% | $13250000.00       | $13459400.63       | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT2.6%40    | 2040-10-01      | 2.6000%  | 0.0000% | $210000.00         | $156285.50         | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C       SR 144A NT9.5%28    | 2028-06-01      | 9.5000%  | 0.0000% | $10000.00          | $10778.39          | Corporate Debt Securities                         |
| VIASAT INC                     SR SEC GLBL 27      | 2027-04-15      | 5.6250%  | 0.0000% | $30000.00          | $30030.30          | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT28    | 2028-08-15      | 8.0000%  | 0.0000% | $3391000.00        | $3545388.46        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV4   B-4    20511225 FLT | 2051-12-25      | 3.2129%  | 0.0000% | $324000.00         | $241474.12         | Private Label Collateralized Mortgage Obligations |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $70000.00          | $75295.50          | Corporate Debt Securities                         |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $92000.00          | $90040.60          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.7%49    | 2049-11-15      | 3.7000%  | 0.0000% | $23239000.00       | $17587933.64       | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $10267000.00       | $10185368.79       | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2085-11-24      | 6.5000%  | 0.0000% | $10000.00          | $10035.71          | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL REGS 29     | 2029-08-01      | 6.5000%  | 0.0000% | $8000.00           | $8437.28           | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL26    | 2026-02-15      | 6.0500%  | 0.0000% | $2820000.00        | $2863349.67        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.7%31    | 2031-01-15      | 4.7000%  | 0.0000% | $80000.00          | $80713.56          | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $18179.21          | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 26      | 2026-07-31      | 6.6250%  | 0.0000% | $2665000.00        | $2728486.96        | Corporate Debt Securities                         |
| PRPM TRUST 2024-NQM1           A-1    20681225 FLT | 2068-12-25      | 6.2650%  | 0.0000% | $500000.00         | $351079.04         | Private Label Collateralized Mortgage Obligations |
| PUBLIC SVC ELEC & GAS CO       FR 5.125%031553     | 2053-03-15      | 5.1250%  | 0.0000% | $971000.00         | $943742.68         | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $15108000.00       | $15409010.11       | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC REGS NT29    | 2029-09-01      | 10.7500% | 0.0000% | $225000.00         | $222837.00         | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       SR SEC GLBL 29      | 2029-09-30      | 9.0000%  | 0.0000% | $100000.00         | $104297.00         | Corporate Debt Securities                         |
| PROVINCIA DE CORDOBA           GLBL AMZ REGS 27    | 2027-06-01      | 6.9900%  | 0.0000% | $501000.00         | $492829.53         | Corporate Debt Securities                         |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $79000.00          | $78864.78          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-03-09      | 5.0842%  | 0.0000% | $2185000.00        | $2203380.59        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $40997000.00       | $40834446.90       | Corporate Debt Securities                         |
| US BANCORP                     FR 2.375%072226     | 2026-07-22      | 2.3750%  | 0.0000% | $86000.00          | $85617.41          | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2022-INV1    A2     20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $13518240.00       | $9324317.74        | Private Label Collateralized Mortgage Obligations |
| WP CAREY INC                   SR GLBL NT 33       | 2033-04-01      | 2.2500%  | 0.0000% | $1252000.00        | $1051773.90        | Corporate Debt Securities                         |
| VERUS SEC TRUST 2021-3         A-1    20660625 FLT | 2066-06-25      | 1.0460%  | 0.0000% | $25686000.00       | $9096895.06        | Private Label Collateralized Mortgage Obligations |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29     | 2029-05-01      | 4.3750%  | 0.0000% | $35000.00          | $35181.47          | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      SR GLBL REGS 31     | 2031-07-11      | 3.8750%  | 0.0000% | $2961000.00        | $2867677.09        | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 8.8780%  | 0.0000% | $17944000.00       | $18243284.77       | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           GLBL NT 4.75%28     | 2028-01-15      | 4.7500%  | 0.0000% | $285000.00         | $292520.04         | Corporate Debt Securities                         |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 33     | 2033-10-15      | 6.7500%  | 0.0000% | $153000.00         | $156069.18         | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29     | 2029-03-15      | 7.1250%  | 0.0000% | $75000.00          | $78154.81          | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $98000.00          | $89555.99          | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               PERP JR SB 144A     | 2500-12-31      | 6.5000%  | 0.0000% | $100000.00         | $99354.33          | Corporate Debt Securities                         |
| PUGET SOUND ENERGY INC         FR 7%030929         | 2029-03-09      | 7.0000%  | 0.0000% | $1000000.00        | $1075991.11        | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL 29      | 2029-04-15      | 6.8750%  | 0.0000% | $7324000.00        | $3429943.13        | Corporate Debt Securities                         |
| AMC ENTMT HLDGS INC            SR SEC GLBL 29      | 2029-02-15      | 7.5000%  | 0.0000% | $98000.00          | $84801.69          | Corporate Debt Securities                         |
| APH SOM/ APH2/APH3             SR 144A NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $492000.00         | $526422.78         | Corporate Debt Securities                         |
| AIRCASTLE LTD                  PERP JR -A 144A     | 2500-12-31      | 5.2500%  | 0.0000% | $86000.00          | $86169.63          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.9%35      | 2035-11-01      | 4.9000%  | 0.0000% | $1460000.00        | $1449847.32        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 26     | 2026-03-15      | 3.2500%  | 0.0000% | $1533000.00        | $1536637.47        | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $46873.00          | $43325.30          | Corporate Debt Securities                         |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $11038000.00       | $11614054.82       | Corporate Debt Securities                         |
| SWEDBANK AB                    FR 4.998%112029     | 2029-11-20      | 4.9980%  | 0.0000% | $9974000.00        | $10515621.45       | Corporate Debt Securities                         |
| WELLS FARG CML MTG TR 2024-5C2 A-2    20571119 5.4 | 2057-11-19      | 5.4390%  | 0.0000% | $125000.00         | $129615.31         | Private Label Collateralized Mortgage Obligations |
| PARAMOUNT GLOBAL               SR DEB 5.25%44      | 2044-04-01      | 5.2500%  | 0.0000% | $930000.00         | $774071.55         | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-GPA2 C      20291115 FLT | 2029-11-15      | 6.2236%  | 0.0000% | $1960000.00        | $1969072.78        | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    SNR NPF REGS 27     | 2027-06-30      | 1.6750%  | 0.0000% | $272000.00         | $268647.15         | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL 144A 29     | 2029-07-01      | 6.8750%  | 0.0000% | $1008000.00        | $1068768.96        | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT3.4%51    | 2051-03-15      | 3.4000%  | 0.0000% | $85000.00          | $60221.18          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28    | 2028-06-01      | 3.7000%  | 0.0000% | $83000.00          | $82502.55          | Corporate Debt Securities                         |
| CABLEVISION LIGHTPATH LLC      SR SEC GLBL 27      | 2027-09-15      | 3.8750%  | 0.0000% | $13352000.00       | $13136517.26       | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL 144A 33     | 2033-02-13      | 7.2500%  | 0.0000% | $635000.00         | $279721.91         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL 144A 30     | 2030-01-31      | 4.5000%  | 0.0000% | $1600000.00        | $687856.00         | Corporate Debt Securities                         |
| BOEING CO                      3.45%28             | 2028-11-01      | 3.4500%  | 0.0000% | $3571000.00        | $3558858.60        | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-AIRC A      20410815 FLT | 2041-08-15      | 5.7234%  | 0.0000% | $15142000.00       | $14238392.88       | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48    | 2048-07-15      | 3.8000%  | 0.0000% | $80000.00          | $63068.71          | Corporate Debt Securities                         |
| CF HIPPOLYTA ISSUER LLC 2021-1 A-1    20610315 1.5 | 2061-03-15      | 1.5300%  | 0.0000% | $2000000.00        | $1556672.68        | Private Label Collateralized Mortgage Obligations |
| BRAVO RSDENTL FDG TR 2022-NQM1 A-3    20610925 FLT | 2061-09-25      | 4.0860%  | 0.0000% | $1910000.00        | $991041.74         | Private Label Collateralized Mortgage Obligations |
| ALABAMA PWR CO                 SR -2011C NT 41     | 2041-06-01      | 5.2000%  | 0.0000% | $20000.00          | $20303.13          | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 27       | 2027-04-01      | 3.6250%  | 0.0000% | $54000.00          | $53357.44          | Corporate Debt Securities                         |
| CIM TRUST 2020-R2              M3     20591025 FLT | 2059-10-25      | 3.0000%  | 0.0000% | $4100000.00        | $3211448.00        | Private Label Collateralized Mortgage Obligations |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-02-01      | 4.2500%  | 0.0000% | $2548000.00        | $2347663.50        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B19      C      20530917 FLT | 2053-09-17      | 3.2110%  | 0.0000% | $12400000.00       | $9462723.14        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR9                A-S    20570817 FLT | 2057-08-17      | 6.1822%  | 0.0000% | $400000.00         | $419559.93         | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51    | 2051-01-15      | 2.5000%  | 0.0000% | $48000.00          | $30051.41          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.2%30    | 2030-10-15      | 4.2000%  | 0.0000% | $89000.00          | $89227.25          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-05-30      | 7.2500%  | 0.0000% | $15861000.00       | $13670093.63       | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $479000.00         | $359750.55         | Corporate Debt Securities                         |
| BOISE CASCADE CO DEL           SR GLBL 144A 30     | 2030-07-01      | 4.8750%  | 0.0000% | $172000.00         | $172600.28         | Corporate Debt Securities                         |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.3600%  | 0.0000% | $13450000.00       | $13841395.00       | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 32       | 2032-03-15      | 2.8750%  | 0.0000% | $50000.00          | $46907.68          | Corporate Debt Securities                         |
| BANK5 2025-5YR14               B      20580417 FLT | 2058-04-17      | 6.4740%  | 0.0000% | $500000.00         | $525842.00         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 2.087%061429     | 2029-06-14      | 2.0870%  | 0.0000% | $98000.00          | $93795.04          | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL COCO 29        | 2029-02-25      | 5.0860%  | 0.0000% | $226000.00         | $231953.53         | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.3780% | 0.0000% | $10560000.00       | $11346720.00       | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       SR SEC GLBL 27      | 2027-11-15      | 11.7500% | 0.0000% | $69000.00          | $76454.80          | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $2178000.00        | $2110763.93        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 13.5885% | 0.0000% | $4750000.00        | $5010775.00        | Corporate Debt Securities                         |
| DEALER TIRE LLC                SR GLBL 144A 28     | 2028-02-01      | 8.0000%  | 0.0000% | $40000.00          | $39570.00          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 28       | 2028-03-15      | 4.1250%  | 0.0000% | $2422000.00        | $2393543.52        | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 144A 28     | 2028-03-15      | 6.1000%  | 0.0000% | $10000.00          | $10152.04          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $2608000.00        | $2606652.53        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 45      | 2045-04-01      | 4.1500%  | 0.0000% | $99000.00          | $85150.72          | Corporate Debt Securities                         |
| BX CM MTG 2021-VOLT            B      20360915 FLT | 2036-09-15      | 5.0967%  | 0.0000% | $2258000.00        | $2191215.45        | Private Label Collateralized Mortgage Obligations |
| CIVITAS RESOURCES INC          SR GLBL 144A 26     | 2026-10-15      | 5.0000%  | 0.0000% | $1418000.00        | $1414982.81        | Corporate Debt Securities                         |
| EMORY UNIVERSITY               SR -2020A BD 50     | 2050-09-01      | 2.9690%  | 0.0000% | $1826000.00        | $1247410.60        | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      SR SEC GLBL 30      | 2030-07-15      | 6.6250%  | 0.0000% | $467000.00         | $488765.44         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34     | 2034-01-31      | 4.8500%  | 0.0000% | $84000.00          | $86231.46          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 29       | 2029-06-15      | 5.4500%  | 0.0000% | $981000.00         | $1012292.81        | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $2512000.00        | $2443367.97        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.972%072152     | 2052-07-21      | 2.9720%  | 0.0000% | $127000.00         | $86289.59          | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 15.6200% | 0.0000% | $2750000.00        | $2998325.00        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2021-B29 A-5    20540917 FLT | 2054-09-17      | 2.3879%  | 0.0000% | $25000.00          | $22211.72          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B30      D      20541118 FLT | 2054-11-18      | 2.0000%  | 0.0000% | $1500000.00        | $913703.50         | Private Label Collateralized Mortgage Obligations |
| ENPRO INC                      SR GLBL 144A 33     | 2033-06-01      | 6.1250%  | 0.0000% | $4352000.00        | $4569343.72        | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 32       | 2032-06-15      | 2.3500%  | 0.0000% | $91000.00          | $81029.84          | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12452000.00       | $12295658.22       | Corporate Debt Securities                         |
| CARS COM INC                   SR GLBL 144A 28     | 2028-11-01      | 6.3750%  | 0.0000% | $150000.00         | $154983.75         | Corporate Debt Securities                         |
| MOTION FINCO S A R L           SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $6395000.00        | $5393796.14        | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 29       | 2029-02-15      | 7.3750%  | 0.0000% | $624000.00         | $652641.25         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     A1     20691025 FLT | 2069-10-25      | 3.2500%  | 0.0000% | $11953000.00       | $2662048.40        | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               SR GLBL NT3.5%31    | 2031-04-15      | 3.5000%  | 0.0000% | $64000.00          | $61007.72          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $1691000.00        | $1686504.05        | Corporate Debt Securities                         |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $1663000.00        | $1667802.37        | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28      | 2028-07-15      | 5.2500%  | 0.0000% | $3001000.00        | $3029474.49        | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.3800% | 0.0000% | $4270000.00        | $4404078.00        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $207000.00         | $203697.66         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 28       | 2028-10-27      | 3.8750%  | 0.0000% | $884000.00         | $879186.87         | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           A-6A   20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $1255720.00        | $718241.12         | Private Label Collateralized Mortgage Obligations |
| UBS COMM MTG TR 2019-C17       D      20521018 FLT | 2052-10-18      | 2.5000%  | 0.0000% | $5325000.00        | $4233829.40        | Private Label Collateralized Mortgage Obligations |
| MS RESI MTG LN TR 2025-NQM7    A-1    20700925 FLT | 2070-09-25      | 4.9840%  | 0.0000% | $4000000.00        | $3973858.90        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-VIS1     A-2    20550825 FLT | 2055-08-25      | 5.6950%  | 0.0000% | $16251000.00       | $15535782.49       | Private Label Collateralized Mortgage Obligations |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 11.1300% | 0.0000% | $3300000.00        | $3501665.75        | Corporate Debt Securities                         |
| OPTICS BIDCO S P A             SR SEC GLBL 34      | 2034-09-30      | 6.0000%  | 0.0000% | $1080000.00        | $1021971.60        | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $1099000.00        | $1104623.22        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 29     | 2029-07-15      | 3.7500%  | 0.0000% | $479000.00         | $429261.44         | Corporate Debt Securities                         |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $122000.00         | $130645.56         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $9699000.00        | $9809746.41        | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C33 A-4    20481217 3.7 | 2048-12-17      | 3.7697%  | 0.0000% | $220000.00         | $55458.42          | Private Label Collateralized Mortgage Obligations |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $80000.00          | $78315.53          | Corporate Debt Securities                         |
| J P MRGN MTG TR 2025-DSC1      A2     20650825 FLT | 2065-08-25      | 5.8300%  | 0.0000% | $5000000.00        | $4831471.25        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-ASH8 A      20350215 FLT | 2035-02-15      | 5.1300%  | 0.0000% | $703000.00         | $574005.55         | Private Label Collateralized Mortgage Obligations |
| GOEASY LTD                     SR GLBL 144A 30     | 2030-05-15      | 6.8750%  | 0.0000% | $328000.00         | $331696.70         | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $70000.00          | $69857.55          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2025E 55    | 2055-10-01      | 5.5000%  | 0.0000% | $29000.00          | $29262.42          | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR NT 4.15%43       | 2043-02-15      | 4.1500%  | 0.0000% | $190000.00         | $162131.01         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29    | 2029-08-08      | 3.9000%  | 0.0000% | $266000.00         | $260520.84         | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 10.1300% | 0.0000% | $607000.00         | $638971.87         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          GLBL NT 5.4%34      | 2034-02-01      | 5.4000%  | 0.0000% | $33000.00          | $34459.92          | Corporate Debt Securities                         |
| GWT COMMERCIAL MTG 2024-WLF2   B      20410515 FLT | 2041-05-15      | 6.1728%  | 0.0000% | $601000.00         | $604149.51         | Private Label Collateralized Mortgage Obligations |
| GS MTG BCD SECS TR 2024-PJ1    A-15   20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $250000.00         | $93820.69          | Private Label Collateralized Mortgage Obligations |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31     | 2031-01-12      | 3.2000%  | 0.0000% | $445000.00         | $407268.45         | Corporate Debt Securities                         |
| LEGACY MTG ASST TR 2020-RPL1   A-2    20590925 FLT | 2059-09-25      | 3.2500%  | 0.0000% | $515000.00         | $470399.63         | Private Label Collateralized Mortgage Obligations |
| LIFE 2021-BMR MORTGAGE TRUST   C      20380315 FLT | 2038-03-15      | 5.2465%  | 0.0000% | $12840000.00       | $1367702.13        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30    | 2030-02-07      | 2.6000%  | 0.0000% | $51000.00          | $48090.79          | Corporate Debt Securities                         |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $925000.00         | $1000320.82        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -A-20251 144A 28    | 2028-07-07      | 14.3462% | 0.0000% | $5500000.00        | $5897650.00        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-06-01      | 2.6500%  | 0.0000% | $148000.00         | $137979.17         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.7%55    | 2055-03-15      | 5.7000%  | 0.0000% | $5878000.00        | $6192551.37        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 30       | 2030-05-15      | 4.2500%  | 0.0000% | $16000.00          | $16266.36          | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 30     | 2030-03-15      | 5.8750%  | 0.0000% | $292000.00         | $297154.90         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR NT 5.75%28       | 2028-06-01      | 5.7500%  | 0.0000% | $25765000.00       | $27135139.76       | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $15000.00          | $13782.27          | Corporate Debt Securities                         |
| TRANSOCEAN TITAN FING LTD      SR SEC GLBL 28      | 2028-02-01      | 8.3750%  | 0.0000% | $1765000.00        | $1499442.53        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL NT 26       | 2026-04-17      | 4.5500%  | 0.0000% | $251000.00         | $251880.17         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   B-3    20510825 FLT | 2051-08-25      | 3.1493%  | 0.0000% | $237000.00         | $181102.83         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV2   B-1    20510925 FLT | 2051-09-25      | 3.2370%  | 0.0000% | $347293.00         | $270255.32         | Private Label Collateralized Mortgage Obligations |
| USI INC                        SR 144A NT7.5%32    | 2032-01-15      | 7.5000%  | 0.0000% | $17000.00          | $17996.26          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   A-9    20510825 FLT | 2051-08-25      | 5.0000%  | 0.0000% | $3748000.00        | $2641499.66        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV5   A-9    20520125 FLT | 2052-01-25      | 5.0000%  | 0.0000% | $575400.00         | $420146.29         | Private Label Collateralized Mortgage Obligations |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-3    20620425 FLT | 2062-04-25      | 3.9837%  | 0.0000% | $1238000.00        | $855759.72         | Private Label Collateralized Mortgage Obligations |
| PIKE CORP                      SR 144A NT 31       | 2031-01-31      | 8.6250%  | 0.0000% | $39000.00          | $42476.95          | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A VR 144A NT 26    | 2026-01-07      | 16.8385% | 0.0000% | $5560000.00        | $5754023.87        | Corporate Debt Securities                         |
| MONA LISA RE LTD               -A-20251 144A 29    | 2029-01-08      | 11.8800% | 0.0000% | $8000000.00        | $8268000.00        | Corporate Debt Securities                         |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33     | 2033-09-15      | 10.0000% | 0.0000% | $37000.00          | $38081.80          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.466%011835     | 2035-01-18      | 5.4660%  | 0.0000% | $50000.00          | $52852.94          | Corporate Debt Securities                         |
| PMT LOAN TR 2024-INV1          A-3    20591025 FLT | 2059-10-25      | 5.5000%  | 0.0000% | $145000.00         | $132445.53         | Private Label Collateralized Mortgage Obligations |
| PETROLEOS MEXICANOS            FR 6.75%092147      | 2047-09-21      | 6.7500%  | 0.0000% | $1920000.00        | $1592472.00        | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 2%31     | 2031-02-15      | 2.0000%  | 0.0000% | $96000.00          | $85618.77          | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR SEC GLBL 31      | 2031-02-15      | 7.3750%  | 0.0000% | $75000.00          | $82016.77          | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 31     | 2031-09-01      | 5.8750%  | 0.0000% | $100000.00         | $56670.17          | Corporate Debt Securities                         |
| NYC COMMERCIAL MTG TR 2025-11X C      20401015 FLT | 2040-10-15      | 6.5420%  | 0.0000% | $359000.00         | $358910.09         | Private Label Collateralized Mortgage Obligations |
| QVC INC                        SR SEC NT5.95%43    | 2043-03-15      | 5.9500%  | 0.0000% | $2400000.00        | $1098318.67        | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 31     | 2031-06-01      | 7.1250%  | 0.0000% | $3955000.00        | $4245761.71        | Corporate Debt Securities                         |
| WBI OPER LLC                   SR 144A NT6.5%33    | 2033-10-15      | 6.5000%  | 0.0000% | $4700000.00        | $4715340.28        | Corporate Debt Securities                         |
| OFFICE PPTYS INCOME TR         SR SEC GLBL 27      | 2027-03-15      | 3.2500%  | 0.0000% | $35000.00          | $27458.74          | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         GLBL NT 2.85%51     | 2051-12-01      | 2.8500%  | 0.0000% | $84000.00          | $55058.22          | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $25000.00          | $25606.90          | Corporate Debt Securities                         |
| RATE MORTGAGE TRUST 2024-J1    B-3    20540725 FLT | 2054-07-25      | 6.4636%  | 0.0000% | $2974000.00        | $2289290.45        | Private Label Collateralized Mortgage Obligations |
| GUARA NORTE SARL               SR SEC GLBL 34      | 2034-06-15      | 5.1980%  | 0.0000% | $301000.00         | $231884.88         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50     | 2050-01-23      | 7.6900%  | 0.0000% | $363000.00         | $334667.95         | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR13        A-1A1  20451025 FLT | 2045-10-25      | 4.6855%  | 0.0000% | $10590000.00       | $193637.35         | Private Label Collateralized Mortgage Obligations |
| PETROLEOS MEXICANOS            SR GLBL -C NT 26    | 2026-01-23      | 4.5000%  | 0.0000% | $374000.00         | $376866.71         | Corporate Debt Securities                         |
| PRG WONDER PLAZA PPTYS INC     NT 6.25%27          | 2027-01-22      | 0.0000%  | 0.0000% | $14260000.00       | $14514091.81       | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $39000.00          | $39594.66          | Corporate Debt Securities                         |
| QORVO INC                      SR GLBL NT 29       | 2029-10-15      | 4.3750%  | 0.0000% | $57000.00          | $56201.68          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 5.625%41      | 2041-09-01      | 5.6250%  | 0.0000% | $80000.00          | $80842.00          | Corporate Debt Securities                         |
| MSWF COML MTG TR 2023-2        A-5    20561215 FLT | 2056-12-15      | 6.0140%  | 0.0000% | $147000.00         | $159818.64         | Private Label Collateralized Mortgage Obligations |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT29    | 2029-11-15      | 4.5000%  | 0.0000% | $21000.00          | $20967.87          | Corporate Debt Securities                         |
| URBAN ONE INC                  SR SEC GLBL 28      | 2028-02-01      | 7.3750%  | 0.0000% | $801000.00         | $425280.94         | Corporate Debt Securities                         |
| RUMO LUXEMBOURG S A R L        SR GLBL REGS 28     | 2028-01-10      | 5.2500%  | 0.0000% | $720000.00         | $726402.00         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL FL 66    | 2066-11-01      | 7.5753%  | 0.0000% | $67000.00          | $67992.85          | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT 30       | 2030-02-15      | 3.2500%  | 0.0000% | $2082000.00        | $2004239.61        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.2%27    | 2027-04-18      | 5.2000%  | 0.0000% | $423000.00         | $429424.43         | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31       | 2031-04-01      | 4.3750%  | 0.0000% | $985000.00         | $957652.30         | Corporate Debt Securities                         |
| EXTENDED STAY AMER TR 2025-ESH D      20421015 FLT | 2042-10-15      | 6.7500%  | 0.0000% | $2105000.00        | $2125063.81        | Private Label Collateralized Mortgage Obligations |
| CWHEQ REV HEQ RES 2006-RES     05D1A  20351115 FLT | 2035-11-15      | 4.3367%  | 0.0000% | $20150000.00       | $98113.51          | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.5000%  | 0.0000% | $5000000.00        | $5032583.33        | Corporate Debt Securities                         |
| FMC CORP                       SUB GLBL NT 55      | 2055-11-01      | 8.4500%  | 0.0000% | $668000.00         | $693736.18         | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 2.75%27     | 2027-03-15      | 2.7500%  | 0.0000% | $22000.00          | $21673.39          | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT6.5%33    | 2033-11-21      | 6.5000%  | 0.0000% | $212000.00         | $235536.00         | Corporate Debt Securities                         |
| TRUIST BK                      SUB GLBL J NT 26    | 2026-10-30      | 3.8000%  | 0.0000% | $15430000.00       | $15379235.30       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-02-13      | 5.1740%  | 0.0000% | $287000.00         | $297977.85         | Corporate Debt Securities                         |
| CHARLES RIV RE LTD             -20241 VR 144A27    | 2027-05-10      | 11.5020% | 0.0000% | $950000.00         | $1014799.03        | Corporate Debt Securities                         |
| CITIGROUP INC                  ALT TIER I PERP     | 2500-12-31      | 4.1500%  | 0.0000% | $100000.00         | $99027.11          | Corporate Debt Securities                         |
| CINCINNATI BELL TEL CO MTN BE  SR GLBL DB6.3%28    | 2028-12-01      | 6.3000%  | 0.0000% | $83000.00          | $84971.25          | Corporate Debt Securities                         |

### Security 667: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.540000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLK27, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BLK27
- **C.18 - Value (incl. sponsor support):** $200206228.00
- **C.18.a - Value (excl. sponsor support):** $200206228.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **Characteristics:** C.9 Eligible 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GLENCORE FDG LLC               GLBL 144A NT 30  | 2030-04-01      | 5.1860%  | 0.0000% | $900000.00         | $930466.50         | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 55  | 2055-05-01      | 5.7000%  | 0.0000% | $16000.00          | $17024.93          | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 52  | 2052-04-14      | 6.2000%  | 0.0000% | $5695000.00        | $5915371.19        | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 34  | 2034-04-26      | 5.5000%  | 0.0000% | $35065000.00       | $36956094.41       | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.5%26 | 2026-12-15      | 4.5000%  | 0.0000% | $953000.00         | $971249.95         | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34   | 2034-02-05      | 4.9000%  | 0.0000% | $316000.00         | $323748.14         | Corporate Debt Securities |
| HANOVER INS GROUP INC          SR GLBL NT2.5%30 | 2030-09-01      | 2.5000%  | 0.0000% | $20000.00          | $18205.53          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.8%28 | 2028-07-15      | 4.8000%  | 0.0000% | $2991000.00        | $3086183.59        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 27    | 2027-04-15      | 3.7500%  | 0.0000% | $2997000.00        | $2984882.13        | Corporate Debt Securities |
| NORTHWEST PIPELINE CORP        4%27             | 2027-04-01      | 4.0000%  | 0.0000% | $49000.00          | $49028.58          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 4%42  | 2042-09-30      | 4.0000%  | 0.0000% | $26000.00          | $22361.91          | Corporate Debt Securities |
| DRAWBRIDGE SPL OPPORTUNITIES   SR 144A NT 30    | 2030-09-17      | 5.9500%  | 0.0000% | $424000.00         | $413125.34         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 7.4328%  | 0.0000% | $5026000.00        | $5097476.67        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | 0.0000% | $35000.00          | $29488.67          | Corporate Debt Securities |
| DELL INC                       6.5%38           | 2038-04-15      | 6.5000%  | 0.0000% | $301000.00         | $330738.47         | Corporate Debt Securities |
| CREDIT SUISSE USA INC          BD 7.125%32      | 2032-07-15      | 7.1250%  | 0.0000% | $614000.00         | $717034.83         | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $191000.00         | $205328.82         | Corporate Debt Securities |
| DIAGEO INVT CORP               SR NT 4.25%42    | 2042-05-11      | 4.2500%  | 0.0000% | $227000.00         | $203953.01         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.5%31 | 2031-01-15      | 4.5000%  | 0.0000% | $25000.00          | $25852.12          | Corporate Debt Securities |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT2.9%33 | 2033-12-01      | 2.9000%  | 0.0000% | $650000.00         | $563188.17         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 51    | 2051-12-15      | 3.4500%  | 0.0000% | $2000.00           | $1434.79           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-01-28      | 5.5360%  | 0.0000% | $27730000.00       | $29286521.87       | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 42    | 2042-02-01      | 4.1250%  | 0.0000% | $450000.00         | $400208.62         | Corporate Debt Securities |
| HCA INC.                       5.875%29         | 2029-02-01      | 5.8750%  | 0.0000% | $871000.00         | $920043.83         | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR -H NT3.375%29 | 2029-12-15      | 3.3750%  | 0.0000% | $984000.00         | $948635.04         | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%29   | 2029-02-05      | 4.6000%  | 0.0000% | $750000.00         | $768968.33         | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL COCO 30  | 2030-09-11      | 4.8580%  | 0.0000% | $725000.00         | $737725.40         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024B 34 | 2034-06-01      | 5.2000%  | 0.0000% | $2000.00           | $2046.35           | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 27    | 2027-02-01      | 1.3500%  | 0.0000% | $100000.00         | $96796.50          | Corporate Debt Securities |
| GUARDIAN LIFE INS CO AMER      SUB 144A NT 77   | 2077-01-24      | 4.8500%  | 0.0000% | $755000.00         | $654085.23         | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 32    | 2032-12-15      | 5.2500%  | 0.0000% | $6000.00           | $6295.88           | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL VVV BD30 | 2030-10-01      | 1.7000%  | 0.0000% | $14000.00          | $12414.59          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT3.8%29 | 2029-09-18      | 3.8000%  | 0.0000% | $9000.00           | $8985.86           | Corporate Debt Securities |
| PG&E RECOVERY FDG LLC          EXTND SR SEC 40  | 2040-01-15      | 5.2560%  | 0.0000% | $1000000.00        | $1046006.00        | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 31  | 2031-04-23      | 2.2500%  | 0.0000% | $19094000.00       | $17299116.27       | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR GLBL 144A 29  | 2029-10-15      | 4.4000%  | 0.0000% | $80000.00          | $78706.04          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-10-21      | 1.9480%  | 0.0000% | $22290000.00       | $21814356.17       | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT5.5%34 | 2034-02-01      | 5.5000%  | 0.0000% | $306000.00         | $321046.02         | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD 54    | 2054-07-01      | 5.5500%  | 0.0000% | $10000.00          | $10387.30          | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.1%30 | 2030-03-17      | 5.1000%  | 0.0000% | $5000.00           | $5160.82           | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL 19  SR REGS NT 29    | 2029-04-11      | 3.6250%  | 0.0000% | $280000.00         | $275512.49         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 27    | 2027-09-01      | 3.1200%  | 0.0000% | $250000.00         | $247677.50         | Corporate Debt Securities |
| BOSTON GAS CO                  SR GLBL 144A 35  | 2035-01-10      | 5.8430%  | 0.0000% | $3000.00           | $3238.91           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 36 | 2036-01-24      | 6.0200%  | 0.0000% | $1515000.00        | $1612021.44        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33    | 2033-09-15      | 5.0500%  | 0.0000% | $77000.00          | $80017.84          | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M BD-LLL6.35%38 | 2038-08-15      | 6.3500%  | 0.0000% | $215000.00         | $242263.19         | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 28    | 2028-12-15      | 2.2500%  | 0.0000% | $4000.00           | $3808.16           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.7%26 | 2026-01-12      | 3.7000%  | 0.0000% | $686000.00         | $692841.33         | Corporate Debt Securities |
| COMERICA INC                   SR GLBL NT 30    | 2030-01-30      | 5.9820%  | 0.0000% | $10802000.00       | $11402321.15       | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 33    | 2033-03-17      | 3.7850%  | 0.0000% | $176000.00         | $168434.84         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 30    | 2030-07-26      | 5.2470%  | 0.0000% | $2755000.00        | $2869707.87        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $5000.00           | $5749.45           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 35    | 2035-06-15      | 5.8750%  | 0.0000% | $139000.00         | $155549.96         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $5600000.00        | $4625170.67        | Corporate Debt Securities |
| CNOOC PETROLEUM NORTH AMERICA  SR GLBL NT6.4%37 | 2037-05-15      | 6.4000%  | 0.0000% | $15775000.00       | $19204222.08       | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $16139.08          | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55 | 2055-06-15      | 6.0000%  | 0.0000% | $25000.00          | $27083.75          | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR NT 6.875%28   | 2028-11-15      | 6.8750%  | 0.0000% | $2000.00           | $2212.36           | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $225000.00         | $227206.87         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 30    | 2030-09-15      | 1.3750%  | 0.0000% | $238000.00         | $209156.05         | Corporate Debt Securities |
| ATHENE GLOBAL FDG              144A NT 5.526%31 | 2031-07-11      | 5.5260%  | 0.0000% | $3950000.00        | $4130337.25        | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 27    | 2027-03-01      | 5.1250%  | 0.0000% | $852000.00         | $869723.02         | Corporate Debt Securities |
| AON CORP                       SR GLBL NT4.5%28 | 2028-12-15      | 4.5000%  | 0.0000% | $3000.00           | $3081.48           | Corporate Debt Securities |
| ALABAMA PWR CO                 GLBL 2021B NT 52 | 2052-03-15      | 3.0000%  | 0.0000% | $93000.00          | $62618.14          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 34    | 2034-01-15      | 6.1250%  | 0.0000% | $18000.00          | $19941.56          | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $30000.00          | $30225.51          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     4.4%27           | 2027-07-13      | 4.4000%  | 0.0000% | $82000.00          | $83130.78          | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 35    | 2035-03-01      | 4.8500%  | 0.0000% | $9049000.00        | $9097442.31        | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT3.2%29 | 2029-08-15      | 3.2000%  | 0.0000% | $10000.00          | $9528.66           | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT2.5%32 | 2032-11-15      | 2.5000%  | 0.0000% | $20000.00          | $16855.76          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-01-16      | 3.0170%  | 0.0000% | $55000.00          | $54897.13          | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT2.9%30 | 2030-03-15      | 2.9000%  | 0.0000% | $23000.00          | $21554.81          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 32 | 2032-03-30      | 2.4000%  | 0.0000% | $12000.00          | $10682.76          | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30  | 2030-05-15      | 5.4500%  | 0.0000% | $3300000.00        | $3492255.25        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 34    | 2034-11-15      | 5.4500%  | 0.0000% | $398000.00         | $408240.76         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38 | 2038-11-15      | 8.8750%  | 0.0000% | $80000.00          | $111520.29         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 27 | 2027-03-15      | 3.5000%  | 0.0000% | $12000.00          | $11964.75          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26 | 2026-11-16      | 3.5000%  | 0.0000% | $8000.00           | $8090.65           | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2009A NT6%39 | 2039-03-01      | 6.0000%  | 0.0000% | $160000.00         | $175099.20         | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT 26    | 2026-06-15      | 4.1250%  | 0.0000% | $121000.00         | $122752.48         | Corporate Debt Securities |
| EQUITABLE HLDGS INC            SR 144A NT 29    | 2029-02-15      | 4.5720%  | 0.0000% | $785000.00         | $795763.92         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42     | 2042-05-15      | 4.4000%  | 0.0000% | $71000.00          | $68140.75          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33 | 2033-09-11      | 4.8930%  | 0.0000% | $266000.00         | $272843.07         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34  | 2034-01-31      | 4.8500%  | 0.0000% | $674000.00         | $691904.81         | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 4.05%30  | 2030-07-01      | 4.0500%  | 0.0000% | $2996000.00        | $2982697.76        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 29  | 2029-02-15      | 5.0000%  | 0.0000% | $100000.00         | $103643.56         | Corporate Debt Securities |
| CHEVRON PHILLIPS CHEM CO LLC   SR 144A NT3.7%28 | 2028-06-01      | 3.7000%  | 0.0000% | $30000.00          | $30068.90          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT3.1%27 | 2027-05-17      | 3.1000%  | 0.0000% | $4000.00           | $4016.65           | Corporate Debt Securities |
| GLOBE LIFE INC                 SR GLBL NT 34    | 2034-09-15      | 5.8500%  | 0.0000% | $10000.00          | $10594.45          | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 4%25  | 2025-11-15      | 4.0000%  | 0.0000% | $593000.00         | $603617.34         | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL FL NT 28 | 2028-02-26      | 4.7595%  | 0.0000% | $2000.00           | $2020.84           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $361000.00         | $409424.14         | Corporate Debt Securities |
| UNILEVER CAP CORP              GLBL NT 4.25%27  | 2027-08-12      | 4.2500%  | 0.0000% | $540000.00         | $548940.45         | Corporate Debt Securities |
| PACCAR FINANCIAL CORP          SR NT 4%28       | 2028-08-08      | 4.0000%  | 0.0000% | $50000.00          | $50630.61          | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $10399000.00       | $9335856.79        | Corporate Debt Securities |

### Security 668: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BNJV1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BNJV1
- **C.18 - Value (incl. sponsor support):** $499946330.00
- **C.18.a - Value (excl. sponsor support):** $499946330.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| WESTLAKE AT REC TR 2024-1      D      20291015 6.0 | 2029-10-15      | 6.0200%  | 0.0000% | $3205000.00        | $3267585.82        | Asset-Backed Securities |
| LCM LTD 2021-35                D      20341016 FLT | 2034-10-16      | 7.5662%  | 0.0000% | $15000000.00       | $14406640.99       | Asset-Backed Securities |
| PRESTIGE AUTO RECEIVABLES 2023 B      20271215 6.6 | 2027-12-15      | 6.6400%  | 0.0000% | $3215000.00        | $2105756.84        | Asset-Backed Securities |
| NISSAN AUTO REC TR 2024-B      A-2B   20270615 FLT | 2027-06-15      | 4.6137%  | 0.0000% | $20055000.00       | $10532135.85       | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-3        C      20290515 6.4 | 2029-05-15      | 6.4000%  | 0.0000% | $7893000.00        | $7985714.69        | Asset-Backed Securities |
| GLS AUTO REC TR 2021-3         D      20270715 1.4 | 2027-07-15      | 1.4800%  | 0.0000% | $4375000.00        | $1514278.61        | Asset-Backed Securities |
| LENDMARK FDG TR 2024-2         D      20340221 5.6 | 2034-02-21      | 5.6900%  | 0.0000% | $483000.00         | $483497.79         | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 7.0316%  | 0.0000% | $1791734.00        | $1797616.65        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-3 A-3    20270915 6.1 | 2027-09-15      | 6.1200%  | 0.0000% | $16475000.00       | $452560.11         | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2022-4 A-3    20270816 4.8 | 2027-08-16      | 4.8200%  | 0.0000% | $750000.00         | $169770.91         | Asset-Backed Securities |
| OCP CLO LTD 2021-21R           A-R    20380120 FLT | 2038-01-20      | 5.0644%  | 0.0000% | $1000000.00        | $1000267.47        | Asset-Backed Securities |
| LCM 38 LTD 2022-38R            A-1A-R 20361015 FLT | 2036-10-15      | 5.6545%  | 0.0000% | $350000.00         | $350792.10         | Asset-Backed Securities |
| FORD CR AUTO OWN TR 2022-A     C      20290715 2.1 | 2029-07-15      | 2.1400%  | 0.0000% | $130000.00         | $129774.20         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-4      D      20301216 5.8 | 2030-12-16      | 5.8100%  | 0.0000% | $3242000.00        | $3292160.94        | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      C      20280615 6.2 | 2028-06-15      | 6.2100%  | 0.0000% | $1305000.00        | $960242.31         | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2025-1 A-2    20270915 4.7 | 2027-09-15      | 4.7100%  | 0.0000% | $10800000.00       | $4438384.46        | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2023-5  A      20331215 6.1 | 2033-12-15      | 6.1300%  | 0.0000% | $10000000.00       | $10119924.45       | Asset-Backed Securities |
| BATTERY PK CLO LTD 2019-1R     D-R    20360715 FLT | 2036-07-15      | 7.6545%  | 0.0000% | $1400000.00        | $1398686.82        | Asset-Backed Securities |
| BARINGS CLO LTD 2019-3RR       A-1-RR 20360122 FLT | 2036-01-22      | 5.0244%  | 0.0000% | $1000000.00        | $999955.24         | Asset-Backed Securities |
| BRIDGECREST LEN AUTO 2024-1    C      20290416 5.6 | 2029-04-16      | 5.6500%  | 0.0000% | $2652000.00        | $2679445.84        | Asset-Backed Securities |
| EXETER SELECT AUTOM0BLE 2025-2 A-3    20300815 4.4 | 2030-08-15      | 4.4300%  | 0.0000% | $30000.00          | $30183.00          | Asset-Backed Securities |
| ELARA HGV TIMESHARE 2023-A     A      20380225 6.1 | 2038-02-25      | 6.1600%  | 0.0000% | $200000.00         | $105562.59         | Asset-Backed Securities |
| BENEFIT STREET PARTNERS 2024-3 B      20380125 FLT | 2038-01-25      | 5.5080%  | 0.0000% | $2595000.00        | $2598482.48        | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-2-A  20280218 5.7 | 2028-02-18      | 5.7500%  | 0.0000% | $13395000.00       | $1512895.49        | Asset-Backed Securities |
| EXETER AUTOMOBILE RECEV 2023-1 C      20280215 5.8 | 2028-02-15      | 5.8200%  | 0.0000% | $1780000.00        | $321573.93         | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80R        D-R    20330118 FLT | 2033-01-18      | 6.9816%  | 0.0000% | $1000000.00        | $975045.08         | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 A      20280313 4.8 | 2028-03-13      | 4.8100%  | 0.0000% | $11000000.00       | $2212099.09        | Asset-Backed Securities |
| CIFC FUNDING 2020-1 LTD        A-1-R  20360715 FLT | 2036-07-15      | 5.3162%  | 0.0000% | $2040000.00        | $2046513.18        | Asset-Backed Securities |
| AJAX MORTGAGE LOAN TR 2020-B   A-1    20590525 FLT | 2059-05-25      | 1.6980%  | 0.0000% | $1200000.00        | $399321.84         | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   B      20280612 0.6 | 2028-06-12      | 0.6600%  | 0.0000% | $8400000.00        | $495503.53         | Asset-Backed Securities |
| CNH EQUIPMENT TR 2021-C        B      20290416 1.4 | 2029-04-16      | 1.4100%  | 0.0000% | $300000.00         | $298204.70         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    D      20271210 1.8 | 2027-12-10      | 1.8200%  | 0.0000% | $265000.00         | $262257.43         | Asset-Backed Securities |
| GOLUB  CAP PARTNERS 2025-77B   A-1    20380125 FLT | 2038-01-25      | 5.1080%  | 0.0000% | $26350000.00       | $26371279.02       | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  C      20310515 4.6 | 2031-05-15      | 4.6900%  | 0.0000% | $5250000.00        | $5257331.33        | Asset-Backed Securities |
| PFS FING CORP 2023-C           A      20281016 5.5 | 2028-10-16      | 5.5200%  | 0.0000% | $100000.00         | $101458.63         | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-4 C      20280316 1.3 | 2028-03-16      | 1.3700%  | 0.0000% | $160000.00         | $159471.33         | Asset-Backed Securities |
| PROGRESS RES TRUST 2025-SFR5   C      20421017 4.0 | 2042-10-17      | 4.0000%  | 0.0000% | $3136000.00        | $2998837.63        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      A-3    20270517 5.4 | 2027-05-17      | 5.4400%  | 0.0000% | $1630000.00        | $982785.22         | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2024-A   A-3    20261120 5.3 | 2026-11-20      | 5.3900%  | 0.0000% | $60000.00          | $20769.75          | Asset-Backed Securities |
| BRIDGEST LDG AUT SEC TR 2024-3 D      20300515 5.8 | 2030-05-15      | 5.8300%  | 0.0000% | $15917000.00       | $16149278.55       | Asset-Backed Securities |
| CCG REC TR 2022-1              B      20290716 4.4 | 2029-07-16      | 4.4200%  | 0.0000% | $450000.00         | $450911.80         | Asset-Backed Securities |
| CPS AUTO RCVBLS TR 2021-C      D      20270615 1.6 | 2027-06-15      | 1.6900%  | 0.0000% | $210000.00         | $22829.00          | Asset-Backed Securities |
| AMSR TR 2025-SFR1              C      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1500000.00        | $1401505.25        | Asset-Backed Securities |
| AGL CLO LTD 2022-17R           B-R    20350122 FLT | 2035-01-22      | 5.2700%  | 0.0000% | $1000000.00        | $996513.88         | Asset-Backed Securities |
| AGL CLO LTD 2022-23R           A-1-R  20380420 FLT | 2038-04-20      | 5.0344%  | 0.0000% | $2000000.00        | $2000456.60        | Asset-Backed Securities |
| LCM LTD 2024-42                B      20380115 FLT | 2038-01-15      | 5.7045%  | 0.0000% | $1500000.00        | $1505813.03        | Asset-Backed Securities |
| KKR CLO 2019-25R2 LTD          A-R2   20340715 FLT | 2034-07-15      | 4.8545%  | 0.0000% | $1100000.00        | $1097819.33        | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2399855.00        | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 B      20310218 5.0 | 2031-02-18      | 5.0400%  | 0.0000% | $1586000.00        | $1613128.53        | Asset-Backed Securities |
| KATAYMA CLO 2023-1  LTD        A-1    20361020 FLT | 2036-10-20      | 5.8844%  | 0.0000% | $1255000.00        | $1261134.47        | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2025-A C      20341120 5.3 | 2034-11-20      | 5.3800%  | 0.0000% | $2910000.00        | $2909735.84        | Asset-Backed Securities |
| PROGRESS RES TRUS 2024-SFR4    D      20410718 3.3 | 2041-07-18      | 3.3250%  | 0.0000% | $6000000.00        | $5638943.00        | Asset-Backed Securities |
| HILTON GRAND VAC TR 2023-1     C      20380125 6.9 | 2038-01-25      | 6.9400%  | 0.0000% | $220000.00         | $86873.84          | Asset-Backed Securities |
| EXETER SELECT AUTOMOBIL 2025-3 D      20320517 5.5 | 2032-05-17      | 5.5400%  | 0.0000% | $3000000.00        | $2992545.00        | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      D-R    20370420 FLT | 2037-04-20      | 7.7844%  | 0.0000% | $1000000.00        | $1010468.58        | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    D      20280613 4.8 | 2028-06-13      | 4.8500%  | 0.0000% | $34115000.00       | $4726176.29        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2023-1 D      20290412 6.3 | 2029-04-12      | 6.3500%  | 0.0000% | $700000.00         | $709751.27         | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2025-4    A-3    20301216 3.9 | 2030-12-16      | 3.9700%  | 0.0000% | $4015000.00        | $4005470.40        | Asset-Backed Securities |
| APIDOS CLO 2021-37             A      20341023 FLT | 2034-10-23      | 5.2490%  | 0.0000% | $25000000.00       | $25074306.00       | Asset-Backed Securities |
| CNH EQUIPMENT TRUST 2024-B     A-3    20290917 5.1 | 2029-09-17      | 5.1900%  | 0.0000% | $125000.00         | $127046.33         | Asset-Backed Securities |
| CITIGROUP MTG LOAN 2024-RP2    A-1    20630225 FLT | 2063-02-25      | 4.1000%  | 0.0000% | $1000000.00        | $820230.73         | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $1660000.00        | $137844.63         | Asset-Backed Securities |
| VERIZON MASTER TR 2023-4       A-1A   20290620 5.1 | 2029-06-20      | 5.1600%  | 0.0000% | $180000.00         | $181471.98         | Asset-Backed Securities |
| BCC MIDDLE MARKET CLO 2019-1RR A-2-RR 20360715 FLT | 2036-07-15      | 5.5045%  | 0.0000% | $2000000.00        | $2008270.92        | Asset-Backed Securities |
| AUTONATION FIN TR 2025-1       A-3    20291113 4.6 | 2029-11-13      | 4.6200%  | 0.0000% | $4885000.00        | $4932912.08        | Asset-Backed Securities |
| ARES LXVII CLO LTD 2025-67R    C-R    20380125 FLT | 2038-01-25      | 5.5580%  | 0.0000% | $2950000.00        | $2948104.78        | Asset-Backed Securities |
| ARBYS FUNDING LLC 2020-1       A-2    20500730 3.2 | 2050-07-30      | 3.2370%  | 0.0000% | $1300000.00        | $1192675.31        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 D      20300513 5.8 | 2030-05-13      | 5.8600%  | 0.0000% | $16090000.00       | $16341981.92       | Asset-Backed Securities |
| AMERICREDIT AUTO REC 2022-1    C      20270920 2.9 | 2027-09-20      | 2.9800%  | 0.0000% | $2000000.00        | $1987432.22        | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $12050000.00       | $12087097.93       | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2025-D D      20320217 5.4 | 2032-02-17      | 5.4500%  | 0.0000% | $7500000.00        | $7516575.83        | Asset-Backed Securities |
| CREDIT ACCEP AT LN TR 2022-3   C      20330215 8.4 | 2033-02-15      | 8.4500%  | 0.0000% | $2000000.00        | $1768964.90        | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $2578652.29        | Asset-Backed Securities |
| BRIDGECR LDG AUTO SEC TR2025-3 D      20310515 5.2 | 2031-05-15      | 5.2700%  | 0.0000% | $2500000.00        | $2496868.06        | Asset-Backed Securities |
| CHASE AUTO OWNER TR 2025-1     C      20301225 4.9 | 2030-12-25      | 4.9300%  | 0.0000% | $2500000.00        | $2535309.17        | Asset-Backed Securities |
| CEDAR FDG CLO LTD 2018-9R      A-R    20370720 FLT | 2037-07-20      | 5.3044%  | 0.0000% | $13685000.00       | $13735371.76       | Asset-Backed Securities |
| ENT AUTO RECEIVABLES 2023-1    A-3    20290116 6.2 | 2029-01-16      | 6.2400%  | 0.0000% | $300000.00         | $225122.88         | Asset-Backed Securities |
| ALLEGRO CLO LTD 2022-15R       B-R    20380420 FLT | 2038-04-20      | 5.5044%  | 0.0000% | $4000000.00        | $4007207.65        | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  A      20271112 5.7 | 2027-11-12      | 5.7600%  | 0.0000% | $3500000.00        | $235624.75         | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $3546000.00        | $482084.93         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2024-P1    A-3    20290410 5.0 | 2029-04-10      | 5.0500%  | 0.0000% | $1000000.00        | $951008.56         | Asset-Backed Securities |
| AMERN CR ACCEP REC TR 2023-2   C      20290813 5.9 | 2029-08-13      | 5.9600%  | 0.0000% | $1976000.00        | $458058.17         | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     A      20341016 4.4 | 2034-10-16      | 4.4500%  | 0.0000% | $2100000.00        | $2103454.97        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $165000.00         | $103657.43         | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-3    20290118 5.4 | 2029-01-18      | 5.4300%  | 0.0000% | $100000.00         | $101082.38         | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 D      20320712 5.1 | 2032-07-12      | 5.1900%  | 0.0000% | $5100000.00        | $5128183.45        | Asset-Backed Securities |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $2446740.53        | Asset-Backed Securities |
| MADISON PK FD 0.00 25JUL37 144A FRN                | 2037-07-25      | 5.8080%  | 0.0000% | $1000000.00        | $1001905.33        | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2023-A      A-2    20261113 5.7 | 2026-11-13      | 5.7900%  | 0.0000% | $17911000.00       | $1825409.09        | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      A-3    20290116 5.6 | 2029-01-16      | 5.6300%  | 0.0000% | $95000.00          | $69007.29          | Asset-Backed Securities |
| SFS AUTO RECEIVABLES 2024-2    A-2    20271020 5.7 | 2027-10-20      | 5.7100%  | 0.0000% | $287000.00         | $10788.32          | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2021-4    D      20271015 1.6 | 2027-10-15      | 1.6700%  | 0.0000% | $6645000.00        | $1638027.68        | Asset-Backed Securities |
| SFS AUTO RECV SEC TR 2024-1    A-4    20310121 4.9 | 2031-01-21      | 4.9400%  | 0.0000% | $25000.00          | $25381.71          | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2022-3 C      20290815 4.4 | 2029-08-15      | 4.4900%  | 0.0000% | $1295000.00        | $1058830.15        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-5    A-3    20281115 4.6 | 2028-11-15      | 4.6200%  | 0.0000% | $5000.00           | $5019.69           | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $1187000.00        | $997719.77         | Asset-Backed Securities |
| TACO BELL FUNDING LLC 2021-1   A-2III 20510825 2.5 | 2051-08-25      | 2.5420%  | 0.0000% | $1495000.00        | $1297164.67        | Asset-Backed Securities |
| PALMER SQUARE LOAN 2024-2      A-1    20330118 FLT | 2033-01-18      | 4.9045%  | 0.0000% | $331000.00         | $245088.26         | Asset-Backed Securities |
| ORCHARD PK CLO LTD 2024-1      B-1    20371020 FLT | 2037-10-20      | 5.5844%  | 0.0000% | $500000.00         | $501443.18         | Asset-Backed Securities |
| PALMER SQUARE CLO LTD 2021-4R  C-R    20380715 FLT | 2038-07-15      | 5.7545%  | 0.0000% | $2575000.00        | $2589251.53        | Asset-Backed Securities |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $5720000.00        | $2063629.07        | Asset-Backed Securities |
| OCTAGON LTD 2025-75            A-1    20380122 FLT | 2038-01-22      | 5.0574%  | 0.0000% | $1000000.00        | $1000744.34        | Asset-Backed Securities |
| HALSEYPOINT CLO II LTD 2020-2R A-R    20370720 FLT | 2037-07-20      | 5.4044%  | 0.0000% | $10000000.00       | $10032213.57       | Asset-Backed Securities |
| MERCEDES-BENZ AUTO TR 2021-1   A-4    20271215 0.7 | 2027-12-15      | 0.7300%  | 0.0000% | $8241000.00        | $3485663.20        | Asset-Backed Securities |
| HINNT LLC 2024-A               A      20430316 5.4 | 2043-03-16      | 5.4900%  | 0.0000% | $100000.00         | $50737.98          | Asset-Backed Securities |
| MADISON PARK FDG LTD 2024-60R  B-R    20371026 FLT | 2037-10-26      | 5.6080%  | 0.0000% | $250000.00         | $250178.28         | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2017-B      A-5    20400615 2.7 | 2040-06-15      | 2.7200%  | 0.0000% | $20528000.00       | $253662.48         | Asset-Backed Securities |
| OHA CR FUNDING LTD 2022-13R    A-R    20370720 FLT | 2037-07-20      | 5.2344%  | 0.0000% | $271000.00         | $271609.59         | Asset-Backed Securities |
| SFS AUTO RECEIVABLES 2024-2    B      20300820 5.4 | 2030-08-20      | 5.4100%  | 0.0000% | $20000.00          | $20571.98          | Asset-Backed Securities |
| MADISON PARK FDG LTD 2022-54R  C-R    20371021 FLT | 2037-10-21      | 5.8700%  | 0.0000% | $500000.00         | $500500.27         | Asset-Backed Securities |
| MMAF EQUIP FIN 2021-A          A-5    20431113 1.1 | 2043-11-13      | 1.1900%  | 0.0000% | $440000.00         | $435015.68         | Asset-Backed Securities |
| MEACHAM PK CLO LTD 2024-1      B      20371020 FLT | 2037-10-20      | 5.4844%  | 0.0000% | $1000000.00        | $1002375.80        | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   C      20300515 5.0 | 2030-05-15      | 5.0900%  | 0.0000% | $217000.00         | $213991.07         | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2020-4 TR E      20271015 3.5 | 2027-10-15      | 3.5100%  | 0.0000% | $4850000.00        | $2530128.89        | Asset-Backed Securities |
| LAD AUTO REC TR 2025-1         C      20300715 5.1 | 2030-07-15      | 5.1100%  | 0.0000% | $1000000.00        | $1017980.11        | Asset-Backed Securities |
| GLS AUTO SELECT 2023-2         A-2    20280615 6.3 | 2028-06-15      | 6.3700%  | 0.0000% | $3950000.00        | $822761.89         | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  B      20270315 6.1 | 2027-03-15      | 6.1100%  | 0.0000% | $100000.00         | $100736.96         | Asset-Backed Securities |
| OWL ROCK CLO III, LLC 2020-3   A-R    20360421 FLT | 2036-04-21      | 5.7344%  | 0.0000% | $890000.00         | $895030.45         | Asset-Backed Securities |
| WF CARD ISSUANCE 2024-1        A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $72041000.00       | $73113298.23       | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1000000.00        | $953066.33         | Asset-Backed Securities |
| FIRST INV AUTO OWN TR 2021-2   D      20271215 1.6 | 2027-12-15      | 1.6600%  | 0.0000% | $5340000.00        | $5260811.95        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2024-4 A-2    20271015 4.7 | 2027-10-15      | 4.7600%  | 0.0000% | $15400000.00       | $4824898.60        | Asset-Backed Securities |
| NEXTGEAR FLOORPLAN MASTER 2025 A-2    20301015 0.0 | 2030-10-15      | 4.2300%  | 0.0000% | $2779000.00        | $2780310.30        | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    A      20381217 1.9 | 2038-12-17      | 1.9010%  | 0.0000% | $9200000.00        | $6956623.96        | Asset-Backed Securities |
| CREDIT ACCEPT AUT LN TR 2024-1 A      20340315 5.6 | 2034-03-15      | 5.6800%  | 0.0000% | $15395000.00       | $15573219.37       | Asset-Backed Securities |
| DELL EQUIPMENT FIN TR 2025-2   A-3    20310324 4.5 | 2031-03-24      | 4.1200%  | 0.0000% | $2500000.00        | $2509900.00        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2024-P4    A-3    20300110 4.6 | 2030-01-10      | 4.6400%  | 0.0000% | $1000000.00        | $1006473.67        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-4    D      20290416 8.0 | 2029-04-16      | 8.0800%  | 0.0000% | $35000.00          | $36378.90          | Asset-Backed Securities |
| DISCOVER CARD EXE NT TR 2023-2 A      20280615 4.9 | 2028-06-15      | 4.9300%  | 0.0000% | $10000.00          | $10077.56          | Asset-Backed Securities |
| BAIN CAPITAL CR CLO LTD 2024-6 A-1    20380121 FLT | 2038-01-21      | 5.2000%  | 0.0000% | $30000000.00       | $30155233.02       | Asset-Backed Securities |
| BATTERY PK CLO 2022-2R LTD     B-R    20371020 FLT | 2037-10-20      | 5.7844%  | 0.0000% | $2000000.00        | $2010974.93        | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2022-2  A-R    20380125 FLT | 2038-01-25      | 5.0380%  | 0.0000% | $1731842.00        | $1728031.56        | Asset-Backed Securities |
| DRIVE AUTO RECEIVA TR 2024-1   C      20311117 5.4 | 2031-11-17      | 5.4300%  | 0.0000% | $55000.00          | $55809.73          | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80-RR      C-RR   20330118 FLT | 2033-01-18      | 5.7316%  | 0.0000% | $340000.00         | $340322.65         | Asset-Backed Securities |
| MER-BENZ  AUTO LEA TR 2023-A   A-3    20270115 4.7 | 2027-01-15      | 4.7400%  | 0.0000% | $665000.00         | $48098.73          | Asset-Backed Securities |
| MERCEDES-BENZ AUTO 2024-B      A3     20280215 4.2 | 2028-02-15      | 4.2300%  | 0.0000% | $10330000.00       | $10360018.98       | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        B      20270215 6.2 | 2027-02-15      | 6.2000%  | 0.0000% | $750000.00         | $755466.42         | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1478495.42        | Asset-Backed Securities |
| WESTLK AUT REC TR 2021-3       D      20270115 2.1 | 2027-01-15      | 2.1200%  | 0.0000% | $15210000.00       | $2692256.88        | Asset-Backed Securities |
| KUBOTA CREDIT OWNER TR 2024-1  A-4    20300115 5.2 | 2030-01-15      | 5.2000%  | 0.0000% | $4523000.00        | $4643239.93        | Asset-Backed Securities |
| HYUNDAI AUTO RECV TR 2025-A    A-2B   20271215 FLT | 2027-12-15      | 4.5737%  | 0.0000% | $31955000.00       | $29700848.78       | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2024-C     A-2-A  20270915 4.5 | 2027-09-15      | 4.5300%  | 0.0000% | $616000.00         | $342048.22         | Asset-Backed Securities |
| TOYOTA AUTO REC OWN 2021-C TR  A-4    20270115 0.7 | 2027-01-15      | 0.7200%  | 0.0000% | $356000.00         | $71172.06          | Asset-Backed Securities |
| TESLA LS EV SECURITZATN 2025-A A-3    20281120 4.2 | 2028-11-20      | 4.2700%  | 0.0000% | $7000000.00        | $7007194.05        | Asset-Backed Securities |
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.4154%  | 0.0000% | $30000000.00       | $30015989.89       | Asset-Backed Securities |
| MAGNETITE LTD 2020-26R2        C-R2   20380125 FLT | 2038-01-25      | 5.6080%  | 0.0000% | $3845000.00        | $3842551.15        | Asset-Backed Securities |
| SYMPHONY CLO LTD 2022-31R      B-R    20380122 FLT | 2038-01-22      | 5.3574%  | 0.0000% | $10000000.00       | $9983493.38        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R A-1-R  20370715 FLT | 2037-07-15      | 5.5745%  | 0.0000% | $3250000.00        | $3269622.11        | Asset-Backed Securities |
| HONDA AUTO REC OWN TR  2023-1  A-3    20270421 5.0 | 2027-04-21      | 5.0400%  | 0.0000% | $475000.00         | $157330.10         | Asset-Backed Securities |
| OHA CR FDG LTD 2025-22         A-1    20380720 FLT | 2038-07-20      | 5.6140%  | 0.0000% | $1106000.00        | $1130756.56        | Asset-Backed Securities |
| JOHN DEERE OWNER TR 2022       A-4    20290116 2.4 | 2029-01-16      | 2.4900%  | 0.0000% | $171000.00         | $164371.03         | Asset-Backed Securities |
| GLDNTREE LN MG US CLO 2021-10R A-R    20371020 FLT | 2037-10-20      | 5.2344%  | 0.0000% | $159000.00         | $159364.02         | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.3580%  | 0.0000% | $1650000.00        | $1665821.30        | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $3056542.45        | Asset-Backed Securities |

### Security 669: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BNMO3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BNMO3
- **C.18 - Value (incl. sponsor support):** $146357510.53
- **C.18.a - Value (excl. sponsor support):** $146357510.53
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC SCRT 2025-1        M      20641125 FLT | 2064-11-25      | 5.0000%  | 0.0000% | $100000.00         | $84142.27          | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN10  M-2    20450227 FLT | 2045-02-27      | 7.1576%  | 0.0000% | $3000000.00        | $3002365.26        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 8.1970%  | 0.0000% | $8000000.00        | $4510107.55        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.3965% | 0.0000% | $280000.00         | $1384.13           | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $962762.41         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         E      20341115 FLT | 2034-11-15      | 6.9965%  | 0.0000% | $130000.00         | $1249.27           | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $7000000.00        | $3296818.00        | Private Label Collateralized Mortgage Obligations |
| DBC MTG TR 2025-DBC            A      20421117 FLT | 2042-11-17      | 5.4000%  | 0.0000% | $20500000.00       | $20531775.00       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.5046%  | 0.0000% | $1909000.00        | $578850.79         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $3812000.00        | $3000372.79        | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.5475%  | 0.0000% | $12000000.00       | $11648194.56       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.1475%  | 0.0000% | $3482000.00        | $1891797.65        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $4902000.00        | $2649743.01        | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 3.9026%  | 0.0000% | $2500000.00        | $2419455.48        | Private Label Collateralized Mortgage Obligations |
| WELLS FAR COM MRT TR 2022-JS2  G      20391215 3.4 | 2039-12-15      | 3.4539%  | 0.0000% | $300000.00         | $223239.37         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    G      20361215 FLT | 2036-12-15      | 8.8965%  | 0.0000% | $280000.00         | $1073.02           | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 6.8280%  | 0.0000% | $9747000.00        | $1016278.24        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1214%  | 0.0000% | $8000000.00        | $586454.73         | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 6.1222%  | 0.0000% | $19300000.00       | $19316423.61       | Private Label Collateralized Mortgage Obligations |
| ARIXA MORTGAGE TRUST 2025-RTL1 A1     20300825 FLT | 2030-08-25      | 5.7350%  | 0.0000% | $9065000.00        | $9107603.99        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2020-NQM1 B-2    20551025 FLT | 2055-10-25      | 5.6922%  | 0.0000% | $742000.00         | $743278.11         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  D      20590117 FLT | 2059-01-17      | 4.9442%  | 0.0000% | $300000.00         | $249574.25         | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.4575%  | 0.0000% | $7500000.00        | $5560104.38        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.6809%  | 0.0000% | $4086750.00        | $931336.86         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.5718%  | 0.0000% | $4792000.00        | $2894079.71        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC COR  TR 2020-DUNE   E      20361215 FLT | 2036-12-15      | 6.8000%  | 0.0000% | $5750000.00        | $5079142.18        | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $8184000.00        | $8637190.78        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $48132000.00       | $32857912.20       | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  D      20380517 FLT | 2038-05-17      | 6.5741%  | 0.0000% | $2745149.00        | $2449048.48        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2716%  | 0.0000% | $5096000.00        | $5108626.20        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 4.8851%  | 0.0000% | $6963239.00        | $4290412.79        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6641%  | 0.0000% | $560000.00         | $559735.55         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 6.1465%  | 0.0000% | $3750000.00        | $65662.47          | Private Label Collateralized Mortgage Obligations |
| LBA TR 2024-BOLT               E      20390615 FLT | 2039-06-15      | 7.7203%  | 0.0000% | $500000.00         | $502649.12         | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 8.2222%  | 0.0000% | $13400000.00       | $13486567.99       | Private Label Collateralized Mortgage Obligations |

### Security 670: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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: ARP1BQR52, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BQR52
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $20661160.00       | $13102190.05       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8138 | 2037-01-01      | 2.5000%  | 0.0000% | $9437584.00        | $5290266.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5990 | 2055-07-01      | 5.5000%  | 0.0000% | $26892320.00       | $27257630.29       | Agency Mortgage-Backed Securities |
| GNII SF DI9800 C     | 2052-03-20      | 5.5000%  | 0.0000% | $2933584.00        | $2942046.77        | Agency Mortgage-Backed Securities |
| GNII SP 785578 M     | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $456711.25         | Agency Mortgage-Backed Securities |
| GNII SF DI7731 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1465670.00        | $1521096.42        | Agency Mortgage-Backed Securities |
| GNII SF DI1917 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10263936.00       | $10710302.61       | Agency Mortgage-Backed Securities |
| GNII SF DI7987 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $1184015.37        | Agency Mortgage-Backed Securities |
| GNII SF DL6912 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4224192.00        | $4416627.09        | Agency Mortgage-Backed Securities |
| GNII SF DM7725 C     | 2055-09-20      | 6.5000%  | 0.0000% | $763317.00         | $805636.92         | Agency Mortgage-Backed Securities |
| GNII SF DI2717 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4164958.77        | Agency Mortgage-Backed Securities |
| GNII SF DI0788 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $1061201.95        | Agency Mortgage-Backed Securities |
| GNII SF DI5725 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3045330.31        | Agency Mortgage-Backed Securities |
| GNII SF DI6057 C     | 2055-04-20      | 5.5000%  | 0.0000% | $21797984.00       | $21906752.18       | Agency Mortgage-Backed Securities |
| GNAR AF 082137 M     | 2038-08-20      | 4.6250%  | 0.0000% | $50000000.00       | $77041.79          | Agency Mortgage-Backed Securities |
| GNMI SF 477023 X     | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $5397.28           | Agency Mortgage-Backed Securities |
| GNII SF MA1598 M     | 2043-10-20      | 2.5000%  | 0.0000% | $130000.00         | $31942.36          | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $13669310.44       | Agency Mortgage-Backed Securities |
| GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $50000000.00       | $51535262.88       | Agency Mortgage-Backed Securities |
| GNII SF DJ1590 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1138788.00        | $1142461.53        | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1137346.00        | $1182888.58        | Agency Mortgage-Backed Securities |
| GNII ET DM3144 C     | 2065-08-20      | 6.5000%  | 0.0000% | $746302.00         | $771752.33         | Agency Mortgage-Backed Securities |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $177669376.00      | $184441540.44      | Agency Mortgage-Backed Securities |
| GNII ET DM2763 C     | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $281054.33         | Agency Mortgage-Backed Securities |
| GNII SF MA4262 M     | 2047-02-20      | 3.5000%  | 0.0000% | $175000.00         | $21352.26          | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $61547776.00       | $42105237.27       | Agency Mortgage-Backed Securities |
| GNII JM MA7304 M     | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $57597.11          | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $407646208.00      | $50246265.96       | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $580185.99         | Agency Mortgage-Backed Securities |
| GNAR AS MA4735 M     | 2047-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $90569.38          | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M     | 2054-06-20      | 4.0000%  | 0.0000% | $339685.00         | $307498.34         | Agency Mortgage-Backed Securities |
| GNII SF DK1865 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1245278.00        | $1263646.56        | Agency Mortgage-Backed Securities |
| GNII SF DL4913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $1551616.42        | Agency Mortgage-Backed Securities |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $28756100.00       | $24470988.06       | Agency Mortgage-Backed Securities |
| GNII SF BC9322 C     | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16868.10          | Agency Mortgage-Backed Securities |
| GNII ET DM1666 C     | 2065-08-20      | 4.5000%  | 0.0000% | $303425.00         | $295663.08         | Agency Mortgage-Backed Securities |
| GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $11400000.00       | $10315686.93       | Agency Mortgage-Backed Securities |
| GNPL PN CP1213       | 2058-06-15      | 5.0000%  | 0.0000% | $41229.00          | $40852.07          | Agency Mortgage-Backed Securities |
| GNII SF BV8707 C     | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $451043.06         | Agency Mortgage-Backed Securities |
| GNII SF MA8764 M     | 2037-09-20      | 2.0000%  | 0.0000% | $96073.00          | $69467.68          | Agency Mortgage-Backed Securities |
| GNPL PN CP1228       | 2060-01-15      | 5.8500%  | 0.0000% | $108887.00         | $115280.40         | Agency Mortgage-Backed Securities |
| GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23926.26          | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1646671.61        | Agency Mortgage-Backed Securities |
| GNII SF DL2202 C     | 2055-09-20      | 5.5000%  | 0.0000% | $3134032.00        | $3187229.77        | Agency Mortgage-Backed Securities |
| GNII SF DL8251 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6381744.00        | $6667072.76        | Agency Mortgage-Backed Securities |
| GNII SF CM0319 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $836447.04         | Agency Mortgage-Backed Securities |
| GNII SF DL3101 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5132674.69        | Agency Mortgage-Backed Securities |
| GNII SF DL6651 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1883546.00        | $1970344.71        | Agency Mortgage-Backed Securities |
| GNII SF CL0623 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $780212.82         | Agency Mortgage-Backed Securities |
| GNII SF BR7360 C     | 2049-12-20      | 5.5000%  | 0.0000% | $1117304.00        | $452179.54         | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $78174.00          | $5940.24           | Agency Mortgage-Backed Securities |
| GNII JM MA0528 M     | 2042-11-20      | 3.5000%  | 0.0000% | $551116.00         | $23028.55          | Agency Mortgage-Backed Securities |
| GNII SF CP0483 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $882536.68         | Agency Mortgage-Backed Securities |
| GNII SF MA9752 M     | 2032-08-20      | 7.0000%  | 0.0000% | $52913.00          | $48512.82          | Agency Mortgage-Backed Securities |
| GNII SF AO4762 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $184381.53         | Agency Mortgage-Backed Securities |
| GNII SF MA9421 M     | 2053-12-20      | 4.5000%  | 0.0000% | $40000.00          | $36572.50          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | 0.0000% | $31530624.00       | $30330047.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1237 | 2055-08-01      | 6.0000%  | 0.0000% | $3382308.00        | $3479971.58        | Agency Mortgage-Backed Securities |
| GNII SF DK0291 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1863130.00        | $1942877.60        | Agency Mortgage-Backed Securities |
| GNII SF DK4116 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1356008.00        | $1415893.58        | Agency Mortgage-Backed Securities |
| GNII SF DK6598 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $4017316.15        | Agency Mortgage-Backed Securities |
| GNII SF 635171 C     | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2506815.65        | Agency Mortgage-Backed Securities |
| GNII SP 788099 C     | 2055-08-20      | 5.5000%  | 0.0000% | $122205440.00      | $124144361.35      | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X     | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18874.28          | Agency Mortgage-Backed Securities |
| GNII SF 737682 C     | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $92377.12          | Agency Mortgage-Backed Securities |
| GNII ET DJ9044 C     | 2065-06-20      | 7.0000%  | 0.0000% | $4709376.00        | $4852488.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ9322 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1336974.65        | Agency Mortgage-Backed Securities |
| GNII ET DK1965 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2207068.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ9133 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1598246.00        | $1675682.76        | Agency Mortgage-Backed Securities |
| GNII SF DK5670 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1101873.10        | Agency Mortgage-Backed Securities |
| GNII SF DK4044 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1194036.00        | $1218332.30        | Agency Mortgage-Backed Securities |
| GNII SF DK7936 C     | 2055-07-20      | 6.5000%  | 0.0000% | $979397.00         | $1026622.27        | Agency Mortgage-Backed Securities |
| GNII SF DN2534 C     | 2055-10-20      | 5.0000%  | 0.0000% | $5287752.00        | $5311159.12        | Agency Mortgage-Backed Securities |
| GNII SF DK9873 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1220930.00        | $1277216.84        | Agency Mortgage-Backed Securities |
| GNII SF DK1836 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1336695.62        | Agency Mortgage-Backed Securities |
| GNII SF DJ2836 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10505058.23       | Agency Mortgage-Backed Securities |
| GNII ET DJ5522 C     | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $943644.15         | Agency Mortgage-Backed Securities |
| GNII SF DM3501 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3775524.00        | $3798190.09        | Agency Mortgage-Backed Securities |
| GNII SF DJ9132 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1542117.20        | Agency Mortgage-Backed Securities |
| GNII SF DM4377 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1872352.00        | $1962968.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ6265 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1307903.35        | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3371748.00        | $3480881.83        | Agency Mortgage-Backed Securities |
| GNII SF DK4804 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $4830796.46        | Agency Mortgage-Backed Securities |
| GNII SF DM3504 C     | 2055-09-20      | 5.0000%  | 0.0000% | $6000840.00        | $6016419.21        | Agency Mortgage-Backed Securities |
| GNII SF DK1491 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $4248784.63        | Agency Mortgage-Backed Securities |
| GNII SF DH4974 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1334382.00        | $1391269.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ5204 C     | 2055-04-20      | 6.5000%  | 0.0000% | $12126704.00       | $12645603.73       | Agency Mortgage-Backed Securities |
| GNII SF DJ1822 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $4471186.21        | Agency Mortgage-Backed Securities |
| GNII SF DJ8284 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1413342.00        | $1478329.76        | Agency Mortgage-Backed Securities |
| GNII SF DM1529 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2072540.00        | $2168233.27        | Agency Mortgage-Backed Securities |
| GNII SF DK0396 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5164416.00        | $5244563.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ5943 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4689104.00        | $4713966.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  | 0.0000% | $189000.00         | $156888.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5403 | 2030-07-01      | 2.5000%  | 0.0000% | $185000.00         | $18388.59          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4260 | 2040-10-01      | 6.0000%  | 0.0000% | $2548350.00        | $2642734.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2163 | 2053-01-01      | 6.0000%  | 0.0000% | $501820.00         | $360098.26         | Agency Mortgage-Backed Securities |
| GNII SF MA4781 M     | 2047-10-20      | 5.0000%  | 0.0000% | $2235000.00        | $209611.20         | Agency Mortgage-Backed Securities |
| GNII SF MA8070 M     | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $189523.80         | Agency Mortgage-Backed Securities |
| GNII SF MA8798 M     | 2053-03-20      | 4.0000%  | 0.0000% | $2494188.00        | $1982936.91        | Agency Mortgage-Backed Securities |
| GNII SF MA7941 M     | 2048-07-20      | 5.0000%  | 0.0000% | $25000.00          | $14872.03          | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $40219776.00       | $26753731.33       | Agency Mortgage-Backed Securities |
| GNII SP 784905 C     | 2050-01-20      | 3.0000%  | 0.0000% | $700000.00         | $329641.71         | Agency Mortgage-Backed Securities |
| GNMI SF 486598 X     | 2028-10-15      | 6.5000%  | 0.0000% | $33042432.00       | $29421.30          | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C     | 2047-12-20      | 3.5000%  | 0.0000% | $175000.00         | $115656.79         | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $85897600.00       | $68204476.55       | Agency Mortgage-Backed Securities |
| GNII SF MA9846 M     | 2046-10-20      | 3.0000%  | 0.0000% | $1620936.00        | $1360090.82        | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $1091074.00        | $729477.61         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9740 | 2055-08-01      | 6.5000%  | 0.0000% | $3373550.00        | $3143026.87        | Agency Mortgage-Backed Securities |
| GNII SF BZ8535 C     | 2046-01-20      | 2.5000%  | 0.0000% | $72091.00          | $27183.89          | Agency Mortgage-Backed Securities |
| GNII SF BW8856 C     | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3201644.04        | Agency Mortgage-Backed Securities |
| GNAR AF MA1934 M     | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $852006.83         | Agency Mortgage-Backed Securities |
| GNII RG CO9985 C     | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $582361.26         | Agency Mortgage-Backed Securities |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $271666.97         | Agency Mortgage-Backed Securities |
| GNII SF MA5438 M     | 2033-08-20      | 4.5000%  | 0.0000% | $172802.00         | $8625.19           | Agency Mortgage-Backed Securities |
| GNII SF MA1838 M     | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $377328.37         | Agency Mortgage-Backed Securities |
| GNII SF BT8614 C     | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $845227.61         | Agency Mortgage-Backed Securities |
| GNII SF MA3145 M     | 2030-10-20      | 2.5000%  | 0.0000% | $556849.00         | $37210.68          | Agency Mortgage-Backed Securities |
| GNII JM MA4745 M     | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $48342.56          | Agency Mortgage-Backed Securities |
| GNII SF BY6448 C     | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $625589.55         | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $8629000.00        | $1055612.62        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX7565 | 2055-02-01      | 4.5000%  | 0.0000% | $2515492.00        | $2448600.83        | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $89889.00          | $92308.14          | Agency Mortgage-Backed Securities |
| GNII SF DM3499 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1165628.00        | $1174349.69        | Agency Mortgage-Backed Securities |
| GNII SF MA9641 M     | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $153433.36         | Agency Mortgage-Backed Securities |
| GNII SF CC9793 C     | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $97007.22          | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $79258.03          | Agency Mortgage-Backed Securities |
| GNCL CL CR5667       | 2064-01-15      | 6.5200%  | 0.0000% | $5720960.00        | $6095427.34        | Agency Mortgage-Backed Securities |
| GNII SF DM3506 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1259386.00        | $1262220.70        | Agency Mortgage-Backed Securities |
| GNPL PN CF5134       | 2063-05-15      | 2.7500%  | 0.0000% | $50000.00          | $42605.61          | Agency Mortgage-Backed Securities |
| GNPL PN CK5725       | 2065-04-15      | 5.7000%  | 0.0000% | $58143.00          | $61186.28          | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $858862.88         | Agency Mortgage-Backed Securities |
| GNII SF CT0158 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1622694.00        | $1689953.37        | Agency Mortgage-Backed Securities |
| GNII SF DM7163 C     | 2055-09-20      | 6.0000%  | 0.0000% | $5576960.00        | $5747476.38        | Agency Mortgage-Backed Securities |
| GNII SF BM7542 C     | 2050-03-20      | 3.0000%  | 0.0000% | $61000.00          | $19172.34          | Agency Mortgage-Backed Securities |
| GNII SF CP4717 C     | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $575423.88         | Agency Mortgage-Backed Securities |
| GNII SF MA9323 M     | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $152974.89         | Agency Mortgage-Backed Securities |
| GNII SF DM0766 C     | 2055-08-20      | 6.5000%  | 0.0000% | $39101.00          | $41322.08          | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $546000.00         | $216662.86         | Agency Mortgage-Backed Securities |
| GNII SF BU8612 C     | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $361839.20         | Agency Mortgage-Backed Securities |
| GNII ET DM3143 C     | 2065-08-20      | 7.0000%  | 0.0000% | $787885.00         | $814382.90         | Agency Mortgage-Backed Securities |
| GNII SF AG2675 C     | 2043-10-20      | 4.0000%  | 0.0000% | $11457184.00       | $841879.62         | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $11107851.99       | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M     | 2049-10-20      | 4.5000%  | 0.0000% | $167819008.00      | $22111545.19       | Agency Mortgage-Backed Securities |
| GNII SF DM6723 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4789264.00        | $5011822.02        | Agency Mortgage-Backed Securities |
| GNII SF DK5769 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $2351611.27        | Agency Mortgage-Backed Securities |
| GNII SF DK5349 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1706935.29        | Agency Mortgage-Backed Securities |
| GNII SF DK5686 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2195452.00        | $2294651.89        | Agency Mortgage-Backed Securities |
| GNII SF DK7158 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1804866.00        | $1801725.74        | Agency Mortgage-Backed Securities |
| GNII SF DK7558 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1691692.00        | $1722441.39        | Agency Mortgage-Backed Securities |
| GNII SF DK7548 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1167926.00        | $1193645.78        | Agency Mortgage-Backed Securities |
| GNII SF DK6343 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1232550.00        | $1238512.41        | Agency Mortgage-Backed Securities |
| GNII SF DK6721 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2556102.19        | Agency Mortgage-Backed Securities |
| GNII SF DM4609 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2577160.00        | $2696163.80        | Agency Mortgage-Backed Securities |
| GNII SF DK6507 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1388818.63        | Agency Mortgage-Backed Securities |
| GNII ET DN3105 C     | 2065-08-20      | 4.5000%  | 0.0000% | $378641.00         | $369213.98         | Agency Mortgage-Backed Securities |
| GNII SF DK7632 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3638300.00        | $3762541.92        | Agency Mortgage-Backed Securities |
| GNII SF CH0843 C     | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $279138.58         | Agency Mortgage-Backed Securities |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $15286928.00       | $14519189.44       | Agency Mortgage-Backed Securities |
| GNII RG CI4462 C     | 2044-07-20      | 4.0000%  | 0.0000% | $1616490.00        | $938105.36         | Agency Mortgage-Backed Securities |
| GNII SF BX4962 C     | 2050-09-20      | 3.0000%  | 0.0000% | $97590.00          | $60346.52          | Agency Mortgage-Backed Securities |
| GNII RG CL7221 C     | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $3040701.42        | Agency Mortgage-Backed Securities |
| GNII SF CV6328 C     | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2207395.56        | Agency Mortgage-Backed Securities |
| GNII SF DM0772 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2591872.00        | $2756365.87        | Agency Mortgage-Backed Securities |
| GNII SF DM3533 C     | 2055-09-20      | 6.0000%  | 0.0000% | $677991.00         | $700129.41         | Agency Mortgage-Backed Securities |
| GNII ET DL5110 C     | 2065-10-20      | 6.5000%  | 0.0000% | $19841792.00       | $20525771.65       | Agency Mortgage-Backed Securities |
| GNII ET DL5106 C     | 2065-10-20      | 5.0000%  | 0.0000% | $34492680.00       | $34497738.94       | Agency Mortgage-Backed Securities |
| GNII SF DL8258 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489728.00        | $1563543.10        | Agency Mortgage-Backed Securities |
| GNII SF DL4887 C     | 2055-08-20      | 6.5000%  | 0.0000% | $971118.00         | $1018778.11        | Agency Mortgage-Backed Securities |
| GNII SF DL2576 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1111084.00        | $1161601.94        | Agency Mortgage-Backed Securities |
| GNII SF DL2099 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1353824.95        | Agency Mortgage-Backed Securities |
| GNII SF DK5701 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1135182.00        | $1161476.73        | Agency Mortgage-Backed Securities |
| GNII SF DL4787 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1227852.00        | $1275871.84        | Agency Mortgage-Backed Securities |
| GNII ET DL3441 C     | 2065-06-20      | 5.5000%  | 0.0000% | $373812.00         | $376774.99         | Agency Mortgage-Backed Securities |
| GNII SF DK7510 C     | 2055-08-20      | 6.5000%  | 0.0000% | $817842.00         | $865265.33         | Agency Mortgage-Backed Securities |
| GNII ET DL9328 C     | 2065-09-20      | 6.5000%  | 0.0000% | $13000000.00       | $13442814.41       | Agency Mortgage-Backed Securities |
| GNII SF DM0891 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2765340.00        | $2773460.20        | Agency Mortgage-Backed Securities |
| GNII SF DL8066 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3380660.18        | Agency Mortgage-Backed Securities |
| GNII SP 787214 C     | 2054-01-20      | 6.5000%  | 0.0000% | $7802864.00        | $5601501.85        | Agency Mortgage-Backed Securities |
| GNII SF DM2608 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3877876.00        | $4073878.87        | Agency Mortgage-Backed Securities |
| GNII SF DL7057 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2804360.92        | Agency Mortgage-Backed Securities |
| GNII SF DN5967 C     | 2055-10-20      | 5.5000%  | 0.0000% | $51292800.00       | $52324930.80       | Agency Mortgage-Backed Securities |
| GNII SF DL5796 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $1240368.68        | Agency Mortgage-Backed Securities |
| GNII SF DM3055 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1042874.00        | $1098284.37        | Agency Mortgage-Backed Securities |
| GNII ET DM7102 C     | 2062-08-20      | 4.0000%  | 0.0000% | $395012.00         | $372425.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $10000000.00       | $9488628.82        | Agency Mortgage-Backed Securities |
| GNII SF DL5981 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1957127.62        | Agency Mortgage-Backed Securities |
| GNII SF DL2268 C     | 2055-10-20      | 6.0000%  | 0.0000% | $366334.00         | $378632.57         | Agency Mortgage-Backed Securities |
| GNII SF DK7326 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1023800.00        | $1046390.57        | Agency Mortgage-Backed Securities |
| GNII ET DL9723 C     | 2065-08-20      | 3.0000%  | 0.0000% | $975788.00         | $878737.76         | Agency Mortgage-Backed Securities |
| GNII SF DL4513 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3964496.00        | $4139200.98        | Agency Mortgage-Backed Securities |
| GNII SF DK7027 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1121706.10        | Agency Mortgage-Backed Securities |
| GNII SF DL4786 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1190108.00        | $1251788.75        | Agency Mortgage-Backed Securities |
| GNII ET DI6476 C     | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $35520379.84       | Agency Mortgage-Backed Securities |
| GNII SF DN8118 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2847648.00        | $2904946.47        | Agency Mortgage-Backed Securities |
| GNII SF DM3503 C     | 2055-09-20      | 5.0000%  | 0.0000% | $5479376.00        | $5500103.44        | Agency Mortgage-Backed Securities |
| GNII SF DM7246 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10044736.00       | $10301152.46       | Agency Mortgage-Backed Securities |
| GNII ET DM1756 C     | 2065-06-20      | 3.5000%  | 0.0000% | $254867.00         | $229979.66         | Agency Mortgage-Backed Securities |
| GNII SF MB0027 M     | 2054-09-20      | 6.0000%  | 0.0000% | $5730000.00        | $4869352.70        | Agency Mortgage-Backed Securities |
| GNII SF MB0529 M     | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $704523.57         | Agency Mortgage-Backed Securities |
| GNII SF DL3099 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2294856.00        | $2399392.35        | Agency Mortgage-Backed Securities |
| GNPL PN DM0346       | 2060-10-15      | 5.6700%  | 0.0000% | $6982700.00        | $7346477.72        | Agency Mortgage-Backed Securities |
| GNII SF DM7866 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1844820.00        | $1933169.66        | Agency Mortgage-Backed Securities |
| GNII SF DL4414 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1599984.00        | $1668453.40        | Agency Mortgage-Backed Securities |
| GNII ET DM7096 C     | 2065-09-20      | 3.0000%  | 0.0000% | $202930.00         | $180176.88         | Agency Mortgage-Backed Securities |
| GNII SF DL6856 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2781456.00        | $2908066.26        | Agency Mortgage-Backed Securities |
| GNII SF DK7591 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3237525.52        | Agency Mortgage-Backed Securities |
| GNII SF DM7868 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2071780.00        | $2171001.00        | Agency Mortgage-Backed Securities |
| GNAR AT MB0700 M     | 2055-09-20      | 3.5000%  | 0.0000% | $20840704.00       | $20467335.85       | Agency Mortgage-Backed Securities |
| GNII SF DI1247 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1333302.00        | $1337823.41        | Agency Mortgage-Backed Securities |
| GNII SF DK8396 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2579238.80        | Agency Mortgage-Backed Securities |
| GNII SF DL4774 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1514633.41        | Agency Mortgage-Backed Securities |
| GNII SF DL8059 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1847082.00        | $1894249.49        | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $93469568.00       | $93097830.11       | Agency Mortgage-Backed Securities |
| GNII ET DL4532 C     | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $291175.77         | Agency Mortgage-Backed Securities |
| GNII ET DM7095 C     | 2065-09-20      | 3.5000%  | 0.0000% | $365391.00         | $329986.68         | Agency Mortgage-Backed Securities |
| GNII ET DL3384 C     | 2065-07-20      | 5.5000%  | 0.0000% | $295431.00         | $297766.92         | Agency Mortgage-Backed Securities |
| GNII SF DL1187 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1084208.00        | $1133063.48        | Agency Mortgage-Backed Securities |
| GNII SF DK6972 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1206462.00        | $1233477.91        | Agency Mortgage-Backed Securities |
| GNII ET DL3446 C     | 2065-06-20      | 5.5000%  | 0.0000% | $402314.00         | $404952.87         | Agency Mortgage-Backed Securities |
| GNII SF DL4804 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2641127.69        | Agency Mortgage-Backed Securities |
| GNII SF DM3341 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5721888.00        | $6011339.41        | Agency Mortgage-Backed Securities |
| GNII SF MA5505 M     | 2029-12-20      | 8.0000%  | 0.0000% | $110843.00         | $7386.38           | Agency Mortgage-Backed Securities |
| GNII SF CZ1216 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1793619.05        | Agency Mortgage-Backed Securities |
| GNII JM MB0079 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1978332.00        | $1885867.77        | Agency Mortgage-Backed Securities |
| GNII SF CX4169 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1577160.00        | $1565451.68        | Agency Mortgage-Backed Securities |
| GNII SF CX0279 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1278358.00        | $1311983.38        | Agency Mortgage-Backed Securities |
| GNII RG CQ6275 C     | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1506559.63        | Agency Mortgage-Backed Securities |
| GNII ET DN4122 C     | 2065-10-20      | 7.0000%  | 0.0000% | $1000000.00        | $1033987.33        | Agency Mortgage-Backed Securities |
| GNII SF AD8821 C     | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $414562.87         | Agency Mortgage-Backed Securities |
| GNII SF CW3790 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1086907.08        | Agency Mortgage-Backed Securities |
| GNII SF CX4160 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1530730.00        | $1629600.71        | Agency Mortgage-Backed Securities |
| GNMI SF AD6086 X     | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23662.38          | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $67096960.00       | $62711970.84       | Agency Mortgage-Backed Securities |
| GNII SF AG4295 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1027056.00        | $1036580.18        | Agency Mortgage-Backed Securities |
| GNII ET DN9882 C     | 2065-08-20      | 4.0000%  | 0.0000% | $694223.00         | $656243.68         | Agency Mortgage-Backed Securities |
| GNCL CS CV6109       | 2066-04-15      | 8.7800%  | 0.0000% | $28871072.00       | $32685046.48       | Agency Mortgage-Backed Securities |
| GNII SF DM6190 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2783504.00        | $2913268.52        | Agency Mortgage-Backed Securities |
| GNII SF AJ9335 C     | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1136208.91        | Agency Mortgage-Backed Securities |
| GNCL CL CN0554       | 2066-08-15      | 5.6200%  | 0.0000% | $12767152.00       | $12770271.44       | Agency Mortgage-Backed Securities |
| GNII SF CY8715 C     | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $395689.10         | Agency Mortgage-Backed Securities |
| GNPL PN CQ7047       | 2065-03-15      | 4.8900%  | 0.0000% | $2361256.00        | $2333984.62        | Agency Mortgage-Backed Securities |
| GNII ET DN4196 C     | 2065-10-20      | 3.0000%  | 0.0000% | $300990.00         | $266748.17         | Agency Mortgage-Backed Securities |
| GNII SF CY6906 C     | 2053-11-20      | 7.5000%  | 0.0000% | $1465320.00        | $1507143.83        | Agency Mortgage-Backed Securities |
| GNII SF BZ8531 C     | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $63528.14          | Agency Mortgage-Backed Securities |
| GNII SF DN6000 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1421106.00        | $1504781.67        | Agency Mortgage-Backed Securities |
| GNII SF CV0620 C     | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2148849.22        | Agency Mortgage-Backed Securities |
| GNII ET CY3135 C     | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $118513.32         | Agency Mortgage-Backed Securities |
| GNII SF CX4164 C     | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2574650.89        | Agency Mortgage-Backed Securities |
| GNII SF CS7222 C     | 2053-03-20      | 6.5000%  | 0.0000% | $1492006.00        | $971260.19         | Agency Mortgage-Backed Securities |
| GNII SF CH0830 C     | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $444018.78         | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M     | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $206462.88         | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $52909.00          | $54152.65          | Agency Mortgage-Backed Securities |
| GNII SF CX5801 C     | 2053-10-20      | 7.5000%  | 0.0000% | $1033926.00        | $526494.67         | Agency Mortgage-Backed Securities |
| GNII SF CX3732 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1193546.00        | $727262.16         | Agency Mortgage-Backed Securities |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $58496.29          | Agency Mortgage-Backed Securities |
| GNII SF CW4861 C     | 2053-07-20      | 6.5000%  | 0.0000% | $1783424.00        | $1818613.80        | Agency Mortgage-Backed Securities |
| GNII SF CI0180 C     | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $434305.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $129203840.00      | $118023153.07      | Agency Mortgage-Backed Securities |
| GNII SF CY6902 C     | 2053-11-20      | 7.5000%  | 0.0000% | $1493694.00        | $1550215.51        | Agency Mortgage-Backed Securities |
| GNII SF CQ7639 C     | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1223103.24        | Agency Mortgage-Backed Securities |
| GNII SF CT8354 C     | 2053-04-20      | 5.0000%  | 0.0000% | $2154252.00        | $1887944.35        | Agency Mortgage-Backed Securities |
| GNII SF AD8825 C     | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $3080676.99        | Agency Mortgage-Backed Securities |
| GNII SF MA9935 M     | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $197497.81         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8521 | 2055-05-01      | 7.0000%  | 0.0000% | $1752924.00        | $1840155.68        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9619 | 2055-07-01      | 6.5000%  | 0.0000% | $4351688.00        | $4575368.55        | Agency Mortgage-Backed Securities |
| GNII SF MA1231 M     | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $33008.22          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY1874 | 2055-03-01      | 4.5000%  | 0.0000% | $2080500.00        | $1760442.08        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY8112 | 2055-05-01      | 7.0000%  | 0.0000% | $1470014.00        | $1549351.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4534 | 2055-05-01      | 6.0000%  | 0.0000% | $1073002.00        | $1113294.52        | Agency Mortgage-Backed Securities |
| GNII SF AD2190 C     | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $264886.36         | Agency Mortgage-Backed Securities |
| GNII SF MA5763 M     | 2049-02-20      | 4.0000%  | 0.0000% | $1500000000.00     | $119773652.39      | Agency Mortgage-Backed Securities |
| GNII JM MA5584 M     | 2048-10-20      | 3.5000%  | 0.0000% | $474147.00         | $16588.07          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $15627824.00       | $67850.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0257 | 2055-05-01      | 6.0000%  | 0.0000% | $2262080.00        | $2319790.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $8282384.00        | $6834272.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257281 | 2028-07-01      | 5.0000%  | 0.0000% | $10088496.00       | $13662.21          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZN4700 | 2049-04-01      | 3.5000%  | 0.0000% | $43079488.00       | $10372742.39       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3886 | 2053-02-01      | 4.5000%  | 0.0000% | $1846000.00        | $1525373.04        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $3146996.00        | $2456354.11        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD3419 | 2051-12-01      | 2.0000%  | 0.0000% | $258616.00         | $172567.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $21316608.00       | $19651063.06       | Agency Mortgage-Backed Securities |
| GNII SF DD2719 C     | 2054-08-20      | 6.5000%  | 0.0000% | $1023344.00        | $821118.74         | Agency Mortgage-Backed Securities |
| GNII SF DB4811 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1054838.00        | $625878.43         | Agency Mortgage-Backed Securities |
| GNII SF DB6427 C     | 2054-09-20      | 4.5000%  | 0.0000% | $2334448.00        | $2261176.89        | Agency Mortgage-Backed Securities |
| GNII SF CT4233 C     | 2053-03-20      | 5.0000%  | 0.0000% | $1985052.00        | $1541261.16        | Agency Mortgage-Backed Securities |
| GNII SF CA0502 C     | 2050-12-20      | 2.0000%  | 0.0000% | $2750000.00        | $1632210.75        | Agency Mortgage-Backed Securities |
| GNII SF CK2711 C     | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $632357.57         | Agency Mortgage-Backed Securities |
| GNII SF CY6903 C     | 2053-11-20      | 7.5000%  | 0.0000% | $2404460.00        | $2276048.26        | Agency Mortgage-Backed Securities |
| GNII SF CY6898 C     | 2053-11-20      | 7.5000%  | 0.0000% | $11021296.00       | $8304285.36        | Agency Mortgage-Backed Securities |
| GNII SF CQ9879 C     | 2052-10-20      | 5.0000%  | 0.0000% | $1535194.00        | $1518716.80        | Agency Mortgage-Backed Securities |
| GNII RG CK3120 C     | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $117376.04         | Agency Mortgage-Backed Securities |
| GNII SF CL4863 C     | 2052-03-20      | 2.5000%  | 0.0000% | $4709552.00        | $1627369.82        | Agency Mortgage-Backed Securities |
| GNII SF CM3934 C     | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1673673.56        | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $728754.89         | Agency Mortgage-Backed Securities |
| GNII SF CN6028 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1107909.63        | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M     | 2054-04-20      | 5.5000%  | 0.0000% | $23156448.00       | $20187752.76       | Agency Mortgage-Backed Securities |
| GNII SF AL5850 C     | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $1986902.91        | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $6187.02           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY3869 | 2055-05-01      | 7.0000%  | 0.0000% | $1271600.00        | $1337428.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5493 | 2042-07-01      | 3.5000%  | 0.0000% | $64801152.00       | $10220201.09       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9319 | 2055-08-01      | 5.5000%  | 0.0000% | $5699992.00        | $5588721.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4342 | 2055-06-01      | 6.0000%  | 0.0000% | $21080384.00       | $21122112.87       | Agency Mortgage-Backed Securities |
| GNII SF MA0908 M     | 2028-04-20      | 2.5000%  | 0.0000% | $650000.00         | $20397.94          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4461 | 2055-09-01      | 7.0000%  | 0.0000% | $1123400.00        | $1185675.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9375 | 2055-04-01      | 5.5000%  | 0.0000% | $1500000.00        | $1487194.53        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2939 | 2055-09-01      | 5.5000%  | 0.0000% | $2656840.00        | $2710004.60        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3853 | 2055-09-01      | 6.5000%  | 0.0000% | $9801360.00        | $10238464.34       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3863 | 2055-09-01      | 6.5000%  | 0.0000% | $3600430.00        | $3764683.98        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5134 | 2055-09-01      | 7.0000%  | 0.0000% | $1591804.00        | $1709093.42        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6176 | 2055-10-01      | 5.5000%  | 0.0000% | $2270524.00        | $2333182.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1474 | 2052-04-01      | 3.5000%  | 0.0000% | $2032932.00        | $1595817.33        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS0783 | 2037-03-01      | 2.5000%  | 0.0000% | $19947840.00       | $13268959.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7032 | 2053-09-01      | 6.0000%  | 0.0000% | $2915992.00        | $2612084.72        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8481 | 2054-11-01      | 5.0000%  | 0.0000% | $1094904.00        | $1083345.25        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0303 | 2054-07-01      | 7.0000%  | 0.0000% | $2005328.00        | $2097863.56        | Agency Mortgage-Backed Securities |
| GNII SF CZ7448 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1335420.00        | $1403812.53        | Agency Mortgage-Backed Securities |
| GNII SF 004697 M     | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $77728.77          | Agency Mortgage-Backed Securities |
| GNII SF DD7537 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3890413.81        | Agency Mortgage-Backed Securities |
| GNII SF DD7758 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1020083.70        | Agency Mortgage-Backed Securities |
| GNII ET DE6706 C     | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95268.56          | Agency Mortgage-Backed Securities |
| GNII SF CZ0473 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $320641.70         | Agency Mortgage-Backed Securities |
| GNII SF DI5726 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2097326.02        | Agency Mortgage-Backed Securities |
| GNII SF CY1078 C     | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1838393.24        | Agency Mortgage-Backed Securities |
| GNII SF DE8770 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1771474.00        | $1658111.10        | Agency Mortgage-Backed Securities |
| GNII SF DI6464 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1783860.79        | Agency Mortgage-Backed Securities |
| GNII SF CX5799 C     | 2053-10-20      | 7.5000%  | 0.0000% | $1606342.00        | $457231.95         | Agency Mortgage-Backed Securities |
| GNII SF DF1313 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1245237.32        | Agency Mortgage-Backed Securities |
| GNCL CL DD4695       | 2055-10-15      | 5.5400%  | 0.0000% | $16285152.00       | $16318270.58       | Agency Mortgage-Backed Securities |
| GNII ET DC5225 C     | 2064-04-20      | 7.5000%  | 0.0000% | $1259580.00        | $830307.35         | Agency Mortgage-Backed Securities |
| GNII SF DI1631 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $2821618.04        | Agency Mortgage-Backed Securities |
| GNII SF DD4241 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1495906.08        | Agency Mortgage-Backed Securities |
| GNII ET CZ6969 C     | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $640500.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0683 M     | 2055-10-20      | 4.0000%  | 0.0000% | $49889408.00       | $47408524.13       | Agency Mortgage-Backed Securities |
| GNII SF DI3144 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2193777.66        | Agency Mortgage-Backed Securities |
| GNII ET CZ8189 C     | 2063-12-20      | 7.5000%  | 0.0000% | $92870.00          | $95462.42          | Agency Mortgage-Backed Securities |
| GNII SF MB0358 M     | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4379754.25        | Agency Mortgage-Backed Securities |
| GNII SF DI0791 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1569647.75        | Agency Mortgage-Backed Securities |
| GNII SF CW6849 C     | 2053-08-20      | 5.0000%  | 0.0000% | $3417916.00        | $2948761.58        | Agency Mortgage-Backed Securities |
| GNII SF CW9249 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795104.00         | $832905.50         | Agency Mortgage-Backed Securities |
| GNII SF DI0939 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1525144.00        | $1561356.84        | Agency Mortgage-Backed Securities |
| GNAR AF MB0633 M     | 2055-08-20      | 5.0000%  | 0.0000% | $12783904.00       | $12889191.70       | Agency Mortgage-Backed Securities |
| GNII SF CZ7451 C     | 2054-01-20      | 8.0000%  | 0.0000% | $3948552.00        | $4099992.66        | Agency Mortgage-Backed Securities |
| GNII SF DD3227 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1311956.00        | $1393019.83        | Agency Mortgage-Backed Securities |
| GNII SF DD1695 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1721946.00        | $1810926.99        | Agency Mortgage-Backed Securities |
| GNII SF DA7479 C     | 2054-04-20      | 5.0000%  | 0.0000% | $1493922.00        | $1257202.43        | Agency Mortgage-Backed Securities |
| GNII SF CR5194 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1778412.00        | $1729631.05        | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $500000.00         | $71404.75          | Agency Mortgage-Backed Securities |
| GNII SF MA6037 M     | 2049-07-20      | 2.5000%  | 0.0000% | $260000.00         | $51128.66          | Agency Mortgage-Backed Securities |
| GNII SF DD0561 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1028916.00        | $810284.74         | Agency Mortgage-Backed Securities |
| GNII SF MA5631 M     | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $10484.34          | Agency Mortgage-Backed Securities |
| GNII SF CX4168 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1519884.69        | Agency Mortgage-Backed Securities |
| GNII JM MA7084 M     | 2050-12-20      | 1.5000%  | 0.0000% | $777733.00         | $535771.68         | Agency Mortgage-Backed Securities |
| GNII SF MA6934 M     | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2772422.53        | Agency Mortgage-Backed Securities |
| GNII SF CY5518 C     | 2053-12-20      | 6.5000%  | 0.0000% | $1594346.00        | $1673078.40        | Agency Mortgage-Backed Securities |
| GNII SF DE0178 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1314444.00        | $1309790.66        | Agency Mortgage-Backed Securities |
| GNII SF DC1659 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1166158.00        | $1201991.74        | Agency Mortgage-Backed Securities |
| GNII SF DE5250 C     | 2054-11-20      | 4.5000%  | 0.0000% | $1201928.00        | $1163152.13        | Agency Mortgage-Backed Securities |
| GNII SF CV5806 C     | 2054-01-20      | 8.0000%  | 0.0000% | $21678848.00       | $20642276.94       | Agency Mortgage-Backed Securities |
| GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $42000.00          | $19225.86          | Agency Mortgage-Backed Securities |
| GNII SF DD4244 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1956672.98        | Agency Mortgage-Backed Securities |
| GNII SF DE9991 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1117894.00        | $1157853.87        | Agency Mortgage-Backed Securities |
| GNII SF DM3054 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1264944.02        | Agency Mortgage-Backed Securities |
| GNII SF DI2013 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2636984.00        | $2643514.26        | Agency Mortgage-Backed Securities |
| GNII SF DI8380 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1191082.00        | $1211672.59        | Agency Mortgage-Backed Securities |
| GNII SF 004881 M     | 2040-12-20      | 3.5000%  | 0.0000% | $1166708.00        | $71784.15          | Agency Mortgage-Backed Securities |
| GNII SF DI0932 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3415780.32        | Agency Mortgage-Backed Securities |
| GNII SF DL8572 C     | 2055-06-20      | 7.5000%  | 0.0000% | $349963.00         | $363756.76         | Agency Mortgage-Backed Securities |
| GNII ET DN9898 C     | 2058-01-20      | 2.5000%  | 0.0000% | $185436.00         | $151950.21         | Agency Mortgage-Backed Securities |
| GNII SF DL4739 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $1431740.09        | Agency Mortgage-Backed Securities |
| GNII SF DM0622 C     | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4376193.22        | Agency Mortgage-Backed Securities |
| GNII SF DI1642 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $1114015.83        | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1378841.39        | Agency Mortgage-Backed Securities |
| GNII SF DM3846 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3171967.59        | Agency Mortgage-Backed Securities |
| GNII ET DM2261 C     | 2065-09-20      | 6.0000%  | 0.0000% | $144815.00         | $147861.47         | Agency Mortgage-Backed Securities |
| GNII SF DM3502 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2500684.00        | $2512889.81        | Agency Mortgage-Backed Securities |
| GNII SF DI6407 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1818112.00        | $1897327.45        | Agency Mortgage-Backed Securities |
| GNII SF CX6562 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1385840.00        | $1412512.60        | Agency Mortgage-Backed Securities |
| GNII SF DH6918 C     | 2050-02-20      | 6.5000%  | 0.0000% | $1111728.00        | $856471.27         | Agency Mortgage-Backed Securities |
| GNII ET DD7292 C     | 2064-06-20      | 7.5000%  | 0.0000% | $687652.00         | $135414.06         | Agency Mortgage-Backed Securities |
| GNII SF CW1339 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1169995.47        | Agency Mortgage-Backed Securities |
| GNII SF 004469 M     | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $771604.77         | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M     | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $40789.67          | Agency Mortgage-Backed Securities |
| GNII JM MB0014 M     | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $1233718.21        | Agency Mortgage-Backed Securities |
| GNII SF DI7976 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1967166.00        | $2007792.09        | Agency Mortgage-Backed Securities |
| GNII SF DI3916 C     | 2055-03-20      | 5.5000%  | 0.0000% | $4172024.00        | $4188363.98        | Agency Mortgage-Backed Securities |
| GNII SF DI1700 C     | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $4404975.44        | Agency Mortgage-Backed Securities |
| GNII SF DI8727 C     | 2055-07-20      | 6.5000%  | 0.0000% | $768322.00         | $803438.29         | Agency Mortgage-Backed Securities |
| GNII SF MB0343 M     | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $189192.61         | Agency Mortgage-Backed Securities |
| GNII SF DI2447 C     | 2055-05-20      | 5.5000%  | 0.0000% | $14890976.00       | $15200367.20       | Agency Mortgage-Backed Securities |
| GNII SF DM3432 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2866740.00        | $3023180.10        | Agency Mortgage-Backed Securities |
| GNII SF DI0929 C     | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $11062999.27       | Agency Mortgage-Backed Securities |
| GNAR AS 082860 M     | 2041-06-20      | 5.6250%  | 0.0000% | $2562100.00        | $24360.53          | Agency Mortgage-Backed Securities |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $61424.09          | Agency Mortgage-Backed Securities |
| GNII SF 711773 C     | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $782031.71         | Agency Mortgage-Backed Securities |
| GNII SF MA8465 M     | 2029-08-20      | 7.5000%  | 0.0000% | $35476.00          | $22843.03          | Agency Mortgage-Backed Securities |
| GNII SF MA8394 M     | 2037-11-20      | 3.0000%  | 0.0000% | $44041.00          | $31717.19          | Agency Mortgage-Backed Securities |
| GNII SF MA9164 M     | 2053-09-20      | 2.0000%  | 0.0000% | $409000.00         | $301673.23         | Agency Mortgage-Backed Securities |
| GNII SF MA9274 M     | 2038-11-20      | 7.0000%  | 0.0000% | $132230.00         | $81581.11          | Agency Mortgage-Backed Securities |
| GNMI SF BJ5779 X     | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $188214.34         | Agency Mortgage-Backed Securities |
| GNMI SF BR6083 X     | 2049-12-15      | 3.5000%  | 0.0000% | $306422.00         | $31853.47          | Agency Mortgage-Backed Securities |
| GNII RG CN5871 C     | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $986935.18         | Agency Mortgage-Backed Securities |
| GNII SF BX4961 C     | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $102578.94         | Agency Mortgage-Backed Securities |
| GNPL LM CH6568       | 2054-05-15      | 3.1900%  | 0.0000% | $56058.00          | $48027.37          | Agency Mortgage-Backed Securities |
| GNII SF MA8770 M     | 2038-04-20      | 5.0000%  | 0.0000% | $164314.00         | $100279.95         | Agency Mortgage-Backed Securities |
| GNII SF BV3600 C     | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $90198.35          | Agency Mortgage-Backed Securities |
| GNII SF BY6418 C     | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $111757.30         | Agency Mortgage-Backed Securities |
| GNII SF BT3813 C     | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1712663.96        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0788 | 2032-04-01      | 7.0000%  | 0.0000% | $8411486.00        | $45448.12          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5789 | 2053-07-01      | 4.5000%  | 0.0000% | $9163008.00        | $7635445.54        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8503 | 2035-08-01      | 2.0000%  | 0.0000% | $133376.00         | $54618.78          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2949 | 2053-06-01      | 6.0000%  | 0.0000% | $4591960.00        | $3644547.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9435 | 2055-05-01      | 6.0000%  | 0.0000% | $1630548.00        | $1682915.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1646 | 2055-10-01      | 5.5000%  | 0.0000% | $1187824.00        | $1209365.58        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE2005 | 2052-05-01      | 2.5000%  | 0.0000% | $2446116.00        | $1715911.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8407 | 2053-01-01      | 5.0000%  | 0.0000% | $49524992.00       | $42409902.28       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3553 | 2054-09-01      | 5.5000%  | 0.0000% | $2252148.00        | $2014372.88        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7863 | 2048-08-01      | 4.0000%  | 0.0000% | $791888.00         | $190586.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW1869 | 2038-04-01      | 4.0000%  | 0.0000% | $275991.00         | $103869.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3783 | 2040-06-01      | 5.5000%  | 0.0000% | $1299424.00        | $1305841.28        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3886 | 2040-07-01      | 5.5000%  | 0.0000% | $4011120.00        | $3950474.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4030 | 2040-08-01      | 5.5000%  | 0.0000% | $3744288.00        | $3821833.49        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CTRB5134 | 2041-11-01      | 1.5000%  | 0.0000% | $20000.00          | $12518.36          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4411 | 2040-11-01      | 5.0000%  | 0.0000% | $3341456.00        | $3394206.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4259 | 2040-10-01      | 5.5000%  | 0.0000% | $5621160.00        | $5749914.04        | Agency Mortgage-Backed Securities |
| GNII SF DD7702 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2243369.51        | Agency Mortgage-Backed Securities |
| GNII SF DB6753 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1710344.18        | Agency Mortgage-Backed Securities |
| GNII SF DA5789 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1110214.00        | $1200637.45        | Agency Mortgage-Backed Securities |
| GNII SF DG4525 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1591684.00        | $1270996.07        | Agency Mortgage-Backed Securities |
| GNII SF DB6463 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1290979.74        | Agency Mortgage-Backed Securities |
| GNII SF DA7475 C     | 2054-04-20      | 5.0000%  | 0.0000% | $1285452.00        | $1194678.92        | Agency Mortgage-Backed Securities |
| GNII SF DH2674 C     | 2055-01-20      | 5.0000%  | 0.0000% | $1505656.00        | $1501642.37        | Agency Mortgage-Backed Securities |
| GNII SF DG4653 C     | 2039-12-20      | 4.0000%  | 0.0000% | $1277694.00        | $1186360.53        | Agency Mortgage-Backed Securities |
| GNPL PN CQ7060       | 2058-05-15      | 4.9400%  | 0.0000% | $25000.00          | $24653.48          | Agency Mortgage-Backed Securities |
| GNII SF DF7401 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1676212.70        | Agency Mortgage-Backed Securities |
| GNII SF DF1317 C     | 2054-10-20      | 6.5000%  | 0.0000% | $72881.00          | $76357.27          | Agency Mortgage-Backed Securities |
| GNII SF DH4864 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1161864.00        | $1209576.05        | Agency Mortgage-Backed Securities |
| GNII SF DG9995 C     | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $2103508.27        | Agency Mortgage-Backed Securities |
| GNII SF DG1168 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1109908.32        | Agency Mortgage-Backed Securities |
| GNII SF DG2405 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1723542.00        | $1622574.70        | Agency Mortgage-Backed Securities |
| GNII SF DH1814 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1360004.00        | $1219894.23        | Agency Mortgage-Backed Securities |
| GNII SF CY1860 C     | 2053-12-20      | 6.5000%  | 0.0000% | $1522754.00        | $1366027.29        | Agency Mortgage-Backed Securities |
| GNII SF DG6567 C     | 2055-01-20      | 6.0000%  | 0.0000% | $3953048.00        | $4089965.22        | Agency Mortgage-Backed Securities |
| GNII SF DA5833 C     | 2054-03-20      | 7.5000%  | 0.0000% | $3827220.00        | $4023924.94        | Agency Mortgage-Backed Securities |
| GNII SF DF4828 C     | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $2392144.61        | Agency Mortgage-Backed Securities |
| GNII SF DD7535 C     | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2633117.46        | Agency Mortgage-Backed Securities |
| GNII SF DF9631 C     | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3724224.82        | Agency Mortgage-Backed Securities |
| GNII SF DH5580 C     | 2055-01-20      | 5.0000%  | 0.0000% | $2241216.00        | $2225431.81        | Agency Mortgage-Backed Securities |
| GNII SF DH4505 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1110984.00        | $1156505.19        | Agency Mortgage-Backed Securities |
| GNII SF DH3519 C     | 2040-09-20      | 5.0000%  | 0.0000% | $1551712.00        | $1529175.45        | Agency Mortgage-Backed Securities |
| GNPL PN DE6503       | 2060-04-15      | 5.3400%  | 0.0000% | $67643.00          | $69481.50          | Agency Mortgage-Backed Securities |
| GNII ET DB7479 C     | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $235318.62         | Agency Mortgage-Backed Securities |
| GNII SF DG4625 C     | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $950517.49         | Agency Mortgage-Backed Securities |
| GNII SF DJ1827 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $2505966.14        | Agency Mortgage-Backed Securities |
| GNII SF DH4640 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1043730.00        | $1085858.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ5960 C     | 2055-04-20      | 5.0000%  | 0.0000% | $2954684.00        | $2959894.87        | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $25582632.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  | 0.0000% | $100000.00         | $60137.81          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0854 | 2054-12-01      | 5.0000%  | 0.0000% | $2126100.00        | $1995444.39        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9123 | 2055-07-01      | 6.5000%  | 0.0000% | $12895936.00       | $13400153.92       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4407 | 2055-09-01      | 6.5000%  | 0.0000% | $1592678.00        | $1684743.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6508 | 2055-10-01      | 6.0000%  | 0.0000% | $9167952.00        | $9648150.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAW5278 | 2029-05-01      | 4.0000%  | 0.0000% | $1015364.00        | $42867.53          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2573 | 2055-07-01      | 6.0000%  | 0.0000% | $1936970.00        | $1593065.06        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6303 | 2053-05-01      | 4.5000%  | 0.0000% | $5581880.00        | $4910308.74        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5303 | 2052-06-01      | 3.5000%  | 0.0000% | $1315912.00        | $1056923.05        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  | 0.0000% | $23000.00          | $14828.77          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7419 | 2053-11-01      | 6.0000%  | 0.0000% | $3219840.00        | $2948529.42        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7547 | 2053-11-01      | 6.5000%  | 0.0000% | $3558992.00        | $3228373.75        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO4088 | 2040-09-01      | 4.5000%  | 0.0000% | $1962892.00        | $1953351.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7476 | 2053-11-01      | 5.5000%  | 0.0000% | $22265824.00       | $20104325.34       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5269 | 2035-10-01      | 4.5000%  | 0.0000% | $24836800.00       | $25037729.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRC3561 | 2040-08-01      | 6.0000%  | 0.0000% | $4828144.00        | $4903578.52        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7541 | 2053-11-01      | 6.5000%  | 0.0000% | $5995440.00        | $5471959.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7577 | 2052-11-01      | 4.5000%  | 0.0000% | $11663720.00       | $8484469.75        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4817 | 2052-06-01      | 3.0000%  | 0.0000% | $9772432.00        | $7690650.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF4765 | 2052-12-01      | 5.0000%  | 0.0000% | $46121.00          | $44407.21          | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PQU8041 | 2051-12-01      | 2.0000%  | 0.0000% | $5018424.00        | $3131959.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8332 | 2055-09-01      | 6.0000%  | 0.0000% | $7842110.00        | $8073614.20        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQB1567 | 2050-07-01      | 4.5000%  | 0.0000% | $5082080.00        | $2320083.27        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1176 | 2045-06-01      | 6.5000%  | 0.0000% | $2989100.00        | $3026840.67        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ6594 | 2054-10-01      | 4.5000%  | 0.0000% | $3399200.00        | $3050752.44        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0213 | 2052-09-01      | 4.5000%  | 0.0000% | $10249760.00       | $7582657.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8901 | 2054-11-01      | 5.0000%  | 0.0000% | $1582736.00        | $1337891.66        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2962 | 2050-07-01      | 2.5000%  | 0.0000% | $4300000.00        | $1741918.62        | Agency Mortgage-Backed Securities |
| GNII SF DI2010 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2597240.00        | $2714604.38        | Agency Mortgage-Backed Securities |
| GNII SF DM7842 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1516146.00        | $1553176.85        | Agency Mortgage-Backed Securities |
| GNII SF DM7857 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1311186.00        | $1358009.76        | Agency Mortgage-Backed Securities |
| GNII SF DM9941 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2609910.00        | $2712495.12        | Agency Mortgage-Backed Securities |
| GNII SF DI1585 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $1083996.10        | Agency Mortgage-Backed Securities |
| GNII SF DM7850 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2513724.00        | $2564305.99        | Agency Mortgage-Backed Securities |
| GNII SF DI0891 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1168182.00        | $1201868.57        | Agency Mortgage-Backed Securities |
| GNII SF DI4713 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5959608.00        | $6282295.32        | Agency Mortgage-Backed Securities |
| GNII SF 545327 C     | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $15015.69          | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $56862400.00       | $58508670.91       | Agency Mortgage-Backed Securities |
| GNII SF MB0457 M     | 2040-07-20      | 4.5000%  | 0.0000% | $96459.00          | $94626.64          | Agency Mortgage-Backed Securities |
| GNII SF DI1926 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2438120.00        | $2543392.89        | Agency Mortgage-Backed Securities |
| GNMI SF 548529 X     | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $439718.50         | Agency Mortgage-Backed Securities |
| GNII SF DM4027 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1060992.00        | $1071857.45        | Agency Mortgage-Backed Securities |
| GNII SF DM3507 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1365142.00        | $1368289.09        | Agency Mortgage-Backed Securities |
| GNAR AF 082888 M     | 2041-07-20      | 4.6250%  | 0.0000% | $6705904.00        | $165941.00         | Agency Mortgage-Backed Securities |
| GNII SF DI2182 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1903015.13        | Agency Mortgage-Backed Securities |
| GNII SF DM3338 C     | 2055-08-20      | 6.5000%  | 0.0000% | $801895.00         | $846193.94         | Agency Mortgage-Backed Securities |
| GNII SF DG3522 C     | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1773937.56        | Agency Mortgage-Backed Securities |
| GNII SF DJ6808 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1684772.00        | $1722385.68        | Agency Mortgage-Backed Securities |
| GNII SF DJ4194 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1848200.00        | $1885864.14        | Agency Mortgage-Backed Securities |
| GNII SF DF6283 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $1170703.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ1418 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3597880.00        | $3773847.57        | Agency Mortgage-Backed Securities |
| GNII SF DK0077 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4751232.00        | $4955675.70        | Agency Mortgage-Backed Securities |
| GNII SF DH9001 C     | 2052-01-20      | 5.5000%  | 0.0000% | $1313618.00        | $878104.57         | Agency Mortgage-Backed Securities |
| GNII SF DJ1853 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2888479.89        | Agency Mortgage-Backed Securities |
| GNPL PN DH1759       | 2060-03-15      | 5.6000%  | 0.0000% | $553667.00         | $576862.84         | Agency Mortgage-Backed Securities |
| GNII SF DJ4714 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3152351.31        | Agency Mortgage-Backed Securities |
| GNII SF DG2247 C     | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $15105885.52       | Agency Mortgage-Backed Securities |
| GNII AP 784924 M     | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $286755.69         | Agency Mortgage-Backed Securities |
| GNII SF DI9237 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3310352.05        | Agency Mortgage-Backed Securities |
| GNII SF DF2517 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1420730.00        | $1131890.72        | Agency Mortgage-Backed Securities |
| GNII SF DI7288 C     | 2055-03-20      | 5.5000%  | 0.0000% | $2003136.00        | $2011647.39        | Agency Mortgage-Backed Securities |
| GNII SF DG1999 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1201914.00        | $1198524.51        | Agency Mortgage-Backed Securities |
| GNII SF DG9177 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1181401.55        | Agency Mortgage-Backed Securities |
| GNII SF DJ2829 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3758280.00        | $3921170.20        | Agency Mortgage-Backed Securities |
| GNII ET DJ3057 C     | 2065-08-20      | 5.0000%  | 0.0000% | $1677784.00        | $1670739.64        | Agency Mortgage-Backed Securities |
| GNMI SF 568466 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2765752.00        | $5137.45           | Agency Mortgage-Backed Securities |
| GNAR AR 080107 M     | 2027-08-20      | 4.6250%  | 0.0000% | $17850368.00       | $5882.51           | Agency Mortgage-Backed Securities |
| GNII SF DH6870 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $1836254.81        | Agency Mortgage-Backed Securities |
| GNII SF DG9247 C     | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1631291.83        | Agency Mortgage-Backed Securities |
| GNII SF DH0333 C     | 2055-02-20      | 5.0000%  | 0.0000% | $1259712.00        | $1256796.77        | Agency Mortgage-Backed Securities |
| GNII SF CX5783 C     | 2053-10-20      | 7.5000%  | 0.0000% | $1121820.00        | $982722.04         | Agency Mortgage-Backed Securities |
| GNII SF DJ2498 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $4352763.52        | Agency Mortgage-Backed Securities |
| GNMI SF 757400 X     | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $53393.01          | Agency Mortgage-Backed Securities |
| GNII SF DI4714 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5276152.00        | $5575540.94        | Agency Mortgage-Backed Securities |
| GNII SP 785622 C     | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $254553.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7170 M     | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $239484.70         | Agency Mortgage-Backed Securities |
| GNII SF CY6905 C     | 2053-11-20      | 7.5000%  | 0.0000% | $3358152.00        | $2380062.17        | Agency Mortgage-Backed Securities |
| GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $3187780.00        | $2688331.29        | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $217860864.00      | $143125456.19      | Agency Mortgage-Backed Securities |
| GNII JM MA6921 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1048440.00        | $504824.51         | Agency Mortgage-Backed Securities |
| GNII SF MA9132 M     | 2031-05-20      | 2.5000%  | 0.0000% | $53713.00          | $35742.23          | Agency Mortgage-Backed Securities |
| GNII SF DF2412 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $621621.38         | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $57500.00          | $57582.56          | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M     | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $284573.87         | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $46545280.00       | $36236698.39       | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $86990720.00       | $67441315.93       | Agency Mortgage-Backed Securities |
| GNII SF MA8695 M     | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $93080.76          | Agency Mortgage-Backed Securities |
| GNII SF MA9878 M     | 2039-09-20      | 5.0000%  | 0.0000% | $90314.00          | $74195.36          | Agency Mortgage-Backed Securities |
| GNII JM MA9289 M     | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1378852.71        | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $5719456.00        | $4450812.52        | Agency Mortgage-Backed Securities |
| GNII SF DF2316 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $796701.52         | Agency Mortgage-Backed Securities |
| GNII SF MA7911 M     | 2037-03-20      | 3.0000%  | 0.0000% | $150000.00         | $76526.39          | Agency Mortgage-Backed Securities |
| GNII SF MA8424 M     | 2052-11-20      | 3.0000%  | 0.0000% | $3765548.00        | $2621245.41        | Agency Mortgage-Backed Securities |
| GNII SF DG1153 C     | 2054-12-20      | 6.5000%  | 0.0000% | $2365040.00        | $2457270.70        | Agency Mortgage-Backed Securities |
| GNII ET DF3248 C     | 2064-11-20      | 6.0000%  | 0.0000% | $931886.00         | $947244.73         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1342 | 2055-05-01      | 5.5000%  | 0.0000% | $32300280.00       | $32135679.66       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2999 | 2055-10-01      | 5.5000%  | 0.0000% | $69663872.00       | $70912271.78       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0251 | 2055-08-01      | 6.5000%  | 0.0000% | $1006950.00        | $1067186.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0079 | 2055-08-01      | 6.0000%  | 0.0000% | $47321360.00       | $48518711.97       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5391 | 2055-10-01      | 5.5000%  | 0.0000% | $25422560.00       | $25990102.53       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAB8142 | 2037-10-01      | 5.0000%  | 0.0000% | $1779668.00        | $80460.03          | Agency Mortgage-Backed Securities |
| GNII SF DK4967 C     | 2052-07-20      | 6.5000%  | 0.0000% | $1270380.00        | $1328039.58        | Agency Mortgage-Backed Securities |
| GNII SF DL0490 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1439210.00        | $1504507.20        | Agency Mortgage-Backed Securities |
| GNII SF DL2477 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1899470.00        | $1982597.81        | Agency Mortgage-Backed Securities |
| GNII SF DK8359 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1399438.00        | $1507346.55        | Agency Mortgage-Backed Securities |
| GNII SF DK6571 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1796268.00        | $1875194.35        | Agency Mortgage-Backed Securities |
| GNII SF DK7935 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1674359.83        | Agency Mortgage-Backed Securities |
| GNII SF DK5729 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1296042.00        | $1325517.32        | Agency Mortgage-Backed Securities |
| GNII SF DL5886 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $1353414.72        | Agency Mortgage-Backed Securities |
| GNII SF DL6990 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1796526.00        | $1876562.38        | Agency Mortgage-Backed Securities |
| GNII SF DL4477 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1211502.01        | Agency Mortgage-Backed Securities |
| GNII SF DK8322 C     | 2055-06-20      | 6.5000%  | 0.0000% | $23915808.00       | $25230201.09       | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1720756.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ5199 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1798432.13        | Agency Mortgage-Backed Securities |
| GNII ET DJ8013 C     | 2064-06-20      | 7.5000%  | 0.0000% | $77201.00          | $79559.42          | Agency Mortgage-Backed Securities |
| GNII SF DK1645 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1559662.00        | $1627710.75        | Agency Mortgage-Backed Securities |
| GNII SF DK2017 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6772687.63        | Agency Mortgage-Backed Securities |
| GNII SF DH6952 C     | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $1090010.21        | Agency Mortgage-Backed Securities |
| GNII ET DK5125 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1088724.00        | $1086680.05        | Agency Mortgage-Backed Securities |
| GNII SF DH5800 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1029524.00        | $1074893.15        | Agency Mortgage-Backed Securities |
| GNII SF DK5583 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2774055.95        | Agency Mortgage-Backed Securities |
| GNII SF DK0503 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2155296.00        | $2201291.49        | Agency Mortgage-Backed Securities |
| GNII SF DK2598 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3214850.00        | $3218446.51        | Agency Mortgage-Backed Securities |
| GNII SF DK3962 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $1150879.85        | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1164266.61        | Agency Mortgage-Backed Securities |
| GNII SF DJ5832 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1084844.00        | $1106043.99        | Agency Mortgage-Backed Securities |
| GNII SF DK5711 C     | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3281554.20        | Agency Mortgage-Backed Securities |
| GNII SF DK2770 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1840165.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ9125 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $11263521.49       | Agency Mortgage-Backed Securities |
| GNII SF DJ9410 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3068064.00        | $3170255.71        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1535 | 2055-06-01      | 6.0000%  | 0.0000% | $150527488.00      | $149524403.31      | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQY1071 | 2055-04-01      | 7.5000%  | 0.0000% | $1076350.00        | $1149744.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7551 | 2053-11-01      | 6.5000%  | 0.0000% | $2951656.00        | $2804249.39        | Agency Mortgage-Backed Securities |
| GNMI SP 782723 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2259618.47        | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1226567.15        | Agency Mortgage-Backed Securities |
| GNII SF DI7316 C     | 2055-03-20      | 5.5000%  | 0.0000% | $4531960.00        | $4328367.19        | Agency Mortgage-Backed Securities |
| GNII SP 786884 C     | 2052-06-20      | 2.0000%  | 0.0000% | $55687808.00       | $36873260.52       | Agency Mortgage-Backed Securities |
| GNII SF DI8311 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1634678.46        | Agency Mortgage-Backed Securities |
| GNII SF DI6960 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1256321.20        | Agency Mortgage-Backed Securities |
| GNII SF DI8236 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1465160.00        | $1520176.57        | Agency Mortgage-Backed Securities |
| GNMI SF AS4933 X     | 2046-05-15      | 4.5000%  | 0.0000% | $168000.00         | $33075.68          | Agency Mortgage-Backed Securities |
| GNII SF AU6346 C     | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1436428.47        | Agency Mortgage-Backed Securities |
| GNII SF AR9014 C     | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1138949.82        | Agency Mortgage-Backed Securities |
| GNII SF 005331 M     | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $70671.57          | Agency Mortgage-Backed Securities |
| GNII SF DD8451 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1020858.00        | $1078126.55        | Agency Mortgage-Backed Securities |
| GNMI SF 758873 X     | 2038-03-15      | 3.0000%  | 0.0000% | $6638768.00        | $2063020.63        | Agency Mortgage-Backed Securities |
| GNII SF DI2181 C     | 2055-02-20      | 5.0000%  | 0.0000% | $3039940.00        | $3039161.92        | Agency Mortgage-Backed Securities |
| GNII SF DN2295 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10854700.00       | $11567813.99       | Agency Mortgage-Backed Securities |
| GNII SF DM8167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1157170.00        | $1226067.00        | Agency Mortgage-Backed Securities |
| GNAR AR 080143 M     | 2027-12-20      | 4.7500%  | 0.0000% | $14745600.00       | $5971.80           | Agency Mortgage-Backed Securities |
| GNII SF DN0581 C     | 2055-09-20      | 6.5000%  | 0.0000% | $10599600.00       | $11056838.60       | Agency Mortgage-Backed Securities |
| GNII SF DI0599 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $723444.04         | Agency Mortgage-Backed Securities |
| GNII SF DI8922 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1731864.00        | $1769306.65        | Agency Mortgage-Backed Securities |
| GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $1739000.00        | $68906.89          | Agency Mortgage-Backed Securities |
| GNII SF DI4120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1216144.00        | $1265560.66        | Agency Mortgage-Backed Securities |
| GNII SF DI3884 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3719492.00        | $3735359.88        | Agency Mortgage-Backed Securities |
| GNMI SF 402101 X     | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $8623.59           | Agency Mortgage-Backed Securities |
| GNMI SF 400596 X     | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $69006.49          | Agency Mortgage-Backed Securities |
| GNII SF MB0552 M     | 2055-07-20      | 3.5000%  | 0.0000% | $26237856.00       | $24012775.93       | Agency Mortgage-Backed Securities |
| GNII SF AX4343 C     | 2046-10-20      | 3.5000%  | 0.0000% | $113910.00         | $30096.62          | Agency Mortgage-Backed Securities |
| GNII SF CZ1171 C     | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $16739143.14       | Agency Mortgage-Backed Securities |
| GNII SF DJ8639 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4083000.00        | $4262797.70        | Agency Mortgage-Backed Securities |
| GNII SF DK4686 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $2162509.86        | Agency Mortgage-Backed Securities |
| GNII SF DG1207 C     | 2055-01-20      | 5.5000%  | 0.0000% | $2005420.00        | $1634806.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ7145 C     | 2055-06-20      | 4.5000%  | 0.0000% | $5137896.00        | $5003448.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ5846 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6233224.00        | $6364610.41        | Agency Mortgage-Backed Securities |
| GNII SF DJ8287 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3387748.00        | $3543636.22        | Agency Mortgage-Backed Securities |
| GNII SF DK1885 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1393518.00        | $1454089.24        | Agency Mortgage-Backed Securities |
| GNII SF DG2299 C     | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21802292.07       | Agency Mortgage-Backed Securities |
| GNII SF DK0118 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1628280.00        | $1662164.15        | Agency Mortgage-Backed Securities |
| GNII SF DK5605 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2702480.00        | $2824050.18        | Agency Mortgage-Backed Securities |
| GNII SF DK5626 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1686944.00        | $1763265.15        | Agency Mortgage-Backed Securities |
| GNII SF DD7720 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $806093.20         | Agency Mortgage-Backed Securities |
| GNII SF DL0106 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5978313.24        | Agency Mortgage-Backed Securities |
| GNII SF DN8120 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3462280.00        | $3531949.15        | Agency Mortgage-Backed Securities |
| GNII SF DI3653 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1230509.33        | Agency Mortgage-Backed Securities |
| GNII SF DM7854 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1309778.00        | $1365367.60        | Agency Mortgage-Backed Securities |
| GNII SF DD0482 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2059150.67        | Agency Mortgage-Backed Securities |
| GNII SF DE1089 C     | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $6708759.66        | Agency Mortgage-Backed Securities |
| GNII SF DE3278 C     | 2054-08-20      | 5.0000%  | 0.0000% | $1059382.00        | $1055055.38        | Agency Mortgage-Backed Securities |
| GNII SF DK4925 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1663752.00        | $1739501.23        | Agency Mortgage-Backed Securities |
| GNII SF DK5757 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4770753.60        | Agency Mortgage-Backed Securities |
| GNPL PN DB4200       | 2059-12-15      | 5.5900%  | 0.0000% | $277670.00         | $288488.27         | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $100120064.00      | $80085453.74       | Agency Mortgage-Backed Securities |
| GNII SF MA8643 M     | 2053-02-20      | 3.0000%  | 0.0000% | $600000.00         | $415369.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9725 M     | 2054-06-20      | 5.5000%  | 0.0000% | $34650000.00       | $30761144.73       | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $11481392.00       | $8260747.78        | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $12566192.00       | $6162503.84        | Agency Mortgage-Backed Securities |
| GNII SF MA8323 M     | 2037-10-20      | 6.5000%  | 0.0000% | $189355.00         | $167486.82         | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $7182888.00        | $5620194.83        | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $844423.00         | $504720.17         | Agency Mortgage-Backed Securities |
| GNII SF DH5291 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1555476.00        | $1556878.80        | Agency Mortgage-Backed Securities |
| GNII SF DG4442 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1816722.00        | $1809998.88        | Agency Mortgage-Backed Securities |
| GNII ET DG6711 C     | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $3439128.59        | Agency Mortgage-Backed Securities |
| GNII ET DJ3059 C     | 2065-08-20      | 5.5000%  | 0.0000% | $58371264.00       | $58644454.81       | Agency Mortgage-Backed Securities |
| GNII SF DJ5314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1209680.00        | $1165694.66        | Agency Mortgage-Backed Securities |
| GNII SF DK4067 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1239158.00        | $1297369.30        | Agency Mortgage-Backed Securities |
| GNII SF BI4636 C     | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $545384.83         | Agency Mortgage-Backed Securities |
| GNII SF DH6859 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $923973.02         | Agency Mortgage-Backed Securities |
| GNII SF MA8265 M     | 2052-08-20      | 3.0000%  | 0.0000% | $3373000.00        | $2203352.11        | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $8875648.00        | $6201868.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ2758 C     | 2055-04-20      | 5.5000%  | 0.0000% | $2221272.00        | $2232945.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ8368 C     | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $2511123.47        | Agency Mortgage-Backed Securities |
| GNII SF MA9697 M     | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $974026.35         | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1431108.00        | $904510.25         | Agency Mortgage-Backed Securities |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $650000.00         | $419466.57         | Agency Mortgage-Backed Securities |
| GNII SF DG5191 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1106465.98        | Agency Mortgage-Backed Securities |
| GNII SF MA7054 M     | 2050-12-20      | 3.5000%  | 0.0000% | $475000.00         | $163722.77         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2292 | 2054-09-01      | 5.5000%  | 0.0000% | $63191424.00       | $59398947.15       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0067 | 2055-10-01      | 7.0000%  | 0.0000% | $125347712.00      | $132108883.98      | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $464759.05         | Agency Mortgage-Backed Securities |
| GNII SF MA7629 M     | 2036-08-20      | 6.5000%  | 0.0000% | $65642.00          | $17478.58          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2014 | 2055-07-01      | 6.0000%  | 0.0000% | $26612640.00       | $27320843.53       | Agency Mortgage-Backed Securities |
| GNII JM MA6402 M     | 2049-12-20      | 4.5000%  | 0.0000% | $2888040.00        | $105791.46         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4753 | 2055-09-01      | 6.0000%  | 0.0000% | $138938624.00      | $141998960.67      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0417 | 2055-10-01      | 5.0000%  | 0.0000% | $24446400.00       | $24481032.41       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3473 | 2053-06-01      | 5.0000%  | 0.0000% | $3150250.00        | $1754670.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3953 | 2054-09-01      | 5.5000%  | 0.0000% | $7589456.00        | $6811866.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3881 | 2040-07-01      | 5.5000%  | 0.0000% | $3751628.00        | $3711735.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI8986 | 2054-06-01      | 5.5000%  | 0.0000% | $687542.00         | $688234.55         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM5002 | 2047-12-01      | 4.0000%  | 0.0000% | $19123840.00       | $3038208.73        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8115 | 2036-08-01      | 2.0000%  | 0.0000% | $9927000.00        | $5386616.44        | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8219 | 2054-10-01      | 6.5000%  | 0.0000% | $5381750.00        | $2180335.36        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8346 | 2039-12-01      | 4.0000%  | 0.0000% | $40000.00          | $34958.90          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6269 | 2053-01-01      | 5.5000%  | 0.0000% | $3943076.00        | $2527459.07        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8128 | 2036-11-01      | 2.0000%  | 0.0000% | $1950000.00        | $1099538.87        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3474 | 2042-08-01      | 3.5000%  | 0.0000% | $96850000.00       | $9583382.72        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6393 | 2049-03-01      | 4.0000%  | 0.0000% | $100000.00         | $10849.71          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1586 | 2048-11-01      | 4.5000%  | 0.0000% | $425000.00         | $98734.91          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1361 | 2047-05-01      | 3.0000%  | 0.0000% | $6408000.00        | $1951767.80        | Agency Mortgage-Backed Securities |
| GNII SF MA9881 M     | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $163434.09         | Agency Mortgage-Backed Securities |
| GNII SF MA8622 M     | 2030-11-20      | 8.0000%  | 0.0000% | $30681.00          | $10773.64          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0001 | 2040-06-01      | 4.5000%  | 0.0000% | $156696832.00      | $147980209.74      | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M     | 2049-08-20      | 3.0000%  | 0.0000% | $2964608.00        | $425977.12         | Agency Mortgage-Backed Securities |
| GNII SF DJ6831 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1524146.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ9840 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $2201489.49        | Agency Mortgage-Backed Securities |
| GNII JM MA6700 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $233426.13         | Agency Mortgage-Backed Securities |
| GNII SF DI1214 C     | 2055-02-20      | 5.5000%  | 0.0000% | $4128660.00        | $4142020.34        | Agency Mortgage-Backed Securities |
| GNII SF MB0480 M     | 2055-07-20      | 3.0000%  | 0.0000% | $26306816.00       | $23589559.82       | Agency Mortgage-Backed Securities |
| GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $2075000.00        | $81954.61          | Agency Mortgage-Backed Securities |
| GNAR AT MB0638 M     | 2055-08-20      | 4.0000%  | 0.0000% | $495990.00         | $490848.36         | Agency Mortgage-Backed Securities |
| GNII SF DG5193 C     | 2054-12-20      | 5.0000%  | 0.0000% | $2406612.00        | $2401372.90        | Agency Mortgage-Backed Securities |
| GNII SF DL6441 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2268772.00        | $2371476.48        | Agency Mortgage-Backed Securities |
| GNII SF DG9173 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $488707.61         | Agency Mortgage-Backed Securities |
| GNII SF DL6650 C     | 2055-08-20      | 6.5000%  | 0.0000% | $977241.00         | $1025324.12        | Agency Mortgage-Backed Securities |
| GNII SF DG4538 C     | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1817590.20        | Agency Mortgage-Backed Securities |
| GNII SF DH4873 C     | 2055-06-20      | 6.5000%  | 0.0000% | $833381.00         | $870144.83         | Agency Mortgage-Backed Securities |
| GNII SF DH2454 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $1190488.56        | Agency Mortgage-Backed Securities |
| GNII SF DL6983 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3676299.49        | Agency Mortgage-Backed Securities |
| GNII SF DL2510 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1691462.00        | $1763046.35        | Agency Mortgage-Backed Securities |
| GNII SF DG7223 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1128678.42        | Agency Mortgage-Backed Securities |
| GNII SF DK2756 C     | 2055-06-20      | 7.0000%  | 0.0000% | $5404888.00        | $5636085.24        | Agency Mortgage-Backed Securities |
| GNMI SF 697852 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6632.26           | Agency Mortgage-Backed Securities |
| GNII ET DL6418 C     | 2065-08-20      | 4.5000%  | 0.0000% | $292927.00         | $285433.62         | Agency Mortgage-Backed Securities |
| GNII SF DL4051 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6282048.00        | $6562814.70        | Agency Mortgage-Backed Securities |
| GNII SF DL3173 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1513304.70        | Agency Mortgage-Backed Securities |
| GNII SF DK5763 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5661583.26        | Agency Mortgage-Backed Securities |
| GNII SF DK9459 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3363180.00        | $3421095.93        | Agency Mortgage-Backed Securities |
| GNII SF DH6977 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1341047.62        | Agency Mortgage-Backed Securities |
| GNII ET DK7192 C     | 2065-05-20      | 6.0000%  | 0.0000% | $533003.00         | $541946.12         | Agency Mortgage-Backed Securities |
| GNII SF DL3133 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1904550.00        | $1953277.87        | Agency Mortgage-Backed Securities |
| GNII SF DK6540 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2751660.00        | $2899865.59        | Agency Mortgage-Backed Securities |
| GNII SF DG7582 C     | 2054-12-20      | 5.0000%  | 0.0000% | $3428280.00        | $3416340.31        | Agency Mortgage-Backed Securities |
| GNII JM MA8140 M     | 2052-07-20      | 3.0000%  | 0.0000% | $4129048.00        | $2721258.40        | Agency Mortgage-Backed Securities |
| GNII SF CI0196 C     | 2035-08-20      | 5.0000%  | 0.0000% | $1443982.00        | $488094.72         | Agency Mortgage-Backed Securities |
| GNII BD DK5793 C     | 2055-08-20      | 4.0000%  | 0.0000% | $1028888.00        | $942584.85         | Agency Mortgage-Backed Securities |
| GNII SF CE6237 C     | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3456366.29        | Agency Mortgage-Backed Securities |
| GNII SF DK1822 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1211065.42        | Agency Mortgage-Backed Securities |
| GNII SF DK3156 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1707704.00        | $1721665.31        | Agency Mortgage-Backed Securities |
| GNII SF BS8420 C     | 2050-04-20      | 4.0000%  | 0.0000% | $100000.00         | $23008.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $14338368.00       | $13612671.51       | Agency Mortgage-Backed Securities |
| GNII SF DJ9057 C     | 2055-04-20      | 3.5000%  | 0.0000% | $2696380.00        | $2463961.62        | Agency Mortgage-Backed Securities |
| GNII SF MA8700 M     | 2032-02-20      | 7.5000%  | 0.0000% | $99498.00          | $47909.08          | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1425037.74        | Agency Mortgage-Backed Securities |
| GNII SF BV9803 C     | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1275158.17        | Agency Mortgage-Backed Securities |
| GNII ET DK1889 C     | 2065-05-20      | 6.5000%  | 0.0000% | $2466468.00        | $2547244.84        | Agency Mortgage-Backed Securities |
| GNII SF DH4867 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3300325.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ1397 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2545410.00        | $2598973.91        | Agency Mortgage-Backed Securities |
| GNII SF DG9948 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1690922.92        | Agency Mortgage-Backed Securities |
| GNII SF DJ5925 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4036168.00        | $4056021.39        | Agency Mortgage-Backed Securities |
| GNII SF MA8178 M     | 2037-08-20      | 5.0000%  | 0.0000% | $630351.00         | $471143.85         | Agency Mortgage-Backed Securities |
| GNII SF DJ1858 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2058232.00        | $2146864.85        | Agency Mortgage-Backed Securities |
| GNII BD DJ1088 C     | 2055-03-20      | 4.5000%  | 0.0000% | $10161136.00       | $9465088.61        | Agency Mortgage-Backed Securities |
| GNII SF DJ2849 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10136432.00       | $10594184.75       | Agency Mortgage-Backed Securities |
| GNII SF DJ4813 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1713773.85        | Agency Mortgage-Backed Securities |
| GNII SF DG3904 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1629315.37        | Agency Mortgage-Backed Securities |
| GNII SF DK0297 C     | 2055-05-20      | 6.5000%  | 0.0000% | $6629824.00        | $6917259.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ2120 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1175590.00        | $1224900.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ8921 C     | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $30997189.65       | Agency Mortgage-Backed Securities |
| GNII SF DK0348 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1125702.75        | Agency Mortgage-Backed Securities |
| GNII SF BV0541 C     | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $160492.80         | Agency Mortgage-Backed Securities |
| GNII ET DN4221 C     | 2065-01-20      | 4.5000%  | 0.0000% | $95369.00          | $93225.01          | Agency Mortgage-Backed Securities |
| GNAR AF MB0495 M     | 2055-07-20      | 5.0000%  | 0.0000% | $2398740.00        | $2410193.84        | Agency Mortgage-Backed Securities |
| GNII SF DM7859 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1743220.00        | $1801738.15        | Agency Mortgage-Backed Securities |
| GNII SF MB0401 M     | 2040-06-20      | 6.0000%  | 0.0000% | $211550.00         | $215197.49         | Agency Mortgage-Backed Securities |
| GNII SF DM7812 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1300106.00        | $1360029.27        | Agency Mortgage-Backed Securities |
| GNII SF DM8437 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3168828.00        | $3240381.19        | Agency Mortgage-Backed Securities |
| GNII SF DM7844 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1503474.00        | $1537422.94        | Agency Mortgage-Backed Securities |
| GNII SF DN2293 C     | 2055-10-20      | 6.5000%  | 0.0000% | $6588608.00        | $6904140.83        | Agency Mortgage-Backed Securities |
| GNII SF DM7851 C     | 2055-10-20      | 5.5000%  | 0.0000% | $7710704.00        | $7865861.35        | Agency Mortgage-Backed Securities |
| GNII SF DM8576 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3654320.00        | $3773650.22        | Agency Mortgage-Backed Securities |
| GNII SF 778108 C     | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $5959.97           | Agency Mortgage-Backed Securities |
| GNII SF MA3596 M     | 2046-04-20      | 3.0000%  | 0.0000% | $50664192.00       | $5230210.03        | Agency Mortgage-Backed Securities |
| GNII SF MA0941 M     | 2036-08-20      | 7.0000%  | 0.0000% | $750000.00         | $46657.98          | Agency Mortgage-Backed Securities |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $382000.00         | $47536.46          | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2246323.70        | Agency Mortgage-Backed Securities |
| GNII ET DM3746 C     | 2065-09-20      | 4.5000%  | 0.0000% | $216768.00         | $211936.89         | Agency Mortgage-Backed Securities |
| GNII SF DJ8638 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1293642.00        | $1350948.30        | Agency Mortgage-Backed Securities |
| GNII SF DK1825 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1488118.00        | $1555378.32        | Agency Mortgage-Backed Securities |
| GNII SF DH6363 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $1596645.02        | Agency Mortgage-Backed Securities |
| GNII SF DH7395 C     | 2055-05-20      | 6.5000%  | 0.0000% | $795907.00         | $840533.44         | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $973318.74         | Agency Mortgage-Backed Securities |
| GNII SF DJ9247 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2009796.00        | $1983034.27        | Agency Mortgage-Backed Securities |
| GNII ET DJ9262 C     | 2065-05-20      | 5.5000%  | 0.0000% | $377124.00         | $379781.73         | Agency Mortgage-Backed Securities |
| GNII SF DJ5878 C     | 2055-04-20      | 5.5000%  | 0.0000% | $12693952.00       | $12583735.65       | Agency Mortgage-Backed Securities |
| GNII SF DK0042 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1052436.07        | Agency Mortgage-Backed Securities |
| GNII SF DJ9121 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2704052.00        | $2842640.12        | Agency Mortgage-Backed Securities |
| GNII SF DH4874 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1242595.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ1894 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1685070.00        | $1756390.65        | Agency Mortgage-Backed Securities |
| GNII SF DM0774 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3565616.00        | $3793455.35        | Agency Mortgage-Backed Securities |
| GNII SF DH6837 C     | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $2584431.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ1869 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1057844.00        | $1061099.62        | Agency Mortgage-Backed Securities |
| GNII SF DH8527 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1012318.00        | $1053701.00        | Agency Mortgage-Backed Securities |
| GNII ET DJ1603 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1211130.00        | $1247164.23        | Agency Mortgage-Backed Securities |
| GNII SF DK0421 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2086560.00        | $2133117.76        | Agency Mortgage-Backed Securities |
| GNII SF DH4861 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2887324.00        | $3015133.47        | Agency Mortgage-Backed Securities |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $333083.00         | $341904.23         | Agency Mortgage-Backed Securities |
| GNPL PN DG8448       | 2060-01-15      | 5.3600%  | 0.0000% | $140767.00         | $144495.01         | Agency Mortgage-Backed Securities |
| GNII SF DH3837 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3701615.87        | Agency Mortgage-Backed Securities |
| GNII SF DH6797 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1567714.00        | $1632400.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ9248 C     | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $4296331.75        | Agency Mortgage-Backed Securities |
| GNII SF DL8219 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2588272.00        | $2637736.35        | Agency Mortgage-Backed Securities |
| GNII SF DH8895 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2576958.78        | Agency Mortgage-Backed Securities |
| GNII SF DH6963 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2501794.77        | Agency Mortgage-Backed Securities |
| GNMI SF 693564 X     | 2038-07-15      | 6.5000%  | 0.0000% | $538602.00         | $9791.78           | Agency Mortgage-Backed Securities |
| GNMI SF 709503 X     | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10582.85          | Agency Mortgage-Backed Securities |
| GNAR AT 082431 M     | 2039-12-20      | 4.7500%  | 0.0000% | $4400000.00        | $131976.88         | Agency Mortgage-Backed Securities |
| GNMI SF 752199 X     | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1565680.57        | Agency Mortgage-Backed Securities |
| GNII SP 786366 C     | 2052-08-20      | 4.5000%  | 0.0000% | $100000.00         | $78114.82          | Agency Mortgage-Backed Securities |
| GNII SF 004747 M     | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $24312.80          | Agency Mortgage-Backed Securities |
| GNII SF AR0791 C     | 2046-05-20      | 3.5000%  | 0.0000% | $500438.00         | $61478.57          | Agency Mortgage-Backed Securities |
| GNMI SF 462682 X     | 2028-04-15      | 6.5000%  | 0.0000% | $17948672.00       | $7706.30           | Agency Mortgage-Backed Securities |
| GNMI SF 590247 X     | 2032-05-15      | 6.5000%  | 0.0000% | $182513.00         | $11054.92          | Agency Mortgage-Backed Securities |
| GNAR AF 082794 M     | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $762504.72         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7254 | 2055-11-01      | 5.5000%  | 0.0000% | $3593056.00        | $3673379.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1792 | 2055-05-01      | 6.0000%  | 0.0000% | $15858368.00       | $15983978.56       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0373 | 2055-07-01      | 6.0000%  | 0.0000% | $8301024.00        | $8396773.24        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3445 | 2055-05-01      | 5.5000%  | 0.0000% | $8293200.00        | $8379181.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  | 0.0000% | $11716240.00       | $11445306.72       | Agency Mortgage-Backed Securities |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9311.95           | Agency Mortgage-Backed Securities |
| GNII JM MA9713 M     | 2054-06-20      | 6.0000%  | 0.0000% | $928725.00         | $599530.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9602 M     | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14969970.40       | Agency Mortgage-Backed Securities |
| GNII SF MA8428 M     | 2052-11-20      | 5.0000%  | 0.0000% | $2235568.00        | $1738613.72        | Agency Mortgage-Backed Securities |
| GNII SF MA9243 M     | 2053-10-20      | 6.5000%  | 0.0000% | $20000000.00       | $9968514.22        | Agency Mortgage-Backed Securities |
| GNII JM MA8866 M     | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $754726.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $5932936.00        | $4669042.43        | Agency Mortgage-Backed Securities |
| GNII SF DK5754 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1114960.00        | $1056325.25        | Agency Mortgage-Backed Securities |
| GNII SF DK0071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2136200.00        | $2144066.46        | Agency Mortgage-Backed Securities |
| GNII SF DK7137 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2810252.00        | $2939600.14        | Agency Mortgage-Backed Securities |
| GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $17728608.00       | $15896255.05       | Agency Mortgage-Backed Securities |
| GNII SF DK6440 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1256310.00        | $1308079.78        | Agency Mortgage-Backed Securities |
| GNII SF BW8883 C     | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $372731.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9387 M     | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $359001.23         | Agency Mortgage-Backed Securities |
| GNII SF DK6036 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1100311.08        | Agency Mortgage-Backed Securities |
| GNII SF CC9794 C     | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $91961.04          | Agency Mortgage-Backed Securities |
| GNII SF DK3974 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1994496.00        | $2080012.74        | Agency Mortgage-Backed Securities |
| GNII SF DL4851 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1486134.46        | Agency Mortgage-Backed Securities |
| GNII ET DK8680 C     | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $285767.56         | Agency Mortgage-Backed Securities |
| GNII SF DK6585 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $4074335.45        | Agency Mortgage-Backed Securities |
| GNII SF DG9261 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $2053982.69        | Agency Mortgage-Backed Securities |
| GNII SF DL3136 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1364038.00        | $1398915.08        | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M     | 2053-12-20      | 7.0000%  | 0.0000% | $146783232.00      | $56443060.84       | Agency Mortgage-Backed Securities |
| GNII SF DK8324 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1471348.00        | $1563080.05        | Agency Mortgage-Backed Securities |
| GNII SF MA8844 M     | 2033-09-20      | 3.5000%  | 0.0000% | $615660.00         | $477028.14         | Agency Mortgage-Backed Securities |
| GNII SF CB4544 C     | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $41208.94          | Agency Mortgage-Backed Securities |
| GNII SF DL4153 C     | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11961890.42       | Agency Mortgage-Backed Securities |
| GNII SF DL6857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3248880.00        | $3399720.47        | Agency Mortgage-Backed Securities |
| GNII SF BS6433 C     | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $406979.61         | Agency Mortgage-Backed Securities |
| GNII SF DK3171 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1735144.00        | $1831438.50        | Agency Mortgage-Backed Securities |
| GNII SF DK4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1168770.00        | $1191592.47        | Agency Mortgage-Backed Securities |
| GNII SF DK1497 C     | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $17368118.15       | Agency Mortgage-Backed Securities |
| GNII SF BV7358 C     | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $295487.57         | Agency Mortgage-Backed Securities |
| GNII SF DJ9123 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3388912.00        | $3543872.72        | Agency Mortgage-Backed Securities |
| GNII SF CH0582 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2187892.00        | $1609135.84        | Agency Mortgage-Backed Securities |
| GNII SF DK3976 C     | 2050-05-20      | 6.5000%  | 0.0000% | $1407688.00        | $1465807.57        | Agency Mortgage-Backed Securities |
| GNII SF DK6384 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1980768.00        | $2015142.57        | Agency Mortgage-Backed Securities |
| GNPL PN BX1617       | 2062-06-15      | 2.7200%  | 0.0000% | $50000.00          | $42593.54          | Agency Mortgage-Backed Securities |
| GNII ET DL6471 C     | 2065-07-20      | 5.0000%  | 0.0000% | $196329.00         | $195481.10         | Agency Mortgage-Backed Securities |
| GNII SF DK0294 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $4405007.01        | Agency Mortgage-Backed Securities |
| GNII SF DK6459 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1124896.00        | $1151292.82        | Agency Mortgage-Backed Securities |
| GNII ET DK8082 C     | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $363619.44         | Agency Mortgage-Backed Securities |
| GNII ET DM3150 C     | 2065-07-20      | 7.0000%  | 0.0000% | $2947104.00        | $3045167.53        | Agency Mortgage-Backed Securities |
| GNII SF DL5817 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1339496.00        | $1407729.48        | Agency Mortgage-Backed Securities |
| GNII ET DM2576 C     | 2065-07-20      | 3.0000%  | 0.0000% | $938036.00         | $844703.26         | Agency Mortgage-Backed Securities |
| GNII SF DL7867 C     | 2055-08-20      | 6.0000%  | 0.0000% | $6493024.00        | $6698480.79        | Agency Mortgage-Backed Securities |
| GNII SF DM6174 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3250504.00        | $3406176.06        | Agency Mortgage-Backed Securities |
| GNII SF DL8958 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1927434.00        | $2015726.25        | Agency Mortgage-Backed Securities |
| GNII ET DM3070 C     | 2065-09-20      | 5.5000%  | 0.0000% | $1152802.00        | $1166540.15        | Agency Mortgage-Backed Securities |
| GNII ET DM2262 C     | 2065-10-20      | 6.5000%  | 0.0000% | $493562.00         | $510575.90         | Agency Mortgage-Backed Securities |
| GNII SF DM0767 C     | 2055-08-20      | 6.5000%  | 0.0000% | $21164.00          | $22357.86          | Agency Mortgage-Backed Securities |
| GNII SF DK4115 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1206818.00        | $1263278.18        | Agency Mortgage-Backed Securities |
| GNII SF DL6012 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1477984.00        | $1545015.18        | Agency Mortgage-Backed Securities |
| GNII SF DL4768 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1246596.00        | $1303284.39        | Agency Mortgage-Backed Securities |
| GNII SF DL6913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3739264.00        | $3911686.07        | Agency Mortgage-Backed Securities |
| GNII SF DM3500 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3134484.00        | $3158110.07        | Agency Mortgage-Backed Securities |
| GNII SF DL5983 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1202216.00        | $1259466.97        | Agency Mortgage-Backed Securities |
| GNII SF DK8326 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2900200.37        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0052 | 2055-09-01      | 7.0000%  | 0.0000% | $208725504.00      | $212408788.24      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5855 | 2053-08-01      | 3.5000%  | 0.0000% | $147804.00         | $123850.38         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8380 | 2040-04-01      | 6.0000%  | 0.0000% | $46346496.00       | $39245430.41       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  | 0.0000% | $552331.00         | $438635.70         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5512 | 2052-09-01      | 4.0000%  | 0.0000% | $20003616.00       | $16206100.70       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0205 | 2037-05-01      | 2.5000%  | 0.0000% | $234009.00         | $151127.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR8506 | 2051-04-01      | 2.5000%  | 0.0000% | $2946800.00        | $1717164.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4115 | 2055-11-01      | 5.5000%  | 0.0000% | $10353472.00       | $10545687.66       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBY1299 | 2054-01-01      | 3.5000%  | 0.0000% | $100172.00         | $82612.83          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6181 | 2053-05-01      | 5.0000%  | 0.0000% | $500000.00         | $417567.09         | Agency Mortgage-Backed Securities |

### Security 671: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.590000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BTAT2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BTAT2
- **C.18 - Value (incl. sponsor support):** $399876204.00
- **C.18.a - Value (excl. sponsor support):** $399876204.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 8.1344%  | 0.0000% | $2400000.00        | $2347093.26        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-3 C      20300315 4.9 | 2030-03-15      | 4.9300%  | 0.0000% | $100000.00         | $100946.21         | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       B      20350319 7.9 | 2035-03-19      | 7.9500%  | 0.0000% | $2500000.00        | $2548054.17        | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR4 B      20300819 4.7 | 2030-08-19      | 4.7000%  | 0.0000% | $4000000.00        | $3979950.66        | Asset-Backed Securities |
| TOYOTA LEASE OWNER TR 2023-B   A-3    20261120 5.6 | 2026-11-20      | 5.6600%  | 0.0000% | $125000.00         | $30965.19          | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $11000000.00       | $7344776.90        | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2022-1    A-3    20280120 3.2 | 2028-01-20      | 3.2700%  | 0.0000% | $2074000.00        | $871721.44         | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2024-3    A-3    20280820 4.9 | 2028-08-20      | 4.9800%  | 0.0000% | $127000.00         | $128794.34         | Asset-Backed Securities |
| EXETER SELECT AUTOMOBIL 2025-3 C      20320315 5.0 | 2032-03-15      | 5.0000%  | 0.0000% | $7000000.00        | $6983228.00        | Asset-Backed Securities |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3805000.00        | $2071841.30        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      M-1    20591125 FLT | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3077711.59        | Asset-Backed Securities |
| OCCU AUTO REC TR 2022-1        A-3    20271015 5.5 | 2027-10-15      | 5.5000%  | 0.0000% | $705000.00         | $74937.78          | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2025-39 D-2    20380415 FLT | 2038-04-15      | 7.5545%  | 0.0000% | $1046000.00        | $1045422.16        | Asset-Backed Securities |
| CHASE HOME LD MTG TR 2024-RPL2 A-1-B  20640825 FLT | 2064-08-25      | 3.2500%  | 0.0000% | $6000000.00        | $4801536.84        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-3RR       A-1RR  20370720 FLT | 2037-07-20      | 5.2644%  | 0.0000% | $1400000.00        | $1403806.01        | Asset-Backed Securities |
| CCG RECEIVABLES TR 2025-1      B      20321014 4.6 | 2032-10-14      | 4.6900%  | 0.0000% | $2801000.00        | $2837860.38        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 A-3    20270216 3.4 | 2027-02-16      | 3.4900%  | 0.0000% | $3097000.00        | $96112.66          | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2021-D D      20271215 2.3 | 2027-12-15      | 2.3100%  | 0.0000% | $18900000.00       | $2694473.49        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P3    A-3    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $2654000.00        | $633778.67         | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 A-2    20271210 4.8 | 2027-12-10      | 4.8400%  | 0.0000% | $2640000.00        | $717462.65         | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       B      20270310 1.2 | 2027-03-10      | 1.2700%  | 0.0000% | $164000.00         | $162800.31         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    A-4    20280210 3.5 | 2028-02-10      | 3.5200%  | 0.0000% | $1000000.00        | $821039.92         | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-2R     D-2R   20380420 FLT | 2038-04-20      | 7.8344%  | 0.0000% | $4250000.00        | $4286345.39        | Asset-Backed Securities |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 5.0544%  | 0.0000% | $1800000.00        | $1800052.94        | Asset-Backed Securities |
| LCM LTD 2021-32                A-1    20340720 FLT | 2034-07-20      | 5.2561%  | 0.0000% | $1000000.00        | $1000936.02        | Asset-Backed Securities |
| LCM LTD 2021-32                D      20340720 FLT | 2034-07-20      | 7.5461%  | 0.0000% | $4000000.00        | $3857702.95        | Asset-Backed Securities |
| AGL CLO LTD 2022-22R           D-1R   20370121 FLT | 2037-01-21      | 6.5844%  | 0.0000% | $510000.00         | $510883.28         | Asset-Backed Securities |
| AGL CLO 2021-10 LTD            D      20340417 FLT | 2034-04-17      | 7.0662%  | 0.0000% | $500000.00         | $499775.26         | Asset-Backed Securities |
| BLACKROCK ELBERT CLO 2020-5R   A-1-R  20340615 FLT | 2034-06-15      | 5.8878%  | 0.0000% | $5000000.00        | $4987467.53        | Asset-Backed Securities |
| BENEFIT STREET PRTNR 2015-6BR  A-1-R  20380420 FLT | 2038-04-20      | 5.0644%  | 0.0000% | $9570000.00        | $9572368.27        | Asset-Backed Securities |
| MONROE CAPITAL MML 2020-10RR   A-R2   20370820 FLT | 2037-08-20      | 5.9844%  | 0.0000% | $20000000.00       | $20457273.00       | Asset-Backed Securities |
| OCTANE RECEIVABLES TR 2023-1   A      20290521 5.8 | 2029-05-21      | 5.8700%  | 0.0000% | $165000.00         | $6744.51           | Asset-Backed Securities |
| SYMPHONY CLO 2023-30R LTD      A-1-R  20371020 FLT | 2037-10-20      | 5.4244%  | 0.0000% | $1060000.00        | $1062891.12        | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $1915600.82        | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 7.0316%  | 0.0000% | $708266.00         | $710591.39         | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2023-1 C      20281215 6.3 | 2028-12-15      | 6.3800%  | 0.0000% | $5365000.00        | $2455368.90        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2020-2     E      20270915 8.2 | 2027-09-15      | 8.2200%  | 0.0000% | $9350000.00        | $4556726.14        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 6.1844%  | 0.0000% | $10000000.00       | $10034796.90       | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  A-1A   20440625 FLT | 2044-06-25      | 6.1470%  | 0.0000% | $100000.00         | $72686.08          | Asset-Backed Securities |
| AREX  CLO LTD 2016-39R3        A-R3   20370720 FLT | 2037-07-20      | 5.3044%  | 0.0000% | $5000000.00        | $5020704.00        | Asset-Backed Securities |
| CIFC FUND LTD 2022-3           A      20350423 FLT | 2035-04-23      | 5.2800%  | 0.0000% | $30000000.00       | $30085999.68       | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-1    C      20271115 2.2 | 2027-11-15      | 2.2000%  | 0.0000% | $200000.00         | $198366.36         | Asset-Backed Securities |
| CHASE AUTO OWNER TRUST 2024-4  A-2    20270927 5.2 | 2027-09-27      | 5.2500%  | 0.0000% | $415000.00         | $86496.91          | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2020-4 E      20280417 2.8 | 2028-04-17      | 2.8500%  | 0.0000% | $3100000.00        | $1315650.56        | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    E      20280613 6.5 | 2028-06-13      | 6.5700%  | 0.0000% | $7000000.00        | $7027202.00        | Asset-Backed Securities |
| AMERICREDIT AUTO  2021-2 TR    D      20270618 1.2 | 2027-06-18      | 1.2900%  | 0.0000% | $7510000.00        | $7464443.09        | Asset-Backed Securities |
| AMERICR ATMBL REC TR 2022-2    C      20280418 5.3 | 2028-04-18      | 5.3200%  | 0.0000% | $55000.00          | $55388.69          | Asset-Backed Securities |
| AMERICREDIT AUTO REC 2022-1    B      20270419 2.7 | 2027-04-19      | 2.7700%  | 0.0000% | $130000.00         | $11679.11          | Asset-Backed Securities |
| APIDOS CLO 2021-35             A      20340420 FLT | 2034-04-20      | 5.1961%  | 0.0000% | $21000000.00       | $21058331.32       | Asset-Backed Securities |
| ARES XLIV CLO LTD              A-1-RR 20340417 FLT | 2034-04-17      | 5.0345%  | 0.0000% | $2800000.00        | $2808813.20        | Asset-Backed Securities |
| BBAM US CLO 2022-1R LLC        A-R    20380330 FLT | 2038-03-30      | 5.1045%  | 0.0000% | $830000.00         | $830372.41         | Asset-Backed Securities |
| CAPITAL ONE PRIME TR 2022-1    A-3    20270415 3.1 | 2027-04-15      | 3.1700%  | 0.0000% | $1144000.00        | $146668.42         | Asset-Backed Securities |
| COOPR RES MTG TR 2025-CES2     A-1A   20600625 FLT | 2060-06-25      | 5.5020%  | 0.0000% | $3666849.00        | $3576501.85        | Asset-Backed Securities |
| CIFC FUNDING LTD 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.2544%  | 0.0000% | $1960000.00        | $1969222.83        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-3 D      20320517 5.2 | 2032-05-17      | 5.2200%  | 0.0000% | $2469000.00        | $2492919.67        | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   B      20300510 5.6 | 2030-05-10      | 5.6300%  | 0.0000% | $900000.00         | $911330.25         | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    D      20300910 6.4 | 2030-09-10      | 6.4400%  | 0.0000% | $6000000.00        | $6134494.00        | Asset-Backed Securities |
| CARMAX AUTO OWN TR 2021-4      B      20270517 1.0 | 2027-05-17      | 1.0400%  | 0.0000% | $98000.00          | $97613.12          | Asset-Backed Securities |
| CCG REC TR 2022-1              A-2    20290716 3.9 | 2029-07-16      | 3.9100%  | 0.0000% | $31127000.00       | $62491.65          | Asset-Backed Securities |
| ALLY AUTO RECEIVABLES 2024-1   A-4    20291015 4.9 | 2029-10-15      | 4.9400%  | 0.0000% | $100000.00         | $101667.76         | Asset-Backed Securities |
| AGL CLO LTD 2024-35            D-1    20380121 FLT | 2038-01-21      | 6.7200%  | 0.0000% | $3000000.00        | $3008209.97        | Asset-Backed Securities |
| AGL CORE CLO LTD 2023-27       A      20361021 FLT | 2036-10-21      | 5.6000%  | 0.0000% | $12325000.00       | $12374245.09       | Asset-Backed Securities |
| AJAX MORTGAGE LOAN TR 2020-B   A-2    20590525 FLT | 2059-05-25      | 2.8640%  | 0.0000% | $400000.00         | $369846.13         | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     C      20341016 4.8 | 2034-10-16      | 4.8900%  | 0.0000% | $1000000.00        | $1001671.67        | Asset-Backed Securities |
| AMERICAN CR REC TR 2023-4      C      20300912 6.9 | 2030-09-12      | 6.9900%  | 0.0000% | $12730000.00       | $10823299.02       | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 7.8844%  | 0.0000% | $250000.00         | $252204.78         | Asset-Backed Securities |
| VENTURE 33 CLO 2018            D      20310715 FLT | 2031-07-15      | 7.3262%  | 0.0000% | $2500000.00        | $2386340.17        | Asset-Backed Securities |
| SIGNAL PEAK CLO LTD 2024-11    B      20370720 FLT | 2037-07-20      | 5.7344%  | 0.0000% | $2000000.00        | $2004824.38        | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $25000.00          | $24086.98          | Asset-Backed Securities |
| SANTANR DRV AUTO REC TR 2023-6 A-3    20280717 5.9 | 2028-07-17      | 5.9300%  | 0.0000% | $2800000.00        | $1472708.10        | Asset-Backed Securities |
| PPM CLO LTD 2025-8             A-1    20380420 FLT | 2038-04-20      | 5.1544%  | 0.0000% | $6250000.00        | $6258156.05        | Asset-Backed Securities |
| PENFED AUTO REC TR 2022-A      A-4    20281215 4.1 | 2028-12-15      | 4.1800%  | 0.0000% | $133000.00         | $18029.69          | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.5894%  | 0.0000% | $184000.00         | $42964.48          | Asset-Backed Securities |
| SANTANDER CONS AUTO 2021-A     D      20270115 1.5 | 2027-01-15      | 1.5700%  | 0.0000% | $2235000.00        | $449523.13         | Asset-Backed Securities |
| REGIONAL MGT ISSUANC TR 2025-1 D      20340417 6.5 | 2034-04-17      | 6.5800%  | 0.0000% | $2000000.00        | $2035980.89        | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2023-A   A-3    20270420 6.5 | 2027-04-20      | 6.5100%  | 0.0000% | $1200000.00        | $374999.36         | Asset-Backed Securities |
| RR LTD 2025-38                 A-2    20400416 FLT | 2040-04-16      | 5.4045%  | 0.0000% | $5000000.00        | $5002910.09        | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2025-A B      20341120 4.9 | 2034-11-20      | 4.9700%  | 0.0000% | $5900000.00        | $5885865.24        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2022-5  D      20301216 5.6 | 2030-12-16      | 5.6700%  | 0.0000% | $270000.00         | $272652.21         | Asset-Backed Securities |
| OAKTREE CLO  LTD 2019-2RR      B-RR   20371015 FLT | 2037-10-15      | 6.1045%  | 0.0000% | $2390000.00        | $2402387.68        | Asset-Backed Securities |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $146646.00         | $120197.68         | Asset-Backed Securities |
| HILTON GR VACATIONS TR 2024-2  C      20380325 5.9 | 2038-03-25      | 5.9900%  | 0.0000% | $100000.00         | $59326.90          | Asset-Backed Securities |
| MARANON LOAN FUNDING 2023-2    A-1    20360115 FLT | 2036-01-15      | 6.4045%  | 0.0000% | $13000000.00       | $13048704.02       | Asset-Backed Securities |
| OCP CLO 2020-19R2 LTD          A-1R2  20380420 FLT | 2038-04-20      | 5.0644%  | 0.0000% | $2000000.00        | $2003574.94        | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 7.6662%  | 0.0000% | $2000000.00        | $1967414.36        | Asset-Backed Securities |
| WORLD OMNI AUTO REC TR 2022-B  A-3    20270715 3.2 | 2027-07-15      | 3.2500%  | 0.0000% | $175000.00         | $19326.03          | Asset-Backed Securities |
| TRITON CONTAINER FIN 2020-1    A      20450920 2.1 | 2045-09-20      | 2.1100%  | 0.0000% | $520000.00         | $277147.52         | Asset-Backed Securities |
| WESTLAKE AUTOMOBILE REC 2025-3 A-3    20290615 4.2 | 2029-06-15      | 4.2200%  | 0.0000% | $1950000.00        | $1954141.58        | Asset-Backed Securities |
| VOLKSWAGEN AUTO LEASE 2024-A   A-4    20281220 5.2 | 2028-12-20      | 5.2000%  | 0.0000% | $117000.00         | $118284.65         | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.3244%  | 0.0000% | $1000000.00        | $999406.91         | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 8.0862%  | 0.0000% | $3000000.00        | $2994011.54        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2022-5  C      20281016 4.7 | 2028-10-16      | 4.7400%  | 0.0000% | $21077000.00       | $8315357.87        | Asset-Backed Securities |
| SANTR DRIVE AUTO REC TR 2023-2 B      20280515 5.2 | 2028-05-15      | 5.2400%  | 0.0000% | $185000.00         | $97340.14          | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      A-2    20591125 FLT | 2059-11-25      | 3.0000%  | 0.0000% | $3567000.00        | $3272932.95        | Asset-Backed Securities |
| KUBOTA CR OWNER TR 2025-2      A-4    20301115 4.5 | 2030-11-15      | 4.5700%  | 0.0000% | $833000.00         | $847495.13         | Asset-Backed Securities |
| GLS AUTO RECV ISSUER 2020-3    E      20270715 4.3 | 2027-07-15      | 4.3100%  | 0.0000% | $5300000.00        | $1342774.15        | Asset-Backed Securities |
| FORD CREDIT FLRPLN TR 2018-4   A      20301115 4.0 | 2030-11-15      | 4.0600%  | 0.0000% | $14225000.00       | $14229174.26       | Asset-Backed Securities |
| FORD CR AUTO LEASE 2024-B      A-4    20280115 4.9 | 2028-01-15      | 4.9900%  | 0.0000% | $14725000.00       | $14915876.91       | Asset-Backed Securities |
| FORTRESS CR BSL LTD 2023-19R   C-1-R  20360724 FLT | 2036-07-24      | 6.2654%  | 0.0000% | $2000000.00        | $2006436.55        | Asset-Backed Securities |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 5.0837%  | 0.0000% | $1450000.00        | $1456257.34        | Asset-Backed Securities |
| 37 CAP CLO LTD 2021-1          D      20341016 FLT | 2034-10-16      | 7.6862%  | 0.0000% | $3885000.00        | $3872980.07        | Asset-Backed Securities |
| TOYOTA AUTO RECV OWNER 2025-C  A-2A   20280615 4.2 | 2028-06-15      | 4.2900%  | 0.0000% | $81000.00          | $81335.88          | Asset-Backed Securities |
| PFS FINANCING CORP 2025-A      A      20290116 FLT | 2029-01-16      | 4.8837%  | 0.0000% | $16000000.00       | $16063064.32       | Asset-Backed Securities |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $93138.33          | Asset-Backed Securities |
| TESLA AUTO LEASE TRUST 2023-B  A-3    20260921 6.1 | 2026-09-21      | 6.1300%  | 0.0000% | $3322000.00        | $165557.26         | Asset-Backed Securities |
| VOYA CLO 202 7.0561 15JUL34 144A FR                | 2034-07-15      | 6.7045%  | 0.0000% | $2000000.00        | $1995579.59        | Asset-Backed Securities |
| GREENSTATE AUTO RECV TR 2024-1 A-2    20270816 5.5 | 2027-08-16      | 5.5300%  | 0.0000% | $6000000.00        | $811598.12         | Asset-Backed Securities |
| NEUBERGER BERMAN LOAN 2019-30R A1-R2  20370121 FLT | 2037-01-21      | 5.1244%  | 0.0000% | $3000000.00        | $3006887.40        | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 5.7045%  | 0.0000% | $10000000.00       | $10030653.51       | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2021-2 LLC   A      20271225 1.6 | 2027-12-25      | 1.6800%  | 0.0000% | $4000000.00        | $3902960.00        | Asset-Backed Securities |
| HILTON GRAND VACATIONS TR 2019 B      20330725 2.5 | 2033-07-25      | 2.5400%  | 0.0000% | $1500000.00        | $163169.05         | Asset-Backed Securities |
| HOME PART OF AMER TR 2022-1    A      20390419 3.9 | 2039-04-19      | 3.9300%  | 0.0000% | $400000.00         | $101321.74         | Asset-Backed Securities |
| LAD AUTO RECEIVABLES 2024-1    A-4    20280915 5.1 | 2028-09-15      | 5.1700%  | 0.0000% | $1500000.00        | $1512161.67        | Asset-Backed Securities |
| NEW MOUNTAIN CLO LTD 20-1R2    C-RR   20380115 FLT | 2038-01-15      | 5.7045%  | 0.0000% | $3200000.00        | $3204017.12        | Asset-Backed Securities |
| GM FINL CON AUTO REC TR 2023-2 B      20281016 4.8 | 2028-10-16      | 4.8200%  | 0.0000% | $55000.00          | $55488.09          | Asset-Backed Securities |
| DLLAA LLC  2025-1              A-4    20330420 5.0 | 2033-04-20      | 5.0800%  | 0.0000% | $7200000.00        | $7416181.61        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2020-4R    D1A-R  20361020 FLT | 2036-10-20      | 8.6344%  | 0.0000% | $1000000.00        | $1002388.30        | Asset-Backed Securities |
| ARES LXVII CLO LTD 2025-67R    A-1-R  20380125 FLT | 2038-01-25      | 5.0480%  | 0.0000% | $7000000.00        | $6984536.20        | Asset-Backed Securities |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2683259.99        | Asset-Backed Securities |
| AVIS BUDGT RENL FD LC 2020-2   A      20270220 2.0 | 2027-02-20      | 2.0200%  | 0.0000% | $3944000.00        | $2620175.95        | Asset-Backed Securities |
| ELMWOOD CLO XII LTD            D-1-R  20371015 FLT | 2037-10-15      | 7.0045%  | 0.0000% | $500000.00         | $500556.56         | Asset-Backed Securities |
| DRYDEN 64 CLO LTD 2018-64      C      20310418 FLT | 2031-04-18      | 5.8961%  | 0.0000% | $1000000.00        | $1001431.57        | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-1      B      20280815 5.2 | 2028-08-15      | 5.2900%  | 0.0000% | $2250000.00        | $1700281.11        | Asset-Backed Securities |
| CROSSROADS ASSET TR 2025-A     C      20320220 5.5 | 2032-02-20      | 5.5100%  | 0.0000% | $2500000.00        | $2528344.03        | Asset-Backed Securities |
| NP SPE II LLC 2017-1           A-2    20471020 4.2 | 2047-10-20      | 4.2190%  | 0.0000% | $2000000.00        | $1858058.28        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $1571125.23        | Asset-Backed Securities |
| VOLVO FIN EQUIPMT LLC 2025-1   A-4    20311015 4.5 | 2031-10-15      | 4.5300%  | 0.0000% | $1110000.00        | $1125492.64        | Asset-Backed Securities |
| ICG US CLO 2020-1R LTD         C-RR   20350122 FLT | 2035-01-22      | 6.0844%  | 0.0000% | $5000000.00        | $5005345.68        | Asset-Backed Securities |
| HONDA AUTO REC OWNER TR 2024-3 A-2    20270222 4.8 | 2027-02-22      | 4.8900%  | 0.0000% | $88000.00          | $29941.30          | Asset-Backed Securities |
| OWL ROCK CLO LTD 2022-7        A-R    20380420 FLT | 2038-04-20      | 5.2844%  | 0.0000% | $35300000.00       | $35214386.56       | Asset-Backed Securities |
| OCTAGON INVEST PTNRS 2016-29R2 B-R2   20370720 FLT | 2037-07-20      | 5.7344%  | 0.0000% | $1000000.00        | $1002412.19        | Asset-Backed Securities |
| TESLA LS EV SECURITZATN 2025-A C      20290620 5.0 | 2029-06-20      | 5.0900%  | 0.0000% | $4000000.00        | $4009689.11        | Asset-Backed Securities |
| MAD PAR FDG XXII LTD 2016-22RR C-R2   20380115 FLT | 2038-01-15      | 5.8545%  | 0.0000% | $250000.00         | $250823.00         | Asset-Backed Securities |
| GM FIN CONS AUTO REC 2022-1    A-4    20280417 1.5 | 2028-04-17      | 1.5100%  | 0.0000% | $386000.00         | $265544.37         | Asset-Backed Securities |
| GOLU  CAPITAL PARTNER 2024-76B B      20371026 FLT | 2037-10-26      | 5.5280%  | 0.0000% | $250000.00         | $250178.55         | Asset-Backed Securities |
| FIRSTKEY HOMES 2020-SFR2 TR    D      20371019 1.9 | 2037-10-19      | 1.9680%  | 0.0000% | $7400000.00        | $7394968.00        | Asset-Backed Securities |

### Security 672: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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: ARP1BVS43, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BVS43
- **C.18 - Value (incl. sponsor support):** $2629000000.00
- **C.18.a - Value (excl. sponsor support):** $2629000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CISB8112 | 2036-07-01      | 2.5000%  | 0.0000% | $8859440.00        | $4278940.91        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC4153 | 2054-09-01      | 7.0000%  | 0.0000% | $1199778.00        | $1256269.51        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL444673 | 2027-07-01      | 7.0000%  | 0.0000% | $4999920.00        | $9345.73           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4251 | 2040-10-01      | 5.0000%  | 0.0000% | $2290620.00        | $2318559.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3889 | 2040-07-01      | 6.0000%  | 0.0000% | $2746516.00        | $2782658.01        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2970 | 2050-07-01      | 2.5000%  | 0.0000% | $30000.00          | $11679.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  | 0.0000% | $15132.00          | $13061.20          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $88238.21          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0855 | 2037-07-01      | 3.0000%  | 0.0000% | $1483408.00        | $959681.59         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  | 0.0000% | $587230.00         | $447669.41         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7593 | 2053-12-01      | 6.5000%  | 0.0000% | $2972950.00        | $2041215.63        | Agency Mortgage-Backed Securities |
| GNII SF DM4354 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1056058.00        | $1084122.04        | Agency Mortgage-Backed Securities |
| GNMI SF BU8315 X     | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4214789.82        | Agency Mortgage-Backed Securities |
| GNII ET DK8104 C     | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $318127.79         | Agency Mortgage-Backed Securities |
| GNAR AT 081224 M     | 2035-01-20      | 5.6250%  | 0.0000% | $1450000.00        | $15684.99          | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $500933.00         | $36281.92          | Agency Mortgage-Backed Securities |
| GNII SF DM3434 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2635964.00        | $2766085.23        | Agency Mortgage-Backed Securities |
| GNII SF DM6755 C     | 2055-10-20      | 6.0000%  | 0.0000% | $6035640.00        | $6238262.47        | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $110532224.00      | $87603214.43       | Agency Mortgage-Backed Securities |
| GNII SF MA8270 M     | 2052-09-20      | 5.5000%  | 0.0000% | $98000000.00       | $66888935.10       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV0893 | 2037-01-01      | 2.5000%  | 0.0000% | $2858524.00        | $1858941.59        | Agency Mortgage-Backed Securities |
| GNII ET DJ5070 C     | 2065-04-20      | 5.5000%  | 0.0000% | $183432.00         | $184722.13         | Agency Mortgage-Backed Securities |
| GNII SF MA8720 M     | 2053-01-20      | 2.5000%  | 0.0000% | $640000.00         | $422159.02         | Agency Mortgage-Backed Securities |
| GNII SF DL2636 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1999714.00        | $2093427.57        | Agency Mortgage-Backed Securities |
| GNII SF DI8857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1323972.00        | $1387574.50        | Agency Mortgage-Backed Securities |
| GNII SF DI8892 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2599196.00        | $2725384.13        | Agency Mortgage-Backed Securities |
| GNII SF DO3421 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1589664.00        | $1673313.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $110164.00         | $104585.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0263 | 2055-01-01      | 6.0000%  | 0.0000% | $1933668.00        | $1999532.13        | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $6090980.61        | Agency Mortgage-Backed Securities |
| GNII SF MA8203 M     | 2052-08-20      | 5.5000%  | 0.0000% | $100272640.00      | $66023317.78       | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $69236864.00       | $52874595.44       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7613 | 2052-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $833529.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0701 | 2051-12-01      | 3.0000%  | 0.0000% | $134000.00         | $84146.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1950 | 2052-05-01      | 4.0000%  | 0.0000% | $75000.00          | $52653.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7600 | 2053-11-01      | 6.0000%  | 0.0000% | $1292856.00        | $1213752.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3989 | 2040-08-01      | 6.0000%  | 0.0000% | $1180908.00        | $1224972.64        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1742 | 2052-09-01      | 4.5000%  | 0.0000% | $935290.00         | $737435.77         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE2538 | 2052-05-01      | 5.0000%  | 0.0000% | $241174.00         | $221280.80         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  | 0.0000% | $2650856.00        | $1952525.05        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2281 | 2032-11-01      | 3.0000%  | 0.0000% | $53690.00          | $5185.37           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1427 | 2037-05-01      | 3.0000%  | 0.0000% | $264782.00         | $228685.41         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3498 | 2040-04-01      | 5.5000%  | 0.0000% | $1730016.00        | $1739346.74        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0484 | 2035-12-01      | 2.5000%  | 0.0000% | $29630.00          | $14200.17          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6430 | 2053-01-01      | 5.5000%  | 0.0000% | $1000000.00        | $805611.31         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | 0.0000% | $272055.00         | $23030.20          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8928 | 2054-07-01      | 5.5000%  | 0.0000% | $1690750.00        | $1674050.26        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $58243.00          | $35710.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA3432 | 2048-07-01      | 4.0000%  | 0.0000% | $174000.00         | $58707.22          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3856 | 2055-09-01      | 6.5000%  | 0.0000% | $1742952.00        | $1816065.93        | Agency Mortgage-Backed Securities |
| GNII SF MA8878 M     | 2053-05-20      | 5.0000%  | 0.0000% | $9271680.00        | $7678752.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $115363200.00      | $58514984.88       | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $52552896.00       | $39651472.21       | Agency Mortgage-Backed Securities |
| GNII SF MA7862 M     | 2037-07-20      | 7.0000%  | 0.0000% | $94919.00          | $65460.04          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2518 | 2055-08-01      | 6.0000%  | 0.0000% | $167974400.00      | $172745705.73      | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $107445248.00      | $68581398.41       | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M     | 2050-01-20      | 4.0000%  | 0.0000% | $500000.00         | $458888.78         | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $47898176.00       | $41959658.97       | Agency Mortgage-Backed Securities |
| GNII RG CP0023 C     | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $269323.83         | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $35000.00          | $22775.34          | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $116067680.00      | $87144995.45       | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M     | 2046-09-20      | 3.0000%  | 0.0000% | $5000000.00        | $3436123.19        | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $860815.00         | $440973.47         | Agency Mortgage-Backed Securities |
| GNII SF MA9827 M     | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $129775.09         | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $29741376.00       | $26757436.20       | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $74159488.00       | $57795742.31       | Agency Mortgage-Backed Securities |
| GNII SF MA8769 M     | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $76478.16          | Agency Mortgage-Backed Securities |
| GNII SP 786706 C     | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $333344.76         | Agency Mortgage-Backed Securities |
| GNII SF DL2625 C     | 2052-09-20      | 6.5000%  | 0.0000% | $1144432.00        | $1200546.90        | Agency Mortgage-Backed Securities |
| GNII SF DD4245 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1046596.00        | $1086132.86        | Agency Mortgage-Backed Securities |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $4690000.00        | $8722.44           | Agency Mortgage-Backed Securities |
| GNII SP 787812 C     | 2055-02-20      | 5.5000%  | 0.0000% | $38504360.00       | $38488939.44       | Agency Mortgage-Backed Securities |
| GNII SF DI4715 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1418102.00        | $1500818.30        | Agency Mortgage-Backed Securities |
| GNMI SP 782551 X     | 2039-02-15      | 5.5000%  | 0.0000% | $200000000.00      | $2053662.19        | Agency Mortgage-Backed Securities |
| GNII SF DO2088 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1247948.00        | $1292515.97        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5921 | 2055-10-01      | 7.0000%  | 0.0000% | $2125688.00        | $2263431.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0091 | 2054-11-01      | 4.5000%  | 0.0000% | $1222972.00        | $1183265.87        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2886 | 2054-01-01      | 5.0000%  | 0.0000% | $140880640.00      | $141542872.98      | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5334 | 2044-02-01      | 7.5000%  | 0.0000% | $1278126.00        | $881599.30         | Agency Mortgage-Backed Securities |
| GNII SF MA4724 M     | 2047-09-20      | 6.0000%  | 0.0000% | $900000.00         | $106279.87         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1412 | 2054-05-01      | 5.5000%  | 0.0000% | $4284032.00        | $3890502.55        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3660 | 2055-03-01      | 6.5000%  | 0.0000% | $24093520.00       | $20380480.84       | Agency Mortgage-Backed Securities |
| GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $5000000.00        | $389399.66         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6260 | 2055-10-01      | 7.0000%  | 0.0000% | $4494690.00        | $4742847.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ6315 | 2055-10-01      | 5.0000%  | 0.0000% | $6435208.00        | $6453411.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2881 | 2054-03-01      | 4.5000%  | 0.0000% | $30396448.00       | $29948252.37       | Agency Mortgage-Backed Securities |
| GNII SF MA8173 M     | 2033-06-20      | 2.5000%  | 0.0000% | $56631.00          | $33390.85          | Agency Mortgage-Backed Securities |
| GNII SF MA7995 M     | 2038-02-20      | 6.5000%  | 0.0000% | $363456.00         | $202742.98         | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $93724288.00       | $43951904.47       | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $9757.51           | Agency Mortgage-Backed Securities |
| GNII SF DG1190 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $1056755.70        | Agency Mortgage-Backed Securities |
| GNII SF DG2298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4603840.43        | Agency Mortgage-Backed Securities |
| GNMI SP 786767 X     | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $6569858.09        | Agency Mortgage-Backed Securities |
| GNII ET DK3902 C     | 2065-04-20      | 6.5000%  | 0.0000% | $1754426.00        | $1811966.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8271 | 2055-03-01      | 6.0000%  | 0.0000% | $1200000.00        | $1216830.50        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4067 | 2052-06-01      | 5.0000%  | 0.0000% | $500000.00         | $406705.52         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC2368 | 2051-05-01      | 3.5000%  | 0.0000% | $653656.00         | $382680.12         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4481 | 2054-09-01      | 6.0000%  | 0.0000% | $4322240.00        | $3865787.55        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE3079 | 2052-04-01      | 2.5000%  | 0.0000% | $505000.00         | $372070.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6034 | 2052-12-01      | 5.5000%  | 0.0000% | $7729.00           | $6507.27           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0316 | 2052-04-01      | 3.5000%  | 0.0000% | $155700.00         | $129625.04         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $32795000.00       | $26391550.97       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  | 0.0000% | $987750.00         | $754446.81         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $178000.00         | $115977.98         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $93220480.00       | $75821890.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  | 0.0000% | $3187400.00        | $2614722.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBV6106 | 2045-09-01      | 5.5000%  | 0.0000% | $2287984.00        | $2332454.98        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7582 | 2053-11-01      | 6.5000%  | 0.0000% | $1682080.00        | $1333617.06        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7659 | 2052-07-01      | 3.5000%  | 0.0000% | $2250000.00        | $1725509.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7374 | 2053-10-01      | 6.5000%  | 0.0000% | $3348244.00        | $2510631.64        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5882 | 2055-07-01      | 6.5000%  | 0.0000% | $10136200.00       | $10530134.48       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE4167 | 2055-08-01      | 7.0000%  | 0.0000% | $1496100.00        | $1578101.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8904 | 2055-08-01      | 6.5000%  | 0.0000% | $561005.00         | $588644.70         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $775000.00         | $9639.09           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3102 | 2049-06-25      | 3.5000%  | 0.0000% | $103046272.00      | $96951256.79       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9250 | 2055-07-01      | 7.0000%  | 0.0000% | $1012350.00        | $1077221.95        | Agency Mortgage-Backed Securities |
| GNPL PN CY1383       | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22797.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0000 | 2054-09-01      | 6.0000%  | 0.0000% | $37061696.00       | $34458379.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ256370 | 2036-07-01      | 5.5000%  | 0.0000% | $1600000.00        | $12385.72          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $134571776.00      | $114155457.26      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  | 0.0000% | $4722990.00        | $3332728.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC1120 | 2040-09-01      | 5.5000%  | 0.0000% | $7142968.00        | $7302999.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8076 | 2054-06-01      | 6.0000%  | 0.0000% | $45917952.00       | $40600851.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4207 | 2052-02-01      | 3.0000%  | 0.0000% | $1233200.00        | $999014.74         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7235 | 2048-07-01      | 4.0000%  | 0.0000% | $91601.00          | $8857.04           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5408 | 2054-11-01      | 5.5000%  | 0.0000% | $11775344.00       | $11388138.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8016 | 2055-09-01      | 6.5000%  | 0.0000% | $1266450.00        | $1329322.76        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6912 | 2050-09-01      | 2.5000%  | 0.0000% | $159717888.00      | $66971859.90       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4497 | 2042-09-01      | 3.5000%  | 0.0000% | $38999000.00       | $3330819.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5140 | 2033-04-01      | 5.0000%  | 0.0000% | $208400.00         | $100225.91         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7980 | 2054-01-01      | 6.5000%  | 0.0000% | $7727.00           | $6083.15           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG2317 | 2053-05-01      | 6.5000%  | 0.0000% | $46733.00          | $39723.40          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3890 | 2040-07-01      | 5.0000%  | 0.0000% | $1466198.00        | $1457354.72        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE6052 | 2050-07-01      | 3.0000%  | 0.0000% | $7825000.00        | $1241397.66        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG9043 | 2053-08-01      | 4.5000%  | 0.0000% | $721271.00         | $596369.68         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4037 | 2040-08-01      | 5.0000%  | 0.0000% | $3214636.00        | $3236664.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9069 | 2053-05-01      | 6.0000%  | 0.0000% | $8880000.00        | $7386122.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7710 | 2055-08-01      | 5.0000%  | 0.0000% | $993538.00         | $991840.41         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6713 | 2055-08-01      | 6.5000%  | 0.0000% | $1470086.00        | $1548681.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8817 | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $77989.49          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC7225 | 2051-09-01      | 1.5000%  | 0.0000% | $491633.00         | $308621.25         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL569664 | 2032-05-01      | 6.5000%  | 0.0000% | $6262496.00        | $29782.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6636 | 2055-06-01      | 6.0000%  | 0.0000% | $1603326.00        | $1662711.65        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  | 0.0000% | $4300000.00        | $2515050.86        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0863 | 2051-12-01      | 3.0000%  | 0.0000% | $278000.00         | $201283.55         | Agency Mortgage-Backed Securities |
| GNPL PN CD0901       | 2063-08-15      | 3.0000%  | 0.0000% | $7962912.00        | $6899780.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8615 M     | 2038-02-20      | 4.5000%  | 0.0000% | $480243.00         | $323702.09         | Agency Mortgage-Backed Securities |
| GNPL PN CG6814       | 2064-07-15      | 2.7700%  | 0.0000% | $7895030.00        | $6716938.68        | Agency Mortgage-Backed Securities |
| GNII JM MA6147 M     | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $418724.56         | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $14886560.00       | $6407268.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3233 | 2050-07-01      | 3.0000%  | 0.0000% | $56006272.00       | $51220536.06       | Agency Mortgage-Backed Securities |
| GNII SP 787665 M     | 2047-01-20      | 3.5000%  | 0.0000% | $108699904.00      | $93249590.22       | Agency Mortgage-Backed Securities |
| GNII SF CX2364 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1994122.00        | $1721732.14        | Agency Mortgage-Backed Securities |
| GNII SF DN0843 C     | 2055-10-20      | 5.0000%  | 0.0000% | $2578360.00        | $2589951.45        | Agency Mortgage-Backed Securities |
| GNII SF DM2947 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1175654.00        | $1205686.85        | Agency Mortgage-Backed Securities |
| GNII SF MB0619 M     | 2046-09-20      | 3.5000%  | 0.0000% | $36713088.00       | $33685321.38       | Agency Mortgage-Backed Securities |
| GNII ET DN9899 C     | 2064-09-20      | 4.5000%  | 0.0000% | $163339.00         | $160327.36         | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $43131904.00       | $12737586.62       | Agency Mortgage-Backed Securities |
| GNII SF DI4703 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3577568.00        | $3786260.68        | Agency Mortgage-Backed Securities |
| GNII SF CR9715 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1273386.00        | $1307923.61        | Agency Mortgage-Backed Securities |
| GNPL PN DC7233       | 2060-03-15      | 5.8200%  | 0.0000% | $485682.00         | $513914.46         | Agency Mortgage-Backed Securities |
| GNII SF CX0792 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $1116058.65        | Agency Mortgage-Backed Securities |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1844792.90        | Agency Mortgage-Backed Securities |
| GNPL PN DI9898       | 2060-06-15      | 5.9700%  | 0.0000% | $4401200.00        | $4700044.06        | Agency Mortgage-Backed Securities |
| GNII SF DI5881 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1032724.00        | $1052411.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $2057400.00        | $1583033.53        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG1674 | 2053-05-01      | 6.5000%  | 0.0000% | $7771440.00        | $6595882.33        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8860 | 2052-09-01      | 5.0000%  | 0.0000% | $2313128.00        | $1824508.36        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4767 | 2050-11-01      | 2.0000%  | 0.0000% | $75000.00          | $38715.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1531 | 2051-09-01      | 3.0000%  | 0.0000% | $1250000.00        | $802403.69         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6921 | 2055-11-01      | 5.5000%  | 0.0000% | $2374236.00        | $2437241.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5519 | 2055-10-01      | 5.5000%  | 0.0000% | $7359032.00        | $7494948.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  | 0.0000% | $3008000.00        | $3085368.72        | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $37263424.00       | $4046662.86        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0532 | 2054-12-01      | 4.5000%  | 0.0000% | $103119.00         | $98360.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5884 | 2055-08-01      | 5.5000%  | 0.0000% | $3655784.00        | $3681361.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2227 | 2055-09-01      | 6.5000%  | 0.0000% | $7463832.00        | $7600988.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX4154 | 2055-01-01      | 5.5000%  | 0.0000% | $7506680.00        | $7367610.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5346 | 2055-02-01      | 5.0000%  | 0.0000% | $1007542.00        | $1006511.72        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ0279 | 2055-08-01      | 7.0000%  | 0.0000% | $1193500.00        | $1259457.57        | Agency Mortgage-Backed Securities |
| GNII SF BZ8511 C     | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $50874.25          | Agency Mortgage-Backed Securities |
| GNII SF BX4958 C     | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $58912.92          | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $25687.17          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4600 | 2048-03-01      | 3.5000%  | 0.0000% | $872000.00         | $686336.07         | Agency Mortgage-Backed Securities |
| FEPC 04.500 3JZJ2790 | 2039-07-01      | 4.5000%  | 0.0000% | $97000.00          | $31336.21          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8794 | 2039-05-01      | 5.0000%  | 0.0000% | $500000.00         | $35433.48          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ6425 | 2032-09-01      | 6.5000%  | 0.0000% | $1467976.00        | $21823.05          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2988 | 2052-05-01      | 3.5000%  | 0.0000% | $164697.00         | $126054.42         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE8984 | 2055-10-01      | 4.5000%  | 0.0000% | $2201176.00        | $2154795.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5425 | 2055-01-01      | 5.5000%  | 0.0000% | $3208410.00        | $3263298.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4781 | 2052-10-01      | 5.0000%  | 0.0000% | $7796192.00        | $6116127.81        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQB8992 | 2051-02-01      | 3.0000%  | 0.0000% | $8133952.00        | $4494360.30        | Agency Mortgage-Backed Securities |
| GNII SF MA1088 M     | 2043-06-20      | 2.5000%  | 0.0000% | $632813.00         | $101858.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4190 | 2055-06-01      | 5.0000%  | 0.0000% | $5701488.00        | $5501264.94        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2507 | 2055-09-01      | 6.5000%  | 0.0000% | $53977984.00       | $56305833.73       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0981 | 2055-06-01      | 6.0000%  | 0.0000% | $23887072.00       | $24462138.93       | Agency Mortgage-Backed Securities |
| GNPL PN CJ2547       | 2065-04-15      | 4.8500%  | 0.0000% | $2374908.00        | $2366513.61        | Agency Mortgage-Backed Securities |
| GNII SF AJ9334 C     | 2044-10-20      | 3.5000%  | 0.0000% | $520000.00         | $66897.68          | Agency Mortgage-Backed Securities |
| GNII SF CK8200 C     | 2052-02-20      | 3.5000%  | 0.0000% | $386727.00         | $169468.65         | Agency Mortgage-Backed Securities |
| GNII SF MA5306 M     | 2028-10-20      | 6.5000%  | 0.0000% | $534789.00         | $62964.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2471 | 2035-03-01      | 4.0000%  | 0.0000% | $650000.00         | $305999.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  | 0.0000% | $400000.00         | $265725.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  | 0.0000% | $7980608.00        | $7920698.36        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8384 | 2048-11-01      | 3.0000%  | 0.0000% | $475000.00         | $244300.71         | Agency Mortgage-Backed Securities |
| GNII SF DN5274 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3095360.00        | $3157642.77        | Agency Mortgage-Backed Securities |
| GNPL PN CW8884       | 2058-12-15      | 6.1400%  | 0.0000% | $82724.00          | $87993.47          | Agency Mortgage-Backed Securities |
| GNII ET DN3104 C     | 2065-09-20      | 4.0000%  | 0.0000% | $196870.00         | $186099.70         | Agency Mortgage-Backed Securities |
| GNAR AR 080012 M     | 2026-11-20      | 4.7500%  | 0.0000% | $48644073.00       | $7936.61           | Agency Mortgage-Backed Securities |
| GNMI SP 783280 X     | 2039-07-15      | 6.0000%  | 0.0000% | $28828384.00       | $2791488.19        | Agency Mortgage-Backed Securities |
| GNII SF DM9014 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1648274.00        | $1707638.24        | Agency Mortgage-Backed Securities |
| GNII SF DM6191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5942344.00        | $6217630.08        | Agency Mortgage-Backed Securities |
| GNII SF DM7176 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2994768.00        | $2977172.13        | Agency Mortgage-Backed Securities |
| GNII SF BH8543 C     | 2048-07-20      | 4.5000%  | 0.0000% | $106585.00         | $38966.32          | Agency Mortgage-Backed Securities |
| GNII SF MA4904 M     | 2047-12-20      | 5.5000%  | 0.0000% | $4537696.00        | $601838.14         | Agency Mortgage-Backed Securities |
| GNII SF DM4445 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1359764.00        | $1405411.28        | Agency Mortgage-Backed Securities |
| GNII SF BZ4588 C     | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $369274.79         | Agency Mortgage-Backed Securities |
| GNII SF BT3115 C     | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $92437.47          | Agency Mortgage-Backed Securities |
| GNII SF BE9379 C     | 2048-01-20      | 3.5000%  | 0.0000% | $2530844.00        | $262037.69         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3135 | 2055-01-01      | 5.5000%  | 0.0000% | $59699.00          | $51854.44          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1621 | 2055-09-01      | 7.0000%  | 0.0000% | $10233568.00       | $10789590.35       | Agency Mortgage-Backed Securities |
| GNII SF MA4002 M     | 2046-10-20      | 2.5000%  | 0.0000% | $628170000.00      | $98076586.07       | Agency Mortgage-Backed Securities |
| GNII SF MA2963 M     | 2045-07-20      | 4.5000%  | 0.0000% | $16395000.00       | $1149266.87        | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C     | 2042-11-20      | 3.5000%  | 0.0000% | $2200000.00        | $293274.45         | Agency Mortgage-Backed Securities |
| GNII SF MA4748 M     | 2032-10-20      | 2.5000%  | 0.0000% | $939239.00         | $128062.58         | Agency Mortgage-Backed Securities |
| GNPL PN BP2036       | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $336662.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  | 0.0000% | $8000000.00        | $2638851.70        | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M     | 2042-12-20      | 3.5000%  | 0.0000% | $12089664.00       | $1140162.22        | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $100325000.00      | $12508356.71       | Agency Mortgage-Backed Securities |
| GNAR AF MA1611 M     | 2044-01-20      | 5.6250%  | 0.0000% | $1957984.00        | $103937.18         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0201 | 2055-08-01      | 6.5000%  | 0.0000% | $1207452.00        | $1269779.88        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6379 | 2055-06-01      | 5.5000%  | 0.0000% | $4143952.00        | $4201260.40        | Agency Mortgage-Backed Securities |
| GNII SF AC0107 C     | 2042-11-20      | 3.5000%  | 0.0000% | $3008250.00        | $249251.60         | Agency Mortgage-Backed Securities |
| GNII SF MA7742 M     | 2035-07-20      | 4.5000%  | 0.0000% | $56409.00          | $18187.36          | Agency Mortgage-Backed Securities |
| GNII SF MA7710 M     | 2051-11-20      | 5.0000%  | 0.0000% | $25000.00          | $11815.59          | Agency Mortgage-Backed Securities |
| GNII SP 783976 M     | 2043-04-20      | 3.5000%  | 0.0000% | $11877984.00       | $1392114.60        | Agency Mortgage-Backed Securities |
| GNMI SF 752201 X     | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1219716.06        | Agency Mortgage-Backed Securities |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $86498.99          | Agency Mortgage-Backed Securities |
| GNAR AF MA5032 M     | 2048-01-20      | 5.7500%  | 0.0000% | $203245.00         | $6555.56           | Agency Mortgage-Backed Securities |
| GNII SF MA6576 M     | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $5307.85           | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $130777344.00      | $104851455.75      | Agency Mortgage-Backed Securities |
| GNII SF MA8343 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1076258.00        | $691210.91         | Agency Mortgage-Backed Securities |
| GNII SF MA5441 M     | 2031-07-20      | 6.5000%  | 0.0000% | $231156.00         | $28934.69          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL613025 | 2031-07-01      | 6.5000%  | 0.0000% | $4570000.00        | $35847.95          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $68000.00          | $46067.35          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3495 | 2053-07-01      | 5.0000%  | 0.0000% | $19000.00          | $16103.10          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4524 | 2053-12-01      | 3.5000%  | 0.0000% | $260962.00         | $214545.77         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1598 | 2035-10-01      | 2.0000%  | 0.0000% | $419211.00         | $179499.79         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4148 | 2040-09-01      | 6.0000%  | 0.0000% | $2565000.00        | $2655654.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3665 | 2049-09-01      | 4.0000%  | 0.0000% | $21059200.00       | $3093883.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2219 | 2055-06-01      | 6.0000%  | 0.0000% | $72626304.00       | $73199057.00       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0504 | 2042-01-01      | 2.0000%  | 0.0000% | $3600000.00        | $2939806.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5191 | 2054-03-01      | 5.5000%  | 0.0000% | $596000.00         | $536048.80         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0611 | 2055-06-01      | 7.0000%  | 0.0000% | $17717376.00       | $17329260.13       | Agency Mortgage-Backed Securities |
| GNII SF CS8711 C     | 2053-04-20      | 6.0000%  | 0.0000% | $1845198.00        | $1599868.96        | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1332260.31        | Agency Mortgage-Backed Securities |
| GNPL PN DK6739       | 2060-09-15      | 5.5800%  | 0.0000% | $10000000.00       | $10408977.35       | Agency Mortgage-Backed Securities |
| GNII SF DK5118 C     | 2055-06-20      | 6.5000%  | 0.0000% | $10032160.00       | $10474419.89       | Agency Mortgage-Backed Securities |
| GNII SF DJ9323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $1093601.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7567 | 2055-11-01      | 6.0000%  | 0.0000% | $3527024.00        | $3627068.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0539 | 2038-09-01      | 5.5000%  | 0.0000% | $286870016.00      | $4913813.46        | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $15708944.00       | $13039957.84       | Agency Mortgage-Backed Securities |
| GNII SF MA3216 M     | 2030-11-20      | 2.5000%  | 0.0000% | $79400.00          | $6888.35           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNMA5871 | 2035-09-01      | 4.0000%  | 0.0000% | $2525704.00        | $2479857.19        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2706 | 2055-08-01      | 6.0000%  | 0.0000% | $41968768.00       | $43027787.59       | Agency Mortgage-Backed Securities |
| GNII SF CC0829 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $835681.10         | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $155457024.00      | $11608969.37       | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $83000.00          | $37290.98          | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X     | 2050-08-15      | 2.5000%  | 0.0000% | $853969.00         | $220755.79         | Agency Mortgage-Backed Securities |
| GNPL PN CC7501       | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $76465.95          | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $99848.95          | Agency Mortgage-Backed Securities |
| GNII SF MA4905 M     | 2034-01-20      | 6.0000%  | 0.0000% | $950000.00         | $124322.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT8579 | 2051-08-01      | 3.5000%  | 0.0000% | $1395962.00        | $644974.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0214 | 2052-02-01      | 3.5000%  | 0.0000% | $206000.00         | $70132.04          | Agency Mortgage-Backed Securities |
| GNII SF CV0609 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $271024.39         | Agency Mortgage-Backed Securities |
| GNII SF MA9273 M     | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $315007.04         | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $188860.00         | $46657.77          | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $28669184.00       | $11088808.41       | Agency Mortgage-Backed Securities |
| GNII SF MA9902 M     | 2054-08-20      | 3.5000%  | 0.0000% | $166874.00         | $143105.31         | Agency Mortgage-Backed Securities |
| GNII SF DM0787 C     | 2055-08-20      | 7.5000%  | 0.0000% | $17550336.00       | $18920374.21       | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $21548096.00       | $20165265.36       | Agency Mortgage-Backed Securities |
| GNII SF MA6074 M     | 2029-11-20      | 8.0000%  | 0.0000% | $44961.00          | $22759.75          | Agency Mortgage-Backed Securities |
| GNII SF MA1918 M     | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $28559.19          | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $7419.64           | Agency Mortgage-Backed Securities |
| GNMI SF 605301 X     | 2034-07-15      | 5.5000%  | 0.0000% | $2178748.00        | $32700.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2562 | 2052-07-01      | 4.5000%  | 0.0000% | $500000.00         | $381111.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5671 | 2055-02-01      | 5.0000%  | 0.0000% | $6046456.00        | $6020813.44        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6652 | 2054-11-01      | 3.5000%  | 0.0000% | $18763360.00       | $16288827.09       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $227618.26         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  | 0.0000% | $2337632.00        | $1897757.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4053 | 2052-07-01      | 3.5000%  | 0.0000% | $2965130.00        | $2425682.68        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2551 | 2050-11-01      | 4.0000%  | 0.0000% | $21661.00          | $14458.85          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $60147.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7019 | 2054-12-01      | 5.5000%  | 0.0000% | $14462832.00       | $14531668.40       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS4764 | 2030-04-01      | 2.5000%  | 0.0000% | $312000.00         | $26718.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9809 | 2055-09-01      | 5.5000%  | 0.0000% | $4544784.00        | $4654258.39        | Agency Mortgage-Backed Securities |

### Security 673: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BWXO1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BWXO1
- **C.18 - Value (incl. sponsor support):** $300002784.00
- **C.18.a - Value (excl. sponsor support):** $300002784.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1167674.51        | Asset-Backed Securities |
| MADISON PARK FUND LTD 2018-31R E-R    20370723 FLT | 2037-07-23      | 10.2598% | 0.0000% | $375000.00         | $372254.98         | Asset-Backed Securities |
| MILFORD PK CLO,LTD 2022-R      E-R    20380120 FLT | 2038-01-20      | 8.7344%  | 0.0000% | $4000000.00        | $3931955.43        | Asset-Backed Securities |
| MIDOCEAN CR CLO VI 2016-6RR    E-RR   20330420 FLT | 2033-04-20      | 12.1961% | 0.0000% | $2000000.00        | $1991213.14        | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2431748.54        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  C      20540717 2.4 | 2054-07-17      | 2.4780%  | 0.0000% | $11582000.00       | $10058063.60       | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1950000.00        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $1152986.00        | Asset-Backed Securities |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $10000000.00       | $10485966.67       | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.2461%  | 0.0000% | $4000000.00        | $3968816.28        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $195000.00         | Asset-Backed Securities |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $856399.11         | Asset-Backed Securities |
| FIRSTKEY HOMES 2020-SFR2 TR    F3     20371019 3.3 | 2037-10-19      | 3.3660%  | 0.0000% | $300000.00         | $300030.30         | Asset-Backed Securities |
| GLS AUTO REC TR 2021-4         E      20281016 4.4 | 2028-10-16      | 4.4300%  | 0.0000% | $7240000.00        | $7136358.60        | Asset-Backed Securities |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.8114% | 0.0000% | $708493.00         | $702466.01         | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1428035.00        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $60876909.14       | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.9190%  | 0.0000% | $5711250.00        | $5601935.19        | Asset-Backed Securities |
| PEACE PARK CLO LTD             E-R    20381020 FLT | 2038-10-20      | 8.7844%  | 0.0000% | $2000000.00        | $1983188.27        | Asset-Backed Securities |
| STAR TR 2021-SFR2              E      20390120 FLT | 2039-01-20      | 6.1467%  | 0.0000% | $1210000.00        | $1294.49           | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 12.3663% | 0.0000% | $1501750.00        | $403655.29         | Asset-Backed Securities |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $4000000.00        | $1107424.66        | Asset-Backed Securities |
| KKR CLO LTD 2019-26R           E-R    20341016 FLT | 2034-10-16      | 11.3162% | 0.0000% | $3500000.00        | $3417887.90        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV 2025-2  E      20330214 7.6 | 2033-02-14      | 7.6600%  | 0.0000% | $5200000.00        | $5139538.44        | Asset-Backed Securities |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $2900000.00        | $637507.54         | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-F     A      20610625 1.8 | 2060-12-27      | 4.8750%  | 0.0000% | $1364000.00        | $398857.62         | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.3644% | 0.0000% | $4031000.00        | $3981267.40        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $1730000.00        | $1773506.23        | Asset-Backed Securities |
| CARVAL CLO LTD 2019-2R2        E-R2   20320420 FLT | 2032-04-20      | 10.3844% | 0.0000% | $1710000.00        | $1692939.37        | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3862595.26        | Asset-Backed Securities |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $2297983.50        | Asset-Backed Securities |
| COREVEST AMCR FIN TR 2021-1    C      20540417 2.8 | 2054-04-17      | 2.8000%  | 0.0000% | $100000.00         | $90325.13          | Asset-Backed Securities |
| OCTAGON INVST PART 2021-49     SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $4250000.00        | $1360000.00        | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-4  D      20290620 7.3 | 2029-06-20      | 7.3100%  | 0.0000% | $2105000.00        | $2160691.17        | Asset-Backed Securities |
| AQUA FIN ISSUER  TR 2025-B     B      20510517 5.0 | 2051-05-17      | 5.0400%  | 0.0000% | $3000000.00        | $3032046.00        | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2023-2     D      20271020 7.2 | 2027-10-20      | 7.2600%  | 0.0000% | $5640000.00        | $5708228.96        | Asset-Backed Securities |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 9.8662%  | 0.0000% | $3910000.00        | $3734186.68        | Asset-Backed Securities |
| SIXTH STREET CLO LTD 2019-14R2 E-R2   20380120 FLT | 2038-01-20      | 8.5200%  | 0.0000% | $1350000.00        | $1326599.99        | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $10000000.00       | $4001940.00        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $29930000.00       | $30272101.58       | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $21400000.00       | $22049675.47       | Asset-Backed Securities |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $3420000.00        | $3510804.04        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.3344% | 0.0000% | $4065000.00        | $3885648.00        | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $6876735.00        | $3237587.47        | Asset-Backed Securities |
| JUNIPER VALLEY PK CLO 2023-1RR E-RR   20360721 FLT | 2036-07-21      | 8.6344%  | 0.0000% | $7330000.00        | $7302426.75        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $43046704.39       | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4052936.44        | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 5.2500%  | 0.0000% | $560000.00         | $325266.10         | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $84000.00          | Asset-Backed Securities |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.4045% | 0.0000% | $3000000.00        | $2971122.72        | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $3100000.00        | $2861403.92        | Asset-Backed Securities |
| OCTAGON INVST LTD 2019-44R     D-R    20341020 FLT | 2034-10-20      | 7.4162%  | 0.0000% | $8000000.00        | $7937728.54        | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 11.0561% | 0.0000% | $1300000.00        | $1156165.71        | Asset-Backed Securities |
| REPUBLIC FIN ISSUANC TR 2021-A A      20311222 2.3 | 2031-12-22      | 2.3000%  | 0.0000% | $2925000.00        | $86025.37          | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $2750000.00        | $2770848.36        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     C      20290215 6.1 | 2029-02-15      | 6.1600%  | 0.0000% | $500000.00         | $503043.39         | Asset-Backed Securities |
| VSTRONG AUTO RECEIVABLES 2023- D      20300215 9.3 | 2030-02-15      | 9.3100%  | 0.0000% | $1255000.00        | $1360493.77        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  E      20320816 6.5 | 2032-08-16      | 6.5200%  | 0.0000% | $2250000.00        | $2218695.25        | Asset-Backed Securities |
| BIRCH GROVE CLO LTD 2021-3R    E-R    20380119 FLT | 2038-01-19      | 9.0344%  | 0.0000% | $4000000.00        | $3888802.09        | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-2    20601225 2.6 | 2060-12-25      | 2.6930%  | 0.0000% | $1708540.00        | $1331140.31        | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-1    20601225 1.7 | 2060-12-25      | 1.7400%  | 0.0000% | $7614400.00        | $4002092.50        | Asset-Backed Securities |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 12.0261% | 0.0000% | $750000.00         | $661705.97         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $7500000.00        | $7851972.50        | Asset-Backed Securities |
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2174816.66        | Asset-Backed Securities |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 10.9845% | 0.0000% | $10675000.00       | $10604192.91       | Asset-Backed Securities |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2016384.89        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 8.0055%  | 0.0000% | $212000.00         | $70608.31          | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8338%  | 0.0000% | $2882900.00        | $2159594.25        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $5600664.74        | Asset-Backed Securities |
| PIKES PEAK CLO 2019-4R         E-R    20340717 FLT | 2034-07-17      | 10.7761% | 0.0000% | $1500000.00        | $1475744.10        | Asset-Backed Securities |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3499999.00        | $810127.27         | Asset-Backed Securities |

### Security 674: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZOF3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BZOF3
- **C.18 - Value (incl. sponsor support):** $400473024.00
- **C.18.a - Value (excl. sponsor support):** $400473024.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $974.00            | $649141.78         | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $4720.00           | $177330.40         | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $26392.00          | $282394.40         | Equities   |
| LAVA THERAPEUTICS NV           SHS              | 2500-12-31      | N/A      | 0.0000% | $266299.00         | $434067.37         | Equities   |
| ORIX CORP                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $14051.00          | $340315.22         | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $226414.00         | $355469.98         | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $3696.00           | $291799.20         | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2268.00           | $113320.62         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EUROPE ALPHADEX  | 2500-12-31      | N/A      | 0.0000% | $26563.00          | $1361220.93        | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $105543.00         | $20020451.67       | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $145.00            | $6147.70           | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $35772.00          | $7435210.20        | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9730.00           | $102165.00         | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $5261.00           | $141612.44         | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $785872.00         | $1587461.44        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $2942.00           | $112016.65         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $2769.00           | $106173.15         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $284167.00         | $2489302.92        | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $77988.00          | $871125.96         | Equities   |
| AB ACTIVE ETFS INC             CORPORATE BD ETF | 2500-12-31      | N/A      | 0.0000% | $505.00            | $18311.30          | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $3338.00           | $78552.15          | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $2905.00           | $539168.00         | Equities   |
| VANECK ETF TRUST               BRAZIL SMALL CAP | 2500-12-31      | N/A      | 0.0000% | $5129.00           | $82935.93          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2032 | 2500-12-31      | N/A      | 0.0000% | $1368.00           | $34342.41          | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $735.00            | $50920.80          | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $698127.00         | $12307979.01       | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $74264.00          | $765661.84         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $641.00            | $28345.47          | Equities   |
| NOKIA CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2807912.00        | $20020412.56       | Equities   |
| TRAEGER INC                    COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $364623.00         | $332171.55         | Equities   |
| PROSHARES TR                   ULTRASHORT ETHER | 2500-12-31      | N/A      | 0.0000% | $526395.00         | $2221386.90        | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $98618.00          | $330370.30         | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2128.00           | $60107.49          | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4396.00           | $122604.44         | Equities   |
| RBB FD INC                     F M 10 YEAR INVE | 2500-12-31      | N/A      | 0.0000% | $1049.00           | $54170.36          | Equities   |
| PRINCIPAL EXCHANGE TRADED FDS  PRNC INVT GRAD   | 2500-12-31      | N/A      | 0.0000% | $28645.00          | $604123.05         | Equities   |
| PALO ALTO NETWORKS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $654.81            | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3123.00           | $76229.31          | Equities   |
| ISHARES TR                     CORE LT USDB ETF | 2500-12-31      | N/A      | 0.0000% | $4865.00           | $248358.25         | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $40890.00          | $1655636.10        | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $7544.00           | $1123452.48        | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2743.00           | $85395.35          | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $521.00            | $32244.69          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $4242.00           | $277795.85         | Equities   |
| GUINNESS ATKINSON FDS          SMARTETF TRASP   | 2500-12-31      | N/A      | 0.0000% | $411.00            | $22177.72          | Equities   |
| HEICO CORP NEW                 COM              | 2500-12-31      | N/A      | 0.0000% | $11353.00          | $3523176.49        | Equities   |
| SPDR INDEX SHS FDS             S&P EM MKT DIV   | 2500-12-31      | N/A      | 0.0000% | $31343.00          | $1209839.80        | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1377170.00        | $2974687.20        | Equities   |
| NUSHARES ETF TR                NUVEEN ESG US    | 2500-12-31      | N/A      | 0.0000% | $63235.00          | $1424052.20        | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $49564.72          | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLAI | 2500-12-31      | N/A      | 0.0000% | $393.00            | $39644.90          | Equities   |
| SNDL INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2306028.00        | $4911839.64        | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $7192.00           | $2161915.20        | Equities   |
| GLOBAL X FDS                   AGTECH AND FOOD  | 2500-12-31      | N/A      | 0.0000% | $1035.00           | $31421.67          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $272.00            | $24327.68          | Equities   |
| SANDISK CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $102239.00         | $20020440.98       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $33315.18          | Equities   |
| RBB FD INC                     US TREAS 20YR BD | 2500-12-31      | N/A      | 0.0000% | $1368.00           | $61069.30          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $8876.00           | $312790.24         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $162687.00         | $458777.34         | Equities   |
| INTERCORP FINL SVCS INC        SHS              | 2500-12-31      | N/A      | 0.0000% | $196125.00         | $8411801.25        | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $18615.00          | $20019501.75       | Equities   |
| ALIGOS THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $33565.00          | $275233.00         | Equities   |
| EA SERIES TRUST                CAMBRIA ENDOWM   | 2500-12-31      | N/A      | 0.0000% | $4294.00           | $131597.79         | Equities   |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $403.00            | $51221.30          | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1683800.00        | $20020382.00       | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $48494.00          | $500943.02         | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $47990.00          | $502455.30         | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89660.00          | $906462.60         | Equities   |
| AMERICAN CENTY ETF TR          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $8165.00           | $410127.95         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $8337.00           | $495945.62         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $29449.00          | $20020313.67       | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $162424.00         | $20020382.24       | Equities   |
| CARPENTER TECHNOLOGY CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $39402.00          | $12564115.74       | Equities   |
| COLUMBIA ETF TR I              DIVERSIFID FXD   | 2500-12-31      | N/A      | 0.0000% | $84097.00          | $1552430.62        | Equities   |
| WISDOMTREE TR                  EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $3114.00           | $118749.90         | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $98676.00          | $20020373.64       | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $655.00            | $11996.26          | Equities   |
| GORES HLDGS X INC              SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $132000.00         | $1366200.00        | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $77002.00          | $228695.94         | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $163706.00         | $6453290.52        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $58205.32          | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $156957.00         | $14951723.82       | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $22464.00          | $371779.20         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  HIG YLD EQ DIV   | 2500-12-31      | N/A      | 0.0000% | $1693.00           | $34892.73          | Equities   |
| ISHARES INC                    EM MKTS DIV ETF  | 2500-12-31      | N/A      | 0.0000% | $154740.00         | $4724212.20        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $455.00            | $25491.42          | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $880794.00         | $20020447.62       | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $774.00            | $26881.02          | Equities   |
| GLOBAL X FDS                   LONG-TERM TREAS  | 2500-12-31      | N/A      | 0.0000% | $677.00            | $31686.71          | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $118598.00         | $3369369.18        | Equities   |
| INVESCO EXCH TRADED FD TR II   GLOBAL WATER     | 2500-12-31      | N/A      | 0.0000% | $7599.00           | $340723.20         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $88223.00          | $1857094.15        | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $33199.00          | $1279821.45        | Equities   |
| TAL EDUCATION GROUP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $730747.00         | $9433943.77        | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1152.00           | $139002.16         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN HDG   | 2500-12-31      | N/A      | 0.0000% | $16992.00          | $658524.96         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $1713.00           | $71563.83          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SSI STRG ETF     | 2500-12-31      | N/A      | 0.0000% | $27067.00          | $1194196.04        | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $14672.00          | $209894.70         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $22027.00          | $472765.50         | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $4423.00           | $156083.69         | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $1361900.00        | $3990367.00        | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $126236.00         | $5068375.40        | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $24847.00          | $7588522.27        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2029 MUNI | 2049-12-31      | N/A      | 0.0000% | $37201.00          | $855995.01         | Equities   |
| MORNINGSTAR INC                COM              | 2500-12-31      | N/A      | 0.0000% | $93364.00          | $20020042.52       | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE ULTR | 2500-12-31      | N/A      | 0.0000% | $31096.00          | $1590871.36        | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $256708.00         | $390196.16         | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $62126.00          | $464081.22         | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $250568.00         | $20020383.20       | Equities   |
| WISDOMTREE TR                  EUROPE SMCP DV   | 2500-12-31      | N/A      | 0.0000% | $2978.00           | $207000.78         | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $504039.00         | $20020429.08       | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $818832.00         | $20020442.40       | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $305866.00         | $2070712.82        | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $879331.00         | $1020023.96        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $66020.00          | $20018584.40       | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3310.00           | $72182.16          | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2843.00           | $66810.50          | Equities   |
| ETF SER SOLUTIONS              U S GLOBAL SEA T | 2500-12-31      | N/A      | 0.0000% | $10764.00          | $159199.56         | Equities   |

### Security 675: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.570000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZQN4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BZQN4
- **C.18 - Value (incl. sponsor support):** $782406385.80
- **C.18.a - Value (excl. sponsor support):** $782406385.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33 | 2033-02-28      | 5.0500%  | 0.0000% | $140000.00         | $144650.45         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $147000.00         | $183463.35         | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT2.5%32 | 2032-02-04      | 2.5000%  | 0.0000% | $1327000.00        | $1200871.60        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 32    | 2032-03-15      | 2.1500%  | 0.0000% | $19000.00          | $16682.33          | Corporate Debt Securities |
| UNILEVER CAP CORP              GLBL NT 4.625%34 | 2034-08-12      | 4.6250%  | 0.0000% | $306000.00         | $312245.25         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT6.5%52 | 2052-12-01      | 6.5000%  | 0.0000% | $39000.00          | $41897.81          | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 28    | 2028-05-15      | 3.8750%  | 0.0000% | $224000.00         | $227740.89         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29    | 2029-04-23      | 3.8140%  | 0.0000% | $70000.00          | $69394.33          | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $254000.00         | $259649.52         | Corporate Debt Securities |
| ONEOK PARTNERS LP              SR GLBL NT 36    | 2036-10-01      | 6.6500%  | 0.0000% | $76000.00          | $83410.13          | Corporate Debt Securities |
| OMNIS FDG TR                   SR 144A NT 55    | 2055-05-15      | 6.7220%  | 0.0000% | $15585000.00       | $17125081.13       | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53  | 2053-03-08      | 5.8500%  | 0.0000% | $10000.00          | $10520.12          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 32    | 2032-02-03      | 2.4500%  | 0.0000% | $65000.00          | $58967.93          | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 27    | 2027-11-01      | 1.7070%  | 0.0000% | $87000.00          | $85483.15          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 3%28  | 2028-06-15      | 3.0000%  | 0.0000% | $182000.00         | $177638.07         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27 | 2027-05-15      | 3.7500%  | 0.0000% | $219000.00         | $221768.53         | Corporate Debt Securities |
| GS CALTEX CORP                 SR REGS NT 30    | 2030-10-28      | 4.2500%  | 0.0000% | $2200000.00        | $2182567.44        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 29    | 2029-12-15      | 3.5500%  | 0.0000% | $209000.00         | $205137.91         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 51 | 2051-11-15      | 2.9500%  | 0.0000% | $100000.00         | $66318.28          | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 33    | 2033-05-15      | 5.3500%  | 0.0000% | $108000.00         | $114415.14         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT 7.5%38 | 2038-09-01      | 7.5000%  | 0.0000% | $614000.00         | $757497.94         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-02-15      | 2.2500%  | 0.0000% | $5000.00           | $4993.50           | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31    | 2031-02-01      | 4.8750%  | 0.0000% | $168000.00         | $170539.74         | Corporate Debt Securities |
| SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT4.2%32 | 2032-04-15      | 4.2000%  | 0.0000% | $25000.00          | $24445.42          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-04-15      | 3.3750%  | 0.0000% | $1014000.00        | $988224.12         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53 | 2053-06-01      | 5.7500%  | 0.0000% | $16000.00          | $16716.29          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 4%46  | 2046-05-10      | 4.0000%  | 0.0000% | $3000.00           | $2554.65           | Corporate Debt Securities |
| FIVE CORNERS FDG TR III        SR 144A NT 33    | 2033-02-15      | 5.7910%  | 0.0000% | $400000.00         | $427546.18         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AP BD 30 | 2030-03-15      | 4.8000%  | 0.0000% | $50000.00          | $51474.17          | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC / BAKER SR GLBL NT 26    | 2026-12-15      | 2.0610%  | 0.0000% | $24000.00          | $23653.10          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD2.5%29 | 2029-12-01      | 2.5000%  | 0.0000% | $36000.00          | $34296.72          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1MTG BD 3.4%46   | 2046-10-01      | 3.4000%  | 0.0000% | $137000.00         | $102853.21         | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 29    | 2029-02-15      | 4.3750%  | 0.0000% | $2000.00           | $2021.79           | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 42    | 2042-03-15      | 3.7580%  | 0.0000% | $5000.00           | $4160.41           | Corporate Debt Securities |
| BLUE OWL CR INCOME CORP        SR GLBL NT6.6%29 | 2029-09-15      | 6.6000%  | 0.0000% | $3773000.00        | $3932535.02        | Corporate Debt Securities |
| BERRY GLOBAL INC               SR SEC GLBL NT31 | 2031-06-15      | 5.8000%  | 0.0000% | $404000.00         | $437354.69         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.6%53 | 2053-05-01      | 4.6000%  | 0.0000% | $32000.00          | $28567.04          | Corporate Debt Securities |
| BMW US CAP LLC                 SR FL 144A NT 27 | 2027-08-13      | 5.2173%  | 0.0000% | $2679000.00        | $2723819.67        | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $404000.00         | $432334.92         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL27 | 2027-05-01      | 6.2590%  | 0.0000% | $10000.00          | $10593.05          | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 29    | 2029-11-07      | 3.1380%  | 0.0000% | $344000.00         | $337201.53         | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $1751000.00        | $1843282.08        | Corporate Debt Securities |
| BAYER US FIN II LLC            SR 144A NT 38    | 2038-06-25      | 4.6250%  | 0.0000% | $5000000.00        | $4634787.50        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 30    | 2030-08-02      | 6.3430%  | 0.0000% | $2000.00           | $2189.00           | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 31    | 2031-01-15      | 2.8750%  | 0.0000% | $11000.00          | $10237.21          | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 35  | 2035-04-07      | 5.4000%  | 0.0000% | $2000.00           | $2078.56           | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%27   | 2027-02-05      | 4.6000%  | 0.0000% | $1388000.00        | $1412319.30        | Corporate Debt Securities |
| NUVEEN LLC                     SR GLBL 144A 30  | 2030-01-15      | 5.5500%  | 0.0000% | $14405000.00       | $15260104.81       | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-09-06      | 5.4500%  | 0.0000% | $15000.00          | $15360.55          | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 35    | 2035-02-15      | 5.3750%  | 0.0000% | $318000.00         | $329669.72         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62 | 2062-06-15      | 5.2000%  | 0.0000% | $4000.00           | $3792.09           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT6.2%55 | 2055-03-01      | 6.2000%  | 0.0000% | $30000.00          | $31756.00          | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $5000.00           | $5080.77           | Corporate Debt Securities |
| FORTITUDE GLOBAL FDG           144A NT 4.625%28 | 2028-10-06      | 4.6250%  | 0.0000% | $500000.00         | $502260.90         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT31 | 2031-01-25      | 5.5000%  | 0.0000% | $4660000.00        | $4906032.47        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            3.99%49          | 2049-03-01      | 3.9900%  | 0.0000% | $70000.00          | $57638.00          | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 27  | 2027-02-15      | 3.2500%  | 0.0000% | $100000.00         | $99177.08          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 28    | 2028-05-08      | 3.6250%  | 0.0000% | $669000.00         | $679803.98         | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            -2022 BD6.073%27 | 2027-11-01      | 6.0730%  | 0.0000% | $1500000.00        | $1596307.50        | Corporate Debt Securities |
| DIGITAL RLTY TR LP             SR GLBL NT3.6%29 | 2029-07-01      | 3.6000%  | 0.0000% | $1656000.00        | $1637519.04        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-11-02      | 7.9640%  | 0.0000% | $3000.00           | $3659.19           | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  144A NT 5.125%27 | 2027-09-25      | 5.1250%  | 0.0000% | $1000000.00        | $1020275.00        | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 28    | 2028-08-15      | 6.0420%  | 0.0000% | $78000.00          | $82209.30          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29  | 2029-10-01      | 5.3000%  | 0.0000% | $827000.00         | $857893.96         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2014C DEB 54 | 2054-12-01      | 4.6250%  | 0.0000% | $31000.00          | $27529.58          | Corporate Debt Securities |
| ASHTEAD CAP INC                SR 144A NT 33    | 2033-10-15      | 5.9500%  | 0.0000% | $200000.00         | $212188.89         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT5.5%33 | 2033-03-02      | 5.5000%  | 0.0000% | $52000.00          | $54820.68          | Corporate Debt Securities |
| MOODYS CORP                    SR GLBL NT 28    | 2028-01-15      | 3.2500%  | 0.0000% | $59000.00          | $58559.24          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT5.3%29 | 2029-06-24      | 5.3000%  | 0.0000% | $22000.00          | $23018.32          | Corporate Debt Securities |
| GLOBAL PMTS INC                GLBL NT 5.4%32   | 2032-08-15      | 5.4000%  | 0.0000% | $67000.00          | $69040.82          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27  | 2027-04-09      | 5.0000%  | 0.0000% | $101000.00         | $102204.48         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $244000.00         | $178576.96         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 29    | 2029-06-15      | 4.3500%  | 0.0000% | $5000.00           | $5082.66           | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         4.1%28           | 2028-09-26      | 4.1000%  | 0.0000% | $424000.00         | $424935.39         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 31    | 2031-04-01      | 5.4500%  | 0.0000% | $3000.00           | $3140.59           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 27    | 2027-03-15      | 3.1250%  | 0.0000% | $26726000.00       | $26484478.62       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $143000.00         | $150626.47         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28    | 2028-02-01      | 4.7500%  | 0.0000% | $241000.00         | $244153.49         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29 | 2029-06-18      | 4.3000%  | 0.0000% | $304000.00         | $308346.19         | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 41    | 2041-11-15      | 5.7500%  | 0.0000% | $1300000.00        | $1381645.06        | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 30    | 2030-05-13      | 3.2500%  | 0.0000% | $8145000.00        | $7946560.65        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 30    | 2030-01-09      | 6.1740%  | 0.0000% | $200000.00         | $212023.60         | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 29    | 2029-09-17      | 3.3500%  | 0.0000% | $85000.00          | $82122.28          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -59 DEB 32  | 2032-01-15      | 2.4400%  | 0.0000% | $999000.00         | $892880.67         | Corporate Debt Securities |
| NEW YORK LIFE INS              SUB GLBL 144A 50 | 2050-05-15      | 3.7500%  | 0.0000% | $190000.00         | $147841.22         | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40   | 2040-03-12      | 6.2540%  | 0.0000% | $4993000.00        | $5127123.91        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31    | 2031-03-12      | 5.2310%  | 0.0000% | $33000.00          | $33598.95          | Corporate Debt Securities |
| CK HUTCHISON INTL (16) LIMITED GLBL REGS NT 26  | 2026-10-03      | 2.7500%  | 0.0000% | $432000.00         | $427287.96         | Corporate Debt Securities |
| PACIFICORP                     4.125%49         | 2049-01-15      | 4.1250%  | 0.0000% | $42000.00          | $33472.98          | Corporate Debt Securities |
| WRKCO INC                      4.2%32           | 2032-06-01      | 4.2000%  | 0.0000% | $3632000.00        | $3598040.80        | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $13000.00          | $12389.77          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 48 | 2048-12-01      | 4.6000%  | 0.0000% | $25000.00          | $22461.67          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31    | 2031-06-01      | 3.2500%  | 0.0000% | $2000000.00        | $1874283.33        | Corporate Debt Securities |
| WYETH                          CR SEN SR GLBL34 | 2034-02-01      | 6.5000%  | 0.0000% | $4000.00           | $4597.56           | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29 | 2029-07-15      | 3.5000%  | 0.0000% | $1886000.00        | $1849176.90        | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 31  | 2031-02-02      | 3.1000%  | 0.0000% | $13861000.00       | $12526016.29       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT6%37 | 2037-05-15      | 6.0000%  | 0.0000% | $2000.00           | $2225.65           | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL BD 34    | 2034-02-15      | 4.8500%  | 0.0000% | $15000.00          | $15392.38          | Corporate Debt Securities |
| OGLETHORPE POWER CORP          -2018A 5.05%48   | 2048-10-01      | 5.0500%  | 0.0000% | $25000.00          | $23059.21          | Corporate Debt Securities |
| SUTTER HEALTH                  2023A BD5.547%53 | 2053-08-15      | 5.5470%  | 0.0000% | $2013000.00        | $2081362.15        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL C NT4%46 | 2046-11-15      | 4.0000%  | 0.0000% | $460000.00         | $381806.64         | Corporate Debt Securities |
| CNOOC FIN 2003 LTD             GLBL REGS NT 33  | 2033-05-21      | 5.5000%  | 0.0000% | $200000.00         | $220570.33         | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.1%26 | 2026-09-15      | 1.1000%  | 0.0000% | $588000.00         | $573897.15         | Corporate Debt Securities |
| NLG GLOBAL FDG                 -20251 144A NT30 | 2030-01-23      | 5.4000%  | 0.0000% | $879000.00         | $921622.71         | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29 | 2029-01-15      | 4.4000%  | 0.0000% | $7000.00           | $7108.96           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            3.375%27         | 2027-12-01      | 3.3750%  | 0.0000% | $124000.00         | $124388.43         | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 36    | 2036-09-22      | 5.1360%  | 0.0000% | $1462000.00        | $1459414.21        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-01-15      | 4.8500%  | 0.0000% | $34000.00          | $35188.32          | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.2%33   | 2033-01-15      | 5.2000%  | 0.0000% | $16000.00          | $16766.42          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.2%29 | 2029-10-01      | 4.2000%  | 0.0000% | $383000.00         | $384229.43         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 46    | 2046-09-12      | 3.7500%  | 0.0000% | $395000.00         | $318150.45         | Corporate Debt Securities |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33  | 2033-11-24      | 7.4500%  | 0.0000% | $41015000.00       | $49880528.97       | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 25    | 2025-11-05      | 3.8750%  | 0.0000% | $155000.00         | $157896.09         | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34    | 2034-07-01      | 5.6250%  | 0.0000% | $600000.00         | $638694.00         | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 | 2031-05-11      | 2.5000%  | 0.0000% | $100000.00         | $91313.61          | Corporate Debt Securities |
| RADIAN GROUP INC               SR GLBL NT6.2%29 | 2029-05-15      | 6.2000%  | 0.0000% | $298000.00         | $319899.69         | Corporate Debt Securities |
| PRINCIPAL LIFE GLOBAL FDG II   47 144A NT5.1%29 | 2029-01-25      | 5.1000%  | 0.0000% | $750000.00         | $778762.50         | Corporate Debt Securities |
| SIERRA PAC PWR CO              JR SB GLBL 55    | 2055-12-15      | 6.2000%  | 0.0000% | $1731000.00        | $1747284.86        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32 | 2032-03-15      | 3.0000%  | 0.0000% | $18000.00          | $16596.78          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR NT 3.7%42     | 2042-09-21      | 3.7000%  | 0.0000% | $301000.00         | $255413.88         | Corporate Debt Securities |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 54  | 2054-02-01      | 5.6250%  | 0.0000% | $6000.00           | $6057.91           | Corporate Debt Securities |
| HENNEMAN TR                    SR GLBL 144A 55  | 2055-05-15      | 6.5800%  | 0.0000% | $12863000.00       | $13957812.81       | Corporate Debt Securities |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 55    | 2055-08-15      | 5.8500%  | 0.0000% | $98000.00          | $102956.35         | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $50000.00          | $35608.75          | Corporate Debt Securities |
| NATIONWIDE MUT INS CO          SUB GLBL 144A 39 | 2039-08-15      | 9.3750%  | 0.0000% | $320000.00         | $439322.13         | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT 4%25  | 2025-11-15      | 4.0000%  | 0.0000% | $22000.00          | $22393.90          | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FDG       SR SEC GLBL 28   | 2028-04-25      | 4.4000%  | 0.0000% | $4000.00           | $4042.81           | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SB 144A NT4.9%77 | 2077-04-01      | 4.9000%  | 0.0000% | $2900000.00        | $2446304.67        | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 26   | 2026-09-15      | 6.2200%  | 0.0000% | $1875000.00        | $1922170.83        | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.414%27   | 2027-05-21      | 5.4140%  | 0.0000% | $468000.00         | $482246.96         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2024A 27 | 2027-02-23      | 5.0040%  | 0.0000% | $6000.00           | $6137.77           | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $40000.00          | $39972.84          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-10-21      | 1.9480%  | 0.0000% | $65401000.00       | $64005415.33       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-10-21      | 4.3690%  | 0.0000% | $8574000.00        | $8553539.10        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52 | 2052-05-15      | 4.6250%  | 0.0000% | $54000.00          | $48261.76          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30 | 2030-09-06      | 5.3530%  | 0.0000% | $1356000.00        | $1392202.75        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 28    | 2028-01-06      | 2.4900%  | 0.0000% | $26000.00          | $25593.47          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         -2014B 4.45%44   | 2044-02-15      | 4.4500%  | 0.0000% | $32000.00          | $28585.10          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 27   | 2027-01-30      | 3.7000%  | 0.0000% | $26000.00          | $26036.66          | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 27  | 2027-02-01      | 5.7500%  | 0.0000% | $62000.00          | $63613.55          | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.95%30  | 2030-02-15      | 4.9500%  | 0.0000% | $965000.00         | $985815.05         | Corporate Debt Securities |
| OHIOHEALTH CORP                SR SEC GLBL 41   | 2041-11-15      | 2.8340%  | 0.0000% | $1000000.00        | $766457.89         | Corporate Debt Securities |
| PEACEHEALTH                    SR GLBL -2020 25 | 2025-11-15      | 1.3750%  | 0.0000% | $1905000.00        | $1914087.38        | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SR GLBL NT 26    | 2026-09-15      | 3.9500%  | 0.0000% | $210000.00         | $210889.82         | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT26 | 2026-06-30      | 5.8750%  | 0.0000% | $8000.00           | $8176.67           | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL DEB 31   | 2031-02-15      | 7.7500%  | 0.0000% | $617000.00         | $720440.74         | Corporate Debt Securities |
| PTTEP TREAS CTR CO LTD         SR GLBL REGS 42  | 2042-06-12      | 6.3500%  | 0.0000% | $362000.00         | $406747.42         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 5.125%32 | 2032-05-15      | 5.1250%  | 0.0000% | $37000.00          | $38247.34          | Corporate Debt Securities |
| ACCENTURE CAPITAL INC          GLBL NT 4.25%31  | 2031-10-04      | 4.2500%  | 0.0000% | $34000.00          | $34039.36          | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 49    | 2049-08-10      | 3.8500%  | 0.0000% | $216000.00         | $172057.50         | Corporate Debt Securities |
| WIPRO IT SERVICES LLC          GLBL REGS NT 26  | 2026-06-23      | 1.5000%  | 0.0000% | $700000.00         | $690769.33         | Corporate Debt Securities |
| GOODMAN US FIN FIVE LLC        SR REGS NT 32    | 2032-05-04      | 4.6250%  | 0.0000% | $125000.00         | $127392.45         | Corporate Debt Securities |
| AMERICO LIFE INC               SR 144A NT 31    | 2031-04-15      | 3.4500%  | 0.0000% | $4154000.00        | $3784598.63        | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2022A 32 | 2032-03-15      | 3.0500%  | 0.0000% | $27000.00          | $25113.97          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-06-15      | 4.0500%  | 0.0000% | $57000.00          | $48107.43          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB4.4%42 | 2042-03-15      | 4.4000%  | 0.0000% | $2000.00           | $1824.12           | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE GLBL -AI BD 32   | 2032-10-01      | 4.4500%  | 0.0000% | $3000.00           | $3008.00           | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD4.1%43 | 2043-03-15      | 4.1000%  | 0.0000% | $86000.00          | $74340.02          | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL NT 28    | 2028-02-26      | 4.4750%  | 0.0000% | $4000.00           | $4084.80           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $527000.00         | $532101.36         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GTD SRNT 7.55%38 | 2038-04-15      | 7.5500%  | 0.0000% | $20000.00          | $24307.51          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%28   | 2028-10-16      | 4.5000%  | 0.0000% | $10000000.00       | $10252900.00       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $2853000.00        | $2474922.82        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 31    | 2031-10-10      | 4.3750%  | 0.0000% | $500000.00         | $515025.28         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 34    | 2034-02-13      | 4.1250%  | 0.0000% | $4450000.00        | $4519655.48        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 67 | 2067-06-01      | 7.2103%  | 0.0000% | $13318000.00       | $13459666.45       | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2018 B58 | 2058-05-15      | 4.5000%  | 0.0000% | $30000.00          | $25988.10          | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT4.2%32 | 2032-03-17      | 4.2000%  | 0.0000% | $7000.00           | $6807.73           | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT4.5%30 | 2030-10-16      | 4.5000%  | 0.0000% | $2925000.00        | $2932224.75        | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT 42    | 2042-04-05      | 4.3500%  | 0.0000% | $9000000.00        | $7855575.00        | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $52992.80          | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 30    | 2030-07-15      | 5.2500%  | 0.0000% | $6781000.00        | $7077165.83        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.3%44 | 2044-11-15      | 4.3000%  | 0.0000% | $37000.00          | $32840.75          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2019 B59 | 2059-11-15      | 3.7000%  | 0.0000% | $40000.00          | $29715.24          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.9%29 | 2029-02-15      | 4.9000%  | 0.0000% | $3000.00           | $3109.39           | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.7%30 | 2030-01-15      | 4.7000%  | 0.0000% | $577000.00         | $597032.80         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 27    | 2027-03-19      | 4.3750%  | 0.0000% | $33661000.00       | $34121571.31       | Corporate Debt Securities |
| AVIATION CAP GROUP LLC         SR GLBL 144A 27  | 2027-04-14      | 4.7500%  | 0.0000% | $254000.00         | $255692.42         | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.282%50 | 2050-04-02      | 5.2820%  | 0.0000% | $50000.00          | $46169.75          | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 55 | 2055-05-15      | 5.8500%  | 0.0000% | $76000.00          | $82894.53          | Corporate Debt Securities |
| WYNNTON FDG TR II              SR 144A NT 55    | 2055-08-15      | 5.9910%  | 0.0000% | $24815000.00       | $25838387.14       | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT2.9%51 | 2051-08-23      | 2.9000%  | 0.0000% | $48000.00          | $30730.93          | Corporate Debt Securities |
| ATHENE HOLDING LTD             JR SB GLBL DB 54 | 2054-10-15      | 6.6250%  | 0.0000% | $133000.00         | $133281.22         | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 30  | 2030-01-15      | 5.1500%  | 0.0000% | $1383000.00        | $1424947.54        | Corporate Debt Securities |
| BMW US CAP LLC                 GLBL 144A NT 30  | 2030-08-11      | 4.5000%  | 0.0000% | $17000.00          | $17233.07          | Corporate Debt Securities |
| ASSURANT INC                   CR SEN SR GLBL30 | 2030-02-22      | 3.7000%  | 0.0000% | $590000.00         | $576684.68         | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $564000.00         | $524868.43         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 2.25%31  | 2031-05-28      | 2.2500%  | 0.0000% | $250000.00         | $229223.12         | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 29    | 2029-01-15      | 6.8750%  | 0.0000% | $31000.00          | $34055.45          | Corporate Debt Securities |
| ATHENE GLOBAL FDG              SR SEC 144A NT30 | 2030-01-07      | 5.3800%  | 0.0000% | $3800000.00        | $3964299.33        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42    | 2042-01-15      | 4.9500%  | 0.0000% | $315000.00         | $310456.12         | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 27    | 2027-06-08      | 4.3500%  | 0.0000% | $340000.00         | $345684.52         | Corporate Debt Securities |
| CK HUTCHISON INTL 17 LTD       GLBL REGS NT 27  | 2027-04-05      | 3.5000%  | 0.0000% | $400000.00         | $397336.22         | Corporate Debt Securities |
| MEGA ADVANCE INVESTMENTS LTD   SR GLBL REGS 41  | 2041-05-12      | 6.3750%  | 0.0000% | $535000.00         | $614014.15         | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 29  | 2029-04-26      | 5.3750%  | 0.0000% | $400000.00         | $415114.89         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26  | 2026-05-03      | 3.5000%  | 0.0000% | $3403000.00        | $3451555.14        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52 | 2052-09-15      | 4.9500%  | 0.0000% | $12000.00          | $11116.02          | Corporate Debt Securities |
| OLD REP INTL CORP              SR GLBL NT 51    | 2051-06-11      | 3.8500%  | 0.0000% | $203000.00         | $153277.63         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR GLBL 144A 30  | 2030-06-27      | 1.9600%  | 0.0000% | $118000.00         | $107426.15         | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 29  | 2029-12-01      | 4.6250%  | 0.0000% | $2737000.00        | $2767574.57        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53 | 2053-08-15      | 5.7000%  | 0.0000% | $9000.00           | $9285.69           | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26    | 2026-10-15      | 3.3750%  | 0.0000% | $734000.00         | $730124.48         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 29    | 2029-04-23      | 4.0750%  | 0.0000% | $2146000.00        | $2142986.06        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 34 | 2034-05-25      | 6.1740%  | 0.0000% | $896000.00         | $978525.18         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 5%34  | 2034-03-15      | 5.0000%  | 0.0000% | $21000.00          | $21662.32          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE GEN MTG BD Z 26  | 2026-09-01      | 2.4000%  | 0.0000% | $182000.00         | $180196.38         | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 125 BD28 | 2028-08-15      | 3.7000%  | 0.0000% | $22000.00          | $22040.50          | Corporate Debt Securities |
| AON CORP                       SR GLBL NT 29    | 2029-05-02      | 3.7500%  | 0.0000% | $489000.00         | $491746.14         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-08-15      | 5.3500%  | 0.0000% | $93000.00          | $97433.72          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR NT 40  | 2040-01-15      | 6.3750%  | 0.0000% | $23000.00          | $26205.07          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT5.8%59 | 2059-01-23      | 5.8000%  | 0.0000% | $83000.00          | $88750.98          | Corporate Debt Securities |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT4.5%47 | 2047-06-15      | 4.5000%  | 0.0000% | $50000.00          | $43662.50          | Corporate Debt Securities |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30  | 2030-04-01      | 7.2500%  | 0.0000% | $353000.00         | $377347.19         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT3.8%28 | 2028-01-31      | 3.8000%  | 0.0000% | $166000.00         | $166363.54         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.45%40    | 2040-09-01      | 6.4500%  | 0.0000% | $24000.00          | $27186.96          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%35  | 2035-07-15      | 5.0000%  | 0.0000% | $340000.00         | $345110.96         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 31    | 2031-04-16      | 3.3500%  | 0.0000% | $5447000.00        | $5048583.72        | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $2000.00           | $1993.12           | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 4.375%28 | 2028-02-15      | 4.3750%  | 0.0000% | $7500000.00        | $7649884.37        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1378%  | 0.0000% | $4065000.00        | $4154359.97        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54 | 2054-06-15      | 6.7500%  | 0.0000% | $4000.00           | $4436.24           | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $14000.00          | $14456.64          | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 30    | 2030-04-01      | 4.3500%  | 0.0000% | $160000.00         | $160840.80         | Corporate Debt Securities |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT4.2%29 | 2029-04-15      | 4.2000%  | 0.0000% | $5000.00           | $4919.73           | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 4.75%27  | 2027-08-01      | 4.7500%  | 0.0000% | $997000.00         | $1020643.85        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35 | 2035-03-15      | 5.8000%  | 0.0000% | $98000.00          | $103865.41         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31    | 2031-06-15      | 3.1250%  | 0.0000% | $30000.00          | $27329.27          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.7%33 | 2033-05-08      | 5.7000%  | 0.0000% | $424000.00         | $460570.71         | Corporate Debt Securities |
| GEORGIA PWR CO                 GLBL 2025A FL 26 | 2026-09-15      | 4.5450%  | 0.0000% | $13000.00          | $13079.46          | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR NT 6.5%39     | 2039-09-01      | 6.5000%  | 0.0000% | $59000.00          | $65031.77          | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB GLBL 144A 47 | 2047-09-30      | 3.8500%  | 0.0000% | $6962000.00        | $5496139.30        | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR NT 50  | 2050-04-28      | 3.2500%  | 0.0000% | $59000.00          | $41865.86          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54 | 2054-03-15      | 6.5000%  | 0.0000% | $12145000.00       | $13085090.47       | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT1.5%26 | 2026-11-09      | 1.5000%  | 0.0000% | $723000.00         | $710634.29         | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 31    | 2031-01-15      | 4.2500%  | 0.0000% | $190000.00         | $188662.40         | Corporate Debt Securities |
| TRAVELERS INS GROUP HLDGS INC  SR NT 6.375%33   | 2033-03-15      | 6.3750%  | 0.0000% | $36000.00          | $40853.73          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.7%55 | 2055-03-15      | 5.7000%  | 0.0000% | $4000.00           | $4214.05           | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $7000.00           | $7303.05           | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3257000.00        | $2602636.13        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 50 | 2050-12-15      | 2.4500%  | 0.0000% | $10000.00          | $5988.16           | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 55 | 2055-09-15      | 5.6000%  | 0.0000% | $200000.00         | $203258.67         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $7316000.00        | $5937228.67        | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $25824000.00       | $30592918.08       | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $18900000.00       | $17616028.50       | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 27    | 2027-12-01      | 4.9500%  | 0.0000% | $235000.00         | $243588.08         | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 31  | 2031-07-14      | 2.8750%  | 0.0000% | $585000.00         | $545252.34         | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $5000.00           | $4798.55           | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 31    | 2031-11-09      | 2.2500%  | 0.0000% | $4000.00           | $3594.44           | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.7%34 | 2034-09-15      | 5.7000%  | 0.0000% | $12000.00          | $12439.36          | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.5%54 | 2054-05-15      | 5.5000%  | 0.0000% | $45000.00          | $43666.25          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63  | 2063-05-19      | 5.3400%  | 0.0000% | $9900000.00        | $9709738.50        | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 55    | 2055-06-23      | 6.2500%  | 0.0000% | $507000.00         | $549563.78         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.868%29 | 2029-11-25      | 4.8680%  | 0.0000% | $33000.00          | $34565.34          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48 | 2048-07-15      | 3.8000%  | 0.0000% | $68000.00          | $53608.40          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 5.017%27 | 2027-11-17      | 5.0170%  | 0.0000% | $98000.00          | $102151.79         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.97%29  | 2029-10-17      | 4.9700%  | 0.0000% | $745000.00         | $768678.17         | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51    | 2051-12-22      | 3.8500%  | 0.0000% | $15086000.00       | $10085229.86       | Corporate Debt Securities |
| AIG GLOBAL FDG SR SECD MED     SR SEC 144A NT26 | 2026-06-24      | 5.3500%  | 0.0000% | $3262000.00        | $3347704.52        | Corporate Debt Securities |
| APTIV PLC / APTIV CORP         SR GLBL NT 32    | 2032-03-01      | 3.2500%  | 0.0000% | $2000.00           | $1863.57           | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 4.65%30  | 2030-05-19      | 4.6500%  | 0.0000% | $19000.00          | $19782.91          | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 32    | 2032-05-20      | 4.7500%  | 0.0000% | $136000.00         | $141656.66         | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $452000.00         | $454093.01         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT3.8%60 | 2060-10-01      | 3.8000%  | 0.0000% | $400000.00         | $261670.67         | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD2.7%30 | 2030-09-15      | 2.7000%  | 0.0000% | $3342000.00        | $3098869.50        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.3%31 | 2031-02-15      | 5.3000%  | 0.0000% | $6839000.00        | $7172803.99        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36   | 2036-05-01      | 6.4500%  | 0.0000% | $753000.00         | $852847.80         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 44    | 2044-10-01      | 4.6250%  | 0.0000% | $21075000.00       | $17663256.06       | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.2%54 | 2054-04-15      | 5.2000%  | 0.0000% | $1578000.00        | $1534070.23        | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28    | 2028-12-01      | 3.2760%  | 0.0000% | $14000.00          | $13721.40          | Corporate Debt Securities |
| ALLY FINL INC                  SR GLBL NT 33    | 2033-07-31      | 5.5480%  | 0.0000% | $69000.00          | $70386.90          | Corporate Debt Securities |
| ALLY FINL INC                  SR GLBL NT 29    | 2029-05-15      | 5.7370%  | 0.0000% | $41000.00          | $42918.96          | Corporate Debt Securities |
| CNA FINL CORP                  SR GLBL NT4.5%26 | 2026-03-01      | 4.5000%  | 0.0000% | $35000.00          | $35261.80          | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.1%29 | 2029-04-20      | 5.1000%  | 0.0000% | $763000.00         | $782531.53         | Corporate Debt Securities |
| CAPITAL PWR US HLDGS INC       SR 144A NT 35    | 2035-06-01      | 6.1890%  | 0.0000% | $200000.00         | $214906.65         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36   | 2036-01-30      | 6.1830%  | 0.0000% | $5733000.00        | $6076105.72        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 51    | 2051-02-15      | 3.7500%  | 0.0000% | $9000.00           | $7143.63           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 33    | 2033-05-10      | 5.2680%  | 0.0000% | $499000.00         | $522753.90         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43   | 2043-09-01      | 5.1500%  | 0.0000% | $10000.00          | $9952.53           | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 28    | 2028-11-06      | 4.2340%  | 0.0000% | $28000.00          | $28748.49          | Corporate Debt Securities |
| BROOKFIELD CAP FIN LLC         SR GLBL NT 33    | 2033-06-14      | 6.0870%  | 0.0000% | $103000.00         | $113059.43         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT4.6%26 | 2026-12-23      | 4.6000%  | 0.0000% | $3438000.00        | $3508154.30        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-04-14      | 3.5880%  | 0.0000% | $1687000.00        | $1680428.01        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41   | 2041-03-01      | 5.0500%  | 0.0000% | $18000.00          | $18030.00          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $29774000.00       | $29629199.11       | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $455000.00         | $476517.71         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.25%32  | 2032-08-16      | 4.2500%  | 0.0000% | $6423000.00        | $6594212.20        | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34 | 2034-04-01      | 5.5000%  | 0.0000% | $7667000.00        | $8021317.63        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $2133000.00        | $2148000.92        | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 3%29  | 2029-07-01      | 3.0000%  | 0.0000% | $40000.00          | $38885.60          | Corporate Debt Securities |
| ENACT HLDGS INC                SR GLBL NT 29    | 2029-05-28      | 6.2500%  | 0.0000% | $977000.00         | $1047952.18        | Corporate Debt Securities |
| ESSENT GROUP LTD               SR GLBL NT 29    | 2029-07-01      | 6.2500%  | 0.0000% | $90000.00          | $96025.47          | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 32    | 2032-03-15      | 2.6500%  | 0.0000% | $45000.00          | $40390.47          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $49806000.00       | $51618440.34       | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54 | 2054-10-15      | 5.6500%  | 0.0000% | $5000.00           | $4969.21           | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT4.5%48 | 2048-03-15      | 4.5000%  | 0.0000% | $4354000.00        | $3819938.36        | Corporate Debt Securities |
| EATON CORP OHIO                SR GLBL NT 42    | 2042-11-02      | 4.1500%  | 0.0000% | $32000.00          | $29084.31          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 27 | 2027-07-15      | 6.1000%  | 0.0000% | $19000.00          | $19894.73          | Corporate Debt Securities |
| F&G GLOBAL FUNDING             SR SEC GLBL 28   | 2028-09-20      | 2.0000%  | 0.0000% | $12789000.00       | $11921110.04       | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.375%27 | 2027-03-15      | 1.3750%  | 0.0000% | $30511000.00       | $29612107.80       | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26    | 2026-10-01      | 2.7500%  | 0.0000% | $100000.00         | $98850.17          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 28    | 2028-04-15      | 3.2500%  | 0.0000% | $43000.00          | $42288.54          | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT6.5%33 | 2033-11-21      | 6.5000%  | 0.0000% | $495000.00         | $549954.35         | Corporate Debt Securities |
| BOSTON GAS CO                  SR 144A NT 42    | 2042-02-15      | 4.4870%  | 0.0000% | $10000000.00       | $8793725.56        | Corporate Debt Securities |
| GETTY PAUL J TR                GLBL 2025A BD 35 | 2035-04-01      | 4.9050%  | 0.0000% | $9750000.00        | $10074163.12       | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT4.9%28 | 2028-04-03      | 4.9000%  | 0.0000% | $70000.00          | $71122.18          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 51    | 2051-04-27      | 3.8750%  | 0.0000% | $25000.00          | $19030.76          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2023A 28 | 2028-05-16      | 4.6500%  | 0.0000% | $85000.00          | $88071.26          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-01-17      | 4.3500%  | 0.0000% | $364000.00         | $369036.55         | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 29    | 2029-08-15      | 4.2500%  | 0.0000% | $2000.00           | $1971.34           | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT29 | 2029-11-01      | 4.6500%  | 0.0000% | $114000.00         | $118474.50         | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $45000.00          | $35038.35          | Corporate Debt Securities |
| TRUIST BK                      SR -I NT4.671%27 | 2027-05-20      | 4.6710%  | 0.0000% | $845000.00         | $864510.84         | Corporate Debt Securities |
| NSTAR ELEC CO                  3.2%27           | 2027-05-15      | 3.2000%  | 0.0000% | $15000.00          | $15039.68          | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31   | 2031-07-18      | 4.7340%  | 0.0000% | $706000.00         | $726699.92         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55 | 2055-08-15      | 6.3750%  | 0.0000% | $14000.00          | $14779.64          | Corporate Debt Securities |
| TAMPA ELEC CO                  GLBL NT 4.9%29   | 2029-03-01      | 4.9000%  | 0.0000% | $214000.00         | $220549.83         | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 28     | 2028-07-10      | 5.0279%  | 0.0000% | $35000.00          | $35262.96          | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR NT 4.7%45     | 2045-02-01      | 4.7000%  | 0.0000% | $671000.00         | $616461.12         | Corporate Debt Securities |
| KENTUCKY UTILS CO              1MTG BD 4.375%45 | 2045-10-01      | 4.3750%  | 0.0000% | $600000.00         | $521727.50         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $140000.00         | $149394.47         | Corporate Debt Securities |
| FORT BENNING FAMILY CMNTYS LLC -I FL SNK 144A36 | 2036-01-15      | 4.4970%  | 0.0000% | $6000000.00        | $4259841.53        | Corporate Debt Securities |
| FIVE CORNERS FDG TR IV         144A NT 5.997%53 | 2053-02-15      | 5.9970%  | 0.0000% | $3021000.00        | $3193862.63        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35 | 2035-09-05      | 5.6000%  | 0.0000% | $33813000.00       | $34004081.02       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL BD 30    | 2030-05-17      | 0.8750%  | 0.0000% | $10170000.00       | $9002400.66        | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 32    | 2032-06-15      | 2.3500%  | 0.0000% | $121000.00         | $107742.97         | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $2283000.00        | $1795016.36        | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.7%34     | 2034-02-16      | 4.7000%  | 0.0000% | $10000.00          | $10170.01          | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 26    | 2026-10-01      | 3.2500%  | 0.0000% | $65000.00          | $64776.29          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 27    | 2027-09-15      | 3.0940%  | 0.0000% | $154000.00         | $152466.69         | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $9000.00           | $9426.32           | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT2.3%31 | 2031-05-01      | 2.3000%  | 0.0000% | $10000.00          | $9138.60           | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $1000.00           | $1019.87           | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 27     | 2027-02-04      | 4.7868%  | 0.0000% | $835000.00         | $845674.98         | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL BD 5%33  | 2033-05-15      | 5.0000%  | 0.0000% | $2000.00           | $2104.89           | Corporate Debt Securities |
| KILROY RLTY L P                4.75%28          | 2028-12-15      | 4.7500%  | 0.0000% | $12000.00          | $12231.29          | Corporate Debt Securities |
| BOARDWALK PIPELINES LP         SR GLBL NT3.4%31 | 2031-02-15      | 3.4000%  | 0.0000% | $90000.00          | $85041.70          | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 27    | 2027-12-01      | 6.7500%  | 0.0000% | $1151000.00        | $1236444.49        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL31 | 2031-05-01      | 6.3880%  | 0.0000% | $255000.00         | $285666.30         | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   8.5%31           | 2031-01-18      | 8.5000%  | 0.0000% | $457000.00         | $555283.94         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36 | 2036-07-15      | 8.1000%  | 0.0000% | $86000.00          | $107151.70         | Corporate Debt Securities |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41     | 2041-05-30      | 5.7000%  | 0.0000% | $690000.00         | $730371.90         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 33 | 2033-02-22      | 5.8750%  | 0.0000% | $10000.00          | $10791.10          | Corporate Debt Securities |

### Security 676: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.120000%
- **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: ARP1C2H71, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C2H71
- **C.18 - Value (incl. sponsor support):** $2031420000.00
- **C.18.a - Value (excl. sponsor support):** $2031420000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLDC7044 | 2054-12-01      | 4.5000%  | 0.0000% | $1213039.00        | $1175157.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2346 | 2055-03-01      | 6.0000%  | 0.0000% | $2434062.00        | $2519397.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725027 | 2033-11-01      | 5.0000%  | 0.0000% | $450000.00         | $3913.91           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3642 | 2053-10-01      | 6.5000%  | 0.0000% | $1087480.00        | $790934.12         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9846 | 2051-12-01      | 2.5000%  | 0.0000% | $646000.00         | $440878.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1574 | 2055-05-01      | 6.0000%  | 0.0000% | $30547345.00       | $29807801.80       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3238 | 2047-08-01      | 3.5000%  | 0.0000% | $2450000.00        | $525153.60         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBV8985 | 2037-04-01      | 2.0000%  | 0.0000% | $50000.00          | $30925.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD9307 | 2046-11-01      | 4.0000%  | 0.0000% | $390000.00         | $123440.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | 0.0000% | $184000.00         | $50571.06          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1760 | 2055-07-01      | 6.5000%  | 0.0000% | $2879391.00        | $3050004.50        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBV7704 | 2042-04-01      | 2.0000%  | 0.0000% | $6700000.00        | $4458870.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6360 | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2518002.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3371 | 2052-04-01      | 3.5000%  | 0.0000% | $4403271.00        | $3118616.47        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0247 | 2036-04-01      | 2.0000%  | 0.0000% | $2500000.00        | $1346853.06        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1384 | 2051-08-01      | 2.5000%  | 0.0000% | $339928.00         | $214485.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $716800.00         | $567400.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0173 | 2040-03-01      | 5.0000%  | 0.0000% | $1022142.00        | $1011467.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0600 | 2055-06-01      | 6.5000%  | 0.0000% | $32217914.00       | $33390475.81       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8498 | 2046-12-01      | 3.0000%  | 0.0000% | $2500000.00        | $847277.34         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5900 | 2055-10-01      | 7.5000%  | 0.0000% | $5443384.00        | $5776595.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $305000.00         | $207088.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  | 0.0000% | $3400000.00        | $617455.01         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3140 | 2047-09-01      | 4.0000%  | 0.0000% | $1840000.00        | $171566.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC6572 | 2054-11-01      | 4.0000%  | 0.0000% | $289291.00         | $270119.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3791 | 2055-03-01      | 5.5000%  | 0.0000% | $1123295.00        | $1140188.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2422 | 2055-02-01      | 5.5000%  | 0.0000% | $4159475.00        | $4244856.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7313 | 2055-06-01      | 6.0000%  | 0.0000% | $2502322.00        | $1589273.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2586 | 2055-02-01      | 6.0000%  | 0.0000% | $1233654.00        | $1282973.29        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4441 | 2036-10-01      | 1.5000%  | 0.0000% | $12318343.00       | $7204288.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6246 | 2055-04-01      | 6.0000%  | 0.0000% | $1097499.00        | $1141639.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8486 | 2052-12-01      | 4.5000%  | 0.0000% | $1085884.00        | $971970.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $50000.00          | $4854.15           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICB4256 | 2037-08-01      | 4.0000%  | 0.0000% | $308303.00         | $187998.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $267000.00         | $200939.42         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1483 | 2055-04-01      | 6.0000%  | 0.0000% | $2613831.00        | $2604890.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5368 | 2050-03-01      | 4.0000%  | 0.0000% | $8625079.00        | $1359393.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  | 0.0000% | $500000.00         | $343642.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR7435 | 2043-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $1203991.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAC2352 | 2029-01-01      | 5.0000%  | 0.0000% | $29022906.00       | $23232.83          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7420 | 2054-01-01      | 6.0000%  | 0.0000% | $248000.00         | $226396.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  | 0.0000% | $152000.00         | $119106.49         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH6783 | 2041-03-01      | 4.0000%  | 0.0000% | $50000.00          | $2813.68           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2118 | 2042-05-01      | 4.0000%  | 0.0000% | $125000.00         | $7519.36           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP2703 | 2042-09-01      | 3.5000%  | 0.0000% | $16246434.00       | $2790980.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4057 | 2055-03-01      | 5.0000%  | 0.0000% | $752844.00         | $710422.39         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8807 | 2054-08-01      | 6.0000%  | 0.0000% | $1697213.00        | $1215837.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6571 | 2055-05-01      | 6.5000%  | 0.0000% | $1027224.00        | $1091335.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2081 | 2055-07-01      | 5.5000%  | 0.0000% | $1960198.00        | $1994874.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4491 | 2051-02-01      | 2.0000%  | 0.0000% | $2300000.00        | $1358863.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBV1877 | 2040-07-01      | 5.0000%  | 0.0000% | $1306140.00        | $1315022.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3397 | 2055-10-01      | 5.5000%  | 0.0000% | $246022230.00      | $249999999.34      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3058 | 2039-07-01      | 6.5000%  | 0.0000% | $7162635.00        | $7475049.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1569 | 2048-04-01      | 4.5000%  | 0.0000% | $15000.00          | $4485.32           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $71387000.00       | $26864993.08       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9491 | 2051-11-01      | 2.5000%  | 0.0000% | $35000.00          | $21753.68          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9568 | 2039-11-01      | 6.0000%  | 0.0000% | $2622966.00        | $2498769.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $991000.00         | $98418.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $346000.00         | $40879.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0584 | 2055-06-01      | 6.0000%  | 0.0000% | $14658875.00       | $14660048.77       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3612 | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $483390.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7838 | 2046-08-01      | 3.0000%  | 0.0000% | $23000.00          | $5466.82           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  | 0.0000% | $600000.00         | $85145.47          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3333 | 2048-04-01      | 4.0000%  | 0.0000% | $211000.00         | $21594.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $65000.00          | $34328.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  | 0.0000% | $88000.00          | $22713.64          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $1556000.00        | $154157.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $150000.00         | $40165.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4795 | 2045-04-01      | 3.5000%  | 0.0000% | $84377.00          | $14553.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  | 0.0000% | $119000.00         | $14787.72          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS0844 | 2050-01-01      | 4.5000%  | 0.0000% | $65000.00          | $39731.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $273000.00         | $184590.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4866 | 2053-01-01      | 4.0000%  | 0.0000% | $715000.00         | $570214.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5886 | 2040-10-01      | 5.0000%  | 0.0000% | $49670626.00       | $50393664.76       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0442 | 2039-01-01      | 6.5000%  | 0.0000% | $204000.00         | $3734.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5785 | 2040-07-01      | 3.5000%  | 0.0000% | $2185640.00        | $2067083.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2348 | 2055-06-01      | 6.0000%  | 0.0000% | $1689733.00        | $1754625.19        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6405 | 2046-09-01      | 4.0000%  | 0.0000% | $3837784.00        | $821547.41         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4545 | 2052-02-01      | 2.5000%  | 0.0000% | $49234417.00       | $33177024.93       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2834 | 2046-12-01      | 3.5000%  | 0.0000% | $3240000.00        | $451212.72         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4632 | 2042-06-01      | 3.0000%  | 0.0000% | $1800000.00        | $1298268.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3829 | 2034-11-01      | 3.5000%  | 0.0000% | $5865000.00        | $809702.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  | 0.0000% | $497000.00         | $50052.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6799 | 2055-06-01      | 6.0000%  | 0.0000% | $1925172.00        | $1967037.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8700 | 2055-09-01      | 6.0000%  | 0.0000% | $61398423.00       | $59852522.98       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2045 | 2051-11-01      | 2.5000%  | 0.0000% | $7608.00           | $4798.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4908 | 2052-10-01      | 5.5000%  | 0.0000% | $272000.00         | $208752.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP5904 | 2050-06-01      | 3.5000%  | 0.0000% | $1110989.00        | $468356.48         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4926 | 2050-10-01      | 2.0000%  | 0.0000% | $300000.00         | $159736.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN8620 | 2034-07-01      | 3.0000%  | 0.0000% | $320000.00         | $34472.59          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  | 0.0000% | $95427.00          | $52609.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  | 0.0000% | $14714000.00       | $13136269.68       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0816 | 2055-10-01      | 5.5000%  | 0.0000% | $2377283.00        | $2421789.70        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $412000.00         | $334689.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3154 | 2052-07-01      | 4.5000%  | 0.0000% | $50000.00          | $37475.93          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5790 | 2048-03-01      | 3.5000%  | 0.0000% | $44325711.00       | $35762140.90       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  | 0.0000% | $37406.00          | $5130.96           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1646 | 2034-06-01      | 3.5000%  | 0.0000% | $12800000.00       | $1321773.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2685 | 2052-08-01      | 4.0000%  | 0.0000% | $1169000.00        | $863007.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFS4267 | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $96154.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS1803 | 2049-11-01      | 4.5000%  | 0.0000% | $28000.00          | $16802.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2258 | 2045-04-01      | 3.5000%  | 0.0000% | $1167000.00        | $185629.68         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3500 | 2048-10-01      | 4.0000%  | 0.0000% | $500000.00         | $24818.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY3880 | 2045-11-01      | 4.0000%  | 0.0000% | $982113.00         | $34913.09          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL730485 | 2033-08-01      | 4.5000%  | 0.0000% | $235000.00         | $903.95            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL6275 | 2044-03-01      | 5.0000%  | 0.0000% | $680468.00         | $64695.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7566 | 2045-01-01      | 3.5000%  | 0.0000% | $925000.00         | $141613.95         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI6578 | 2041-07-01      | 4.5000%  | 0.0000% | $225000.00         | $8947.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0951 | 2055-10-01      | 5.0000%  | 0.0000% | $3734596.00        | $3742628.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8099 | 2055-08-01      | 6.0000%  | 0.0000% | $19719415.00       | $20436215.44       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5138 | 2055-07-01      | 6.0000%  | 0.0000% | $1349934.00        | $1403963.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2675 | 2055-06-01      | 6.5000%  | 0.0000% | $2861678.00        | $2478800.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5177 | 2055-07-01      | 6.0000%  | 0.0000% | $3529072.00        | $3487419.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  | 0.0000% | $26000.00          | $4158.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0366 | 2055-09-01      | 6.0000%  | 0.0000% | $1679874.00        | $1734469.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2639 | 2055-11-01      | 5.0000%  | 0.0000% | $1162176.00        | $1169434.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0668 | 2055-09-01      | 6.0000%  | 0.0000% | $5832680.00        | $6071578.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8458 | 2055-08-01      | 5.0000%  | 0.0000% | $6654390.00        | $6649740.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT1254 | 2051-06-01      | 3.0000%  | 0.0000% | $5322749.00        | $2664808.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5807 | 2055-07-01      | 5.5000%  | 0.0000% | $2611122.00        | $2663047.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0954 | 2052-07-01      | 4.5000%  | 0.0000% | $125000.00         | $96650.57          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8987 | 2052-10-01      | 4.0000%  | 0.0000% | $1147684.00        | $886961.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV7243 | 2052-05-01      | 3.0000%  | 0.0000% | $630138.00         | $464367.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7449 | 2052-11-01      | 5.0000%  | 0.0000% | $644299.00         | $582747.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5996 | 2040-09-01      | 5.5000%  | 0.0000% | $1252057.00        | $1279811.77        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4963 | 2050-05-01      | 3.0000%  | 0.0000% | $830700.00         | $311658.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBU4981 | 2039-09-01      | 3.5000%  | 0.0000% | $1348578.00        | $1240174.99        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBQ6615 | 2041-10-01      | 2.0000%  | 0.0000% | $420868.00         | $272959.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | 0.0000% | $4520846.00        | $3771411.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5797 | 2040-08-01      | 3.5000%  | 0.0000% | $8004037.00        | $7675294.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $2807.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $48000.00          | $11746.47          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2043 | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $66548.44          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1648 | 2052-01-01      | 2.5000%  | 0.0000% | $1329000.00        | $892003.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2661 | 2052-07-01      | 4.5000%  | 0.0000% | $3220818.00        | $2450893.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3052 | 2052-10-01      | 5.5000%  | 0.0000% | $33031600.00       | $25378250.11       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  | 0.0000% | $29000.00          | $17715.94          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL4298 | 2032-04-01      | 4.0000%  | 0.0000% | $20000000.00       | $1259596.23        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6105 | 2029-12-01      | 4.0000%  | 0.0000% | $281000.00         | $4526.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK8228 | 2042-04-01      | 4.0000%  | 0.0000% | $550000.00         | $72500.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL7079 | 2035-07-01      | 4.0000%  | 0.0000% | $3319735.00        | $503942.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8111 | 2055-08-01      | 6.0000%  | 0.0000% | $19603889.00       | $20280920.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5993 | 2053-01-01      | 6.0000%  | 0.0000% | $225240.00         | $169608.54         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7151 | 2053-09-01      | 7.0000%  | 0.0000% | $14130994.00       | $9602816.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB5878 | 2052-12-01      | 2.5000%  | 0.0000% | $67133.00          | $53517.27          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2879 | 2047-01-01      | 4.0000%  | 0.0000% | $32370.00          | $4282.18           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA2779 | 2026-10-01      | 2.0000%  | 0.0000% | $481135.00         | $9540.65           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $36000.00          | $6353.18           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $1637000.00        | $150333.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  | 0.0000% | $10000.00          | $2411.46           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $51579.00          | $41368.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8207 | 2055-09-01      | 5.0000%  | 0.0000% | $2201270.00        | $2209663.87        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6810 | 2055-09-01      | 6.0000%  | 0.0000% | $1060583.00        | $1110454.49        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAJ4867 | 2042-01-01      | 3.5000%  | 0.0000% | $9137737.00        | $957076.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6611 | 2055-08-01      | 5.0000%  | 0.0000% | $1015723.00        | $1014678.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ1662 | 2047-12-01      | 3.5000%  | 0.0000% | $6322000.00        | $759913.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9106 | 2055-09-01      | 6.0000%  | 0.0000% | $1682196.00        | $1752624.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTBM3906 | 2032-02-01      | 5.0000%  | 0.0000% | $250000.00         | $25621.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5495 | 2055-02-01      | 5.0000%  | 0.0000% | $3757619.00        | $3726125.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0802 | 2053-04-01      | 5.5000%  | 0.0000% | $1000000.00        | $936092.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6036 | 2050-08-01      | 6.0000%  | 0.0000% | $1583580.00        | $1625901.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6588 | 2040-06-01      | 6.0000%  | 0.0000% | $1098301.00        | $1130736.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5918 | 2055-08-01      | 6.0000%  | 0.0000% | $1392285.00        | $1445054.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD6642 | 2055-05-01      | 4.5000%  | 0.0000% | $51807.00          | $44724.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8729 | 2055-10-01      | 6.0000%  | 0.0000% | $3803574.00        | $3936569.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5785 | 2055-04-01      | 6.0000%  | 0.0000% | $1793247.00        | $1861294.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1951 | 2055-02-01      | 6.0000%  | 0.0000% | $1374000.00        | $1420637.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6963 | 2055-04-01      | 5.0000%  | 0.0000% | $1235654.00        | $1233656.90        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3317 | 2055-07-01      | 6.5000%  | 0.0000% | $1788955.00        | $1891404.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3096 | 2055-08-01      | 6.0000%  | 0.0000% | $2520731.00        | $2619166.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE9382 | 2040-09-01      | 6.5000%  | 0.0000% | $1010602.00        | $1052839.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0001 | 2055-10-01      | 5.5000%  | 0.0000% | $1724865.00        | $1777589.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  | 0.0000% | $189452.00         | $134165.98         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4287 | 2041-03-01      | 2.0000%  | 0.0000% | $479000.00         | $265021.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $497000.00         | $331054.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $130000.00         | $22184.29          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  | 0.0000% | $700000.00         | $399970.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2930 | 2047-03-01      | 4.0000%  | 0.0000% | $17000.00          | $1615.36           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4477 | 2031-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $831504.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA1702 | 2043-11-01      | 3.0000%  | 0.0000% | $1661478.00        | $157843.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $111000.00         | $17437.46          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | 0.0000% | $2501000.00        | $287776.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5152 | 2049-01-01      | 5.5000%  | 0.0000% | $3871061.00        | $312966.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO1821 | 2034-07-01      | 3.0000%  | 0.0000% | $380000.00         | $78003.55          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2737 | 2036-09-01      | 2.5000%  | 0.0000% | $17576095.00       | $16342974.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3808 | 2053-02-01      | 5.5000%  | 0.0000% | $140000.00         | $115136.66         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2752 | 2037-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1774641.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1388 | 2033-09-01      | 3.5000%  | 0.0000% | $18068949.00       | $2679882.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3738 | 2034-08-01      | 3.0000%  | 0.0000% | $117000.00         | $11360.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA0280 | 2029-11-01      | 5.5000%  | 0.0000% | $164000.00         | $3045.56           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAB6965 | 2027-11-01      | 2.5000%  | 0.0000% | $2175000.00        | $54106.77          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1765.44           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942463 | 2037-08-01      | 6.5000%  | 0.0000% | $598437.00         | $1926.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3075 | 2027-07-01      | 3.5000%  | 0.0000% | $84133.00          | $3142.67           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | 0.0000% | $459000.00         | $56236.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  | 0.0000% | $25759432.00       | $6500239.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5521 | 2039-08-01      | 3.5000%  | 0.0000% | $1925231.00        | $1762614.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5821 | 2055-09-01      | 5.0000%  | 0.0000% | $59069469.00       | $58711204.79       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $8943932.00        | $7250931.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $10793163.00       | $9345093.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4017 | 2040-05-01      | 3.0000%  | 0.0000% | $87000.00          | $23623.79          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  | 0.0000% | $56000000.00       | $35740280.91       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $7000.00           | $3985.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  | 0.0000% | $105779548.00      | $99988602.62       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM4951 | 2035-11-01      | 1.5000%  | 0.0000% | $200000.00         | $90784.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $85000.00          | $64327.10          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $160000.00         | $140151.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4709 | 2052-07-01      | 5.0000%  | 0.0000% | $1400000.00        | $1037326.76        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5207 | 2053-11-01      | 4.0000%  | 0.0000% | $1000.00           | $866.95            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $4090674.00        | $3503824.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $842.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $108000.00         | $103944.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4333 | 2041-05-01      | 2.0000%  | 0.0000% | $2789000.00        | $1650745.27        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $191579.00         | $128855.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3441 | 2038-08-01      | 4.0000%  | 0.0000% | $529954.00         | $53330.62          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5273 | 2054-02-01      | 6.5000%  | 0.0000% | $60000.00          | $36117.77          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $136000.00         | $106502.46         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  | 0.0000% | $69824000.00       | $43995484.78       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4999 | 2053-03-01      | 3.0000%  | 0.0000% | $695423.00         | $540341.90         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $14000.00          | $1052.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA0640 | 2041-01-01      | 4.5000%  | 0.0000% | $3550000.00        | $171660.96         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $1541415.00        | $1390922.53        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $4398000.00        | $3324126.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA4150 | 2030-10-01      | 2.5000%  | 0.0000% | $16487796.00       | $4433045.65        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4354 | 2051-06-01      | 1.5000%  | 0.0000% | $93243.00          | $56325.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $88000.00          | $35325.29          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1146 | 2051-07-01      | 3.0000%  | 0.0000% | $500510.00         | $278484.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA7056 | 2050-09-01      | 3.5000%  | 0.0000% | $845000.00         | $437121.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0165 | 2055-09-01      | 6.0000%  | 0.0000% | $8105501.00        | $8343797.35        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $131000.00         | $36834.74          | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0338 | 2059-01-01      | 4.5000%  | 0.0000% | $1099998.00        | $388436.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0315 | 2055-09-01      | 6.0000%  | 0.0000% | $32054165.00       | $32681187.67       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0993 | 2050-10-01      | 6.0000%  | 0.0000% | $1806477.00        | $1858412.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2597 | 2055-11-01      | 5.5000%  | 0.0000% | $3366500.00        | $3423519.53        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH5748 | 2047-11-01      | 4.0000%  | 0.0000% | $289600.00         | $125269.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  | 0.0000% | $6000.00           | $580.95            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1638 | 2055-06-01      | 6.0000%  | 0.0000% | $1306549.00        | $1358602.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2235 | 2055-10-01      | 5.5000%  | 0.0000% | $2612978.00        | $2677461.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7056 | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $14343857.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9221 | 2054-09-01      | 6.0000%  | 0.0000% | $255000.00         | $246465.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0737 | 2055-02-01      | 6.0000%  | 0.0000% | $3667940.00        | $3226664.08        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8273 | 2039-11-01      | 4.5000%  | 0.0000% | $1977369.00        | $1846061.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8633 | 2054-07-01      | 6.5000%  | 0.0000% | $170000.00         | $119230.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0124 | 2054-03-01      | 5.5000%  | 0.0000% | $2000000.00        | $1974899.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8310 | 2044-03-01      | 3.5000%  | 0.0000% | $60000.00          | $14387.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357748 | 2035-04-01      | 5.5000%  | 0.0000% | $90000.00          | $1021.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2675 | 2055-11-01      | 6.0000%  | 0.0000% | $4501551.00        | $4655486.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5214 | 2053-12-01      | 5.0000%  | 0.0000% | $55000.00          | $49842.40          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5695 | 2045-04-01      | 6.5000%  | 0.0000% | $691186.00         | $630986.73         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5891 | 2045-10-01      | 5.5000%  | 0.0000% | $13611105.00       | $13910050.23       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5623 | 2045-02-01      | 5.5000%  | 0.0000% | $3541067.00        | $3049535.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $496837.00         | $480250.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  | 0.0000% | $253256689.00      | $234842582.42      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2003.68           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE1527 | 2040-10-01      | 4.0000%  | 0.0000% | $75000.00          | $2292.48           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0750 | 2055-02-01      | 6.0000%  | 0.0000% | $1514502.00        | $1376858.29        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4311 | 2041-04-01      | 2.0000%  | 0.0000% | $10000.00          | $5832.63           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4847 | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $211848.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDB8242 | 2054-11-01      | 4.0000%  | 0.0000% | $1199880.00        | $1121500.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5443 | 2054-08-01      | 5.0000%  | 0.0000% | $45888446.00       | $43123816.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB8822 | 2039-07-01      | 5.5000%  | 0.0000% | $1076556.00        | $920985.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3619 | 2052-05-01      | 2.5000%  | 0.0000% | $21000.00          | $14980.72          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7616 | 2052-05-01      | 4.0000%  | 0.0000% | $28484000.00       | $23619036.24       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9846 | 2050-12-01      | 3.0000%  | 0.0000% | $11948543.00       | $9822421.93        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1470 | 2037-04-01      | 7.0000%  | 0.0000% | $7369985.00        | $268585.00         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7577 | 2054-01-01      | 2.5000%  | 0.0000% | $1366277.00        | $1038915.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA9949 | 2054-02-01      | 5.0000%  | 0.0000% | $2652278.00        | $2597159.99        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | 0.0000% | $1890000.00        | $1303691.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930757 | 2039-03-01      | 5.0000%  | 0.0000% | $1115000.00        | $33081.31          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2996 | 2047-07-01      | 5.0000%  | 0.0000% | $213000.00         | $150613.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7430 | 2052-09-01      | 3.5000%  | 0.0000% | $471000.00         | $379376.60         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL257243 | 2038-05-01      | 7.0000%  | 0.0000% | $3329000.00        | $19684.23          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256713 | 2027-05-01      | 5.0000%  | 0.0000% | $2723000.00        | $7440.90           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0675 | 2052-06-01      | 3.5000%  | 0.0000% | $21144949.00       | $18691794.16       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3576 | 2050-06-01      | 2.5000%  | 0.0000% | $245000.00         | $107316.09         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ7712 | 2026-12-01      | 3.0000%  | 0.0000% | $1424475.00        | $17108.92          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL6282 | 2044-12-01      | 4.5000%  | 0.0000% | $1003000.00        | $119070.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5032 | 2049-12-01      | 3.0000%  | 0.0000% | $81616.00          | $30035.10          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2986 | 2048-11-01      | 4.5000%  | 0.0000% | $4964928.00        | $1482506.59        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3807 | 2038-01-01      | 3.5000%  | 0.0000% | $46000.00          | $9015.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB8307 | 2039-12-01      | 5.0000%  | 0.0000% | $2491452.00        | $2422460.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5347 | 2055-03-01      | 6.0000%  | 0.0000% | $1294000.00        | $872311.73         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5516 | 2054-11-01      | 5.5000%  | 0.0000% | $2859835.00        | $2888606.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2535 | 2055-02-01      | 5.0000%  | 0.0000% | $124352.00         | $123765.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1024 | 2054-09-01      | 6.0000%  | 0.0000% | $1186940.00        | $891871.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4075 | 2055-11-01      | 5.5000%  | 0.0000% | $1309141.00        | $1342977.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1023 | 2055-10-01      | 5.5000%  | 0.0000% | $1818713.00        | $1849515.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7071 | 2047-12-01      | 4.5000%  | 0.0000% | $8000.00           | $1194.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2190 | 2048-11-01      | 4.0000%  | 0.0000% | $198655.00         | $7838.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1172 | 2055-09-01      | 6.0000%  | 0.0000% | $2331425.00        | $2421044.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1104 | 2049-05-01      | 3.5000%  | 0.0000% | $34000.00          | $8346.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2154 | 2033-12-01      | 4.0000%  | 0.0000% | $350123.00         | $1857.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3272 | 2037-09-01      | 3.0000%  | 0.0000% | $701710.00         | $506720.75         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS6136 | 2043-03-01      | 2.5000%  | 0.0000% | $669000.00         | $531258.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2807 | 2049-01-01      | 4.0000%  | 0.0000% | $1009390.00        | $971769.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9086 | 2039-08-01      | 6.0000%  | 0.0000% | $3217164.00        | $2861242.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0911 | 2047-12-01      | 4.0000%  | 0.0000% | $99084452.00       | $22326169.01       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6620 | 2035-08-01      | 2.5000%  | 0.0000% | $55000.00          | $23410.57          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB0810 | 2051-06-01      | 1.5000%  | 0.0000% | $160645.00         | $91246.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1666 | 2051-09-01      | 2.5000%  | 0.0000% | $200000.00         | $127540.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2912 | 2052-02-01      | 3.5000%  | 0.0000% | $36700000.00       | $23286930.61       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2797 | 2052-02-01      | 3.0000%  | 0.0000% | $47852.00          | $30566.24          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | 0.0000% | $1349000.00        | $893076.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $2620000.00        | $572141.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9623 | 2038-06-01      | 3.0000%  | 0.0000% | $623570.00         | $480624.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2803 | 2048-12-01      | 4.5000%  | 0.0000% | $35014000.00       | $2150864.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7302 | 2054-02-01      | 5.0000%  | 0.0000% | $214000.00         | $196381.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | 0.0000% | $700000.00         | $474362.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8546 | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $65432.61          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1224 | 2040-07-01      | 4.5000%  | 0.0000% | $3976570.00        | $197151.73         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC2643 | 2039-10-01      | 4.5000%  | 0.0000% | $227915.00         | $4749.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB3172 | 2026-06-01      | 3.5000%  | 0.0000% | $300000.00         | $688.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0886 | 2055-08-01      | 6.5000%  | 0.0000% | $17719025.00       | $18684654.88       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5878 | 2055-10-01      | 5.0000%  | 0.0000% | $249908366.00      | $249999999.15      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $92797878.00       | $90446203.82       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5829 | 2040-09-01      | 5.0000%  | 0.0000% | $47356242.00       | $46745475.43       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5715 | 2035-05-01      | 4.5000%  | 0.0000% | $5078890.00        | $4621703.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5714 | 2040-04-01      | 6.5000%  | 0.0000% | $3714551.00        | $3646389.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5702 | 2055-05-01      | 6.5000%  | 0.0000% | $85728751.00       | $80337819.36       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  | 0.0000% | $1986490.00        | $1178755.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  | 0.0000% | $89211.00          | $6343.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9196 | 2051-01-01      | 3.5000%  | 0.0000% | $6421869.00        | $5490318.73        | Agency Mortgage-Backed Securities |

### Security 677: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C3SZ5, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C3SZ5
- **C.18 - Value (incl. sponsor support):** $419000000.00
- **C.18.a - Value (excl. sponsor support):** $419000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $34000.00          | $36612.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $2707700.00        | $2801084.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $99504600.00       | $101752209.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $263700.00         | $273053.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $11283600.00       | $11396802.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $8700.00           | $8882.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $136500.00         | $133954.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $253000.00         | $271600.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $246800.00         | $257742.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $3007700.00        | $3215125.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $150.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $5347300.00        | $5298971.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $83.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $680300.00         | $777464.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $62800.00          | $45760.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $158.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $112300.00         | $110823.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $64.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $5200.00           | $5310.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $142.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $137.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1100.00           | $811.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1000.00           | $1312.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $99666000.00       | $102300431.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $238400.00         | $250680.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1650000.00        | $1682207.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $85.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $305600.00         | $227058.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $13998900.00       | $14232103.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $392000.00         | $389917.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $2462100.00        | $2559680.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $2549800.00        | $2571615.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $17400.00          | $13959.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $297000.00         | $306722.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $2964600.00        | $3021102.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $64712900.00       | $65104134.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $900.00            | $894.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $25600.00          | $26411.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $30100.00          | $30299.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $151.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1088.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $6829900.00        | $6981523.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $109.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $17300.00          | $17705.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $6245100.00        | $6632692.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $154.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $2300.00           | $2368.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $200.00            | $162.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $6500.00           | $5912.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $88.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $102900.00         | $102556.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $4000.00           | $3131.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $82100.00          | $83556.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $17500.00          | $16464.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $16090000.00       | $16402280.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $157.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $302000.00         | $299480.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $94.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $189.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $23164600.00       | $23925708.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $23900000.00       | $24557309.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1003.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $11385100.00       | $11758060.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $109.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $7541200.00        | $7972260.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $255600.00         | $264369.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $1396600.00        | $1454431.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $2920800.00        | $2862446.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $600.00            | $597.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $4899700.00        | $4915148.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $400.00            | $307.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $12000.00          | $11978.04          | U.S. Treasuries (including strips) |

### Security 678: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.530000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C3WS6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C3WS6
- **C.18 - Value (incl. sponsor support):** $200590682.00
- **C.18.a - Value (excl. sponsor support):** $200590682.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| TOTALENERGIES CAP SA           GLBL NT 5.638%64 | 2064-04-05      | 5.6380%  | 0.0000% | $25000.00          | $25040.63          | Corporate Debt Securities |
| TEXTRON INC                    SR GLBL NT5.5%35 | 2035-05-15      | 5.5000%  | 0.0000% | $14000.00          | $15082.99          | Corporate Debt Securities |
| INGERSOLL RAND INC             SR GLBL NT5.7%33 | 2033-08-14      | 5.7000%  | 0.0000% | $2000.00           | $2157.24           | Corporate Debt Securities |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 3%26  | 2026-07-15      | 3.0000%  | 0.0000% | $1691000.00        | $1692815.01        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 30    | 2030-04-15      | 3.8750%  | 0.0000% | $1123000.00        | $1103338.77        | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL 49   | 2049-06-01      | 3.8000%  | 0.0000% | $81000.00          | $64357.20          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 5%26  | 2026-03-01      | 5.0000%  | 0.0000% | $538000.00         | $542036.79         | Corporate Debt Securities |
| SYSCO CORP                     CR SEN SR GLBL30 | 2030-04-01      | 5.9500%  | 0.0000% | $244000.00         | $259818.11         | Corporate Debt Securities |
| TARGET CORP                    SR GLBL NT4.5%34 | 2034-09-15      | 4.5000%  | 0.0000% | $35000.00          | $34908.65          | Corporate Debt Securities |
| TELEFONICA EMISONES SA         SR GLBL NT 27    | 2027-03-08      | 4.1030%  | 0.0000% | $621000.00         | $623649.53         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL26 | 2026-06-30      | 3.8500%  | 0.0000% | $62000.00          | $62708.87          | Corporate Debt Securities |
| MASS INST TECH MTN BE          -F BD 2.989%50   | 2050-07-01      | 2.9890%  | 0.0000% | $5000000.00        | $3536216.67        | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC         SR GLBL NT 29    | 2029-02-15      | 5.7500%  | 0.0000% | $431000.00         | $455536.35         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 31    | 2031-07-08      | 4.6600%  | 0.0000% | $3847000.00        | $3955553.79        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 30    | 2030-09-15      | 4.1500%  | 0.0000% | $96000.00          | $96848.11          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 30    | 2030-05-15      | 3.2500%  | 0.0000% | $166000.00         | $159777.67         | Corporate Debt Securities |
| ASTRAZENECA PLC                SR GLBL NT 37    | 2037-09-15      | 6.4500%  | 0.0000% | $745000.00         | $860603.51         | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32    | 2032-01-31      | 3.2500%  | 0.0000% | $42000.00          | $38762.01          | Corporate Debt Securities |
| BAYER US FIN II LLC            SR GLBL 144A 64  | 2064-07-15      | 4.7000%  | 0.0000% | $431000.00         | $338450.89         | Corporate Debt Securities |
| BOOZ ALLEN HAMILTON INC        SR GLBL 144A 28  | 2028-09-01      | 3.8750%  | 0.0000% | $200000.00         | $197295.67         | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 50    | 2050-05-01      | 3.1500%  | 0.0000% | $102000.00         | $69135.60          | Corporate Debt Securities |
| COMCAST CORP NEW               4.049%52         | 2052-11-01      | 4.0490%  | 0.0000% | $802000.00         | $625235.19         | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $538000.00         | $529741.10         | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        SR GLBL NT 52    | 2052-10-15      | 3.1250%  | 0.0000% | $23000.00          | $14979.87          | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD5.7%54 | 2054-03-15      | 5.7000%  | 0.0000% | $65000.00          | $66729.22          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 5%35  | 2035-09-30      | 5.0000%  | 0.0000% | $3647000.00        | $3631597.50        | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.283%27   | 2027-03-18      | 5.2830%  | 0.0000% | $20000.00          | $20200.41          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28    | 2028-01-05      | 3.8500%  | 0.0000% | $10000.00          | $10025.26          | Corporate Debt Securities |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT4.5%27 | 2027-04-01      | 4.5000%  | 0.0000% | $713000.00         | $717948.22         | Corporate Debt Securities |
| HESS CORP                      SR GLBL NT5.8%47 | 2047-04-01      | 5.8000%  | 0.0000% | $424000.00         | $446961.01         | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT2.9%30 | 2030-05-15      | 2.9000%  | 0.0000% | $46000.00          | $43069.44          | Corporate Debt Securities |
| ECOLAB INC                     3.25%27          | 2027-12-01      | 3.2500%  | 0.0000% | $9000.00           | $9013.25           | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 27    | 2027-12-15      | 3.3370%  | 0.0000% | $2287000.00        | $2285047.92        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 44 | 2044-05-06      | 5.3000%  | 0.0000% | $10000.00          | $10066.84          | Corporate Debt Securities |
| DIAGEO INVT CORP               GLBL NT 5.125%30 | 2030-08-15      | 5.1250%  | 0.0000% | $240000.00         | $255595.87         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $20000.00          | $15421.20          | Corporate Debt Securities |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34    | 2034-12-01      | 5.9500%  | 0.0000% | $25000.00          | $27013.41          | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT4.8%30 | 2030-05-15      | 4.8000%  | 0.0000% | $122000.00         | $127495.69         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II NT 41 | 2041-09-17      | 2.9300%  | 0.0000% | $7101000.00        | $5350246.48        | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL 144A 35  | 2035-07-16      | 5.5020%  | 0.0000% | $1000000.00        | $1056454.67        | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SR GLBL BD4.3%49 | 2049-03-15      | 4.3000%  | 0.0000% | $200000.00         | $172222.89         | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT5.3%34 | 2034-12-15      | 5.3000%  | 0.0000% | $28000.00          | $29733.82          | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 32    | 2032-02-09      | 2.7200%  | 0.0000% | $844000.00         | $772728.89         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 30    | 2030-06-30      | 4.6250%  | 0.0000% | $6000.00           | $6136.96           | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.4%26 | 2026-03-02      | 5.4000%  | 0.0000% | $17000.00          | $17213.18          | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.875%32 | 2032-07-17      | 4.8750%  | 0.0000% | $31000.00          | $32032.09          | Corporate Debt Securities |
| WESTPAC BKG CORP               SR GLBL FL NT 30 | 2030-07-01      | 5.1161%  | 0.0000% | $157000.00         | $159059.30         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 29    | 2029-09-13      | 2.4500%  | 0.0000% | $82000.00          | $77374.93          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 29    | 2029-11-07      | 2.3750%  | 0.0000% | $354000.00         | $337135.15         | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT5.1%33 | 2033-07-15      | 5.1000%  | 0.0000% | $150000.00         | $157457.50         | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 37   | 2037-01-29      | 6.1100%  | 0.0000% | $969000.00         | $1061815.13        | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 36    | 2036-01-15      | 6.2500%  | 0.0000% | $6000.00           | $6321.14           | Corporate Debt Securities |
| RAYMOND JAMES FINL INC         SR GLBL NT 55    | 2055-09-11      | 5.6500%  | 0.0000% | $20000.00          | $20045.34          | Corporate Debt Securities |
| STRYKER CORPORATION            SR GLBL NT5.2%35 | 2035-02-10      | 5.2000%  | 0.0000% | $62000.00          | $64728.00          | Corporate Debt Securities |
| STATE STR CORP                 SR GLBL NT 33    | 2033-05-13      | 4.4210%  | 0.0000% | $402000.00         | $409763.16         | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          GLBL NT 2.95%27  | 2027-04-15      | 2.9500%  | 0.0000% | $222000.00         | $218823.43         | Corporate Debt Securities |
| SEMPRA                         SR GLBL NT 4%48  | 2048-02-01      | 4.0000%  | 0.0000% | $135000.00         | $106456.95         | Corporate Debt Securities |
| STRYKER CORPORATION            SR GLBL NT 34    | 2034-09-11      | 4.6250%  | 0.0000% | $26000.00          | $26107.99          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 1.375%27 | 2027-01-15      | 1.3750%  | 0.0000% | $5000.00           | $4860.54           | Corporate Debt Securities |
| NORTHWELL HEALTHCARE INC       2017A BD3.391%27 | 2027-11-01      | 3.3910%  | 0.0000% | $1000000.00        | $996515.00         | Corporate Debt Securities |
| HASBRO INC                     SR NT 5.1%44     | 2044-05-15      | 5.1000%  | 0.0000% | $56000.00          | $51523.73          | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL FL NT 29 | 2029-09-22      | 5.3232%  | 0.0000% | $5000000.00        | $5031207.38        | Corporate Debt Securities |
| REALTY INCOME CORP             SR GLBL NT 32    | 2032-10-13      | 5.6250%  | 0.0000% | $114000.00         | $121462.73         | Corporate Debt Securities |
| PG&E RECOVERY FDG LLC          EXTND SR SEC 35  | 2035-06-01      | 4.8380%  | 0.0000% | $1250000.00        | $1192635.85        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.9%52 | 2052-11-09      | 6.9000%  | 0.0000% | $1476000.00        | $1635358.80        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   DEB 3.55%27      | 2027-05-01      | 3.5500%  | 0.0000% | $92000.00          | $92922.76          | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 38    | 2038-05-15      | 6.3750%  | 0.0000% | $38000.00          | $44013.07          | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28    | 2028-06-15      | 3.8500%  | 0.0000% | $149000.00         | $150605.39         | Corporate Debt Securities |
| LEIDOS HOLDINGS INC            GLBL NT 5.95%40  | 2040-12-01      | 5.9500%  | 0.0000% | $2000.00           | $2097.86           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT3.3%26 | 2026-01-15      | 3.3000%  | 0.0000% | $1186000.00        | $1195282.43        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT5.5%47 | 2047-03-16      | 5.5000%  | 0.0000% | $2000.00           | $1986.61           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42    | 2042-07-21      | 2.9080%  | 0.0000% | $760000.00         | $571677.91         | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 29    | 2029-08-15      | 4.9500%  | 0.0000% | $4165000.00        | $4258670.85        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR NT8%39 | 2039-11-15      | 8.0000%  | 0.0000% | $32000.00          | $42369.56          | Corporate Debt Securities |
| APPLIED MATLS INC              SR GLBL NT 47    | 2047-04-01      | 4.3500%  | 0.0000% | $133000.00         | $117363.85         | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT 64    | 2064-02-26      | 5.3500%  | 0.0000% | $1718000.00        | $1702125.20        | Corporate Debt Securities |
| CITADEL FINANCE LLC            SR GLBL 144A 26  | 2026-03-09      | 3.3750%  | 0.0000% | $5477000.00        | $5474015.04        | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT4.5%27 | 2027-10-08      | 4.5000%  | 0.0000% | $8000.00           | $8078.12           | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR GLBL NT 47    | 2047-06-15      | 4.3680%  | 0.0000% | $97000.00          | $83653.90          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-12-15      | 4.1500%  | 0.0000% | $11000.00          | $9402.01           | Corporate Debt Securities |
| ANALOG DEVICES INC             SR GLBL NT5.3%54 | 2054-04-01      | 5.3000%  | 0.0000% | $21000.00          | $20849.15          | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT4.9%26 | 2026-02-13      | 4.9000%  | 0.0000% | $1151000.00        | $1164773.63        | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT2.7%60 | 2060-06-03      | 2.7000%  | 0.0000% | $10081000.00       | $6074709.79        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.6%27 | 2027-04-15      | 4.6000%  | 0.0000% | $19000.00          | $19201.48          | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 30    | 2030-05-11      | 1.6500%  | 0.0000% | $2540000.00        | $2320853.03        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 43    | 2043-08-02      | 7.0790%  | 0.0000% | $14000.00          | $16126.05          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 32    | 2032-10-06      | 4.7500%  | 0.0000% | $1275000.00        | $1277446.23        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 62    | 2062-03-15      | 4.0250%  | 0.0000% | $10000.00          | $7559.13           | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 51    | 2051-01-15      | 4.0000%  | 0.0000% | $5605000.00        | $5647697.64        | Corporate Debt Securities |
| WYNNTON FDG TR                 SR 144A NT 35    | 2035-08-15      | 5.2510%  | 0.0000% | $16000.00          | $16335.76          | Corporate Debt Securities |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT29 | 2029-10-15      | 4.6250%  | 0.0000% | $830000.00         | $834162.91         | Corporate Debt Securities |
| AUTOZONE INC                   3.75%29          | 2029-04-18      | 3.7500%  | 0.0000% | $110000.00         | $108508.86         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 53    | 2053-03-02      | 5.7500%  | 0.0000% | $15000.00          | $15215.30          | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 27    | 2027-07-15      | 3.5500%  | 0.0000% | $327000.00         | $327288.67         | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 6%34     | 2034-02-20      | 6.0000%  | 0.0000% | $3000.00           | $3244.78           | Corporate Debt Securities |
| BNP PARIBAS                    LW TIER II GLBL  | 2026-05-12      | 4.3750%  | 0.0000% | $2000000.00        | $2038473.33        | Corporate Debt Securities |
| ARCH CAPITAL FINANCE LLC       SR NT 4.011%26   | 2026-12-15      | 4.0110%  | 0.0000% | $29000.00          | $29367.80          | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT5.1%40 | 2040-09-01      | 5.1000%  | 0.0000% | $62000.00          | $55270.52          | Corporate Debt Securities |
| ASIAN INFRASTRUCTURE INVT BK   SR GLBL NT0.5%26 | 2026-01-27      | 0.5000%  | 0.0000% | $322000.00         | $319659.60         | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR NT 4.8%45     | 2045-07-10      | 4.8000%  | 0.0000% | $35000.00          | $32857.65          | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.65%54  | 2054-06-15      | 5.6500%  | 0.0000% | $1000.00           | $1014.82           | Corporate Debt Securities |
| CENCORA INC                    SR GLBL NT 27    | 2027-12-15      | 4.6250%  | 0.0000% | $7000.00           | $7200.85           | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 26    | 2026-09-11      | 2.0500%  | 0.0000% | $157000.00         | $155157.95         | Corporate Debt Securities |
| CLOROX CO DEL                  SR GLBL NT4.4%29 | 2029-05-01      | 4.4000%  | 0.0000% | $27000.00          | $27846.18          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AH BD 52 | 2052-03-01      | 3.6000%  | 0.0000% | $430000.00         | $325750.80         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-11-05      | 2.9760%  | 0.0000% | $29000.00          | $27933.94          | Corporate Debt Securities |
| HONEYWELL INTL INC             SR GLBL NT4.5%34 | 2034-01-15      | 4.5000%  | 0.0000% | $78000.00          | $78567.84          | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -P NT 53 | 2053-04-01      | 5.6250%  | 0.0000% | $4000.00           | $4089.47           | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 31    | 2031-09-15      | 1.8750%  | 0.0000% | $3000.00           | $2639.93           | Corporate Debt Securities |
| NUVEEN LLC                     SR GLBL 144A 34  | 2034-04-15      | 5.8500%  | 0.0000% | $56000.00          | $59298.40          | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT 45    | 2045-08-15      | 5.8500%  | 0.0000% | $29000.00          | $29318.13          | Corporate Debt Securities |
| PROCTER & GAMBLE CO            SR GLBL NT2.3%32 | 2032-02-01      | 2.3000%  | 0.0000% | $25000.00          | $22956.75          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT3.9%32 | 2032-06-15      | 3.9000%  | 0.0000% | $145000.00         | $144191.38         | Corporate Debt Securities |
| INTERNATIONAL DEV ASSN         GLBL 7 144A NT30 | 2030-12-03      | 1.0000%  | 0.0000% | $500000.00         | $437186.67         | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SR GLBL NT 27    | 2027-11-15      | 5.8500%  | 0.0000% | $443000.00         | $467907.67         | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT4.7%34 | 2034-02-01      | 4.7000%  | 0.0000% | $85000.00          | $86979.65          | Corporate Debt Securities |
| ABBOTT LABORATORIES            SR GLBL NT 37    | 2037-11-30      | 6.1500%  | 0.0000% | $500000.00         | $577892.50         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 46    | 2046-11-15      | 5.1500%  | 0.0000% | $532000.00         | $512319.84         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 52    | 2052-03-17      | 4.9500%  | 0.0000% | $280000.00         | $250751.20         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 26    | 2026-05-04      | 3.1190%  | 0.0000% | $429000.00         | $433502.39         | Corporate Debt Securities |
| BROWN FORMAN CORP              SR GLBL NT 43    | 2043-01-15      | 3.7500%  | 0.0000% | $11000.00          | $9003.63           | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 28    | 2028-02-15      | 4.8750%  | 0.0000% | $173000.00         | $177775.09         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 54 | 2054-08-15      | 5.5500%  | 0.0000% | $3000.00           | $3033.02           | Corporate Debt Securities |
| UNUM GROUP                     SR 144A NT 41    | 2041-08-15      | 4.0460%  | 0.0000% | $2961000.00        | $2472113.90        | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34 | 2034-05-15      | 5.3500%  | 0.0000% | $150000.00         | $159076.42         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         4.2%28           | 2028-09-15      | 4.2000%  | 0.0000% | $1099000.00        | $1107008.05        | Corporate Debt Securities |
| PROCTER & GAMBLE CO            SR GLBL NT5.5%34 | 2034-02-01      | 5.5000%  | 0.0000% | $99000.00          | $107761.50         | Corporate Debt Securities |
| PEPSICO INC                    SR GLBL NT 29    | 2029-07-29      | 2.6250%  | 0.0000% | $16000.00          | $15345.89          | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 29    | 2029-03-09      | 6.1610%  | 0.0000% | $984000.00         | $1033532.67        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 3.2%26     | 2026-06-15      | 3.2000%  | 0.0000% | $73000.00          | $73530.63          | Corporate Debt Securities |
| PROGRESSIVE CORP               SR GLBL NT 27    | 2027-01-15      | 2.4500%  | 0.0000% | $74000.00          | $73218.85          | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       LW TIER II GLBL  | 2033-11-15      | 7.9530%  | 0.0000% | $408000.00         | $491248.83         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SUB GLBL COCO 25 | 2025-12-10      | 4.5820%  | 0.0000% | $1227000.00        | $1248876.05        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 30    | 2030-11-15      | 4.1500%  | 0.0000% | $21000.00          | $21289.51          | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30 | 2030-12-15      | 9.6250%  | 0.0000% | $25000.00          | $31507.59          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL34 | 2034-05-01      | 6.5280%  | 0.0000% | $185000.00         | $211364.35         | Corporate Debt Securities |
| AKER BP ASA                    SR 144A NT 35    | 2035-10-30      | 5.2500%  | 0.0000% | $12050000.00       | $11879010.50       | Corporate Debt Securities |
| ADOBE INC                      SR GLBL NT 27    | 2027-04-04      | 4.8500%  | 0.0000% | $100000.00         | $101762.75         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 26    | 2026-06-01      | 2.8750%  | 0.0000% | $27000.00          | $27103.66          | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 52    | 2052-06-01      | 4.3930%  | 0.0000% | $23000.00          | $20451.01          | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT3.9%27 | 2027-03-15      | 3.9000%  | 0.0000% | $2000.00           | $2000.81           | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 29    | 2029-07-16      | 5.9500%  | 0.0000% | $2306000.00        | $2397142.73        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-09-11      | 4.5030%  | 0.0000% | $10268000.00       | $10346695.66       | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 39    | 2039-06-15      | 4.1250%  | 0.0000% | $94000.00          | $87214.45          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 44   | 2044-09-01      | 4.5500%  | 0.0000% | $890000.00         | $815056.07         | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 29    | 2029-09-13      | 6.4900%  | 0.0000% | $6864000.00        | $7313750.25        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.625%30 | 2030-07-15      | 3.6250%  | 0.0000% | $53901000.00       | $54173357.26       | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT 4%29  | 2029-06-15      | 4.0000%  | 0.0000% | $23000.00          | $23120.09          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 31    | 2031-04-22      | 2.5220%  | 0.0000% | $434000.00         | $403924.02         | Corporate Debt Securities |
| JBS USA HOLDING LUX            SR GLBL 144A 66  | 2066-04-15      | 6.3750%  | 0.0000% | $100000.00         | $104038.88         | Corporate Debt Securities |
| ILLINOIS TOOL WKS INC          SR NT 3.9%42     | 2042-09-01      | 3.9000%  | 0.0000% | $50000.00          | $43217.00          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-10-22      | 4.5050%  | 0.0000% | $810000.00         | $817084.46         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28 | 2028-01-23      | 5.4909%  | 0.0000% | $218000.00         | $220269.58         | Corporate Debt Securities |
| KINDER MORGAN INC DEL          GLBL NT 5.4%34   | 2034-02-01      | 5.4000%  | 0.0000% | $55000.00          | $57433.20          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 29    | 2029-11-15      | 3.7500%  | 0.0000% | $32000000.00       | $32591600.00       | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 28    | 2028-02-15      | 5.5500%  | 0.0000% | $23000.00          | $23919.92          | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL NT 32    | 2032-08-16      | 3.6500%  | 0.0000% | $3000.00           | $2907.64           | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      SR GLBL NT 39    | 2039-01-15      | 7.6250%  | 0.0000% | $85000.00          | $103780.71         | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 55  | 2055-09-15      | 6.6500%  | 0.0000% | $46000.00          | $48520.21          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 60    | 2060-04-01      | 3.8500%  | 0.0000% | $21000.00          | $14101.46          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.2%27 | 2027-04-18      | 5.2000%  | 0.0000% | $21000.00          | $21318.94          | Corporate Debt Securities |
| EQUIFAX INC                    SR GLBL NT5.1%28 | 2028-06-01      | 5.1000%  | 0.0000% | $623000.00         | $649016.48         | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 46    | 2046-04-15      | 4.4500%  | 0.0000% | $591000.00         | $509357.95         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%44    | 2044-03-15      | 4.8500%  | 0.0000% | $118000.00         | $110643.55         | Corporate Debt Securities |
| CUMMINS INC                    SR GLBL NT2.6%50 | 2050-09-01      | 2.6000%  | 0.0000% | $55000.00          | $34539.08          | Corporate Debt Securities |

### Security 679: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.630000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C3XD8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C3XD8
- **C.18 - Value (incl. sponsor support):** $349968328.50
- **C.18.a - Value (excl. sponsor support):** $349968328.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $4500000.00        | $753123.75         | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $7190000.00        | $5344367.15        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA E      20421015 FLT | 2042-10-15      | 9.0383%  | 0.0000% | $12260000.00       | $12292757.14       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 2.0775%  | 0.0000% | $1753173.00        | $279617.48         | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.6828%  | 0.0000% | $2386000.00        | $2031884.90        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1754008.79        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.6737%  | 0.0000% | $5522000.00        | $2683970.55        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 7.1475%  | 0.0000% | $799425.00         | $802002.70         | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.5457%  | 0.0000% | $3300000.00        | $2287433.70        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 D      20501117 2.6 | 2050-11-17      | 2.6000%  | 0.0000% | $819000.00         | $469176.98         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9000000.00        | $5468340.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $761520.42         | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.4153%  | 0.0000% | $7900000.00        | $7911505.91        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.3635%  | 0.0000% | $1786000.00        | $1799529.41        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5053%  | 0.0000% | $57193357.00       | $34096417.63       | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.7875%  | 0.0000% | $3880000.00        | $2842852.29        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8820%  | 0.0000% | $1090000.00        | $803904.81         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 7.7975%  | 0.0000% | $5000000.00        | $334927.73         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 6.2375%  | 0.0000% | $1000000.00        | $877005.00         | Private Label Collateralized Mortgage Obligations |
| MFA 2024-RTL2 TRUST            A-1    20290525 7.2 | 2029-05-25      | 7.2450%  | 0.0000% | $15000000.00       | $15153757.50       | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-6    20560625 FLT | 2056-06-25      | 6.5716%  | 0.0000% | $700000.00         | $391403.80         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 10.2300% | 0.0000% | $8363000.00        | $5688902.88        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-4     B-2    20690725 FLT | 2069-07-25      | 7.8226%  | 0.0000% | $3850000.00        | $3683552.28        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 3.8948%  | 0.0000% | $6281000.00        | $4951034.07        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1192%  | 0.0000% | $5310000.00        | $4871919.82        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $737103.50         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   C      20381215 FLT | 2038-12-15      | 5.9451%  | 0.0000% | $2000000.00        | $1825558.80        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2018-2    E      20521118 FLT | 2052-11-18      | 6.0361%  | 0.0000% | $1000000.00        | $977904.04         | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MTG 2025-ASHF F      20420218 FLT | 2042-02-18      | 13.0330% | 0.0000% | $4000000.00        | $4026613.78        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 8.3475%  | 0.0000% | $1000000.00        | $8340.78           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $14008000.00       | $7454217.12        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C30   E      20580917 3.2 | 2058-09-17      | 3.2500%  | 0.0000% | $5000000.00        | $1616789.00        | Private Label Collateralized Mortgage Obligations |
| CSWF TR 2018-TOP               HRR    20350815 FLT | 2035-08-15      | 10.4285% | 0.0000% | $26550000.00       | $19955742.26       | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65C    20520517 4.1 | 2052-05-17      | 4.1226%  | 0.0000% | $240000.00         | $31443.24          | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.5720%  | 0.0000% | $8469000.00        | $7614184.31        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $533882.45         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 6.1800%  | 0.0000% | $5000000.00        | $4051633.35        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-6    20560225 FLT | 2056-02-25      | 6.5626%  | 0.0000% | $432451.00         | $219855.78         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-5 B-2    20690625 FLT | 2069-06-25      | 7.7807%  | 0.0000% | $1807000.00        | $1830077.00        | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                C      20420807 FLT | 2042-08-07      | 5.9215%  | 0.0000% | $800000.00         | $815628.47         | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           A      20380812 FLT | 2038-08-12      | 2.6966%  | 0.0000% | $1270000.00        | $1034144.69        | Private Label Collateralized Mortgage Obligations |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $58000000.00       | $56252631.93       | Private Label Collateralized Mortgage Obligations |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.2670%  | 0.0000% | $6892000.00        | $7090061.15        | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPPT FD TR 2024-RTL1  A-1    20290725 7.1 | 2029-07-25      | 7.1200%  | 0.0000% | $9179000.00        | $9209893.45        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     F      20390315 FLT | 2039-03-15      | 8.4702%  | 0.0000% | $18000000.00       | $18224883.36       | Private Label Collateralized Mortgage Obligations |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $14000000.00       | $10963950.40       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $1570000.00        | $193059.63         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT | 2034-11-15      | 11.2300% | 0.0000% | $4010000.00        | $3842189.97        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1500557.33        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 3.9033%  | 0.0000% | $4021000.00        | $3713814.81        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              C      20390913 FLT | 2039-09-13      | 3.7401%  | 0.0000% | $6495000.00        | $5987271.42        | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  F      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $4608000.00        | $2823158.48        | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  D      20380517 FLT | 2038-05-17      | 6.5741%  | 0.0000% | $754851.00         | $673430.37         | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1500000.00        | $1132607.47        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $630000.00         | $361496.78         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $18852000.00       | $18198159.23       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2666%  | 0.0000% | $10505000.00       | $10643863.59       | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   D      20321115 FLT | 2032-11-15      | 6.3292%  | 0.0000% | $4540000.00        | $4516410.70        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.0761%  | 0.0000% | $215000.00         | $12751.30          | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           C      20340912 FLT | 2034-09-12      | 3.4616%  | 0.0000% | $1000000.00        | $83294.67          | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $529618.67         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.2475%  | 0.0000% | $4000000.00        | $171105.78         | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2016-SS1     B      20351217 3.7 | 2035-12-17      | 3.7960%  | 0.0000% | $4400000.00        | $3841918.67        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11336504.46       | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT | 2052-09-25      | 2.8589%  | 0.0000% | $2659000.00        | $1122509.19        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2015-GC34       B      20481013 FLT | 2048-10-13      | 4.4660%  | 0.0000% | $1800000.00        | $1449417.00        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 D      20541019 3.4 | 2054-10-19      | 3.4690%  | 0.0000% | $100000.00         | $91776.48          | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.7 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1183119.00        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.7010%  | 0.0000% | $3290000.00        | $3053486.89        | Private Label Collateralized Mortgage Obligations |
| ELP COMMERCIAL MTG TR 2021-ELP J      20381115 FLT | 2038-11-15      | 7.7624%  | 0.0000% | $380795.00         | $376571.55         | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 D      20390118 FLT | 2039-01-18      | 6.4722%  | 0.0000% | $2737000.00        | $2736344.54        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 1.8898%  | 0.0000% | $2500000.00        | $1060231.99        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.6737%  | 0.0000% | $1158000.00        | $611224.18         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.7010%  | 0.0000% | $7203000.00        | $6763094.62        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2013-LC12  B      20460717 FLT | 2046-07-17      | 3.7862%  | 0.0000% | $40000.00          | $1369.86           | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.4965%  | 0.0000% | $8181000.00        | $70389.25          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR 2020-L4  F      20530218 FLT | 2053-02-18      | 2.2500%  | 0.0000% | $2500000.00        | $1750635.00        | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 10.9328% | 0.0000% | $21397000.00       | $23504706.24       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.5718%  | 0.0000% | $14154000.00       | $1893944.48        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 6.9290%  | 0.0000% | $995000.00         | $3970.05           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.2890%  | 0.0000% | $8246000.00        | $6733154.76        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       B      20470612 FLT | 2047-06-12      | 4.3910%  | 0.0000% | $7195000.00        | $5893562.41        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.1614%  | 0.0000% | $2000000.00        | $1829823.71        | Private Label Collateralized Mortgage Obligations |

### Security 680: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.130000%
- **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: ARP1C3XL0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C3XL0
- **C.18 - Value (incl. sponsor support):** $1624000000.00
- **C.18.a - Value (excl. sponsor support):** $1624000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLFS9992 | 2054-10-01      | 6.5000%  | 0.0000% | $12959018.00       | $12233277.60       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  | 0.0000% | $255186.00         | $253051.12         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9025 | 2054-08-01      | 6.5000%  | 0.0000% | $30617961.00       | $28551925.73       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5859 | 2040-10-01      | 4.5000%  | 0.0000% | $17415875.00       | $17326588.49       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD6438 | 2040-06-01      | 5.0000%  | 0.0000% | $1420000.00        | $34146.60          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5711 | 2040-05-01      | 5.0000%  | 0.0000% | $48720655.00       | $44806541.41       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO6908 | 2042-06-01      | 4.0000%  | 0.0000% | $100000.00         | $15847.69          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9372 | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $445870.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $19000.00          | $17775.83          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $124212.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3419 | 2041-08-01      | 4.5000%  | 0.0000% | $94000.00          | $2837.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1017 | 2048-01-01      | 4.5000%  | 0.0000% | $12186060.00       | $3469111.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1860 | 2055-10-01      | 5.0000%  | 0.0000% | $2910683.00        | $2921078.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3032 | 2055-10-01      | 5.5000%  | 0.0000% | $6161103.00        | $6328483.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1237 | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $130231.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS3241 | 2031-03-01      | 4.0000%  | 0.0000% | $100000.00         | $4423.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8813 | 2053-06-01      | 4.5000%  | 0.0000% | $1225000.00        | $1117094.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6016 | 2054-06-01      | 6.0000%  | 0.0000% | $2400469.00        | $2121148.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT831759 | 2026-09-01      | 6.0000%  | 0.0000% | $1100000.00        | $1092.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5292 | 2054-06-01      | 6.0000%  | 0.0000% | $26074370.00       | $22797731.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6790 | 2054-07-01      | 6.0000%  | 0.0000% | $1168000.00        | $829972.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257203 | 2028-05-01      | 5.0000%  | 0.0000% | $27924676.00       | $74870.59          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL7808 | 2030-12-01      | 3.5000%  | 0.0000% | $68000.00          | $3692.29           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6970 | 2050-09-01      | 2.5000%  | 0.0000% | $210000.00         | $107502.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3394 | 2053-06-01      | 5.5000%  | 0.0000% | $470000.00         | $398578.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $39000.00          | $27375.00          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5204 | 2035-12-01      | 2.0000%  | 0.0000% | $450000.00         | $210291.13         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1355.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5396 | 2053-07-01      | 5.0000%  | 0.0000% | $1700000.00        | $1410205.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5780 | 2053-08-01      | 5.5000%  | 0.0000% | $1540398.00        | $1112723.57        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM4858 | 2049-10-01      | 4.5000%  | 0.0000% | $18000000.00       | $4879618.38        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA1272 | 2054-01-01      | 2.0000%  | 0.0000% | $999900.00         | $788493.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM0047 | 2034-12-01      | 3.0000%  | 0.0000% | $140000.00         | $40401.48          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $846.53            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ4939 | 2050-10-01      | 2.5000%  | 0.0000% | $1358678.00        | $573477.34         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ7729 | 2051-03-01      | 2.5000%  | 0.0000% | $461065.00         | $305801.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE7927 | 2047-01-01      | 3.0000%  | 0.0000% | $2956608.00        | $763902.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2001 | 2055-11-01      | 6.0000%  | 0.0000% | $7219499.00        | $7496626.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3698 | 2047-06-01      | 4.5000%  | 0.0000% | $26807652.00       | $7233668.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6604 | 2054-06-01      | 5.0000%  | 0.0000% | $566095.00         | $560200.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4302 | 2054-11-01      | 5.0000%  | 0.0000% | $1000932.00        | $974934.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC9964 | 2055-01-01      | 6.5000%  | 0.0000% | $1142070.00        | $1195443.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3507 | 2054-10-01      | 5.0000%  | 0.0000% | $700000.00         | $637008.60         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1345 | 2054-09-01      | 6.5000%  | 0.0000% | $3252961.00        | $2474166.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3284 | 2054-09-01      | 6.5000%  | 0.0000% | $224000.00         | $195647.22         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4315 | 2054-11-01      | 5.0000%  | 0.0000% | $1030641.00        | $945292.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7866 | 2055-01-01      | 6.0000%  | 0.0000% | $2681548.00        | $2580633.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6768 | 2051-06-01      | 2.5000%  | 0.0000% | $100000.00         | $58269.44          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3216 | 2052-02-01      | 2.5000%  | 0.0000% | $512763.00         | $330998.13         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ257345 | 2048-07-01      | 5.0000%  | 0.0000% | $569797.00         | $6346.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL255499 | 2034-11-01      | 6.0000%  | 0.0000% | $1349000.00        | $19872.76          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2749 | 2040-05-01      | 6.0000%  | 0.0000% | $28606989.00       | $29038371.96       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255410 | 2034-08-01      | 6.5000%  | 0.0000% | $1180000.00        | $9191.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB9298 | 2044-10-01      | 6.0000%  | 0.0000% | $5247765.00        | $4749869.89        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $203000.00         | $197951.68         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0411 | 2055-05-01      | 6.5000%  | 0.0000% | $9593597.00        | $10022194.16       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0237 | 2055-04-01      | 5.5000%  | 0.0000% | $24089767.00       | $23839760.46       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5733 | 2055-06-01      | 4.5000%  | 0.0000% | $7213626.00        | $6851826.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5175 | 2043-10-01      | 5.5000%  | 0.0000% | $187500.00         | $134929.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6829 | 2054-12-01      | 6.0000%  | 0.0000% | $1154034.00        | $1185470.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $16507794.00       | $14952774.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $1010450.00        | $958828.24         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5226 | 2043-11-01      | 7.0000%  | 0.0000% | $300046.00         | $213029.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0334 | 2055-09-01      | 5.0000%  | 0.0000% | $1984014.00        | $1986826.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK9100 | 2049-02-01      | 3.5000%  | 0.0000% | $1536426.00        | $636716.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | 0.0000% | $440000.00         | $85528.67          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9109 | 2055-09-01      | 6.0000%  | 0.0000% | $1881161.00        | $1923738.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9988 | 2055-09-01      | 5.0000%  | 0.0000% | $1214392.00        | $1228732.47        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4063 | 2047-02-01      | 4.0000%  | 0.0000% | $150000.00         | $21832.33          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM1498 | 2042-03-01      | 3.0000%  | 0.0000% | $9000.00           | $1886.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9355 | 2050-03-01      | 3.0000%  | 0.0000% | $5600000.00        | $1554690.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0315 | 2055-09-01      | 6.0000%  | 0.0000% | $13862765.00       | $14133939.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9090 | 2055-09-01      | 6.0000%  | 0.0000% | $4694067.00        | $4876740.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2696 | 2055-10-01      | 5.0000%  | 0.0000% | $2178810.00        | $2179613.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0265 | 2055-09-01      | 6.0000%  | 0.0000% | $4583039.00        | $4759977.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8956 | 2055-09-01      | 6.5000%  | 0.0000% | $1247500.00        | $1312997.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3795 | 2052-06-01      | 3.5000%  | 0.0000% | $100006429.00      | $72582608.24       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2348 | 2048-09-01      | 5.0000%  | 0.0000% | $10000.00          | $1761.53           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  | 0.0000% | $4837725.00        | $3406088.48        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $170000000.00      | $11035203.40       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | 0.0000% | $329345.00         | $25157.49          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1787 | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $453729.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB1405 | 2054-04-01      | 6.5000%  | 0.0000% | $23695007.00       | $17108105.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5057 | 2053-11-01      | 6.0000%  | 0.0000% | $1681709.00        | $1345803.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8464 | 2054-12-01      | 5.5000%  | 0.0000% | $1640019.00        | $1654349.65        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5480 | 2054-06-01      | 6.5000%  | 0.0000% | $832000.00         | $658634.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  | 0.0000% | $13000.00          | $1125.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB6973 | 2054-06-01      | 5.5000%  | 0.0000% | $1525893.00        | $1250890.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4905 | 2052-10-01      | 5.5000%  | 0.0000% | $485000.00         | $370053.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8017 | 2054-02-01      | 6.5000%  | 0.0000% | $52458025.00       | $35709989.70       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS1677 | 2040-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1732.01           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4703 | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $108012.74         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5275 | 2054-02-01      | 7.5000%  | 0.0000% | $2490299.00        | $1105372.08        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4308 | 2031-04-01      | 1.5000%  | 0.0000% | $24208999.00       | $9128615.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7885 | 2040-09-01      | 5.5000%  | 0.0000% | $1375286.00        | $1405150.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA1976 | 2034-06-01      | 4.5000%  | 0.0000% | $555000.00         | $68194.32          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9212 | 2055-09-01      | 6.5000%  | 0.0000% | $1000000.00        | $1050612.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6393 | 2055-09-01      | 5.5000%  | 0.0000% | $12525392.00       | $12716340.90       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3621 | 2039-03-01      | 3.5000%  | 0.0000% | $17000.00          | $1651.39           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0353 | 2030-03-01      | 4.5000%  | 0.0000% | $3000000.00        | $43896.49          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA2828 | 2046-11-01      | 2.5000%  | 0.0000% | $25000.00          | $8819.48           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA2764 | 2046-09-01      | 2.5000%  | 0.0000% | $155828.00         | $29170.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2441 | 2050-07-01      | 3.0000%  | 0.0000% | $52092416.00       | $46995694.30       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2909 | 2052-09-01      | 5.5000%  | 0.0000% | $8396027.00        | $6313477.46        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0755 | 2037-03-01      | 2.0000%  | 0.0000% | $160000.00         | $91634.17          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $460000.00         | $334709.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $410083.00         | $315104.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $1433516.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS5077 | 2042-08-01      | 3.0000%  | 0.0000% | $200000.00         | $130979.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  | 0.0000% | $1675000.00        | $1285959.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6096 | 2053-04-01      | 6.0000%  | 0.0000% | $35000.00          | $26695.90          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $9900000.00        | $7518661.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI3050 | 2041-06-01      | 4.5000%  | 0.0000% | $162225.00         | $14281.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7877 | 2046-09-01      | 2.5000%  | 0.0000% | $136000.00         | $33385.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP4241 | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $120980.23         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS7530 | 2046-07-01      | 2.5000%  | 0.0000% | $157000.00         | $32467.71          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU6743 | 2043-10-01      | 4.0000%  | 0.0000% | $1342000.00        | $135926.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | 0.0000% | $300000.00         | $47729.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT0300 | 2043-03-01      | 3.5000%  | 0.0000% | $243919.00         | $31679.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $30000.00          | $3313.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5175 | 2055-03-01      | 6.0000%  | 0.0000% | $6763295.00        | $6611457.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8740 | 2055-09-01      | 6.0000%  | 0.0000% | $7968019.00        | $8262863.97        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTBV5292 | 2042-03-01      | 2.5000%  | 0.0000% | $3208600.00        | $2476039.69        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU4395 | 2054-03-01      | 7.0000%  | 0.0000% | $5828215.00        | $4611431.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5436 | 2040-09-01      | 5.5000%  | 0.0000% | $1045205.00        | $1071871.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6027 | 2055-08-01      | 5.0000%  | 0.0000% | $100109.00         | $100036.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1759 | 2055-07-01      | 5.5000%  | 0.0000% | $2649315.00        | $2618937.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $42000.00          | $33443.57          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBV2286 | 2037-02-01      | 2.0000%  | 0.0000% | $138776.00         | $88174.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5462 | 2050-06-01      | 2.5000%  | 0.0000% | $174000.00         | $62211.41          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBQ7482 | 2052-04-01      | 4.5000%  | 0.0000% | $1054266.00        | $838720.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL844712 | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $225786.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL4244 | 2042-07-01      | 4.0000%  | 0.0000% | $24882000.00       | $3972895.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI6282 | 2041-07-01      | 4.5000%  | 0.0000% | $200263.00         | $13408.60          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7022 | 2046-04-01      | 4.0000%  | 0.0000% | $157796547.00      | $26904397.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735503 | 2035-04-01      | 6.0000%  | 0.0000% | $1014000.00        | $9162.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV1677 | 2045-04-01      | 6.0000%  | 0.0000% | $1074867.00        | $1094423.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7082 | 2053-08-01      | 5.0000%  | 0.0000% | $2276108.00        | $2216219.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY9340 | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $45209.03          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW6323 | 2037-08-01      | 4.0000%  | 0.0000% | $541830.00         | $282936.22         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | 0.0000% | $112183.00         | $107676.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8191 | 2055-09-01      | 6.0000%  | 0.0000% | $19639889.00       | $20333778.27       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7368 | 2055-04-01      | 6.5000%  | 0.0000% | $8127373.00        | $7768085.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2609 | 2055-10-01      | 6.0000%  | 0.0000% | $1714432.00        | $1770447.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $55260000.00       | $16597143.93       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4223 | 2048-07-01      | 4.5000%  | 0.0000% | $486000.00         | $100093.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7700 | 2048-10-01      | 4.5000%  | 0.0000% | $300000.00         | $58228.26          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL900288 | 2036-09-01      | 6.5000%  | 0.0000% | $140000.00         | $4647.61           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $86000.00          | $67255.86          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8672 | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $30355070.67       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9858 | 2052-11-01      | 6.0000%  | 0.0000% | $28375984.00       | $26353928.50       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4746 | 2053-05-01      | 6.5000%  | 0.0000% | $275000.00         | $192486.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4598 | 2053-05-01      | 6.0000%  | 0.0000% | $302000.00         | $220469.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0479 | 2055-01-01      | 5.5000%  | 0.0000% | $100000.00         | $96829.48          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8726 | 2034-11-01      | 3.0000%  | 0.0000% | $2886178.00        | $346542.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9419 | 2051-10-01      | 3.0000%  | 0.0000% | $396806.00         | $251925.00         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5888 | 2044-07-01      | 5.0000%  | 0.0000% | $8000.00           | $3082.00           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5037 | 2035-12-01      | 2.0000%  | 0.0000% | $545000.00         | $210184.41         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4138 | 2052-03-01      | 2.5000%  | 0.0000% | $46054.00          | $29640.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6093 | 2053-04-01      | 6.0000%  | 0.0000% | $3287036.00        | $2413796.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5474 | 2053-01-01      | 6.0000%  | 0.0000% | $490000.00         | $409788.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6989 | 2053-06-01      | 5.5000%  | 0.0000% | $303440.00         | $244028.41         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7349 | 2053-10-01      | 6.5000%  | 0.0000% | $57479.00          | $44327.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9526 | 2055-09-01      | 6.0000%  | 0.0000% | $1888397.00        | $1954195.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9800 | 2055-09-01      | 6.0000%  | 0.0000% | $1823058.00        | $1884911.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3026 | 2055-10-01      | 6.0000%  | 0.0000% | $2022775.00        | $2098198.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0983 | 2040-10-01      | 6.0000%  | 0.0000% | $1001650.00        | $1039674.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0919 | 2055-05-01      | 5.5000%  | 0.0000% | $3414430.00        | $3275923.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8939 | 2055-09-01      | 6.0000%  | 0.0000% | $1411175.00        | $1476849.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3470 | 2050-07-01      | 6.0000%  | 0.0000% | $1639301.00        | $1475214.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6672 | 2055-08-01      | 6.5000%  | 0.0000% | $5738125.00        | $5985393.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  | 0.0000% | $6000.00           | $687.99            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735403 | 2035-04-01      | 5.0000%  | 0.0000% | $75000.00          | $588.67            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $165818.00         | $110896.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4180 | 2035-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $353980.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0723 | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $351005.61         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4412 | 2051-09-01      | 1.5000%  | 0.0000% | $250000.00         | $155932.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1010 | 2032-03-01      | 3.5000%  | 0.0000% | $950000.00         | $53645.77          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5311 | 2039-03-01      | 5.0000%  | 0.0000% | $266747.00         | $171228.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQMA0495 | 2040-07-01      | 4.5000%  | 0.0000% | $1595288.00        | $80873.74          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1354 | 2042-01-01      | 4.5000%  | 0.0000% | $75000.00          | $2273.18           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0308 | 2026-06-01      | 4.5000%  | 0.0000% | $7749000.00        | $23590.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  | 0.0000% | $56000.00          | $40716.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4517 | 2035-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $749392.22         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5131 | 2052-02-01      | 2.0000%  | 0.0000% | $80000.00          | $55368.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $12000.00          | $9891.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $963000.00         | $787109.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  | 0.0000% | $3013121.00        | $2246174.59        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4274 | 2037-05-01      | 3.0000%  | 0.0000% | $34000.00          | $22886.03          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0264 | 2055-09-01      | 6.0000%  | 0.0000% | $2590699.00        | $2703562.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0588 | 2055-09-01      | 5.5000%  | 0.0000% | $1592941.00        | $1630718.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7652 | 2055-08-01      | 6.0000%  | 0.0000% | $45178822.00       | $44014916.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1767 | 2055-01-01      | 5.5000%  | 0.0000% | $223115721.00      | $220760257.05      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $300000.00         | $221505.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $111926777.00      | $102290078.03      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9780 | 2054-10-01      | 5.5000%  | 0.0000% | $2668768.00        | $2563942.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9436 | 2053-12-01      | 3.5000%  | 0.0000% | $8000.00           | $6866.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CL890769 | 2046-11-01      | 3.5000%  | 0.0000% | $169074157.00      | $46198340.92       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $44900000.00       | $4249474.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3149 | 2047-10-01      | 4.0000%  | 0.0000% | $11000.00          | $1321.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL895203 | 2036-08-01      | 6.5000%  | 0.0000% | $350000.00         | $867.91            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK6133 | 2048-07-01      | 5.0000%  | 0.0000% | $6196808.00        | $226387.56         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1501 | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $22397417.81       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL938751 | 2037-05-01      | 5.5000%  | 0.0000% | $845454.00         | $23462.60          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $12000.00          | $798.08            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $37810589.00       | $6626877.89        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6216 | 2049-03-01      | 4.5000%  | 0.0000% | $3449217.00        | $570072.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | 0.0000% | $34531099.00       | $34624678.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3058 | 2055-07-01      | 6.0000%  | 0.0000% | $1877658.00        | $1955965.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8393 | 2055-05-01      | 6.5000%  | 0.0000% | $1003533.00        | $957903.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3102 | 2055-07-01      | 6.5000%  | 0.0000% | $2024326.00        | $2036039.04        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0299 | 2055-04-01      | 7.0000%  | 0.0000% | $36977625.00       | $35250533.77       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT0412 | 2043-03-01      | 3.5000%  | 0.0000% | $50000.00          | $8445.32           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2088.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMC0215 | 2039-12-01      | 4.5000%  | 0.0000% | $7023185.00        | $322473.49         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $12000.00          | $898.11            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $24000.00          | $3329.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL987881 | 2038-09-01      | 5.5000%  | 0.0000% | $1657711.00        | $8075.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3306 | 2048-03-01      | 4.0000%  | 0.0000% | $16000.00          | $1889.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  | 0.0000% | $28000.00          | $2944.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3688 | 2049-06-01      | 4.5000%  | 0.0000% | $12000.00          | $1094.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAK8657 | 2032-04-01      | 3.5000%  | 0.0000% | $1746913.00        | $55246.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4493 | 2037-08-01      | 3.5000%  | 0.0000% | $102657.00         | $79595.42          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $93470.00          | $82958.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2809 | 2052-02-01      | 2.5000%  | 0.0000% | $1500000.00        | $982298.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN3949 | 2049-01-01      | 5.0000%  | 0.0000% | $1597689.00        | $136362.67         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5414 | 2055-01-01      | 5.0000%  | 0.0000% | $11483745.00       | $11200273.03       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2213 | 2036-10-01      | 2.0000%  | 0.0000% | $281440.00         | $166178.04         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT7826 | 2052-05-01      | 2.5000%  | 0.0000% | $46736.00          | $32357.90          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN8087 | 2049-03-01      | 4.0000%  | 0.0000% | $755000.00         | $46866.07          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBP3454 | 2036-05-01      | 2.0000%  | 0.0000% | $2450000.00        | $1367393.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4484 | 2055-04-01      | 6.0000%  | 0.0000% | $1097109.00        | $1081931.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7322 | 2055-04-01      | 6.5000%  | 0.0000% | $1130707.00        | $1179582.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0609 | 2040-07-01      | 5.5000%  | 0.0000% | $2127841.00        | $2127817.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7495 | 2055-09-01      | 6.0000%  | 0.0000% | $1907708.00        | $1997781.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4942 | 2055-08-01      | 5.5000%  | 0.0000% | $8918702.00        | $9138423.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256802 | 2027-07-01      | 5.5000%  | 0.0000% | $370000.00         | $673.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2921 | 2042-08-01      | 3.5000%  | 0.0000% | $2515000.00        | $387877.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL1188 | 2026-09-01      | 4.0000%  | 0.0000% | $650000.00         | $2355.13           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL897176 | 2036-10-01      | 6.5000%  | 0.0000% | $152000.00         | $1117.06           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9046 | 2043-04-01      | 3.5000%  | 0.0000% | $750000.00         | $118755.25         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940777 | 2037-06-01      | 7.0000%  | 0.0000% | $160000.00         | $2729.56           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS0212 | 2043-08-01      | 3.5000%  | 0.0000% | $310000.00         | $51205.16          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0575 | 2055-06-01      | 6.0000%  | 0.0000% | $32870151.00       | $33851156.37       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA1394 | 2043-04-01      | 3.0000%  | 0.0000% | $4800000.00        | $365859.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8219 | 2040-04-01      | 5.0000%  | 0.0000% | $2978577.00        | $2941972.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2554 | 2055-02-01      | 6.5000%  | 0.0000% | $7150428.00        | $6140062.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3038 | 2055-10-01      | 5.5000%  | 0.0000% | $112382393.00      | $114384738.40      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0370 | 2052-01-01      | 2.5000%  | 0.0000% | $109769.00         | $75628.92          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3476 | 2055-03-01      | 6.0000%  | 0.0000% | $1287553.00        | $1336277.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  | 0.0000% | $50000000.00       | $28567116.84       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB9234 | 2054-09-01      | 7.5000%  | 0.0000% | $3395427.00        | $2149953.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE5786 | 2047-01-01      | 3.5000%  | 0.0000% | $1129829.00        | $600597.12         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBM5168 | 2046-06-01      | 2.5000%  | 0.0000% | $130000.00         | $42018.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD4798 | 2046-08-01      | 3.0000%  | 0.0000% | $210000.00         | $64810.28          | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0268 | 2058-05-01      | 4.5000%  | 0.0000% | $71999999.00       | $22214667.25       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC0753 | 2046-03-01      | 3.0000%  | 0.0000% | $185000.00         | $19595.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRBM1145 | 2043-03-01      | 3.0000%  | 0.0000% | $930000.00         | $212672.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1164 | 2045-12-01      | 3.5000%  | 0.0000% | $4000.00           | $519.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6781 | 2053-03-01      | 5.5000%  | 0.0000% | $2060726.00        | $1663867.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5532 | 2054-11-01      | 6.0000%  | 0.0000% | $841423.00         | $728870.55         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  | 0.0000% | $1500000.00        | $733915.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2625 | 2055-03-01      | 6.0000%  | 0.0000% | $2074151.00        | $2038844.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4969 | 2040-04-01      | 5.0000%  | 0.0000% | $566118.00         | $561315.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC9337 | 2054-12-01      | 4.5000%  | 0.0000% | $5541616.00        | $5078653.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  | 0.0000% | $230000.00         | $37562.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE1493 | 2055-06-01      | 4.0000%  | 0.0000% | $187605.00         | $177840.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888222 | 2037-02-01      | 6.0000%  | 0.0000% | $1767000.00        | $14407.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB7469 | 2040-03-01      | 4.5000%  | 0.0000% | $1057628.00        | $1024075.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8104 | 2055-04-01      | 6.0000%  | 0.0000% | $1487704.00        | $1545838.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  | 0.0000% | $30000.00          | $28894.85          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256628 | 2027-01-01      | 6.5000%  | 0.0000% | $4777688.00        | $10376.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257326 | 2028-08-01      | 6.0000%  | 0.0000% | $2000000.00        | $8294.86           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV3383 | 2043-11-01      | 4.0000%  | 0.0000% | $4691460.00        | $801069.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256927 | 2027-10-01      | 5.5000%  | 0.0000% | $712000.00         | $1199.96           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAS7661 | 2046-08-01      | 3.0000%  | 0.0000% | $70000.00          | $7198.78           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7278 | 2050-10-01      | 2.5000%  | 0.0000% | $350000.00         | $189221.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $15214.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3532 | 2055-08-01      | 6.0000%  | 0.0000% | $4875332.00        | $5032574.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3448 | 2054-06-01      | 5.5000%  | 0.0000% | $1663950.00        | $1674504.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7703 | 2052-09-01      | 5.0000%  | 0.0000% | $8796496.00        | $6269979.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV2180 | 2052-02-01      | 2.0000%  | 0.0000% | $1382973.00        | $908570.29         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4139 | 2052-03-01      | 2.5000%  | 0.0000% | $6475000.00        | $4139508.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $55600.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP0291 | 2050-01-01      | 4.0000%  | 0.0000% | $9900921.00        | $2543548.50        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9414 | 2047-05-01      | 3.5000%  | 0.0000% | $154691000.00      | $83894668.94       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1584 | 2051-01-01      | 2.0000%  | 0.0000% | $85000.00          | $54521.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA1586 | 2040-04-01      | 6.0000%  | 0.0000% | $21266100.00       | $20183743.70       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2793 | 2050-03-01      | 3.0000%  | 0.0000% | $800000.00         | $395554.76         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0733 | 2052-02-01      | 2.0000%  | 0.0000% | $123623.00         | $78208.12          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2211 | 2035-03-01      | 4.0000%  | 0.0000% | $54000.00          | $6413.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2761 | 2050-03-01      | 5.0000%  | 0.0000% | $1460000.00        | $277999.32         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2207 | 2052-04-01      | 2.5000%  | 0.0000% | $5174000.00        | $3535715.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $133767.66         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7616 | 2036-06-01      | 2.0000%  | 0.0000% | $14518258.00       | $8507749.19        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFM7224 | 2038-11-01      | 4.5000%  | 0.0000% | $1200000.00        | $458128.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6742 | 2040-08-01      | 3.0000%  | 0.0000% | $250000.00         | $93945.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2370 | 2052-06-01      | 3.5000%  | 0.0000% | $18291746.00       | $16738691.98       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3648 | 2035-07-01      | 2.5000%  | 0.0000% | $300000.00         | $123520.31         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2551 | 2048-03-01      | 4.0000%  | 0.0000% | $44000000.00       | $9234120.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1443 | 2052-04-01      | 3.5000%  | 0.0000% | $395000.00         | $277707.51         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6148 | 2035-10-01      | 2.0000%  | 0.0000% | $2157000.00        | $942878.00         | Agency Mortgage-Backed Securities |

### Security 681: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C3XN6, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1C3XN6
- **C.18 - Value (incl. sponsor support):** $705000000.00
- **C.18.a - Value (excl. sponsor support):** $705000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $192370000.00      | $197973279.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $245240200.00      | $249999903.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $21105100.00       | $21126896.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $241579400.00      | $249999930.95      | U.S. Treasuries (including strips) |

### Security 682: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C4VD8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C4VD8
- **C.18 - Value (incl. sponsor support):** $2035671000.00
- **C.18.a - Value (excl. sponsor support):** $2035671000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $500000000.00      | $493360440.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $488164700.00      | $491241113.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $500000000.00      | $497599180.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $500000000.00      | $488410406.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $136735000.00      | $133471544.27      | U.S. Treasuries (including strips) |

### Security 683: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.050000%
- **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: ARP1C4WC9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1C4WC9
- **C.18 - Value (incl. sponsor support):** $1998000000.00
- **C.18.a - Value (excl. sponsor support):** $1998000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLCB8160 | 2054-03-01      | 6.0000%  | 0.0000% | $81473059.00       | $71391543.63       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW4986 | 2053-02-01      | 5.5000%  | 0.0000% | $13855694.00       | $10220485.74       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1358 | 2054-12-01      | 6.0000%  | 0.0000% | $1956190.00        | $1932222.19        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX2967 | 2055-01-01      | 6.0000%  | 0.0000% | $6468952.00        | $6504117.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2937 | 2055-05-01      | 6.0000%  | 0.0000% | $5557814.00        | $5753690.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5555 | 2055-06-01      | 6.0000%  | 0.0000% | $11917549.00       | $11229063.57       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5833 | 2053-10-01      | 6.0000%  | 0.0000% | $11901249.00       | $9667705.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9377 | 2053-07-01      | 5.5000%  | 0.0000% | $67081812.00       | $60326408.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $51000000.00       | $42612556.46       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7110 | 2054-02-01      | 6.5000%  | 0.0000% | $8456266.00        | $7613696.99        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9129 | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $10648930.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $13871602.00       | $12590647.02       | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $823404.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2987 | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $8246371.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4440 | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $7643352.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2208 | 2054-08-01      | 6.0000%  | 0.0000% | $63879201.00       | $60082939.11       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $2315033.00        | $2245647.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $25749.00          | $18504.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1999 | 2054-09-01      | 6.0000%  | 0.0000% | $3277039.00        | $3107699.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $948062.00         | $887915.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1559 | 2055-05-01      | 5.5000%  | 0.0000% | $950000.00         | $950531.14         | Agency Mortgage-Backed Securities |
| FEPC 03.000 ZLZT2491 | 2047-01-15      | 3.0000%  | 0.0000% | $27419019.00       | $24649721.65       | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLZT2493 | 2047-11-15      | 3.5000%  | 0.0000% | $54853650.00       | $50918265.47       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7011 | 2053-01-01      | 5.0000%  | 0.0000% | $36648937.00       | $28012221.22       | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLZT2492 | 2048-01-15      | 4.0000%  | 0.0000% | $34400416.00       | $32436235.62       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5973 | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $216868.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7084 | 2053-09-01      | 4.5000%  | 0.0000% | $30522267.00       | $27242303.66       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $240000000.00      | $203206210.82      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  | 0.0000% | $25031032.00       | $23768006.08       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4941 | 2055-05-01      | 6.0000%  | 0.0000% | $7442532.00        | $7431719.23        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6552 | 2055-06-01      | 6.0000%  | 0.0000% | $57323091.00       | $55166481.30       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6583 | 2055-07-01      | 6.0000%  | 0.0000% | $25041659.00       | $24686596.48       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4114 | 2050-07-01      | 4.0000%  | 0.0000% | $5000000.00        | $1651459.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1338 | 2033-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $212438.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1687 | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2777672.99        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2231 | 2052-12-01      | 5.5000%  | 0.0000% | $104412373.00      | $80349427.90       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2853 | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $97793597.41       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $198381114.00      | $188162945.55      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6496 | 2053-12-01      | 6.5000%  | 0.0000% | $15034151.00       | $12299730.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6827 | 2054-12-01      | 6.0000%  | 0.0000% | $30303.00          | $30876.20          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1408027.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6165 | 2055-06-01      | 6.0000%  | 0.0000% | $30493560.00       | $28655763.96       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4454 | 2055-06-01      | 5.5000%  | 0.0000% | $25176401.00       | $23601172.84       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4555 | 2055-07-01      | 5.5000%  | 0.0000% | $84200063.00       | $84167728.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0672 | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2802851.24        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $6130000.00        | $5363199.34        | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91462 G | 2032-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $121688.60         | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE6061 | 2050-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $978364.90         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  | 0.0000% | $63435335.00       | $47250126.76       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4014 | 2050-10-01      | 1.5000%  | 0.0000% | $531504.00         | $360034.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7074 | 2053-02-01      | 5.0000%  | 0.0000% | $15163726.00       | $11647634.80       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4149 | 2054-09-01      | 6.0000%  | 0.0000% | $1223049.00        | $1260173.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9436 | 2054-11-01      | 6.0000%  | 0.0000% | $1199686.00        | $1221034.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $140300000.00      | $114649802.89      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $220515904.00      | $170449525.79      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $240152.00         | $223450.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $84564712.00       | $80552561.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8988 | 2054-08-01      | 5.5000%  | 0.0000% | $141822949.00      | $134818721.79      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $8175655.37        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX3149 | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $689377.53         | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91707 G | 2033-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $179089.21         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3870 | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $13285960.46       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $12330128.97       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3503 | 2050-09-01      | 2.0000%  | 0.0000% | $260000.00         | $150463.68         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7832 | 2053-02-01      | 5.0000%  | 0.0000% | $27658347.00       | $21526622.76       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6718 | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $953109.80         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ3414 | 2054-09-01      | 6.0000%  | 0.0000% | $1691848.00        | $1599384.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $35606.00          | $29737.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3992 | 2053-02-01      | 5.5000%  | 0.0000% | $140308589.00      | $106313538.48      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $7644855.64        | Agency Mortgage-Backed Securities |

### Security 684: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C4ZJ1, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C4ZJ1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $1055700.00        | $1038654.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $229100.00         | $224914.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $1100.00           | $1238.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | 0.0000% | $160700.00         | $159834.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $948900.00         | $944744.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $19533300.00       | $26256929.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $449500.00         | $492977.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $2107700.00        | $2228177.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $1700.00           | $1735.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $554700.00         | $529584.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $108100.00         | $111862.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $413900.00         | $389397.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $210.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $5607200.00        | $5839388.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $400.00            | $393.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $32200.00          | $30548.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $567900.00         | $537957.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $879900.00         | $1389524.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $339000.00         | $398518.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $64200.00          | $64266.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $299000.00         | $303351.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $457100.00         | $319387.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $5000.00           | $4980.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $1299200.00        | $1370328.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $800.00            | $849.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $500.00            | $506.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $119000.00         | $145987.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $400.00            | $394.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $323500.00         | $285974.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $90.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $608600.00         | $594636.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $10305000.00       | $10501403.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $2400.00           | $2448.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $2248800.00        | $2163216.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $4298500.00        | $4271416.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $18361300.00       | $18472306.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1191300.00        | $1189064.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $39776900.00       | $40455016.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $19309300.00       | $19079564.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $300.00            | $319.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $187.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $3132100.00        | $3293437.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $96500.00          | $95116.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $4000.00           | $8576.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $146900.00         | $144319.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $23762500.00       | $24609647.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1600.00           | $1602.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1800900.00        | $1777228.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $357200.00         | $408217.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $4527800.00        | $4881988.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1700.00           | $1710.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $113000.00         | $114101.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $431900.00         | $378132.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $500.00            | $251.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $300.00            | $284.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $300.00            | $295.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $886200.00         | $768377.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $999900.00         | $947119.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $7998800.00        | $7833916.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $3246600.00        | $3485294.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $300.00            | $320.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $1591800.00        | $1662373.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $20261300.00       | $19935678.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $201300.00         | $201753.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $600.00            | $597.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $6120200.00        | $6181600.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $400.00            | $255.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $67900.00          | $70610.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $20400.00          | $19980.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $252000.00         | $236420.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $62000.00          | $68638.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $3623400.00        | $3548773.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $25997600.00       | $34520402.53       | U.S. Treasuries (including strips) |

### Security 685: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.050000%
- **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: ARP1C4ZS1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C4ZS1
- **C.18 - Value (incl. sponsor support):** $2830000000.00
- **C.18.a - Value (excl. sponsor support):** $2830000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLFA2373 | 2055-07-01      | 5.0000%  | 0.0000% | $87310942.00       | $84928576.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1959 | 2055-06-01      | 5.5000%  | 0.0000% | $156395.00         | $152366.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0774 | 2043-10-01      | 3.0000%  | 0.0000% | $640000.00         | $113767.29         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $13201896.00       | $13241311.50       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9298 | 2054-09-01      | 6.0000%  | 0.0000% | $700000.00         | $655475.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4883 | 2050-03-01      | 2.5000%  | 0.0000% | $3800290.00        | $2213984.26        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7808 | 2050-11-01      | 4.0000%  | 0.0000% | $28000.00          | $12239.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3590 | 2039-02-01      | 4.0000%  | 0.0000% | $6225000.00        | $638773.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9164 | 2052-02-01      | 2.0000%  | 0.0000% | $55251000.00       | $41589663.89       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889691 | 2038-07-01      | 6.0000%  | 0.0000% | $210000.00         | $1535.09           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $97000.00          | $59826.84          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2787 | 2051-12-01      | 3.5000%  | 0.0000% | $560000.00         | $350444.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3060 | 2039-07-01      | 6.0000%  | 0.0000% | $10030910.00       | $10364681.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4212 | 2047-12-01      | 5.0000%  | 0.0000% | $780000.00         | $275124.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0475 | 2054-12-01      | 5.5000%  | 0.0000% | $14050000.00       | $13568882.80       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  | 0.0000% | $20000.00          | $8491.76           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $65378.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2049 | 2050-12-01      | 4.5000%  | 0.0000% | $100000.00         | $64410.51          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM5682 | 2051-01-01      | 2.5000%  | 0.0000% | $5300000.00        | $2763721.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM5721 | 2040-12-01      | 3.0000%  | 0.0000% | $136000.00         | $71053.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | 0.0000% | $8000.00           | $3597.08           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0180 | 2053-07-01      | 6.5000%  | 0.0000% | $9023593.00        | $7917732.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  | 0.0000% | $2380000.00        | $2284689.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0985 | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2832034.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3306 | 2049-04-01      | 3.5000%  | 0.0000% | $1084204.00        | $95793.75          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7470 | 2035-10-01      | 2.0000%  | 0.0000% | $75000.00          | $30745.51          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $75000.00          | $55492.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB9926 | 2039-08-01      | 5.0000%  | 0.0000% | $1088442.00        | $817503.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW8955 | 2029-07-01      | 3.5000%  | 0.0000% | $6851421.00        | $104299.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5464 | 2055-04-01      | 6.0000%  | 0.0000% | $16792800.00       | $16725371.22       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9845 | 2055-08-01      | 5.5000%  | 0.0000% | $7110544.00        | $6669657.69        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1964 | 2055-02-01      | 6.5000%  | 0.0000% | $1079860.00        | $1141546.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE1513 | 2040-06-01      | 5.5000%  | 0.0000% | $1172517.00        | $1173963.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0210 | 2055-03-01      | 6.0000%  | 0.0000% | $2589347.00        | $2510305.62        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  | 0.0000% | $8279.00           | $7853.88           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9866 | 2055-06-01      | 6.5000%  | 0.0000% | $1026840.00        | $1088172.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6324 | 2055-04-01      | 5.0000%  | 0.0000% | $988459.00         | $975760.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7464 | 2055-04-01      | 6.0000%  | 0.0000% | $1335732.00        | $1386445.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4815 | 2041-06-01      | 4.5000%  | 0.0000% | $650000.00         | $15082.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP2131 | 2042-08-01      | 3.5000%  | 0.0000% | $1520821.00        | $163424.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH8824 | 2041-03-01      | 4.0000%  | 0.0000% | $75000.00          | $3409.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5892 | 2045-10-01      | 3.5000%  | 0.0000% | $7000.00           | $589.32            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL485289 | 2029-03-01      | 7.0000%  | 0.0000% | $213534.00         | $1349.19           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  | 0.0000% | $215000.00         | $38270.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2243 | 2042-03-01      | 4.0000%  | 0.0000% | $200000.00         | $12239.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $127000.00         | $9556.40           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | 0.0000% | $200000.00         | $30073.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMB0303 | 2055-02-01      | 6.0000%  | 0.0000% | $9051071.00        | $7657557.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4025 | 2050-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $175593.02         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $3134000.00        | $3068901.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $993000.00         | $78307.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAB9136 | 2043-04-01      | 2.5000%  | 0.0000% | $79160.00          | $15078.29          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQAD7988 | 2040-07-01      | 4.5000%  | 0.0000% | $3927863.00        | $50359.57          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745412 | 2035-12-01      | 5.5000%  | 0.0000% | $500000.00         | $5459.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB4680 | 2054-05-01      | 5.0000%  | 0.0000% | $10659621.00       | $10421573.45       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4744 | 2047-06-01      | 3.0000%  | 0.0000% | $241000.00         | $84657.06          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5996 | 2048-12-01      | 5.0000%  | 0.0000% | $922265.00         | $98860.08          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD1109 | 2040-02-01      | 5.5000%  | 0.0000% | $1160400.00        | $1151326.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL826005 | 2035-07-01      | 5.0000%  | 0.0000% | $9660141.00        | $69378.20          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD7387 | 2055-04-01      | 5.0000%  | 0.0000% | $1021822.00        | $765023.58         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1466 | 2055-04-01      | 6.5000%  | 0.0000% | $2594562.00        | $2743586.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBH1381 | 2047-03-01      | 3.0000%  | 0.0000% | $2139467.00        | $537050.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $97594.00          | $26786.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0130 | 2056-08-01      | 3.5000%  | 0.0000% | $2560000.00        | $778950.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO4653 | 2049-11-01      | 4.5000%  | 0.0000% | $1360133.00        | $204461.50         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBU5638 | 2040-03-01      | 6.0000%  | 0.0000% | $1212698.00        | $1089987.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  | 0.0000% | $8242514.00        | $7716559.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $6000.00           | $846.70            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0764 | 2040-02-01      | 5.5000%  | 0.0000% | $28058437.00       | $25233664.15       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1152.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  | 0.0000% | $32504.00          | $21035.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  | 0.0000% | $12732648.00       | $5188441.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA4847 | 2049-09-01      | 5.0000%  | 0.0000% | $9053123.00        | $603278.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3028 | 2049-01-01      | 4.0000%  | 0.0000% | $43048556.00       | $41407382.50       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9872 | 2040-01-01      | 5.0000%  | 0.0000% | $6080692.00        | $5401524.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $14540000.00       | $14045953.28       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3034 | 2052-02-01      | 3.0000%  | 0.0000% | $15124148.00       | $13469345.91       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0736 | 2052-03-01      | 2.5000%  | 0.0000% | $1125000.00        | $723890.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM7259 | 2036-05-01      | 2.5000%  | 0.0000% | $1521049.00        | $730588.52         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA0055 | 2039-11-01      | 5.0000%  | 0.0000% | $46210.00          | $36582.55          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $294943402.00      | $249999999.82      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0504 | 2042-01-01      | 2.0000%  | 0.0000% | $11000000.00       | $8982741.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $3000.00           | $2620.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  | 0.0000% | $123000.00         | $90118.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL8127 | 2031-01-01      | 2.0000%  | 0.0000% | $105000.00         | $10786.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6976 | 2053-02-01      | 4.0000%  | 0.0000% | $5500000.00        | $4431898.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $28000.00          | $639.00            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI5981 | 2026-07-01      | 4.0000%  | 0.0000% | $7782401.00        | $11840.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8547 | 2054-12-01      | 5.5000%  | 0.0000% | $1159702.00        | $1168328.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6913 | 2054-11-01      | 5.0000%  | 0.0000% | $20174906.00       | $19065012.21       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0727 | 2055-01-01      | 5.5000%  | 0.0000% | $1103867.00        | $1124375.74        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNAS8431 | 2026-12-01      | 2.5000%  | 0.0000% | $68682035.00       | $1775413.98        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8934 | 2055-09-01      | 6.5000%  | 0.0000% | $1813661.00        | $1913600.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4489 | 2055-04-01      | 6.0000%  | 0.0000% | $7031528.00        | $6795011.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2622 | 2055-03-01      | 6.0000%  | 0.0000% | $1060096.00        | $965013.49         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3877 | 2055-02-01      | 6.0000%  | 0.0000% | $1284922.00        | $1141703.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0108 | 2055-02-01      | 6.5000%  | 0.0000% | $2362873.00        | $2479570.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $27000.00          | $2613.40           | Agency Mortgage-Backed Securities |
| FNMS 08.000 K0635051 | 2032-05-01      | 8.0000%  | 0.0000% | $173538.00         | $3235.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL190396 | 2039-06-01      | 4.5000%  | 0.0000% | $32000.00          | $640.78            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7237 | 2050-10-01      | 2.5000%  | 0.0000% | $175000.00         | $80456.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA2320 | 2048-09-01      | 3.5000%  | 0.0000% | $285000.00         | $111135.49         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB1095 | 2051-07-01      | 1.5000%  | 0.0000% | $775000.00         | $469010.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA3804 | 2049-07-01      | 2.5000%  | 0.0000% | $2340000.00        | $780303.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4151 | 2049-09-01      | 3.5000%  | 0.0000% | $940000.00         | $381032.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $317000.00         | $232084.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  | 0.0000% | $60000.00          | $13079.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4105 | 2052-07-01      | 5.0000%  | 0.0000% | $1534000.00        | $1133458.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257101 | 2028-02-01      | 5.0000%  | 0.0000% | $444735.00         | $1161.28           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2961 | 2042-05-01      | 4.0000%  | 0.0000% | $795670.00         | $72960.26          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9250 | 2039-12-01      | 5.0000%  | 0.0000% | $1684832.00        | $1587453.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9496 | 2055-08-01      | 5.0000%  | 0.0000% | $5125405.00        | $5116819.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0499 | 2054-07-01      | 6.0000%  | 0.0000% | $2020599.00        | $2074131.86        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ3138 | 2050-10-01      | 2.5000%  | 0.0000% | $254000.00         | $103776.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBJ6649 | 2032-11-01      | 2.5000%  | 0.0000% | $2230591.00        | $222208.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP9351 | 2050-06-01      | 3.5000%  | 0.0000% | $1048224.00        | $363358.55         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6629 | 2055-06-01      | 6.5000%  | 0.0000% | $1501547.00        | $1499044.43        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8486 | 2052-12-01      | 4.5000%  | 0.0000% | $4116.00           | $3684.22           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA8546 | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $63743.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6229 | 2042-09-01      | 3.5000%  | 0.0000% | $555000.00         | $86997.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7423 | 2054-03-01      | 5.5000%  | 0.0000% | $34853825.00       | $31813209.46       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0171 | 2029-09-01      | 4.5000%  | 0.0000% | $7000000.00        | $82082.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  | 0.0000% | $200000.00         | $166967.58         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7651 | 2054-04-01      | 6.5000%  | 0.0000% | $815000.00         | $599534.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | 0.0000% | $10000.00          | $5846.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5028 | 2055-09-01      | 5.5000%  | 0.0000% | $1825816.00        | $1617605.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3355 | 2055-07-01      | 6.0000%  | 0.0000% | $6447279.00        | $6649318.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5950 | 2055-07-01      | 6.0000%  | 0.0000% | $2462454.00        | $2569972.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4685 | 2055-07-01      | 5.0000%  | 0.0000% | $1169965.00        | $1174458.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0627 | 2055-08-01      | 5.5000%  | 0.0000% | $2344010.00        | $2404524.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4365 | 2055-04-01      | 6.0000%  | 0.0000% | $3523912.00        | $3660841.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6170 | 2055-04-01      | 6.0000%  | 0.0000% | $15161450.00       | $14831177.86       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3208 | 2055-07-01      | 5.0000%  | 0.0000% | $1898796.00        | $1820050.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4573 | 2055-08-01      | 5.5000%  | 0.0000% | $4024890.00        | $4089027.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL6966 | 2038-08-01      | 6.5000%  | 0.0000% | $60000.00          | $7400.47           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8570 | 2046-05-01      | 3.5000%  | 0.0000% | $21000.00          | $4126.49           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1168 | 2052-11-01      | 5.5000%  | 0.0000% | $5761818.00        | $4192877.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5796 | 2055-04-01      | 6.0000%  | 0.0000% | $2711581.00        | $2788135.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA8678 | 2050-10-01      | 4.5000%  | 0.0000% | $220892.00         | $56205.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7570 | 2054-08-01      | 5.5000%  | 0.0000% | $1946348.00        | $1795430.61        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6011 | 2052-07-01      | 4.0000%  | 0.0000% | $27000.00          | $19746.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6677 | 2049-06-01      | 4.0000%  | 0.0000% | $14702000.00       | $2115761.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4097 | 2053-08-01      | 6.5000%  | 0.0000% | $19105240.00       | $17340691.74       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $162000.00         | $99778.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB0960 | 2036-06-01      | 3.5000%  | 0.0000% | $2460325.00        | $1345899.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1602.01           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $382647.00         | $140310.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $900000.00         | $746074.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2800 | 2052-02-01      | 3.0000%  | 0.0000% | $2500000.00        | $1793658.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1149 | 2051-07-01      | 3.0000%  | 0.0000% | $40000.00          | $21125.89          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $664000.00         | $544982.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5182 | 2045-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $548029.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  | 0.0000% | $7000000.00        | $942019.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $10985000.00       | $984706.04         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0300 | 2055-04-01      | 7.0000%  | 0.0000% | $31251883.00       | $28737470.42       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3357 | 2048-05-01      | 4.0000%  | 0.0000% | $150000.00         | $13445.19          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB0686 | 2036-01-01      | 4.0000%  | 0.0000% | $651226.00         | $66918.07          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2907 | 2047-02-01      | 4.0000%  | 0.0000% | $175000.00         | $19074.45          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3527 | 2048-11-01      | 5.0000%  | 0.0000% | $33000.00          | $2780.90           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5679 | 2045-04-01      | 5.5000%  | 0.0000% | $475000.00         | $458732.64         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2155 | 2055-06-01      | 6.0000%  | 0.0000% | $1189900.00        | $1245567.26        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  | 0.0000% | $11415916.00       | $3786353.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAY7607 | 2045-04-01      | 2.5000%  | 0.0000% | $1541785.00        | $446885.06         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2573 | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $19808.97          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2871 | 2055-09-01      | 6.5000%  | 0.0000% | $9495938.00        | $9929123.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1902 | 2055-05-01      | 6.0000%  | 0.0000% | $8844897.00        | $8902622.47        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9000 | 2051-06-01      | 2.0000%  | 0.0000% | $200000.00         | $114271.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $210747.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  | 0.0000% | $500000.00         | $342538.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS0328 | 2051-10-01      | 4.0000%  | 0.0000% | $55000.00          | $32051.08          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3978 | 2053-01-01      | 5.0000%  | 0.0000% | $300000.00         | $245860.45         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9510 | 2036-11-01      | 2.0000%  | 0.0000% | $642000.00         | $418826.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM6080 | 2044-05-01      | 5.5000%  | 0.0000% | $12000.00          | $5135.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS3564 | 2038-07-01      | 3.5000%  | 0.0000% | $2173663.00        | $1554778.36        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  | 0.0000% | $2004582.00        | $1443760.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2473 | 2052-07-01      | 5.0000%  | 0.0000% | $371726.00         | $278667.35         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $387000.00         | $37194.77          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL923749 | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $20416.13          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT979552 | 2028-04-01      | 5.0000%  | 0.0000% | $2707474.00        | $21683.14          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  | 0.0000% | $1364000.00        | $856583.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  | 0.0000% | $38000.00          | $18449.61          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5861 | 2040-10-01      | 5.5000%  | 0.0000% | $1036560.00        | $1051964.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0028 | 2039-10-01      | 6.0000%  | 0.0000% | $6015000.00        | $89927.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0105 | 2038-02-01      | 5.5000%  | 0.0000% | $100000.00         | $1802.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9222 | 2048-01-01      | 4.0000%  | 0.0000% | $38496713.00       | $5396428.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC8524 | 2039-12-01      | 5.5000%  | 0.0000% | $777000.00         | $26200.44          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1983 | 2034-08-01      | 4.0000%  | 0.0000% | $25000.00          | $2472.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1119 | 2042-07-01      | 4.0000%  | 0.0000% | $600000.00         | $50748.14          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888129 | 2037-02-01      | 5.5000%  | 0.0000% | $224000.00         | $1464.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB3495 | 2026-09-01      | 3.5000%  | 0.0000% | $14000000.00       | $81505.01          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2456 | 2055-07-01      | 6.0000%  | 0.0000% | $2122599.00        | $2210476.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0716 | 2055-06-01      | 6.0000%  | 0.0000% | $1445665.00        | $1490534.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6677 | 2055-07-01      | 6.0000%  | 0.0000% | $2758088.00        | $2888626.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1878 | 2055-07-01      | 6.0000%  | 0.0000% | $6933561.00        | $7226896.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $65000.00          | $41884.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $135000.00         | $118885.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $285000.00         | $4299.15           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2941 | 2046-12-01      | 4.0000%  | 0.0000% | $3709071.00        | $955520.11         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK5523 | 2050-09-01      | 2.5000%  | 0.0000% | $1311012.00        | $768688.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9083 | 2055-09-01      | 5.5000%  | 0.0000% | $1968343.00        | $2021573.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9061 | 2055-08-01      | 6.0000%  | 0.0000% | $1092531.00        | $1142337.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU0632 | 2051-09-01      | 2.5000%  | 0.0000% | $126000.00         | $84210.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO9412 | 2051-10-01      | 4.0000%  | 0.0000% | $792333.00         | $439960.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2085 | 2050-10-01      | 2.0000%  | 0.0000% | $20000.00          | $10616.83          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $65130751.00       | $9373900.06        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6588 | 2036-03-01      | 2.0000%  | 0.0000% | $71298.00          | $38168.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9770 | 2053-04-01      | 4.0000%  | 0.0000% | $3709362.00        | $3280297.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5619 | 2053-07-01      | 4.5000%  | 0.0000% | $10404264.00       | $8076500.96        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | 0.0000% | $273000.00         | $236013.40         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $855447.00         | $666206.17         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS8273 | 2042-02-01      | 1.5000%  | 0.0000% | $200000.00         | $147564.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $900000.00         | $821953.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4437 | 2052-10-01      | 4.5000%  | 0.0000% | $182828.00         | $144491.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5054 | 2052-12-01      | 5.5000%  | 0.0000% | $35000.00          | $28523.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $72049.00          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL602615 | 2031-10-01      | 7.0000%  | 0.0000% | $460003.00         | $26438.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1415 | 2048-12-01      | 4.0000%  | 0.0000% | $380000.00         | $38414.30          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $140000.00         | $113604.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL808840 | 2035-01-01      | 5.5000%  | 0.0000% | $25000.00          | $501.81            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4057 | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $220424.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $5408476.00        | $4419519.06        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CJMA4272 | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $431345.34         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5764 | 2053-12-01      | 7.5000%  | 0.0000% | $448679.00         | $224137.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5043 | 2038-06-01      | 5.0000%  | 0.0000% | $5069642.00        | $3134874.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $6000.00           | $631.89            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $42000.00          | $32284.52          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  | 0.0000% | $8548628.00        | $5078427.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $5906985.00        | $825367.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3120 | 2047-09-01      | 3.5000%  | 0.0000% | $2863000.00        | $357723.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $3768361.00        | $2954191.69        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6645 | 2050-08-01      | 3.0000%  | 0.0000% | $73750.00          | $33667.45          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  | 0.0000% | $1065000.00        | $673256.48         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA6106 | 2050-06-01      | 4.0000%  | 0.0000% | $8007798.00        | $1816395.10        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5261 | 2052-12-01      | 4.5000%  | 0.0000% | $2290000.00        | $1809567.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5743 | 2038-02-01      | 4.5000%  | 0.0000% | $1718351.00        | $957095.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7955 | 2053-03-01      | 5.5000%  | 0.0000% | $3272092.00        | $3197202.33        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAY6059 | 2045-05-01      | 2.5000%  | 0.0000% | $218000.00         | $33963.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT0942 | 2043-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $444465.65         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9389 | 2055-09-01      | 6.5000%  | 0.0000% | $3125494.00        | $3258901.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9112 | 2055-09-01      | 5.0000%  | 0.0000% | $814630.00         | $814928.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725232 | 2034-03-01      | 5.0000%  | 0.0000% | $245000.00         | $2090.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745355 | 2036-03-01      | 5.0000%  | 0.0000% | $654250.00         | $6523.53           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3933 | 2055-07-01      | 5.0000%  | 0.0000% | $250828.00         | $250080.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1778 | 2055-10-01      | 6.0000%  | 0.0000% | $18512830.00       | $19152059.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1978 | 2055-07-01      | 5.5000%  | 0.0000% | $1324229.00        | $1354858.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8130 | 2055-07-01      | 6.0000%  | 0.0000% | $2721144.00        | $2826300.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3066 | 2055-07-01      | 6.0000%  | 0.0000% | $1746440.00        | $1815014.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2238 | 2055-10-01      | 5.5000%  | 0.0000% | $3286555.00        | $3346762.50        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7535 | 2040-09-01      | 5.0000%  | 0.0000% | $1147213.00        | $1155093.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8950 | 2055-09-01      | 6.5000%  | 0.0000% | $1020982.00        | $1086585.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF1003 | 2040-10-01      | 6.5000%  | 0.0000% | $1012713.00        | $1061469.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7888 | 2055-09-01      | 5.5000%  | 0.0000% | $9072465.00        | $9108045.83        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3023 | 2050-10-01      | 2.0000%  | 0.0000% | $2500000.00        | $1389272.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0764 | 2055-07-01      | 6.0000%  | 0.0000% | $6485465.00        | $6570689.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5256 | 2040-07-01      | 5.0000%  | 0.0000% | $493330.00         | $495106.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE5975 | 2040-07-01      | 6.0000%  | 0.0000% | $1088862.00        | $1107915.41        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2769 | 2040-06-01      | 6.0000%  | 0.0000% | $1629177.00        | $1667312.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL6176 | 2040-03-01      | 5.5000%  | 0.0000% | $3583400.00        | $346991.81         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2784 | 2036-11-01      | 2.0000%  | 0.0000% | $408600.00         | $168542.26         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0320 | 2047-09-01      | 4.0000%  | 0.0000% | $1136000.00        | $210337.59         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU3083 | 2052-01-01      | 2.5000%  | 0.0000% | $1253001.00        | $886996.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7795 | 2051-04-01      | 2.5000%  | 0.0000% | $2530000.00        | $1426617.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7220 | 2053-09-01      | 5.5000%  | 0.0000% | $300000.00         | $253882.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6186 | 2053-02-01      | 5.5000%  | 0.0000% | $160000.00         | $105248.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8690 | 2054-06-01      | 5.5000%  | 0.0000% | $32326396.00       | $28572846.50       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3586 | 2041-01-01      | 4.0000%  | 0.0000% | $64000.00          | $3661.99           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU4283 | 2043-09-01      | 3.5000%  | 0.0000% | $1710000.00        | $270355.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8521 | 2054-05-01      | 5.0000%  | 0.0000% | $44121922.00       | $40137616.28       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $50000000.00       | $37206083.37       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7753 | 2054-01-01      | 5.5000%  | 0.0000% | $3071656.00        | $2841370.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9794 | 2055-01-01      | 5.5000%  | 0.0000% | $300000.00         | $292152.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $65000.00          | $54770.20          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888367 | 2037-03-01      | 7.0000%  | 0.0000% | $1069000.00        | $7612.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5198 | 2053-07-01      | 5.5000%  | 0.0000% | $160000.00         | $124297.88         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  | 0.0000% | $185000.00         | $187314.10         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6549 | 2051-03-01      | 2.0000%  | 0.0000% | $140000.00         | $78804.71          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0735 | 2055-07-01      | 6.5000%  | 0.0000% | $5851887.00        | $6179969.81        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8393 | 2041-08-01      | 2.0000%  | 0.0000% | $13084875.00       | $8541545.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ7689 | 2041-12-01      | 4.0000%  | 0.0000% | $17587750.00       | $800030.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  | 0.0000% | $6000.00           | $1353.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $500000.00         | $396701.80         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4516 | 2037-01-01      | 2.0000%  | 0.0000% | $22524521.00       | $13197262.55       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7500 | 2052-04-01      | 2.5000%  | 0.0000% | $119780.00         | $91905.66          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7042 | 2054-01-01      | 6.5000%  | 0.0000% | $4289000.00        | $3523468.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0004 | 2055-02-01      | 6.5000%  | 0.0000% | $40215249.00       | $40470523.04       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2980 | 2040-10-01      | 5.0000%  | 0.0000% | $795500.00         | $807722.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7276 | 2055-09-01      | 6.0000%  | 0.0000% | $1441257.00        | $1505340.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE9757 | 2040-09-01      | 5.5000%  | 0.0000% | $1245425.00        | $1270984.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | 0.0000% | $300000.00         | $187657.92         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4099 | 2052-02-01      | 2.5000%  | 0.0000% | $121713.00         | $85203.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0693 | 2052-06-01      | 4.5000%  | 0.0000% | $28280.00          | $20640.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8201 | 2055-09-01      | 6.0000%  | 0.0000% | $10213505.00       | $10194122.35       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7433 | 2055-08-01      | 6.0000%  | 0.0000% | $11547010.00       | $11646846.72       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7833 | 2050-11-01      | 2.0000%  | 0.0000% | $289000.00         | $160209.53         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6035 | 2050-06-01      | 2.5000%  | 0.0000% | $1502000.00        | $697673.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  | 0.0000% | $2319000.00        | $1234423.87        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  | 0.0000% | $3964000.00        | $937797.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $172900.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH6622 | 2041-03-01      | 4.0000%  | 0.0000% | $280000.00         | $43044.36          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI9748 | 2041-08-01      | 4.5000%  | 0.0000% | $24000.00          | $1444.34           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL2688 | 2040-10-01      | 6.0000%  | 0.0000% | $110000.00         | $3622.39           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745875 | 2036-09-01      | 6.5000%  | 0.0000% | $7465000.00        | $47494.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  | 0.0000% | $10609690.00       | $36834.31          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ5975 | 2036-12-01      | 4.5000%  | 0.0000% | $79234.00          | $3532.17           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL730510 | 2033-08-01      | 4.5000%  | 0.0000% | $121041.00         | $757.16            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB1424 | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $75105.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9315 | 2042-10-01      | 3.5000%  | 0.0000% | $1387917.00        | $111573.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL737582 | 2033-09-01      | 6.5000%  | 0.0000% | $535000.00         | $5732.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA1079 | 2053-11-01      | 5.5000%  | 0.0000% | $150156.00         | $133734.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3523 | 2053-10-01      | 5.5000%  | 0.0000% | $2085832.00        | $1056562.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0972 | 2041-02-01      | 5.0000%  | 0.0000% | $544000.00         | $23592.58          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7727 | 2051-06-01      | 2.5000%  | 0.0000% | $100000.00         | $53613.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0145 | 2051-12-01      | 2.5000%  | 0.0000% | $135707.00         | $93944.75          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1628 | 2052-04-01      | 2.5000%  | 0.0000% | $2200000.00        | $1454802.33        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2969 | 2037-03-01      | 2.0000%  | 0.0000% | $2921180.00        | $1680163.02        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV0902 | 2052-01-01      | 2.5000%  | 0.0000% | $1030000.00        | $645032.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6092 | 2055-09-01      | 6.0000%  | 0.0000% | $2881180.00        | $3017259.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7577 | 2055-08-01      | 6.5000%  | 0.0000% | $3661818.00        | $3577941.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE8060 | 2040-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $989695.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7946 | 2055-08-01      | 6.0000%  | 0.0000% | $2075840.00        | $2162582.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5535 | 2055-06-01      | 6.0000%  | 0.0000% | $18335532.00       | $18235618.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE0568 | 2055-05-01      | 5.0000%  | 0.0000% | $82978.00          | $80093.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9186 | 2055-09-01      | 5.0000%  | 0.0000% | $2056859.00        | $2063094.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | 0.0000% | $5390327.00        | $5567563.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBT4423 | 2036-11-01      | 3.0000%  | 0.0000% | $482182.00         | $347340.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAS9032 | 2043-08-01      | 3.0000%  | 0.0000% | $66750.00          | $12884.97          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6552 | 2055-04-01      | 6.5000%  | 0.0000% | $1508069.00        | $1440875.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4918 | 2055-04-01      | 5.0000%  | 0.0000% | $1048404.00        | $1046907.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD6723 | 2040-04-01      | 5.0000%  | 0.0000% | $1006897.00        | $1002651.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6007 | 2055-08-01      | 5.5000%  | 0.0000% | $9784320.00        | $9914749.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6616 | 2055-06-01      | 6.0000%  | 0.0000% | $1948230.00        | $2032620.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5737 | 2055-07-01      | 6.0000%  | 0.0000% | $1919693.00        | $1997868.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6598 | 2055-08-01      | 5.0000%  | 0.0000% | $1015803.00        | $1020573.58        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9813 | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $11483452.47       | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL545045 | 2031-05-01      | 8.0000%  | 0.0000% | $24631550.00       | $28888.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQMA1354 | 2043-01-01      | 3.0000%  | 0.0000% | $2442825.00        | $376512.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2972 | 2044-12-01      | 4.0000%  | 0.0000% | $246600.00         | $81934.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3399 | 2050-05-01      | 3.0000%  | 0.0000% | $200000.00         | $94635.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $56000.00          | $7774.30           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4112 | 2035-08-01      | 3.0000%  | 0.0000% | $100000.00         | $26865.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 NPMA0594 | 2040-10-01      | 4.5000%  | 0.0000% | $1170937.00        | $76430.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC4166 | 2039-09-01      | 4.5000%  | 0.0000% | $50606.00          | $2966.18           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1618 | 2052-03-01      | 2.0000%  | 0.0000% | $64027.00          | $39417.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1579 | 2034-10-01      | 3.5000%  | 0.0000% | $372279.00         | $60074.13          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5679 | 2053-08-01      | 5.5000%  | 0.0000% | $14456.00          | $12424.57          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4346 | 2050-09-01      | 2.0000%  | 0.0000% | $55170.00          | $34404.85          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1931 | 2052-02-01      | 2.5000%  | 0.0000% | $86000.00          | $54035.12          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | 0.0000% | $317000.00         | $230275.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9321 | 2036-11-01      | 2.0000%  | 0.0000% | $50287.00          | $29251.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5987 | 2053-01-01      | 5.0000%  | 0.0000% | $25535279.00       | $20035062.79       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5471 | 2053-01-01      | 6.0000%  | 0.0000% | $42960945.00       | $34035269.42       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $368100.00         | $260217.68         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3736 | 2029-07-01      | 3.5000%  | 0.0000% | $151439.00         | $12368.92          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL969824 | 2038-01-01      | 4.5000%  | 0.0000% | $2084403.00        | $30896.79          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA3987 | 2040-04-01      | 2.5000%  | 0.0000% | $12500000.00       | $2577801.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL741846 | 2033-09-01      | 5.0000%  | 0.0000% | $93000.00          | $2593.71           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL735835 | 2035-08-01      | 6.5000%  | 0.0000% | $2500000.00        | $17719.85          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $5000.00           | $1557.78           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $236000.00         | $72254.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  | 0.0000% | $35000.00          | $9898.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5925 | 2035-10-01      | 6.0000%  | 0.0000% | $2536121.00        | $2660403.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6643 | 2055-08-01      | 6.0000%  | 0.0000% | $1682895.00        | $1722082.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $5751000.00        | $4307041.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735061 | 2034-11-01      | 6.0000%  | 0.0000% | $185000.00         | $955.39            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0903 | 2048-11-01      | 4.0000%  | 0.0000% | $9072127.00        | $2164571.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  | 0.0000% | $5408767.00        | $1784116.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $15381000.00       | $5257479.04        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $52338.24          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1162 | 2032-07-01      | 2.5000%  | 0.0000% | $10195889.00       | $1883615.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5868 | 2035-10-01      | 5.0000%  | 0.0000% | $2372133.00        | $2215571.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | 0.0000% | $18706000.00       | $14142087.07       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA4895 | 2053-01-01      | 6.5000%  | 0.0000% | $143297.00         | $82410.73          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5849 | 2055-10-01      | 3.5000%  | 0.0000% | $1782469.00        | $1648116.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $14000.00          | $10744.29          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7336 | 2054-01-01      | 7.0000%  | 0.0000% | $19014232.00       | $13894641.87       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2939 | 2052-09-01      | 4.5000%  | 0.0000% | $575000.00         | $459167.65         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2075 | 2052-06-01      | 4.0000%  | 0.0000% | $1448599.00        | $1117731.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $1040228.42        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2973 | 2052-09-01      | 4.5000%  | 0.0000% | $150000.00         | $111592.66         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3314 | 2042-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $3375437.52        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0547 | 2052-02-01      | 2.5000%  | 0.0000% | $350432.00         | $235086.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7112 | 2053-09-01      | 5.5000%  | 0.0000% | $699000.00         | $645730.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | 0.0000% | $150000.00         | $135788.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $3406000.00        | $2561057.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $519000.00         | $345460.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD0669 | 2040-08-01      | 6.0000%  | 0.0000% | $2927396.00        | $3031926.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $80615122.00       | $52063450.43       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3474 | 2054-09-01      | 6.5000%  | 0.0000% | $300000.00         | $233157.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $1442390.00        | $153393.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3855 | 2054-05-01      | 5.5000%  | 0.0000% | $3991297.00        | $3917160.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  | 0.0000% | $1000.00           | $820.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8604 | 2053-03-01      | 6.0000%  | 0.0000% | $254575.00         | $213609.13         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9763 | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $3090573.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $37000.00          | $25651.60          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBY7965 | 2039-08-01      | 6.0000%  | 0.0000% | $1666708.00        | $1345989.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2956 | 2049-01-01      | 4.5000%  | 0.0000% | $23702195.00       | $3465732.90        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2913 | 2049-01-01      | 4.0000%  | 0.0000% | $1164410.00        | $223637.38         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8287 | 2054-12-01      | 6.5000%  | 0.0000% | $1271214.00        | $1237432.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5503 | 2044-10-01      | 5.5000%  | 0.0000% | $1550000.00        | $1269617.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC8992 | 2055-01-01      | 4.5000%  | 0.0000% | $1062153.00        | $1034081.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  | 0.0000% | $10345664.00       | $7610118.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS2873 | 2042-08-01      | 3.5000%  | 0.0000% | $200000.00         | $145117.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  | 0.0000% | $12884644.00       | $10474941.27       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928938 | 2037-12-01      | 7.0000%  | 0.0000% | $1840000.00        | $16654.01          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1972 | 2055-06-01      | 6.5000%  | 0.0000% | $6224423.00        | $6358415.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3041 | 2055-10-01      | 5.5000%  | 0.0000% | $137056676.00      | $139274544.01      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2740 | 2035-10-01      | 2.5000%  | 0.0000% | $9584569.00        | $8865951.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9449 | 2054-11-01      | 4.5000%  | 0.0000% | $17000000.00       | $15833059.66       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3066 | 2039-07-01      | 6.0000%  | 0.0000% | $26385218.00       | $26805181.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257047 | 2028-01-01      | 5.5000%  | 0.0000% | $15000000.00       | $32520.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  | 0.0000% | $6000.00           | $732.76            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1553.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $10000.00          | $8370.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5653 | 2035-02-01      | 4.5000%  | 0.0000% | $2292700.00        | $2032848.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0541 | 2055-02-01      | 6.5000%  | 0.0000% | $200000.00         | $183095.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $73000.00          | $57826.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $4000.00           | $2980.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF0959 | 2040-10-01      | 5.5000%  | 0.0000% | $1752376.00        | $1796728.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0690 | 2055-09-01      | 6.0000%  | 0.0000% | $14890747.00       | $15364839.28       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD2413 | 2047-05-01      | 4.5000%  | 0.0000% | $16389357.00       | $4332274.46        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU3754 | 2051-12-01      | 2.0000%  | 0.0000% | $2105000.00        | $1431898.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1160 | 2055-09-01      | 5.5000%  | 0.0000% | $1866053.00        | $1911338.01        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP5725 | 2050-06-01      | 4.5000%  | 0.0000% | $3320100.00        | $829646.15         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5162 | 2048-04-01      | 4.0000%  | 0.0000% | $6386485.00        | $2173914.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0671 | 2055-09-01      | 6.0000%  | 0.0000% | $7272956.00        | $7545095.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF0646 | 2040-09-01      | 4.5000%  | 0.0000% | $615787.00         | $615253.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9809 | 2055-01-01      | 6.0000%  | 0.0000% | $33277000.00       | $32405980.29       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9535 | 2054-11-01      | 7.0000%  | 0.0000% | $645126.00         | $516614.70         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1620 | 2051-09-01      | 2.0000%  | 0.0000% | $1030881.00        | $653064.93         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1101 | 2051-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $607151.05         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8524 | 2053-08-01      | 6.5000%  | 0.0000% | $13195924.00       | $8862603.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5040 | 2053-01-01      | 6.0000%  | 0.0000% | $31427893.00       | $22718297.29       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3717 | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $38484045.93       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2432 | 2048-10-01      | 4.5000%  | 0.0000% | $6200000.00        | $1129580.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0597 | 2055-09-01      | 6.0000%  | 0.0000% | $1413252.00        | $1477961.72        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0614 | 2055-09-01      | 6.5000%  | 0.0000% | $1068810.00        | $1131302.74        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0332 | 2059-01-01      | 3.0000%  | 0.0000% | $84999.00          | $30369.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3849 | 2054-11-01      | 5.5000%  | 0.0000% | $2078291.00        | $2119943.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC9340 | 2054-12-01      | 4.5000%  | 0.0000% | $5709218.00        | $5323361.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0298 | 2054-08-01      | 5.5000%  | 0.0000% | $14412000.00       | $14083306.70       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL841079 | 2035-09-01      | 4.5000%  | 0.0000% | $4025844.00        | $22388.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8309 | 2055-01-01      | 5.5000%  | 0.0000% | $1096643.00        | $1104870.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3457 | 2054-09-01      | 6.0000%  | 0.0000% | $718960.00         | $600639.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7492 | 2054-02-01      | 6.0000%  | 0.0000% | $1254664.00        | $1172466.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1387 | 2054-08-01      | 6.0000%  | 0.0000% | $1553364.00        | $1478752.41        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8638 | 2054-07-01      | 7.0000%  | 0.0000% | $145000.00         | $110169.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL831592 | 2036-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $16819.09          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1245 | 2026-12-01      | 4.5000%  | 0.0000% | $555000.00         | $995.97            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL252568 | 2029-04-01      | 7.5000%  | 0.0000% | $406179.00         | $999.25            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAL5711 | 2029-09-01      | 3.0000%  | 0.0000% | $4400000.00        | $127642.59         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL256851 | 2037-07-01      | 7.0000%  | 0.0000% | $630000.00         | $2180.60           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL254218 | 2032-01-01      | 7.0000%  | 0.0000% | $565000.00         | $978.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4902 | 2054-10-01      | 5.5000%  | 0.0000% | $10379000.00       | $10102108.78       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC2925 | 2039-09-01      | 5.0000%  | 0.0000% | $2053294.00        | $1548467.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0676 | 2055-09-01      | 5.0000%  | 0.0000% | $14198439.00       | $14171464.54       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3846 | 2054-11-01      | 5.0000%  | 0.0000% | $17692416.00       | $15972829.29       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC6090 | 2055-04-01      | 6.5000%  | 0.0000% | $2822568.00        | $2787798.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR1512 | 2043-01-01      | 3.5000%  | 0.0000% | $120000.00         | $18051.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL804556 | 2034-12-01      | 4.5000%  | 0.0000% | $310321.00         | $3409.79           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2019 | 2054-09-01      | 6.0000%  | 0.0000% | $79919.00          | $80428.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6032 | 2054-12-01      | 5.0000%  | 0.0000% | $4054528.00        | $4009145.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3439 | 2053-11-01      | 6.5000%  | 0.0000% | $326337.00         | $191927.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1902 | 2055-10-01      | 5.0000%  | 0.0000% | $10182955.00       | $10195405.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1908 | 2055-10-01      | 5.5000%  | 0.0000% | $3384414.00        | $3460188.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2557 | 2055-02-01      | 5.0000%  | 0.0000% | $969020.00         | $908145.67         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3343 | 2055-11-01      | 5.5000%  | 0.0000% | $7825111.00        | $7966059.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1198 | 2055-09-01      | 5.5000%  | 0.0000% | $1347750.00        | $1374420.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBM5090 | 2031-04-01      | 5.5000%  | 0.0000% | $44695.00          | $602.24            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA2118 | 2033-08-01      | 4.0000%  | 0.0000% | $3695652.00        | $619227.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1285 | 2055-10-01      | 6.0000%  | 0.0000% | $1072276.00        | $1123081.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7791 | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $386052.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6042 | 2051-01-01      | 2.5000%  | 0.0000% | $3045000.00        | $1569870.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5679 | 2050-04-01      | 5.5000%  | 0.0000% | $1243000.00        | $298546.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0678 | 2050-11-01      | 4.0000%  | 0.0000% | $98956678.00       | $88320638.33       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0971 | 2055-03-01      | 6.0000%  | 0.0000% | $600000.00         | $557258.93         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2720 | 2052-11-01      | 4.5000%  | 0.0000% | $33403618.00       | $32499105.04       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2845 | 2054-02-01      | 4.5000%  | 0.0000% | $104791180.00      | $102193936.59      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7480 | 2053-11-01      | 6.0000%  | 0.0000% | $50415112.00       | $43679078.30       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1519 | 2052-07-01      | 3.0000%  | 0.0000% | $3792017.00        | $3284198.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1492 | 2036-08-01      | 3.5000%  | 0.0000% | $241396.00         | $122105.83         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3364 | 2052-04-01      | 3.0000%  | 0.0000% | $420993.00         | $290504.54         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3348 | 2052-04-01      | 2.0000%  | 0.0000% | $415000.00         | $279630.74         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9381 | 2051-03-01      | 2.0000%  | 0.0000% | $6300000.00        | $3785690.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9478 | 2053-09-01      | 6.5000%  | 0.0000% | $5235592.00        | $4105318.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8337 | 2054-04-01      | 5.5000%  | 0.0000% | $75000.00          | $66713.80          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1560 | 2055-04-01      | 5.5000%  | 0.0000% | $32725342.00       | $32135761.49       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0771 | 2050-07-01      | 4.0000%  | 0.0000% | $845000.00         | $756008.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0462 | 2039-09-01      | 6.0000%  | 0.0000% | $20035905.00       | $15513769.64       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3663 | 2050-03-01      | 4.0000%  | 0.0000% | $266000.00         | $43399.98          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7862 | 2054-01-01      | 6.0000%  | 0.0000% | $29374000.00       | $23772603.66       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9189 | 2052-05-01      | 2.0000%  | 0.0000% | $33000.00          | $25122.50          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS8579 | 2042-08-01      | 2.0000%  | 0.0000% | $70000000.00       | $54568403.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $27000.00          | $19822.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $5112361.00        | $3562077.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  | 0.0000% | $1690000.00        | $1307472.14        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7801 | 2054-01-01      | 6.5000%  | 0.0000% | $77916051.00       | $63719647.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO5808 | 2042-06-01      | 4.0000%  | 0.0000% | $409001.00         | $76725.17          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  | 0.0000% | $2011834.00        | $1467522.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS6129 | 2042-06-01      | 2.0000%  | 0.0000% | $100000.00         | $74032.79          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5188 | 2052-07-01      | 3.5000%  | 0.0000% | $4900967.00        | $3369546.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5709 | 2053-08-01      | 5.0000%  | 0.0000% | $1400000.00        | $1164640.80        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB5823 | 2027-08-01      | 3.5000%  | 0.0000% | $794000.00         | $18677.00          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6211 | 2053-11-01      | 6.0000%  | 0.0000% | $21424322.00       | $19627087.97       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3140 | 2051-10-01      | 4.0000%  | 0.0000% | $869725.00         | $611442.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909175 | 2038-04-01      | 5.5000%  | 0.0000% | $85254.00          | $6752.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS9461 | 2039-10-01      | 6.0000%  | 0.0000% | $8089405.00        | $6927262.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6464 | 2053-03-01      | 4.5000%  | 0.0000% | $220000.00         | $192840.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5775 | 2035-07-01      | 5.0000%  | 0.0000% | $1070843.00        | $993152.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4919 | 2054-10-01      | 6.0000%  | 0.0000% | $201000.00         | $183216.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $310575490.00      | $249999999.69      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2995 | 2047-05-01      | 4.0000%  | 0.0000% | $449050.00         | $44836.96          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5807 | 2045-08-01      | 6.0000%  | 0.0000% | $10241148.00       | $10098604.25       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6259 | 2053-06-01      | 4.5000%  | 0.0000% | $185000.00         | $158284.28         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0333 | 2045-04-01      | 5.5000%  | 0.0000% | $2874454.00        | $2642895.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3862 | 2055-03-01      | 6.5000%  | 0.0000% | $1606475.00        | $1690351.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9928 | 2040-01-01      | 5.0000%  | 0.0000% | $1175255.00        | $1084464.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  | 0.0000% | $109601.00         | $107869.30         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  | 0.0000% | $10108125.00       | $10075637.27       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $197555912.00      | $182032161.53      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $318000.00         | $29945.85          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4121 | 2055-03-01      | 6.5000%  | 0.0000% | $1045319.00        | $892158.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5184 | 2055-03-01      | 6.0000%  | 0.0000% | $1048138.00        | $1067192.33        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2177 | 2040-10-01      | 5.0000%  | 0.0000% | $1009400.00        | $1050018.93        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1107 | 2046-07-01      | 2.0000%  | 0.0000% | $75398000.00       | $48758173.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $696000.00         | $657987.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9753 | 2048-03-01      | 3.5000%  | 0.0000% | $3000000.00        | $2603994.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0144 | 2055-03-01      | 6.5000%  | 0.0000% | $4288797.00        | $4387265.09        | Agency Mortgage-Backed Securities |

### Security 686: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5114, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C5114
- **C.18 - Value (incl. sponsor support):** $400690544.00
- **C.18.a - Value (excl. sponsor support):** $400690544.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $43883.00          | $147008.05         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $2942.00           | $112016.65         | Equities   |
| TIDAL COMMODITIES TRUST I      HASHDEX BITCOIN  | 2500-12-31      | N/A      | 0.0000% | $1152.00           | $139002.16         | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $3310.00           | $72182.16          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $65970.00          | $20003423.40       | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $1713.00           | $71563.83          | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $6562.00           | $68966.62          | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $30131.00          | $2954947.17        | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $399597.00         | $1366621.74        | Equities   |
| ISHARES TR                     MSCI KOKUSAI ETF | 2500-12-31      | N/A      | 0.0000% | $1122.00           | $153861.09         | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $7097.00           | $1638255.16        | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $64133.00          | $2574939.95        | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $84531.00          | $8511426.39        | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA TOTAL | 2500-12-31      | N/A      | 0.0000% | $115.00            | $6270.90           | Equities   |
| ISHARES TR                     ESG ADVNCD HY BD | 2500-12-31      | N/A      | 0.0000% | $394.00            | $18633.80          | Equities   |
| ISHARES TR                     MORNINGSTAR VALU | 2500-12-31      | N/A      | 0.0000% | $13856.00          | $1267131.20        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P500 DOWNSID   | 2500-12-31      | N/A      | 0.0000% | $136.00            | $5167.35           | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB   | 2500-12-31      | N/A      | 0.0000% | $433.00            | $8465.15           | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 MUNI | 2500-12-31      | N/A      | 0.0000% | $50972.00          | $1202939.20        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $210005.00         | $20005076.30       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 28   | 2500-12-31      | N/A      | 0.0000% | $129342.00         | $2657978.10        | Equities   |
| NIKE INC                       CL B             | 2500-12-31      | N/A      | 0.0000% | $125563.00         | $8149038.70        | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $22027.00          | $472765.50         | Equities   |
| FIRST TR EXCHANGE TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $268.00            | $46408.09          | Equities   |
| FIDELITY COMWLTH TR            NASDAQ COMPSIT   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $8253.86           | Equities   |
| CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10   | 2500-12-31      | N/A      | 0.0000% | $88030.00          | $565152.60         | Equities   |
| DBX ETF TR                     XTRACKERS FTSE   | 2500-12-31      | N/A      | 0.0000% | $774.00            | $26881.02          | Equities   |
| DBX ETF TR                     XTRACK MSCI EURO | 2500-12-31      | N/A      | 0.0000% | $177.00            | $9658.48           | Equities   |
| DBX ETF TR                     XTRACKERS RISK M | 2500-12-31      | N/A      | 0.0000% | $2843.00           | $66810.50          | Equities   |
| AXON ENTERPRISE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $413.00            | $305157.44         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $455.00            | $25491.42          | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $105822.00         | $8020249.38        | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GBL TIMBR   | 2500-12-31      | N/A      | 0.0000% | $4168.00           | $117412.56         | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY HIGH | 2500-12-31      | N/A      | 0.0000% | $8171.00           | $216490.64         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $305866.00         | $2070712.82        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $58205.32          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INTL DEV STRNGTH | 2500-12-31      | N/A      | 0.0000% | $26927.00          | $1038504.38        | Equities   |
| GORES HLDGS X INC              SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $189532.00         | $1961656.20        | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $405.78            | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $226414.00         | $355469.98         | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $65325.00          | $2522198.25        | Equities   |
| ATMUS FILTRATION TECHNOLOGIES  COM              | 2500-12-31      | N/A      | 0.0000% | $20526.00          | $956511.60         | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $81614.00          | $854498.58         | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $6022.00           | $465802.30         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $8169.00           | $174452.26         | Equities   |
| PB BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $13995.00          | $276121.35         | Equities   |
| TIDAL TRUST I                  AZTLAN NORTH AME | 2500-12-31      | N/A      | 0.0000% | $4143.00           | $101913.24         | Equities   |
| BROADCOM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $10336.00          | $3891193.92        | Equities   |
| APPLOVIN CORP                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9202.00           | $5710945.24        | Equities   |
| TITAN ACQUISITION CORP         CL A             | 2500-12-31      | N/A      | 0.0000% | $65478.00          | $671149.50         | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $18601.00          | $20004445.45       | Equities   |
| TABOOLA.COM LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $594256.00         | $2068010.88        | Equities   |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $15441.00          | $593397.63         | Equities   |
| EDGEWISE THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $52847.00          | $986653.49         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $33315.18          | Equities   |
| SANDISK CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $102160.00         | $20004971.20       | Equities   |
| GSK PLC                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $141651.00         | $6649097.94        | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $131865.00         | $10281514.05       | Equities   |
| GLOBAL X FDS                   AUTONMOUS EV ETF | 2500-12-31      | N/A      | 0.0000% | $2521.00           | $76550.42          | Equities   |
| SELECT SECTOR SPDR TR          FINANCIAL        | 2500-12-31      | N/A      | 0.0000% | $82165.00          | $4291477.95        | Equities   |
| SCHWAB STRATEGIC TR            MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $297800.00         | $7683240.00        | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $278707.00         | $17511160.81       | Equities   |
| SELECT SECTOR SPDR TR          SBI HEALTHCARE   | 2500-12-31      | N/A      | 0.0000% | $138635.00         | $20005030.50       | Equities   |
| PROSHARES TR                   PSHS ULTRA TECH  | 2500-12-31      | N/A      | 0.0000% | $73.00             | $7612.44           | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $29426.00          | $20004677.58       | Equities   |
| MATCH GROUP INC NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $237574.00         | $7673640.20        | Equities   |
| GOLDMAN SACHS GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $14546.00          | $11493667.36       | Equities   |
| WISDOMTREE TR                  INDIA HEDGED EQU | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $49564.72          | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89660.00          | $906462.60         | Equities   |
| ZOETIS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $588.00            | $84730.80          | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $290632.00         | $11450900.80       | Equities   |
| STRATEGY SHS                   DAY HAGAN SMART  | 2500-12-31      | N/A      | 0.0000% | $7820.00           | $169629.88         | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $525470.00         | $16930643.40       | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $77988.00          | $871125.96         | Equities   |
| X4 PHARMACEUTICALS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1156310.00        | $4613676.90        | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $13587.00          | $147011.34         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $11821.00          | $796184.54         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $4242.00           | $277795.85         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $10197.00          | $258137.06         | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $84933.00          | $3412607.94        | Equities   |
| CEMEX SAB DE CV                SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $1697348.00        | $17194135.24       | Equities   |
| CAPITAL GROUP DIVIDEND VALUE E SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $197635.00         | $8433085.45        | Equities   |
| EXXON MOBIL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $174428.00         | $20005147.32       | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD ENERG | 2500-12-31      | N/A      | 0.0000% | $956.00            | $36879.23          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST FMQQ THE NEXT FR | 2500-12-31      | N/A      | 0.0000% | $4619.00           | $69159.36          | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2743.00           | $85395.35          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $3662.00           | $202508.60         | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $360908.00         | $20005130.44       | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $3123.00           | $76229.31          | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $2128.00           | $60107.49          | Equities   |
| NEOS ETF TRUST                 FIS CHRISTIAN    | 2500-12-31      | N/A      | 0.0000% | $4494.00           | $141988.83         | Equities   |
| TRAEGER INC                    COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $364539.00         | $332095.03         | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY TRAN | 2500-12-31      | N/A      | 0.0000% | $641.00            | $28345.47          | Equities   |
| ROUNDHILL ETF TRUST            GLP 1 & WEIGHT L | 2500-12-31      | N/A      | 0.0000% | $5973.00           | $168061.70         | Equities   |
| ROCKET COS INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1252544.00        | $19965551.36       | Equities   |
| VANECK ETF TRUST               CHINA BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $1511.00           | $33914.40          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $8876.00           | $312790.24         | Equities   |
| AB ACTIVE ETFS INC             US LARGE CAP STR | 2500-12-31      | N/A      | 0.0000% | $31596.00          | $2462276.28        | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $859.00            | $20214.59          | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $18056.00          | $580590.68         | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $1243.00           | $41043.86          | Equities   |
| BURKE HERBERT FINL SVCS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $13509.00          | $799327.53         | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $26693.00          | $17790083.71       | Equities   |
| DIREXION SHS ETF TR            DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $377332.00         | $8535249.84        | Equities   |
| BNY MELLON ETF TRUST           INTERNATIONL EQT | 2500-12-31      | N/A      | 0.0000% | $26107.00          | $2350413.21        | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $35263.00          | $122715.24         | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $81965.00          | $2098304.00        | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $2268.00           | $113320.62         | Equities   |
| PRIMORIS SVCS CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $48766.00          | $6912092.84        | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $74456.00          | $2994620.32        | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $58246.00          | $588867.06         | Equities   |
| RF ACQUISITION CORP II         SHS              | 2500-12-31      | N/A      | 0.0000% | $26392.00          | $282394.40         | Equities   |
| PERIMETER ACQUISITION CORP I   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $67020.00          | $706390.80         | Equities   |
| LAVA THERAPEUTICS NV           SHS              | 2500-12-31      | N/A      | 0.0000% | $265173.00         | $432231.99         | Equities   |
| XUNLEI LTD                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $230029.00         | $2021954.91        | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $899640.00         | $4210315.20        | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $10209.00          | $258775.69         | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $4720.00           | $177330.40         | Equities   |

### Security 687: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.010000%
- **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: ARP1C66J8, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1C66J8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLFM3149     | 2044-02-01      | 4.0000%  | 0.0000% | $5166103.00        | $1749791.67        | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2032-04-12      | 2.9000%  | 0.0000% | $10000000.00       | $9406155.56        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4652663.34        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-03-30      | 3.0800%  | 0.0000% | $10000000.00       | $8754526.67        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-04-28      | 3.3300%  | 0.0000% | $7500000.00        | $6787413.75        | Agency Debentures and Agency Strips |
| FHDN 05/29/26            | 2026-05-29      | 0.0000%  | 0.0000% | $1350000.00        | $1321367.85        | Agency Debentures and Agency Strips |
| TVIN 01/15/37            | 2037-01-15      | 0.0000%  | 0.0000% | $2322000.00        | $1391985.59        | Agency Debentures and Agency Strips |
| TVIN 10/01/27            | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $290118.50         | Agency Debentures and Agency Strips |
| TVIN 03/15/26            | 2026-03-15      | 0.0000%  | 0.0000% | $1364000.00        | $1343698.22        | Agency Debentures and Agency Strips |
| FKAR 04.750 WNWN0179     | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9679783.33        | Agency Mortgage-Backed Securities   |
| FKAR 04.250 WNWN2623     | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $3001052.00        | Agency Mortgage-Backed Securities   |
| FHDN 12/10/25            | 2025-12-10      | 0.0000%  | 0.0000% | $1330000.00        | $1324874.18        | Agency Debentures and Agency Strips |
| FHDN 01/12/26            | 2026-01-12      | 0.0000%  | 0.0000% | $8707000.00        | $8642968.72        | Agency Debentures and Agency Strips |
| FHDN 01/15/26            | 2026-01-15      | 0.0000%  | 0.0000% | $227000.00         | $225260.95         | Agency Debentures and Agency Strips |
| 3.125 FHLB 37 AW         | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3349901.71        | Agency Debentures and Agency Strips |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $5000000.00        | $3683546.67        | Agency Debentures and Agency Strips |
| 4.75 FHLB 25 35          | 2025-12-12      | 4.7500%  | 0.0000% | $105000.00         | $107031.78         | Agency Debentures and Agency Strips |
| 4.875 FHLB 37 CA         | 2037-09-11      | 4.8750%  | 0.0000% | $5000000.00        | $5179799.17        | Agency Debentures and Agency Strips |
| 3.50 FHLB 35 M           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5724104.00        | Agency Debentures and Agency Strips |
| 3.60 FHLB 38 U           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13875045.00       | Agency Debentures and Agency Strips |
| 4.00 FHLB 33 FU          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $17286990.73       | Agency Debentures and Agency Strips |
| FNMS 02.500 CLMA4306     | 2051-04-01      | 2.5000%  | 0.0000% | $230000000.00      | $128139195.00      | Agency Mortgage-Backed Securities   |
| TVIN 01/15/34            | 2034-01-15      | 0.0000%  | 0.0000% | $469000.00         | $330291.84         | Agency Debentures and Agency Strips |
| TVIN 04/01/26            | 2026-04-01      | 0.0000%  | 0.0000% | $987000.00         | $970585.20         | Agency Debentures and Agency Strips |
| TVIN 09/15/27            | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1222975.47        | Agency Debentures and Agency Strips |
| TVIN 03/15/32            | 2032-03-15      | 0.0000%  | 0.0000% | $110000.00         | $83963.11          | Agency Debentures and Agency Strips |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $35000000.00       | $37068246.25       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-10-29      | 1.5000%  | 0.0000% | $10000000.00       | $8409153.33        | Agency Debentures and Agency Strips |
| FNMS 04.500 CLFS3812     | 2053-01-01      | 4.5000%  | 0.0000% | $767000.00         | $631833.99         | Agency Mortgage-Backed Securities   |
| FNMS 02.500 ZLFP0135     | 2044-07-25      | 2.5000%  | 0.0000% | $41300744.00       | $36616148.67       | Agency Mortgage-Backed Securities   |
| 3.25 FHLB 28 G4973       | 2028-11-16      | 3.2500%  | 0.0000% | $10000000.00       | $10039848.33       | Agency Debentures and Agency Strips |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $20917703.33       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-12-22      | 1.9800%  | 0.0000% | $21340000.00       | $16970827.06       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-06-23      | 4.3750%  | 0.0000% | $834000.00         | $849838.12         | Agency Debentures and Agency Strips |
| 5.00 FHLB 28 XX          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $84237.14          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-01-22      | 2.6600%  | 0.0000% | $6922000.00        | $6953259.75        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-23      | 2.6600%  | 0.0000% | $25000000.00       | $21007461.11       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-10-06      | 2.0800%  | 0.0000% | $30000000.00       | $24070033.33       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $496510.50         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-03-15      | 0.0000%  | 0.0000% | $2580000.00        | $2094554.94        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2025-12-01      | 0.0000%  | 0.0000% | $2169000.00        | $2162792.32        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2032-07-15      | 0.0000%  | 0.0000% | $10000000.00       | $7605420.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $6160451.48        | Agency Debentures and Agency Strips |
| 5.125 FHLB 38 D          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5346572.78        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4614070.00        | Agency Debentures and Agency Strips |
| 5.25 FHLB 44 AY          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6431171.82        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-02-26      | 3.1250%  | 0.0000% | $6000000.00        | $5365148.17        | Agency Debentures and Agency Strips |
| FNMS 06.000 CLBV6076     | 2055-09-01      | 6.0000%  | 0.0000% | $5755025.00        | $5991681.98        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2037-07-15      | 5.6250%  | 0.0000% | $25434000.00       | $28631524.33       | Agency Debentures and Agency Strips |
| 2.50 FHLB 39 UU          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $594261.26         | Agency Debentures and Agency Strips |
| 1.375 FHLB 35 AY         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2303676.33        | Agency Debentures and Agency Strips |
| 3.375 FHLB 32 GY         | 2032-09-10      | 3.3750%  | 0.0000% | $5000000.00        | $4837131.25        | Agency Debentures and Agency Strips |
| 2.60 FHLB 25 VJ          | 2025-12-04      | 2.6000%  | 0.0000% | $11975000.00       | $12088758.51       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-04-21      | 1.9800%  | 0.0000% | $6500000.00        | $5155319.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-26      | 3.3100%  | 0.0000% | $7300000.00        | $6469900.37        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-07-07      | 2.6000%  | 0.0000% | $5940000.00        | $5058606.96        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-05-19      | 3.3000%  | 0.0000% | $10000000.00       | $9749710.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6288917.83        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1429163.28        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4545425.00        | Agency Debentures and Agency Strips |
| FNMS 06.500 CLDA4246     | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $3680697.13        | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRJ2854     | 2054-11-01      | 5.0000%  | 0.0000% | $21131211.00       | $19985639.67       | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2027-05-15      | 0.0000%  | 0.0000% | $2920000.00        | $2755653.64        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-10-29      | 1.3000%  | 0.0000% | $4620000.00        | $3833432.17        | Agency Debentures and Agency Strips |
| FKAR 03.600 WEWE5046     | 2038-02-01      | 3.6000%  | 0.0000% | $2226000.00        | $2085350.19        | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $746820.80         | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9391793.33        | Agency Debentures and Agency Strips |
| 3.625 FHLB 37 BE         | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6430092.40        | Agency Debentures and Agency Strips |
| FNAR XX.XXX HYAN3417     | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1973628.67        | Agency Mortgage-Backed Securities   |
| FHDN 11/28/25            | 2025-11-28      | 0.0000%  | 0.0000% | $105000.00         | $104728.05         | Agency Debentures and Agency Strips |
| FNMS 06.000 CLBU5748     | 2055-02-01      | 6.0000%  | 0.0000% | $1290990.00        | $1213308.72        | Agency Mortgage-Backed Securities   |
| FHDN 12/31/25            | 2025-12-31      | 0.0000%  | 0.0000% | $18399000.00       | $18286655.71       | Agency Debentures and Agency Strips |
| 3.315 FHLB 35 Y          | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11981429.70       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-02-25      | 0.6600%  | 0.0000% | $2000000.00        | $1982432.00        | Agency Debentures and Agency Strips |
| 2.98 FHLB 25 YQ          | 2025-12-03      | 2.9800%  | 0.0000% | $1310000.00        | $1325038.95        | Agency Debentures and Agency Strips |
| 3.80 FHLB 35 R           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11624252.63       | Agency Debentures and Agency Strips |
| 5.00 FHLB 39 BQ          | 2039-03-11      | 5.0000%  | 0.0000% | $58935000.00       | $61438172.45       | Agency Debentures and Agency Strips |
| FNMS 06.000 CLMA5647     | 2055-03-01      | 6.0000%  | 0.0000% | $1837467.00        | $1679264.32        | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX H2AN3800     | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2480002.98        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBW4951     | 2053-02-01      | 5.0000%  | 0.0000% | $14182467.00       | $10359674.83       | Agency Mortgage-Backed Securities   |
| FHDN 01/02/26            | 2026-01-02      | 0.0000%  | 0.0000% | $2299000.00        | $2284477.22        | Agency Debentures and Agency Strips |
| 4.875 FHLB 31 SV         | 2031-09-12      | 4.8750%  | 0.0000% | $15825000.00       | $16775456.09       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1963826.71        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-09-08      | 4.0000%  | 0.0000% | $6716000.00        | $6406492.39        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2025-12-19      | 4.2500%  | 0.0000% | $227000.00         | $230647.06         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-09-27      | 2.4000%  | 0.0000% | $721000.00         | $627216.41         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-04-24      | 2.1250%  | 0.0000% | $400000.00         | $396868.08         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-08-11      | 3.4600%  | 0.0000% | $6786000.00        | $6312214.30        | Agency Debentures and Agency Strips |
| FNMS 06.000 CLCB9008     | 2054-08-01      | 6.0000%  | 0.0000% | $200811352.00      | $185917431.94      | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRQ0056     | 2055-10-01      | 5.5000%  | 0.0000% | $9928344.00        | $10041003.46       | Agency Mortgage-Backed Securities   |
| FKAR 05.250 WAWA4853     | 2055-05-01      | 5.2500%  | 0.0000% | $6294110.00        | $6213039.91        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCB6510     | 2053-06-01      | 4.5000%  | 0.0000% | $35790860.00       | $29739592.17       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDC7035     | 2054-12-01      | 6.0000%  | 0.0000% | $2158976.00        | $1969458.88        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCA7778     | 2050-11-01      | 4.5000%  | 0.0000% | $5333505.00        | $2475000.11        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $488293.34         | Agency Debentures and Agency Strips |
| TVIN 03/15/33            | 2033-03-15      | 0.0000%  | 0.0000% | $2535000.00        | $1856000.25        | Agency Debentures and Agency Strips |
| TVIN 03/15/36            | 2036-03-15      | 0.0000%  | 0.0000% | $4954000.00        | $3084999.47        | Agency Debentures and Agency Strips |
| FNMS 05.500 CLMA5822     | 2055-09-01      | 5.5000%  | 0.0000% | $19953650.00       | $20017458.32       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLFS4522     | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $180338.48         | Agency Mortgage-Backed Securities   |
| FKAR 04.500 WAWA4852     | 2042-04-01      | 4.5000%  | 0.0000% | $4000000.00        | $3823150.70        | Agency Mortgage-Backed Securities   |
| 4.250 TVBD 52 A          | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $4122546.64        | Agency Debentures and Agency Strips |
| TVIN 06/15/32            | 2032-06-15      | 0.0000%  | 0.0000% | $662000.00         | $499978.81         | Agency Debentures and Agency Strips |
| TVIN 12/15/31            | 2031-12-15      | 0.0000%  | 0.0000% | $421000.00         | $324967.79         | Agency Debentures and Agency Strips |
| 6.750 TVBD GB 25 E       | 2025-11-01      | 6.7500%  | 0.0000% | $34000.00          | $35135.80          | Agency Debentures and Agency Strips |

### Security 688: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C66K5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1C66K5
- **C.18 - Value (incl. sponsor support):** $889000000.00
- **C.18.a - Value (excl. sponsor support):** $889000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $51602100.00       | $51664538.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1006.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $120993900.00      | $120220868.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $123383900.00      | $115700264.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $100001000.00      | $101271409.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $136534900.00      | $135956351.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $80800800.00       | $106014202.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $3258900.00        | $3258374.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $137847200.00      | $138041564.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $135815000.00      | $135354996.81      | U.S. Treasuries (including strips) |

### Security 689: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C68K3, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1C68K3
- **C.18 - Value (incl. sponsor support):** $699984502.00
- **C.18.a - Value (excl. sponsor support):** $699984502.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55 | 2055-03-01      | 5.9000%  | 0.0000% | $6476000.00        | $6444483.47        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-06-15      | 5.2500%  | 0.0000% | $3800000.00        | $3621108.67        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1MTG BD 36       | 2036-02-01      | 5.6250%  | 0.0000% | $4119000.00        | $4235866.33        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2008A 38 | 2038-02-01      | 5.9500%  | 0.0000% | $8222000.00        | $8564240.75        | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 29  | 2029-12-01      | 4.6250%  | 0.0000% | $7000000.00        | $7078195.83        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 33   | 2033-10-15      | 6.9500%  | 0.0000% | $5000000.00        | $5583694.44        | Corporate Debt Securities |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35  | 2035-09-23      | 5.0000%  | 0.0000% | $7040000.00        | $6948323.56        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.6%32 | 2032-06-01      | 5.6000%  | 0.0000% | $6111000.00        | $6583950.66        | Corporate Debt Securities |
| CITADEL FINANCE LLC            SR 144A NT5.9%30 | 2030-02-10      | 5.9000%  | 0.0000% | $3176000.00        | $3252398.68        | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 37    | 2037-03-15      | 6.4500%  | 0.0000% | $4500000.00        | $5054407.50        | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT3.6%51 | 2051-06-15      | 3.6000%  | 0.0000% | $460000.00         | $306258.80         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $110000.00         | $102851.65         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $90000.00          | $89491.20          | Corporate Debt Securities |
| ATHENE GLOBAL FDG              FLT 144A NT 28   | 2028-03-06      | 5.2257%  | 0.0000% | $2295000.00        | $2314675.19        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 40    | 2040-02-21      | 3.1500%  | 0.0000% | $810000.00         | $648004.05         | Corporate Debt Securities |
| CNO FINL GROUP INC             SR GLBL NT 34    | 2034-06-15      | 6.4500%  | 0.0000% | $1667000.00        | $1810173.07        | Corporate Debt Securities |
| CAIXABANK S A                  SNR NPF 144A 35  | 2035-06-15      | 6.0370%  | 0.0000% | $4725000.00        | $5145944.34        | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL FL NT 26 | 2026-08-06      | 5.0098%  | 0.0000% | $1600000.00        | $1623195.92        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 29    | 2029-08-15      | 3.2500%  | 0.0000% | $133000.00         | $128829.27         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 31 | 2031-09-11      | 5.4388%  | 0.0000% | $4900000.00        | $4960394.88        | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR GLBL NT 31    | 2031-03-15      | 1.9500%  | 0.0000% | $7095000.00        | $6306331.63        | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT3.1%51 | 2051-12-01      | 3.1000%  | 0.0000% | $14085000.00       | $9355405.68        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $2000.00           | $1483.63           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.375%012247  | 2047-01-22      | 4.3750%  | 0.0000% | $9321000.00        | $8340908.50        | Corporate Debt Securities |
| KBC GROUP NV                   FR 4.454%092331  | 2031-09-23      | 4.4540%  | 0.0000% | $4385000.00        | $4383279.86        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 35    | 2035-11-01      | 6.0500%  | 0.0000% | $2000.00           | $2206.77           | Corporate Debt Securities |
| WRKCO INC                      3.9%28           | 2028-06-01      | 3.9000%  | 0.0000% | $5333000.00        | $5371450.93        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-10-21      | 1.9480%  | 0.0000% | $7000000.00        | $6850627.78        | Corporate Debt Securities |
| NRG ENERGY INC                 SR SEC GLBL 29   | 2029-06-15      | 4.4500%  | 0.0000% | $9110000.00        | $9203023.22        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.8%55 | 2055-01-15      | 5.8000%  | 0.0000% | $6507000.00        | $6478029.39        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 34    | 2034-11-01      | 5.0500%  | 0.0000% | $5845000.00        | $5930863.05        | Corporate Debt Securities |
| NEWS CORP NEW                  SR GLBL 144A 32  | 2032-02-15      | 5.1250%  | 0.0000% | $5000000.00        | $5009097.22        | Corporate Debt Securities |
| PHILLIPS 66 CO                 GLBL NT 3.15%29  | 2029-12-15      | 3.1500%  | 0.0000% | $5316000.00        | $5148014.40        | Corporate Debt Securities |
| QUEST DIAGNOSTICS INC          SR GLBL NT2.8%31 | 2031-06-30      | 2.8000%  | 0.0000% | $4128000.00        | $3837154.88        | Corporate Debt Securities |
| CARLISLE COS INC               SR GLBL NT 40    | 2040-09-15      | 5.5500%  | 0.0000% | $3721000.00        | $3820707.30        | Corporate Debt Securities |
| AKER BP ASA                    SR GLBL 144A 54  | 2054-10-01      | 5.8000%  | 0.0000% | $418000.00         | $393042.15         | Corporate Debt Securities |
| ANALOG DEVICES INC             SR GLBL NT4.5%30 | 2030-06-15      | 4.5000%  | 0.0000% | $4975000.00        | $5132583.12        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT 4%30  | 2030-05-15      | 4.0000%  | 0.0000% | $2187000.00        | $2242243.62        | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR GLBL NT 50    | 2050-06-30      | 4.3750%  | 0.0000% | $6455000.00        | $5589986.97        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 51    | 2051-06-15      | 4.6630%  | 0.0000% | $8000.00           | $7185.25           | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 030525-030328 | 2028-03-03      | 5.1026%  | 0.0000% | $2080000.00        | $2099387.91        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 27    | 2027-03-25      | 4.9500%  | 0.0000% | $5477000.00        | $5546722.21        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT5.2%32 | 2032-04-15      | 5.2000%  | 0.0000% | $6454000.00        | $6739144.89        | Corporate Debt Securities |
| SANTANDER UK PLC               EXTND SR GLBL 27 | 2027-06-12      | 3.2130%  | 0.0000% | $2400000.00        | $2418039.60        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT5.3%34 | 2034-02-15      | 5.3000%  | 0.0000% | $1345000.00        | $1378156.49        | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 4.35%47  | 2047-04-15      | 4.3500%  | 0.0000% | $995000.00         | $861693.22         | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 4.6%34   | 2034-08-14      | 4.6000%  | 0.0000% | $1883000.00        | $1913671.98        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.484%091636  | 2036-09-16      | 2.4840%  | 0.0000% | $4000000.00        | $3504460.00        | Corporate Debt Securities |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55    | 2055-02-26      | 4.6250%  | 0.0000% | $1508000.00        | $1204171.51        | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT 47    | 2047-10-15      | 4.0300%  | 0.0000% | $9151000.00        | $7549310.64        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR NT 7%40       | 2040-06-15      | 7.0000%  | 0.0000% | $4912000.00        | $5702657.35        | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31 | 2031-03-15      | 1.5000%  | 0.0000% | $6652000.00        | $5793404.19        | Corporate Debt Securities |
| SEMPRA                         SR GLBL NT 4%48  | 2048-02-01      | 4.0000%  | 0.0000% | $5187000.00        | $4090312.59        | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 35    | 2035-07-15      | 6.7500%  | 0.0000% | $9000000.00        | $9447682.50        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | 0.0000% | $2221000.00        | $2247407.69        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 36 | 2036-05-02      | 6.5000%  | 0.0000% | $5695000.00        | $6339439.87        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 67    | 2067-04-20      | 6.1861%  | 0.0000% | $10137000.00       | $8371440.55        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 34    | 2034-02-13      | 5.2500%  | 0.0000% | $3634000.00        | $3796930.39        | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR GLBL NT 53    | 2053-05-15      | 5.1500%  | 0.0000% | $5790000.00        | $5704118.22        | Corporate Debt Securities |
| EMD FINANCE LLC                SR 144A NT 5%35  | 2035-10-15      | 5.0000%  | 0.0000% | $5000000.00        | $5037661.11        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46 | 2046-07-15      | 8.3500%  | 0.0000% | $6885000.00        | $9149587.43        | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT7.5%32 | 2032-10-14      | 7.5000%  | 0.0000% | $4519000.00        | $5232339.21        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-02-15      | 5.7500%  | 0.0000% | $423000.00         | $448815.22         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $2133000.00        | $2395426.55        | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT 27    | 2027-09-01      | 3.6500%  | 0.0000% | $5252000.00        | $5226335.23        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 5%50  | 2050-05-15      | 5.0000%  | 0.0000% | $500000.00         | $438802.78         | Corporate Debt Securities |
| DOLLAR GEN CORP                SR GLBL NT 50    | 2050-04-03      | 4.1250%  | 0.0000% | $4500000.00        | $3599677.50        | Corporate Debt Securities |
| EVERSOURCE ENERGY              SR GLBL -R NT 30 | 2030-08-15      | 1.6500%  | 0.0000% | $7700000.00        | $6804746.67        | Corporate Debt Securities |
| DUPONT DE NEMOURS INC          SR 144A NT 38    | 2038-11-15      | 5.3190%  | 0.0000% | $509000.00         | $551881.47         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL34 | 2034-05-01      | 6.5280%  | 0.0000% | $5026000.00        | $5742255.26        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%51 | 2051-03-15      | 3.4000%  | 0.0000% | $9647000.00        | $6834749.44        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $4938000.00        | $5843332.92        | Corporate Debt Securities |
| BARCLAYS BANK PLC              FR 5.1%022627    | 2027-02-26      | 5.1000%  | 0.0000% | $70000.00          | $70150.27          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.587%042027  | 2027-04-20      | 4.5870%  | 0.0000% | $503000.00         | $504746.21         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 32    | 2032-01-29      | 5.6310%  | 0.0000% | $750000.00         | $796207.75         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50 | 2050-06-01      | 5.5000%  | 0.0000% | $5032000.00        | $4930387.15        | Corporate Debt Securities |
| KEURIG DR PEPPER INC           SR GLBL NT4.6%30 | 2030-05-15      | 4.6000%  | 0.0000% | $6791000.00        | $6959069.70        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $3510000.00        | $3748605.90        | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DB5.6%55 | 2055-10-01      | 5.6000%  | 0.0000% | $219000.00         | $218668.82         | Corporate Debt Securities |
| UBS GROUP AG                   GLBL COCO 33     | 2033-02-11      | 2.7460%  | 0.0000% | $10000000.00       | $9014859.44        | Corporate Debt Securities |
| NETAPP INC                     SR GLBL NT2.7%30 | 2030-06-22      | 2.7000%  | 0.0000% | $5343000.00        | $5009890.67        | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33    | 2033-06-05      | 5.7500%  | 0.0000% | $4700000.00        | $5026789.69        | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL REGS 26  | 2026-04-03      | 1.1620%  | 0.0000% | $6200000.00        | $6126167.30        | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 27    | 2027-05-04      | 3.1250%  | 0.0000% | $180000.00         | $180306.82         | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT 37    | 2037-06-15      | 6.6250%  | 0.0000% | $4385000.00        | $4972931.06        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 5.55%45  | 2045-11-01      | 5.5500%  | 0.0000% | $7280000.00        | $7233438.33        | Corporate Debt Securities |
| AES CORP                       SR GLBL NT5.8%32 | 2032-03-15      | 5.8000%  | 0.0000% | $6477000.00        | $6670863.81        | Corporate Debt Securities |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 55    | 2055-09-15      | 6.0770%  | 0.0000% | $5000000.00        | $5240245.42        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 55    | 2055-09-15      | 3.5500%  | 0.0000% | $8244000.00        | $5725755.70        | Corporate Debt Securities |
| BRUNSWICK CORP                 SR GLBL NT2.4%31 | 2031-08-18      | 2.4000%  | 0.0000% | $7264000.00        | $6352561.71        | Corporate Debt Securities |
| PIONEER NAT RES CO             SR GLBL NT1.9%30 | 2030-08-15      | 1.9000%  | 0.0000% | $161000.00         | $145743.82         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36    | 2036-07-21      | 5.3730%  | 0.0000% | $6774000.00        | $7080896.07        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.4%44 | 2044-09-01      | 5.4000%  | 0.0000% | $710000.00         | $687819.60         | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 31    | 2031-06-01      | 5.2500%  | 0.0000% | $24000.00          | $25504.68          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT4.5%38 | 2038-04-15      | 4.5000%  | 0.0000% | $20000.00          | $18221.00          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $11056000.00       | $10057242.42       | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.6%31 | 2031-06-18      | 5.6000%  | 0.0000% | $10021000.00       | $10637981.84       | Corporate Debt Securities |
| FIDELITY NATL FINL INC         SR GLBL NT4.5%28 | 2028-08-15      | 4.5000%  | 0.0000% | $5200000.00        | $5269732.00        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35 | 2035-09-05      | 5.6000%  | 0.0000% | $5403000.00        | $5433532.95        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $6038000.00        | $6352056.51        | Corporate Debt Securities |
| CANADIAN NAT RES LTD MED TERM  FR 4.95%060147   | 2047-06-01      | 4.9500%  | 0.0000% | $385000.00         | $350325.94         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          GLBL NT 2.618%32 | 2032-11-02      | 2.6180%  | 0.0000% | $4141000.00        | $3736330.21        | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT 50    | 2050-04-24      | 3.1250%  | 0.0000% | $515000.00         | $347304.48         | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 40    | 2040-04-30      | 6.2200%  | 0.0000% | $10644000.00       | $11775563.64       | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 56 | 2056-01-31      | 6.5000%  | 0.0000% | $5000000.00        | $5253900.00        | Corporate Debt Securities |
| ALTRIA GROUP INC               CR SEN SR GLBL39 | 2039-02-06      | 10.2000% | 0.0000% | $2540000.00        | $3633376.87        | Corporate Debt Securities |
| AIR LEASE CORP                 FR 5.2%071531    | 2031-07-15      | 5.2000%  | 0.0000% | $1766000.00        | $1826275.54        | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.9%39 | 2039-02-15      | 5.9000%  | 0.0000% | $1310000.00        | $1440928.68        | Corporate Debt Securities |
| CONAGRA BRANDS INC             SR GLBL NT5.3%38 | 2038-11-01      | 5.3000%  | 0.0000% | $9250000.00        | $9168970.00        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 51    | 2051-09-23      | 3.3750%  | 0.0000% | $10000000.00       | $6990025.00        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $5000.00           | $4018.57           | Corporate Debt Securities |
| WESTPAC BKG CORP               GLBL NT 2.15%31  | 2031-06-03      | 2.1500%  | 0.0000% | $2313000.00        | $2107071.68        | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 37    | 2037-09-15      | 6.5000%  | 0.0000% | $5000000.00        | $5514275.00        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 55    | 2055-09-26      | 5.9500%  | 0.0000% | $16685000.00       | $16152660.44       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 30    | 2030-04-01      | 2.9500%  | 0.0000% | $2474000.00        | $2322760.26        | Corporate Debt Securities |
| RTX CORPORATION                4.125%28         | 2028-11-16      | 4.1250%  | 0.0000% | $351000.00         | $357951.99         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 27    | 2027-03-16      | 4.1250%  | 0.0000% | $4985000.00        | $5014592.21        | Corporate Debt Securities |
| TOYOTA MTR CR CORP             VR 032124-031927 | 2027-03-19      | 4.9044%  | 0.0000% | $1471000.00        | $1485306.70        | Corporate Debt Securities |
| NONGHYUP BANK                  VR 072224-072227 | 2027-07-22      | 5.1216%  | 0.0000% | $1620000.00        | $1629825.59        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $6000000.00        | $4039145.00        | Corporate Debt Securities |
| HARLEY DAVIDSON FINL SVCS INC  SR 144A NT 29    | 2029-06-11      | 5.9500%  | 0.0000% | $7800000.00        | $8314323.33        | Corporate Debt Securities |
| AUTONATION INC                 SR GLBL NT 35    | 2035-03-15      | 5.8900%  | 0.0000% | $2989000.00        | $3115931.21        | Corporate Debt Securities |
| BARCLAYS PLC                   LW TIER II GLBL  | 2042-03-10      | 3.8110%  | 0.0000% | $6600000.00        | $5355194.17        | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 55     | 2055-03-12      | 6.0360%  | 0.0000% | $4868000.00        | $5267847.78        | Corporate Debt Securities |
| BANK AMERICA CORP              FXD/FLT SR NT 48 | 2048-01-20      | 4.4430%  | 0.0000% | $9255000.00        | $8296136.50        | Corporate Debt Securities |
| DELL INC                       6.5%38           | 2038-04-15      | 6.5000%  | 0.0000% | $5000.00           | $5493.99           | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 54    | 2054-03-15      | 5.7500%  | 0.0000% | $4200000.00        | $4306332.33        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            2014A BD5.267%64 | 2064-11-01      | 5.2670%  | 0.0000% | $7224000.00        | $6806705.64        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $5532000.00        | $6072236.68        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $8022000.00        | $8637581.54        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.5%38 | 2038-04-15      | 6.5000%  | 0.0000% | $3311000.00        | $3569320.54        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 5%33  | 2033-03-01      | 5.0000%  | 0.0000% | $6278000.00        | $6345195.53        | Corporate Debt Securities |
| GENERAL MILLS INC              GLBL NT 4.7%27   | 2027-01-30      | 4.7000%  | 0.0000% | $1569000.00        | $1599360.15        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-04-04      | 5.9500%  | 0.0000% | $4916000.00        | $5172480.01        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-01-27      | 1.9920%  | 0.0000% | $1957000.00        | $1740773.68        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.7%56 | 2056-01-15      | 5.7000%  | 0.0000% | $2000000.00        | $2001946.67        | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.75%34  | 2034-01-15      | 5.7500%  | 0.0000% | $5000000.00        | $5392252.78        | Corporate Debt Securities |
| NONGHYUP BANK                  FR 1.25%072826   | 2026-07-28      | 1.2500%  | 0.0000% | $1500000.00        | $1472616.67        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL30 | 2030-02-01      | 4.0500%  | 0.0000% | $5076000.00        | $5007956.22        | Corporate Debt Securities |
| OVINTIV INC                    GLBL NT 7.1%53   | 2053-07-15      | 7.1000%  | 0.0000% | $5000000.00        | $5470477.78        | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 144A 25  | 2025-12-15      | 4.7500%  | 0.0000% | $9600000.00        | $9767946.67        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3.35%030233   | 2033-03-02      | 3.3500%  | 0.0000% | $18557000.00       | $17420017.76       | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 5%34  | 2034-10-15      | 5.0000%  | 0.0000% | $6600000.00        | $6573350.67        | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2079-12-31      | 6.8211%  | 0.0000% | $20000.00          | $20016.80          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.734%072227  | 2027-07-22      | 1.7340%  | 0.0000% | $10000000.00       | $9867485.00        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 35    | 2035-08-15      | 5.6250%  | 0.0000% | $3963000.00        | $4171394.35        | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $50000.00          | $52635.12          | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 45    | 2045-08-17      | 5.2500%  | 0.0000% | $6218000.00        | $6117429.03        | Corporate Debt Securities |
| BPCE                           FR 5.389%052831  | 2031-05-28      | 5.3890%  | 0.0000% | $3898000.00        | $4087807.48        | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $6734000.00        | $5987932.66        | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 30    | 2030-05-12      | 4.8750%  | 0.0000% | $4951000.00        | $5127453.64        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      SR NT 4.625%34   | 2034-03-01      | 4.6250%  | 0.0000% | $3805000.00        | $3748533.27        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $3988000.00        | $4317142.93        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $9637000.00        | $6648534.18        | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 31 | 2031-03-03      | 2.2000%  | 0.0000% | $6583000.00        | $5921240.27        | Corporate Debt Securities |
| MICROSOFT CORP                 GLBL NT 2.525%50 | 2050-06-01      | 2.5250%  | 0.0000% | $292000.00         | $188454.12         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 53    | 2053-09-01      | 6.6250%  | 0.0000% | $9407000.00        | $10030229.43       | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 35    | 2035-07-15      | 5.3500%  | 0.0000% | $1014000.00        | $1055886.09        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 40    | 2040-07-15      | 5.3750%  | 0.0000% | $150000.00         | $146391.96         | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT 5%34  | 2034-08-19      | 5.0000%  | 0.0000% | $5500000.00        | $5608405.00        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $5915000.00        | $4071626.40        | Corporate Debt Securities |
| INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT2.3%30 | 2030-11-01      | 2.3000%  | 0.0000% | $7774000.00        | $7069442.38        | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -N NT 48 | 2048-08-15      | 4.2500%  | 0.0000% | $7305000.00        | $6070617.33        | Corporate Debt Securities |

### Security 690: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.010000%
- **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: ARP1C68L1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C68L1
- **C.18 - Value (incl. sponsor support):** $2435000000.00
- **C.18.a - Value (excl. sponsor support):** $2435000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLCC0410 | 2055-05-01      | 6.5000%  | 0.0000% | $12309851.00       | $12544962.19       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB8782 | 2039-06-01      | 6.0000%  | 0.0000% | $3927533.00        | $2899978.23        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  | 0.0000% | $59462.00          | $39728.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX0959 | 2052-10-01      | 3.0000%  | 0.0000% | $678147.00         | $566825.60         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3505 | 2055-03-01      | 6.5000%  | 0.0000% | $1236406.00        | $1298483.89        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4076 | 2035-07-01      | 3.0000%  | 0.0000% | $550000.00         | $129912.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3286 | 2055-02-01      | 5.5000%  | 0.0000% | $2463170.00        | $2390711.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  | 0.0000% | $147225070.00      | $142545742.95      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5794 | 2055-04-01      | 6.5000%  | 0.0000% | $1362300.00        | $1435431.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5826 | 2040-09-01      | 3.5000%  | 0.0000% | $2180929.00        | $2093989.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5707 | 2045-05-01      | 6.0000%  | 0.0000% | $1045408.00        | $1017315.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2872 | 2055-03-01      | 6.0000%  | 0.0000% | $1980838.00        | $1797549.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2576 | 2055-02-01      | 6.0000%  | 0.0000% | $2068728.00        | $2131253.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5575 | 2039-11-01      | 3.5000%  | 0.0000% | $15114574.00       | $13096800.04       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  | 0.0000% | $67978909.00       | $64746901.66       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  | 0.0000% | $22000.00          | $17578.04          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL890101 | 2039-02-01      | 6.0000%  | 0.0000% | $2080000.00        | $32738.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB3467 | 2035-02-01      | 4.5000%  | 0.0000% | $1000000.00        | $21256.89          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ9786 | 2042-12-01      | 3.5000%  | 0.0000% | $1253505.00        | $148070.06         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4736 | 2053-05-01      | 6.5000%  | 0.0000% | $3705000.00        | $2610214.30        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $5000.00           | $4016.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  | 0.0000% | $570000.00         | $21376.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL928292 | 2037-05-01      | 5.5000%  | 0.0000% | $3175000.00        | $34270.60          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0007 | 2055-02-01      | 6.5000%  | 0.0000% | $61411705.00       | $58146912.30       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP7363 | 2042-10-01      | 4.0000%  | 0.0000% | $100000.00         | $12279.21          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9995 | 2054-09-01      | 6.5000%  | 0.0000% | $11495312.00       | $10037214.35       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9848 | 2051-09-01      | 3.0000%  | 0.0000% | $20715954.00       | $17119640.81       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  | 0.0000% | $945000.00         | $848807.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256687 | 2037-03-01      | 5.5000%  | 0.0000% | $6250000.00        | $19200.55          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $18401342.00       | $5904166.22        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2369 | 2052-09-01      | 4.5000%  | 0.0000% | $22057078.00       | $21429184.78       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2339 | 2048-09-01      | 4.5000%  | 0.0000% | $123583786.00      | $26352819.36       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3503 | 2049-05-01      | 4.0000%  | 0.0000% | $85000.00          | $8376.50           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2311 | 2051-12-01      | 2.0000%  | 0.0000% | $921778.00         | $528259.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  | 0.0000% | $20000000.00       | $5129895.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA7403 | 2050-10-01      | 4.0000%  | 0.0000% | $18193807.00       | $7917946.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  | 0.0000% | $255000.00         | $125640.94         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3996 | 2052-06-01      | 3.0000%  | 0.0000% | $117077.00         | $84537.40          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  | 0.0000% | $109247138.00      | $23086296.51       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4108 | 2049-09-01      | 3.0000%  | 0.0000% | $2642514.00        | $955117.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9009 | 2054-09-01      | 5.5000%  | 0.0000% | $707000.00         | $655806.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4527 | 2053-04-01      | 5.5000%  | 0.0000% | $1310000.00        | $1015270.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0767 | 2040-03-01      | 6.0000%  | 0.0000% | $28725590.00       | $26547451.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3635 | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $13055.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL254982 | 2033-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $10456.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1802 | 2055-06-01      | 5.5000%  | 0.0000% | $7500000.00        | $7529015.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3866 | 2055-11-01      | 5.5000%  | 0.0000% | $4516494.00        | $4628612.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4638 | 2048-03-01      | 3.5000%  | 0.0000% | $50000.00          | $6279.08           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $10000.00          | $7066.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2057 | 2048-07-01      | 4.5000%  | 0.0000% | $4517316.00        | $362646.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5240 | 2053-06-01      | 5.5000%  | 0.0000% | $2051550.00        | $2016333.77        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3385 | 2049-04-01      | 4.0000%  | 0.0000% | $68412783.00       | $20653741.59       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2399625.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9324 | 2051-05-01      | 2.5000%  | 0.0000% | $290024.00         | $196046.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ3024 | 2047-11-01      | 4.0000%  | 0.0000% | $5090811.00        | $976925.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4129 | 2055-11-01      | 5.5000%  | 0.0000% | $4816296.00        | $4897428.11        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6089 | 2048-02-01      | 4.0000%  | 0.0000% | $1047551.00        | $161314.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0603 | 2055-09-01      | 6.0000%  | 0.0000% | $2098271.00        | $2183095.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1163 | 2055-09-01      | 5.5000%  | 0.0000% | $3061045.00        | $3094036.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8463 | 2054-12-01      | 5.5000%  | 0.0000% | $1413553.00        | $1394663.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8486 | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $102636.51         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9089 | 2055-06-01      | 5.0000%  | 0.0000% | $2788888.00        | $2787106.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3745 | 2055-02-01      | 6.0000%  | 0.0000% | $1187475.00        | $1228516.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0161 | 2055-09-01      | 6.0000%  | 0.0000% | $6398440.00        | $6643943.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0616 | 2055-09-01      | 6.5000%  | 0.0000% | $1318419.00        | $1385992.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4360 | 2055-11-01      | 5.5000%  | 0.0000% | $12025000.00       | $12242704.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1766 | 2055-10-01      | 5.5000%  | 0.0000% | $16665840.00       | $17040477.78       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0941 | 2040-10-01      | 5.0000%  | 0.0000% | $1010573.00        | $1023705.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1031 | 2055-09-01      | 6.0000%  | 0.0000% | $1235011.00        | $1225297.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9655 | 2054-08-01      | 6.5000%  | 0.0000% | $1874611.00        | $1733488.77        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7735 | 2054-01-01      | 7.5000%  | 0.0000% | $3753478.00        | $2174458.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1116 | 2054-09-01      | 6.0000%  | 0.0000% | $2720932.00        | $2082975.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7737 | 2054-12-01      | 5.0000%  | 0.0000% | $1545128.00        | $1252639.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3853 | 2053-12-01      | 6.5000%  | 0.0000% | $326949.00         | $139417.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6595 | 2054-11-01      | 5.5000%  | 0.0000% | $1139187.00        | $988597.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7705 | 2054-12-01      | 5.5000%  | 0.0000% | $5215880.00        | $5255188.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL8733 | 2046-06-01      | 3.0000%  | 0.0000% | $2210000.00        | $489374.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190299 | 2028-05-01      | 6.5000%  | 0.0000% | $16113975.00       | $3100.55           | Agency Mortgage-Backed Securities |
| FNMS 05.000 ZT310122 | 2028-06-01      | 5.0000%  | 0.0000% | $203607.00         | $3246.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL6741 | 2026-09-01      | 5.0000%  | 0.0000% | $30823526.00       | $3335.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL256515 | 2036-11-01      | 6.5000%  | 0.0000% | $500000.00         | $4787.07           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8831 | 2041-08-01      | 4.5000%  | 0.0000% | $30000.00          | $2108.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  | 0.0000% | $6778.00           | $5807.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4022 | 2054-05-01      | 6.5000%  | 0.0000% | $2433090.00        | $1491804.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1941 | 2054-09-01      | 5.5000%  | 0.0000% | $1266250.00        | $1135927.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $1423000.00        | $10852.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $878075.00         | $20456.83          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5305 | 2053-12-01      | 7.5000%  | 0.0000% | $1445720.00        | $1227418.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ1607 | 2032-11-01      | 3.5000%  | 0.0000% | $3035000.00        | $284383.21         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3325 | 2054-09-01      | 5.0000%  | 0.0000% | $2037953.00        | $2008329.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAJ2889 | 2026-09-01      | 4.0000%  | 0.0000% | $4505472.00        | $56433.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDB6516 | 2039-08-01      | 5.5000%  | 0.0000% | $1336074.00        | $1088074.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5708 | 2054-11-01      | 4.5000%  | 0.0000% | $796356.00         | $773518.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8309 | 2055-01-01      | 5.5000%  | 0.0000% | $2108384.00        | $2124202.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1052 | 2054-09-01      | 5.0000%  | 0.0000% | $2411000.00        | $1953692.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC1020 | 2039-09-01      | 6.0000%  | 0.0000% | $1053462.00        | $873441.22         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL826865 | 2030-08-01      | 5.5000%  | 0.0000% | $1000000.00        | $33307.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB6257 | 2039-07-01      | 5.0000%  | 0.0000% | $1079606.00        | $767976.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL849307 | 2036-02-01      | 5.5000%  | 0.0000% | $1043030.00        | $7440.64           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA8789 | 2036-02-01      | 2.0000%  | 0.0000% | $275000.00         | $133238.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0205 | 2053-05-01      | 5.5000%  | 0.0000% | $9750000.00        | $7506050.87        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2838 | 2052-02-01      | 2.0000%  | 0.0000% | $34972.00          | $22500.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1142 | 2051-07-01      | 3.0000%  | 0.0000% | $15000.00          | $9020.82           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3148 | 2047-11-01      | 4.5000%  | 0.0000% | $185000.00         | $40854.46          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1827 | 2055-10-01      | 5.5000%  | 0.0000% | $6274063.00        | $6371348.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0100 | 2055-09-01      | 5.5000%  | 0.0000% | $1773425.00        | $1817351.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9959 | 2055-09-01      | 5.5000%  | 0.0000% | $4029433.00        | $4107400.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0107 | 2056-06-01      | 4.5000%  | 0.0000% | $230000.00         | $56239.73          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8376 | 2053-09-01      | 6.5000%  | 0.0000% | $300000.00         | $214912.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT6754 | 2036-09-01      | 2.0000%  | 0.0000% | $13011593.00       | $7472040.45        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2802 | 2031-11-01      | 2.0000%  | 0.0000% | $151131.00         | $24442.34          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0566 | 2055-03-01      | 6.0000%  | 0.0000% | $2070232.00        | $2143370.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $146000.00         | $113782.59         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0534 | 2055-02-01      | 6.5000%  | 0.0000% | $1140053.00        | $1128915.43        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $2665271.00        | $2167087.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0059 | 2055-01-01      | 5.0000%  | 0.0000% | $117413.00         | $115875.53         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $6003862.00        | $5109813.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA2846 | 2046-12-01      | 3.5000%  | 0.0000% | $335452.00         | $33948.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA5196 | 2033-09-01      | 3.0000%  | 0.0000% | $1555245.00        | $999348.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2878 | 2047-01-01      | 3.5000%  | 0.0000% | $250400.00         | $80040.55          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3488 | 2055-03-01      | 6.5000%  | 0.0000% | $1299721.00        | $1133101.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD3795 | 2040-04-01      | 4.5000%  | 0.0000% | $550503.00         | $27667.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $1456296.00        | $1360785.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5864 | 2045-10-01      | 5.0000%  | 0.0000% | $34745995.00       | $34896745.06       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $191266571.00      | $173596645.65      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0204 | 2055-03-01      | 6.5000%  | 0.0000% | $1660519.00        | $1748390.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  | 0.0000% | $11745954.00       | $10607003.82       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  | 0.0000% | $1000.00           | $889.88            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888992 | 2037-11-01      | 6.5000%  | 0.0000% | $220000.00         | $1729.21           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0279 | 2055-04-01      | 6.5000%  | 0.0000% | $4989035.00        | $4912999.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0135 | 2055-03-01      | 6.5000%  | 0.0000% | $30131596.00       | $30480585.16       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $1743500.00        | $24335.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0004 | 2054-11-01      | 6.0000%  | 0.0000% | $22881802.00       | $21834022.54       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257126 | 2028-03-01      | 6.0000%  | 0.0000% | $1030000.00        | $5774.56           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1679 | 2052-02-01      | 4.0000%  | 0.0000% | $10891881.00       | $10128283.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0048 | 2053-09-01      | 5.5000%  | 0.0000% | $2480.00           | $2293.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0119 | 2049-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $15892333.82       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9851 | 2055-01-01      | 7.0000%  | 0.0000% | $8841990.00        | $6046871.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2120 | 2052-06-01      | 4.0000%  | 0.0000% | $3930000.00        | $2707198.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3994 | 2053-02-01      | 6.0000%  | 0.0000% | $5320000.00        | $3833602.49        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8796 | 2051-09-01      | 3.0000%  | 0.0000% | $55832132.00       | $33848350.10       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0292 | 2055-04-01      | 6.5000%  | 0.0000% | $34274301.00       | $29619958.20       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6611 | 2053-12-01      | 7.0000%  | 0.0000% | $1100000.00        | $616368.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS3849 | 2027-03-01      | 5.0000%  | 0.0000% | $971822.00         | $8137.78           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $2562950.00        | $294442.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0615 | 2047-10-01      | 4.0000%  | 0.0000% | $9813562.00        | $2675035.91        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2457 | 2048-10-01      | 4.0000%  | 0.0000% | $140000.00         | $25016.17          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6161 | 2053-07-01      | 5.5000%  | 0.0000% | $2971666.00        | $2475880.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $3780527.00        | $3229231.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB0933 | 2039-03-01      | 6.0000%  | 0.0000% | $1141760.00        | $1101918.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB3738 | 2041-10-01      | 3.5000%  | 0.0000% | $80000.00          | $3783.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $191000.00         | $23326.71          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735989 | 2035-02-01      | 5.5000%  | 0.0000% | $4733000.00        | $36732.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  | 0.0000% | $5622000.00        | $3744334.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2130 | 2029-11-01      | 3.5000%  | 0.0000% | $135000.00         | $10170.44          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  | 0.0000% | $335586.00         | $241053.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2670 | 2046-06-01      | 3.0000%  | 0.0000% | $7000.00           | $1059.25           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5178 | 2038-10-01      | 6.0000%  | 0.0000% | $105000.00         | $57238.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3932 | 2035-02-01      | 3.5000%  | 0.0000% | $327000.00         | $52122.01          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7940 | 2054-12-01      | 5.0000%  | 0.0000% | $2877619.00        | $2844140.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6699 | 2053-07-01      | 6.0000%  | 0.0000% | $6250000.00        | $5135292.83        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3831 | 2037-12-01      | 4.0000%  | 0.0000% | $1100000.00        | $606272.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1945.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6685 | 2053-11-01      | 5.5000%  | 0.0000% | $11690000.00       | $9957939.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4448 | 2044-12-01      | 4.0000%  | 0.0000% | $100000.00         | $74109.48          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS6945 | 2042-04-01      | 2.5000%  | 0.0000% | $1873000.00        | $1441490.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4610 | 2040-06-01      | 6.5000%  | 0.0000% | $100000.00         | $70296.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0853 | 2047-12-01      | 3.5000%  | 0.0000% | $18000.00          | $4735.22           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA2738 | 2033-11-01      | 3.5000%  | 0.0000% | $15000000.00       | $1836014.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5382 | 2039-04-01      | 3.5000%  | 0.0000% | $654656.00         | $491635.54         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  | 0.0000% | $36543670.00       | $21888715.46       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $212352.69         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5274 | 2054-02-01      | 7.0000%  | 0.0000% | $161000.00         | $78740.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $3954565.00        | $3635463.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $9000.00           | $4553.05           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $8000.00           | $3908.23           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $31000.00          | $22017.88          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0949 | 2041-02-01      | 4.0000%  | 0.0000% | $496000.00         | $24758.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $12608000.00       | $11081944.10       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4965 | 2038-03-01      | 4.0000%  | 0.0000% | $133931.00         | $89586.23          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2741 | 2034-02-01      | 4.0000%  | 0.0000% | $79000.00          | $9806.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5371 | 2050-08-01      | 3.0000%  | 0.0000% | $11292000.00       | $3357848.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2809 | 2055-10-01      | 5.0000%  | 0.0000% | $31841934.00       | $31725939.16       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2789 | 2049-07-01      | 4.0000%  | 0.0000% | $164000.00         | $29663.37          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM1196 | 2029-09-01      | 6.0000%  | 0.0000% | $4524541.00        | $180594.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4121 | 2052-07-01      | 4.0000%  | 0.0000% | $850000.00         | $653726.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | 0.0000% | $5000.00           | $718.22            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  | 0.0000% | $5000.00           | $1204.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBM6359 | 2050-02-01      | 3.5000%  | 0.0000% | $2215000.00        | $895101.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6411 | 2055-07-01      | 6.5000%  | 0.0000% | $3832240.00        | $4006260.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5063 | 2055-10-01      | 5.5000%  | 0.0000% | $1119738.00        | $1155292.29        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7680 | 2055-08-01      | 6.5000%  | 0.0000% | $2514017.00        | $1245675.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8940 | 2055-09-01      | 6.0000%  | 0.0000% | $4914804.00        | $5140738.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8486 | 2055-09-01      | 5.0000%  | 0.0000% | $5530496.00        | $5528037.19        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $56663.00          | $7833.27           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $958000.00         | $126337.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $23056000.00       | $14945971.49       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $41000.00          | $3146.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $126000.00         | $12801.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $4000.00           | $744.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ971839 | 2048-02-01      | 5.0000%  | 0.0000% | $3927343.00        | $157294.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5794 | 2053-03-01      | 5.0000%  | 0.0000% | $365741.00         | $335540.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  | 0.0000% | $50000.00          | $37521.32          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  | 0.0000% | $33000.00          | $28191.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $67000.00          | $52608.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6434 | 2053-06-01      | 5.0000%  | 0.0000% | $5800.00           | $5223.71           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4958 | 2052-10-01      | 4.0000%  | 0.0000% | $125743.00         | $102025.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1842 | 2034-06-01      | 3.5000%  | 0.0000% | $717000.00         | $56034.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM2574 | 2035-02-01      | 2.5000%  | 0.0000% | $143000.00         | $25368.93          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4639 | 2053-05-01      | 6.0000%  | 0.0000% | $10001000.00       | $7833938.67        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1062 | 2049-06-01      | 3.5000%  | 0.0000% | $950000.00         | $287669.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4745 | 2053-05-01      | 6.5000%  | 0.0000% | $210000.00         | $139657.63         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0273 | 2051-12-01      | 2.5000%  | 0.0000% | $100000.00         | $63138.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5316 | 2050-12-01      | 2.0000%  | 0.0000% | $250000.00         | $145220.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3049 | 2044-04-01      | 4.0000%  | 0.0000% | $4880000.00        | $1599594.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5658 | 2053-08-01      | 6.0000%  | 0.0000% | $38038571.00       | $29153225.14       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5299 | 2053-05-01      | 4.5000%  | 0.0000% | $18515514.00       | $15751802.13       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1995 | 2052-02-01      | 2.5000%  | 0.0000% | $68241.00          | $49238.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM1039 | 2039-04-01      | 3.5000%  | 0.0000% | $25000.00          | $4614.55           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL924041 | 2037-05-01      | 6.0000%  | 0.0000% | $12575729.00       | $82471.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAC4534 | 2033-12-01      | 6.0000%  | 0.0000% | $4775576.00        | $75943.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $115873136.00      | $2092867.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3593 | 2049-02-01      | 4.5000%  | 0.0000% | $7634043.00        | $499335.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3037 | 2055-10-01      | 5.5000%  | 0.0000% | $71523535.00       | $73346214.74       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $396000.00         | $39073.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3572 | 2049-09-01      | 4.5000%  | 0.0000% | $760000.00         | $195533.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2440 | 2054-12-01      | 6.0000%  | 0.0000% | $34488978.00       | $34756065.67       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8442 | 2028-02-01      | 2.0000%  | 0.0000% | $94283.00          | $3749.35           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1106 | 2052-04-01      | 4.0000%  | 0.0000% | $6285000.00        | $5726003.32        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  | 0.0000% | $226000.00         | $38116.53          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1149 | 2050-06-01      | 6.0000%  | 0.0000% | $1164709.00        | $1192356.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2132 | 2055-07-01      | 6.0000%  | 0.0000% | $1456586.00        | $1508446.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3140 | 2055-06-01      | 6.5000%  | 0.0000% | $2499990.00        | $2651331.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7132 | 2055-09-01      | 5.5000%  | 0.0000% | $2536951.00        | $2574092.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8209 | 2055-09-01      | 5.5000%  | 0.0000% | $12881009.00       | $13136176.83       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6085 | 2055-04-01      | 6.5000%  | 0.0000% | $660805.00         | $684679.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6344 | 2055-08-01      | 6.0000%  | 0.0000% | $2920763.00        | $3049872.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE5060 | 2055-09-01      | 5.0000%  | 0.0000% | $1717537.00        | $1715378.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6680 | 2055-07-01      | 5.5000%  | 0.0000% | $1377702.00        | $1424945.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0191 | 2055-04-01      | 6.0000%  | 0.0000% | $1784359.00        | $1869431.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8854 | 2055-09-01      | 6.0000%  | 0.0000% | $1409190.00        | $1478509.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9311 | 2055-09-01      | 5.5000%  | 0.0000% | $3388380.00        | $3468158.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7348 | 2055-04-01      | 6.0000%  | 0.0000% | $5308384.00        | $5244718.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9163 | 2055-05-01      | 6.5000%  | 0.0000% | $1211447.00        | $1282931.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9253 | 2039-12-01      | 5.0000%  | 0.0000% | $2386441.00        | $2089166.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7663 | 2055-08-01      | 5.0000%  | 0.0000% | $1479881.00        | $1488278.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5430 | 2055-01-01      | 6.0000%  | 0.0000% | $2666346.00        | $2339035.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  | 0.0000% | $7000.00           | $4673.27           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8988 | 2036-09-01      | 2.0000%  | 0.0000% | $590000.00         | $308859.11         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6013 | 2036-01-01      | 2.0000%  | 0.0000% | $475000.00         | $235901.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7936 | 2036-07-01      | 2.0000%  | 0.0000% | $56947.00          | $33215.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE7714 | 2040-11-01      | 3.5000%  | 0.0000% | $98000000.00       | $5599495.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE2265 | 2040-03-01      | 4.5000%  | 0.0000% | $57990.00          | $2272.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $17504.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $906.54            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE9746 | 2040-12-01      | 4.5000%  | 0.0000% | $29552.00          | $3171.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL7579 | 2042-02-01      | 5.5000%  | 0.0000% | $13000.00          | $1474.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4666 | 2054-01-01      | 6.0000%  | 0.0000% | $868563.00         | $666664.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1122 | 2054-06-01      | 5.5000%  | 0.0000% | $3471838.00        | $3341738.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAL9061 | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $6511.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725238 | 2034-03-01      | 5.0000%  | 0.0000% | $165000.00         | $1433.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $1264792.00        | $49414.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL793372 | 2034-09-01      | 5.5000%  | 0.0000% | $203241.00         | $1950.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4085 | 2053-12-01      | 6.0000%  | 0.0000% | $1379929.00        | $1116069.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3356 | 2054-06-01      | 5.5000%  | 0.0000% | $3508225.00        | $3383656.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6313 | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2369057.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  | 0.0000% | $450000.00         | $2092.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX1132 | 2052-11-01      | 4.5000%  | 0.0000% | $3116412.00        | $2410509.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW9876 | 2052-09-01      | 6.0000%  | 0.0000% | $2195598.00        | $1385511.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $8421000.00        | $7385316.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9346 | 2055-09-01      | 5.5000%  | 0.0000% | $6202961.00        | $6292298.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7837 | 2040-08-01      | 6.0000%  | 0.0000% | $1659909.00        | $1713233.21        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9806 | 2055-08-01      | 7.0000%  | 0.0000% | $642350.00         | $682236.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8938 | 2055-09-01      | 6.0000%  | 0.0000% | $1063937.00        | $1114504.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5952 | 2055-07-01      | 6.5000%  | 0.0000% | $2712370.00        | $2789878.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0334 | 2059-01-01      | 3.5000%  | 0.0000% | $1699999.00        | $565631.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8101 | 2055-09-01      | 5.5000%  | 0.0000% | $10063269.00       | $10241316.38       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0126 | 2056-07-01      | 3.5000%  | 0.0000% | $127063369.00      | $38559104.12       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3156 | 2055-06-01      | 6.5000%  | 0.0000% | $1358248.00        | $1424775.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2004 | 2055-07-01      | 6.5000%  | 0.0000% | $1013236.00        | $926702.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0039 | 2040-02-01      | 5.0000%  | 0.0000% | $3009674.00        | $2703117.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888276 | 2036-11-01      | 5.5000%  | 0.0000% | $2248683.00        | $19442.13          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890365 | 2041-07-01      | 5.5000%  | 0.0000% | $267000.00         | $3980.13           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  | 0.0000% | $66847301.00       | $27407633.94       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9137 | 2048-06-01      | 4.0000%  | 0.0000% | $15000.00          | $7551.53           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6598 | 2052-08-01      | 3.5000%  | 0.0000% | $12366103.00       | $9891906.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0051 | 2040-02-01      | 5.5000%  | 0.0000% | $4171393.00        | $3940008.96        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0593 | 2055-06-01      | 6.5000%  | 0.0000% | $64616063.00       | $67558340.90       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $139000.00         | $115692.35         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL0677 | 2041-07-01      | 5.0000%  | 0.0000% | $721000.00         | $45690.24          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0321 | 2045-04-01      | 5.5000%  | 0.0000% | $2004353.00        | $2044670.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8687 | 2054-06-01      | 5.5000%  | 0.0000% | $20000.00          | $17783.40          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8617 | 2054-03-01      | 6.5000%  | 0.0000% | $803892.00         | $546577.05         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7961 | 2054-05-01      | 5.5000%  | 0.0000% | $1530000.00        | $1335257.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8646 | 2054-05-01      | 5.5000%  | 0.0000% | $725000.00         | $611851.71         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9352 | 2054-10-01      | 6.5000%  | 0.0000% | $27981000.00       | $26312707.93       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257595 | 2029-03-01      | 5.0000%  | 0.0000% | $334671.00         | $1361.67           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8527 | 2054-05-01      | 5.0000%  | 0.0000% | $14409922.00       | $11340660.84       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH1165 | 2041-01-01      | 4.5000%  | 0.0000% | $572166.00         | $28170.98          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL609142 | 2031-03-01      | 7.0000%  | 0.0000% | $3051400.00        | $23188.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6918 | 2053-08-01      | 6.0000%  | 0.0000% | $28556353.00       | $21045675.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $50000000.00       | $43294905.54       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7333 | 2053-10-01      | 5.5000%  | 0.0000% | $24501.00          | $20831.51          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8151 | 2054-03-01      | 5.5000%  | 0.0000% | $450000.00         | $377760.90         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $15000.00          | $13433.19          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6018 | 2040-08-01      | 5.5000%  | 0.0000% | $1160606.00        | $1088842.38        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV9932 | 2052-06-01      | 2.5000%  | 0.0000% | $1003784.00        | $750032.81         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ5112 | 2050-11-01      | 2.0000%  | 0.0000% | $7650822.00        | $4080843.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV3533 | 2052-02-01      | 3.5000%  | 0.0000% | $41616.00          | $31072.10          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV7978 | 2037-08-01      | 4.5000%  | 0.0000% | $108000.00         | $68139.10          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $13000.00          | $7448.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9461 | 2052-11-01      | 5.5000%  | 0.0000% | $3627241.00        | $2993687.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $750000.00         | $554260.14         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBQ6743 | 2041-11-01      | 2.0000%  | 0.0000% | $1906766.00        | $1249142.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | 0.0000% | $3537628.00        | $1005672.62        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1485 | 2055-04-01      | 6.5000%  | 0.0000% | $2433760.00        | $2483684.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  | 0.0000% | $100000.00         | $32628.16          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0607 | 2055-09-01      | 6.0000%  | 0.0000% | $1561130.00        | $1619233.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE0087 | 2055-06-01      | 5.0000%  | 0.0000% | $11465657.00       | $11105518.32       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1904 | 2055-10-01      | 6.0000%  | 0.0000% | $1383488.00        | $1442111.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0735 | 2055-06-01      | 5.5000%  | 0.0000% | $1085351.00        | $1115346.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9468 | 2055-09-01      | 6.0000%  | 0.0000% | $2863636.00        | $2973375.38        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1320 | 2055-10-01      | 6.5000%  | 0.0000% | $1311902.00        | $1393189.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9753 | 2055-09-01      | 5.5000%  | 0.0000% | $1890322.00        | $1937895.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6103 | 2055-08-01      | 6.0000%  | 0.0000% | $43187653.00       | $42185736.39       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0151 | 2055-09-01      | 6.5000%  | 0.0000% | $1327406.00        | $1381523.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0654 | 2055-09-01      | 6.0000%  | 0.0000% | $1162654.00        | $1212082.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6125 | 2055-08-01      | 6.0000%  | 0.0000% | $1045216.00        | $1096473.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0710 | 2055-09-01      | 5.5000%  | 0.0000% | $5042244.00        | $5129950.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1949 | 2055-07-01      | 5.0000%  | 0.0000% | $3524324.00        | $3539825.81        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8115 | 2046-09-01      | 3.0000%  | 0.0000% | $142000.00         | $48174.26          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1910 | 2055-11-01      | 5.5000%  | 0.0000% | $2654999.00        | $2710773.45        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8793 | 2047-02-01      | 3.0000%  | 0.0000% | $109000.00         | $32939.70          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL735215 | 2034-10-01      | 7.0000%  | 0.0000% | $123001.00         | $1042.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8596 | 2043-06-01      | 3.5000%  | 0.0000% | $5000000.00        | $553876.06         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL667561 | 2032-10-01      | 7.5000%  | 0.0000% | $1766000.00        | $19067.04          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535423 | 2030-07-01      | 6.5000%  | 0.0000% | $75321229.00       | $41399.66          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX9215 | 2029-12-01      | 3.5000%  | 0.0000% | $249905.00         | $14544.95          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725704 | 2034-08-01      | 6.0000%  | 0.0000% | $150000.00         | $991.87            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $2353000.00        | $1701526.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4028 | 2035-05-01      | 3.5000%  | 0.0000% | $742000.00         | $156846.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $2350000.00        | $995363.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9857 | 2052-11-01      | 6.0000%  | 0.0000% | $28347629.00       | $25770252.94       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL822472 | 2035-05-01      | 5.5000%  | 0.0000% | $65000.00          | $1402.92           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3209 | 2047-12-01      | 3.0000%  | 0.0000% | $76000.00          | $13433.69          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $995584.00         | $770266.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0472 | 2030-07-01      | 5.0000%  | 0.0000% | $3678075.00        | $63733.66          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $8000.00           | $1773.02           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7740 | 2051-06-01      | 2.5000%  | 0.0000% | $544000.00         | $361604.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5115 | 2053-06-01      | 5.5000%  | 0.0000% | $1200000.00        | $1031809.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $133700.00         | $107992.51         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5955 | 2053-10-01      | 6.5000%  | 0.0000% | $1265000.00        | $852569.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2415 | 2052-08-01      | 4.5000%  | 0.0000% | $1146000.00        | $910093.93         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $135000.00         | $111772.64         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $36000.00          | $6818.22           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO3250 | 2049-11-01      | 3.5000%  | 0.0000% | $1280000.00        | $377881.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2848 | 2047-05-01      | 3.5000%  | 0.0000% | $20000.00          | $4046.72           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $34606773.00       | $30171676.47       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2459 | 2055-07-01      | 6.0000%  | 0.0000% | $3416105.00        | $3548771.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1952 | 2055-06-01      | 5.0000%  | 0.0000% | $1145488.00        | $1153959.86        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $12467133.00       | $11480620.72       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4249 | 2055-03-01      | 6.0000%  | 0.0000% | $9116093.00        | $8880178.57        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD6102 | 2055-05-01      | 4.0000%  | 0.0000% | $240996.00         | $228465.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0188 | 2037-08-01      | 5.5000%  | 0.0000% | $64000.00          | $1281.07           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $3033646.00        | $2063679.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5788 | 2055-07-01      | 3.5000%  | 0.0000% | $85227326.00       | $78221333.60       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $28846.81          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $1788074.00        | $1642168.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA4619 | 2032-04-01      | 2.5000%  | 0.0000% | $4000000.00        | $1839120.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK9818 | 2048-09-01      | 5.0000%  | 0.0000% | $1767897.00        | $173228.67         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0465 | 2054-08-01      | 6.5000%  | 0.0000% | $22726636.00       | $19196139.03       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB8993 | 2028-04-01      | 2.5000%  | 0.0000% | $16000.00          | $582.78            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995232 | 2038-12-01      | 6.5000%  | 0.0000% | $478828.00         | $3998.52           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995149 | 2038-10-01      | 6.5000%  | 0.0000% | $3700000.00        | $33482.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3765 | 2048-04-01      | 4.0000%  | 0.0000% | $84144.00          | $16749.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5958 | 2040-07-01      | 5.0000%  | 0.0000% | $6789572.00        | $6589831.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2219 | 2055-07-01      | 6.0000%  | 0.0000% | $9189489.00        | $9560748.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6106 | 2055-08-01      | 5.0000%  | 0.0000% | $1100980.00        | $1107879.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6219 | 2055-10-01      | 5.5000%  | 0.0000% | $2027287.00        | $2061996.86        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0900 | 2043-07-01      | 3.5000%  | 0.0000% | $15829952.00       | $9824911.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5660 | 2049-08-01      | 4.5000%  | 0.0000% | $300000.00         | $100966.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1278 | 2037-04-01      | 3.0000%  | 0.0000% | $315718.00         | $171189.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2418 | 2052-07-01      | 3.5000%  | 0.0000% | $189000.00         | $140119.12         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $63000.00          | $46210.27          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  | 0.0000% | $300603.00         | $154542.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $50000.00          | $32688.27          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2745 | 2039-05-01      | 5.5000%  | 0.0000% | $41603982.00       | $41140054.18       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9044 | 2051-10-01      | 3.0000%  | 0.0000% | $200000.00         | $119774.91         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2366 | 2052-02-01      | 3.0000%  | 0.0000% | $37059669.00       | $32387904.03       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFS2495 | 2029-09-01      | 6.0000%  | 0.0000% | $676838.00         | $46088.49          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $1236000.00        | $860745.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2748 | 2039-07-01      | 5.5000%  | 0.0000% | $10660418.00       | $10552389.21       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0235 | 2052-01-01      | 2.5000%  | 0.0000% | $105000.00         | $73500.19          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $5004000.00        | $2806538.47        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4368 | 2031-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $372744.62         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL911605 | 2037-04-01      | 6.5000%  | 0.0000% | $1630000.00        | $9459.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CL890843 | 2047-09-01      | 3.0000%  | 0.0000% | $1200000.00        | $346185.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2895 | 2047-02-01      | 3.0000%  | 0.0000% | $1399000.00        | $299379.05         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $95000.00          | $21382.44          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAA7376 | 2027-03-01      | 5.0000%  | 0.0000% | $17612602.00       | $21153.13          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3388 | 2038-06-01      | 3.5000%  | 0.0000% | $4200000.00        | $520534.97         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT929274 | 2028-03-01      | 5.0000%  | 0.0000% | $7008670.00        | $8464.81           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL959984 | 2037-11-01      | 6.0000%  | 0.0000% | $516900.00         | $1810.08           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $70000.00          | $5616.18           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1362 | 2046-03-01      | 4.0000%  | 0.0000% | $7655762.00        | $1109088.70        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB4805 | 2052-04-01      | 2.5000%  | 0.0000% | $850000.00         | $571072.69         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $782805.00         | $475587.64         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6194 | 2053-05-01      | 6.0000%  | 0.0000% | $500000.00         | $403501.65         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $127200.00         | $101221.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  | 0.0000% | $102000.00         | $88414.86          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  | 0.0000% | $1189563.00        | $832465.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $1513257.00        | $1223611.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4943 | 2052-10-01      | 4.5000%  | 0.0000% | $67000.00          | $52971.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | 0.0000% | $75000.00          | $49184.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | 0.0000% | $700000.00         | $484337.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5741 | 2055-02-01      | 5.0000%  | 0.0000% | $1943019.00        | $1930597.63        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | 0.0000% | $613356.00         | $414431.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $195000.00         | $26721.87          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | 0.0000% | $28000.00          | $13540.75          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  | 0.0000% | $477137.00         | $48851.97          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV2963 | 2052-03-01      | 2.5000%  | 0.0000% | $954799.00         | $753781.48         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAL2518 | 2039-11-01      | 5.5000%  | 0.0000% | $10197840.00       | $157226.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO7562 | 2042-10-01      | 3.0000%  | 0.0000% | $34000.00          | $2520.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $800000.00         | $30765.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7014 | 2045-06-01      | 4.0000%  | 0.0000% | $35000.00          | $4575.66           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7535 | 2041-07-01      | 3.0000%  | 0.0000% | $20000.00          | $2712.46           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7566 | 2042-10-01      | 4.5000%  | 0.0000% | $250000.00         | $36659.59          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0885 | 2039-06-01      | 6.5000%  | 0.0000% | $240780.00         | $5830.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0608 | 2040-07-01      | 5.5000%  | 0.0000% | $9447498.00        | $8239850.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8257 | 2055-04-01      | 5.5000%  | 0.0000% | $4601276.00        | $4668111.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3819 | 2055-03-01      | 5.5000%  | 0.0000% | $1541957.00        | $1570700.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6822 | 2055-08-01      | 5.5000%  | 0.0000% | $1310185.00        | $1353290.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5041 | 2055-09-01      | 6.0000%  | 0.0000% | $3362916.00        | $3485964.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1762 | 2055-02-01      | 6.0000%  | 0.0000% | $4898210.00        | $4716880.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1534 | 2055-05-01      | 5.5000%  | 0.0000% | $1650137.00        | $1670433.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5929 | 2055-08-01      | 5.5000%  | 0.0000% | $4514173.00        | $4578616.28        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5939 | 2055-08-01      | 7.0000%  | 0.0000% | $4406425.00        | $4639687.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5230 | 2055-08-01      | 5.5000%  | 0.0000% | $1115767.00        | $1149450.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5843 | 2055-07-01      | 6.0000%  | 0.0000% | $2099852.00        | $2179258.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0136 | 2055-01-01      | 6.0000%  | 0.0000% | $1055490.00        | $1096393.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5897 | 2055-08-01      | 6.0000%  | 0.0000% | $1900131.00        | $1875710.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3304 | 2055-07-01      | 6.5000%  | 0.0000% | $1109250.00        | $933754.84         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9335 | 2055-06-01      | 6.5000%  | 0.0000% | $3318701.00        | $3343872.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7133 | 2054-12-01      | 5.5000%  | 0.0000% | $1390638.00        | $1121442.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC4966 | 2054-11-01      | 4.0000%  | 0.0000% | $1436151.00        | $1350964.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256125 | 2026-01-01      | 5.0000%  | 0.0000% | $25587386.00       | $627.80            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256383 | 2026-08-01      | 5.5000%  | 0.0000% | $1200031.00        | $714.69            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  | 0.0000% | $3814808.00        | $2582941.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBD7469 | 2031-10-01      | 3.0000%  | 0.0000% | $506567.00         | $82174.35          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBU5481 | 2040-01-01      | 5.0000%  | 0.0000% | $1471549.00        | $1442248.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256751 | 2027-06-01      | 5.5000%  | 0.0000% | $1785000.00        | $3240.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9282 | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $18143921.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4294 | 2055-03-01      | 6.0000%  | 0.0000% | $9405987.00        | $8731408.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAU6685 | 2028-09-01      | 3.5000%  | 0.0000% | $2620365.00        | $114177.67         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2381 | 2055-04-01      | 5.0000%  | 0.0000% | $1841090.00        | $1826303.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC9931 | 2040-01-01      | 6.0000%  | 0.0000% | $1076214.00        | $1086777.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0374 | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3372286.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9247 | 2039-12-01      | 4.5000%  | 0.0000% | $1856051.00        | $1691331.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD8725 | 2055-10-01      | 5.0000%  | 0.0000% | $2191945.00        | $2212428.00        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD5614 | 2040-03-01      | 6.5000%  | 0.0000% | $1136724.00        | $1161044.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC2640 | 2055-05-01      | 5.0000%  | 0.0000% | $1228244.00        | $1228053.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9015 | 2055-02-01      | 5.0000%  | 0.0000% | $1107988.00        | $896672.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5171 | 2050-02-01      | 4.0000%  | 0.0000% | $54790153.00       | $15610311.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $409000.00         | $100256.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1058 | 2032-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $285040.86         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL946126 | 2037-09-01      | 6.5000%  | 0.0000% | $29420911.00       | $362634.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL968520 | 2038-01-01      | 6.0000%  | 0.0000% | $340000.00         | $1000.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4046 | 2041-12-01      | 3.5000%  | 0.0000% | $200000.00         | $23952.23          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB1463 | 2040-09-01      | 4.0000%  | 0.0000% | $75000.00          | $4916.38           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $15000.00          | $6180.25           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0308 | 2055-01-01      | 5.0000%  | 0.0000% | $315000.00         | $296597.44         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3054 | 2036-11-01      | 2.0000%  | 0.0000% | $9034935.00        | $8272699.32        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9464 | 2051-11-01      | 3.0000%  | 0.0000% | $2650000.00        | $1570282.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3031 | 2053-02-01      | 5.5000%  | 0.0000% | $20439925.00       | $20542344.27       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3039 | 2055-10-01      | 5.5000%  | 0.0000% | $70389750.00       | $72237053.31       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6035 | 2036-02-01      | 2.0000%  | 0.0000% | $1500000.00        | $716547.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9006 | 2054-08-01      | 6.0000%  | 0.0000% | $12500000.00       | $11553962.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8693 | 2054-06-01      | 5.5000%  | 0.0000% | $1250000.00        | $1089996.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2565 | 2055-08-01      | 6.5000%  | 0.0000% | $6439311.00        | $6611621.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2865 | 2055-07-01      | 6.5000%  | 0.0000% | $12526511.00       | $13227509.67       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  | 0.0000% | $142000.00         | $60918.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  | 0.0000% | $233350.00         | $184678.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCB3386 | 2042-04-01      | 3.5000%  | 0.0000% | $100000.00         | $63958.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  | 0.0000% | $184000.00         | $121285.98         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4943 | 2055-04-01      | 6.0000%  | 0.0000% | $1231707.00        | $1025228.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0644 | 2055-08-01      | 6.5000%  | 0.0000% | $16895945.00       | $17464722.82       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0414 | 2055-01-01      | 6.0000%  | 0.0000% | $115000.00         | $110470.79         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0766 | 2052-12-01      | 5.5000%  | 0.0000% | $2629864.00        | $1884299.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6430 | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $255029.92         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5537 | 2049-01-01      | 5.0000%  | 0.0000% | $300000.00         | $51295.15          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4745 | 2046-10-01      | 3.0000%  | 0.0000% | $4000.00           | $1146.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | 0.0000% | $500000.00         | $146657.15         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4159 | 2050-10-01      | 2.5000%  | 0.0000% | $146000.00         | $63827.42          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4172 | 2030-11-01      | 1.5000%  | 0.0000% | $534581.00         | $151365.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5858 | 2040-10-01      | 4.0000%  | 0.0000% | $1961264.00        | $1905368.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1742 | 2055-10-01      | 4.5000%  | 0.0000% | $1102600.00        | $1079367.12        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $49000.00          | $27383.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQMA1263 | 2042-10-01      | 3.0000%  | 0.0000% | $2700000.00        | $441049.30         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888890 | 2037-10-01      | 6.5000%  | 0.0000% | $13387479.00       | $92652.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1546 | 2043-08-01      | 3.5000%  | 0.0000% | $400000.00         | $69723.05          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ889073 | 2048-01-01      | 5.5000%  | 0.0000% | $3000000.00        | $38568.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5884 | 2040-10-01      | 4.0000%  | 0.0000% | $30781842.00       | $30418103.22       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK8237 | 2042-04-01      | 4.0000%  | 0.0000% | $1150000.00        | $133767.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555800 | 2033-10-01      | 5.5000%  | 0.0000% | $4080000.00        | $18701.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP7882 | 2042-10-01      | 3.5000%  | 0.0000% | $465000.00         | $69676.38          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL255001 | 2033-11-01      | 6.5000%  | 0.0000% | $1000541.00        | $8215.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAI2256 | 2041-03-01      | 3.5000%  | 0.0000% | $50000.00          | $2834.84           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  | 0.0000% | $10000.00          | $939.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2506 | 2055-02-01      | 6.0000%  | 0.0000% | $2622365.00        | $2507222.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0647 | 2055-08-01      | 6.0000%  | 0.0000% | $4204345.00        | $4307350.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB1041 | 2054-04-01      | 5.5000%  | 0.0000% | $16125875.00       | $15370346.73       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2100 | 2055-07-01      | 6.5000%  | 0.0000% | $11159075.00       | $11574271.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5884 | 2055-03-01      | 6.0000%  | 0.0000% | $1064276.00        | $1101537.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1802 | 2055-06-01      | 6.0000%  | 0.0000% | $8756615.00        | $8356644.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU5918 | 2043-09-01      | 3.0000%  | 0.0000% | $1400000.00        | $215986.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC2067 | 2054-10-01      | 4.5000%  | 0.0000% | $1076945.00        | $870915.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735402 | 2035-04-01      | 5.0000%  | 0.0000% | $270000.00         | $2689.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6103 | 2055-04-01      | 6.0000%  | 0.0000% | $3513385.00        | $3646853.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3274 | 2054-09-01      | 6.5000%  | 0.0000% | $2399776.00        | $2264231.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL357539 | 2034-04-01      | 5.5000%  | 0.0000% | $1000000.00        | $9508.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257252 | 2028-06-01      | 6.0000%  | 0.0000% | $500000.00         | $2147.06           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1980 | 2036-10-01      | 2.0000%  | 0.0000% | $3589222.00        | $2269620.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3021 | 2052-03-01      | 3.0000%  | 0.0000% | $15000.00          | $10550.07          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2247 | 2036-11-01      | 2.5000%  | 0.0000% | $7918301.00        | $5084955.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCA9599 | 2053-01-01      | 6.5000%  | 0.0000% | $4473303.00        | $3497308.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1136 | 2051-07-01      | 2.5000%  | 0.0000% | $4600000.00        | $2798311.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2411 | 2051-12-01      | 2.5000%  | 0.0000% | $2475000.00        | $1612967.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4063 | 2052-07-01      | 4.5000%  | 0.0000% | $1316000.00        | $1030896.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  | 0.0000% | $3178409.00        | $321428.11         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  | 0.0000% | $11018180.00       | $6535434.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5083 | 2053-01-01      | 6.5000%  | 0.0000% | $4595083.00        | $3285595.92        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK7934 | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $74989.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW1377 | 2052-12-01      | 4.0000%  | 0.0000% | $2084258.00        | $1809753.33        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4991 | 2048-09-01      | 4.0000%  | 0.0000% | $325000.00         | $28369.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9005 | 2050-02-01      | 3.0000%  | 0.0000% | $61000.00          | $19426.95          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT1250 | 2051-06-01      | 2.5000%  | 0.0000% | $100000.00         | $65981.11          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5585 | 2048-11-01      | 3.0000%  | 0.0000% | $165000.00         | $37960.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP0307 | 2049-12-01      | 4.5000%  | 0.0000% | $717794.00         | $147525.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3237 | 2047-05-01      | 3.5000%  | 0.0000% | $750000.00         | $173551.78         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBE1849 | 2031-11-01      | 2.0000%  | 0.0000% | $42249.00          | $6366.06           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV5859 | 2045-07-01      | 6.0000%  | 0.0000% | $2563548.00        | $2618681.62        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2188 | 2052-03-01      | 2.5000%  | 0.0000% | $46303.00          | $34551.91          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4151 | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $18393127.55       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5727 | 2052-05-01      | 5.0000%  | 0.0000% | $6947000.00        | $5116124.39        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR1611 | 2036-01-01      | 2.0000%  | 0.0000% | $1895000.00        | $1002004.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ6839 | 2051-11-01      | 2.5000%  | 0.0000% | $631001.00         | $430399.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4735 | 2047-04-01      | 3.0000%  | 0.0000% | $49500.00          | $23076.71          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB9570 | 2039-11-01      | 6.0000%  | 0.0000% | $1672052.00        | $1469541.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3646 | 2049-02-01      | 4.0000%  | 0.0000% | $40578542.00       | $8224868.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3238 | 2050-03-01      | 3.5000%  | 0.0000% | $1744000.00        | $373076.60         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS8582 | 2040-01-01      | 7.0000%  | 0.0000% | $5754504.00        | $4787303.86        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  | 0.0000% | $54000.00          | $47052.48          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888745 | 2037-10-01      | 6.5000%  | 0.0000% | $560000.00         | $1224.82           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0336 | 2045-04-01      | 6.0000%  | 0.0000% | $2527337.00        | $2614501.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1328 | 2040-10-01      | 6.0000%  | 0.0000% | $8400092.00        | $8789579.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $40824.00          | $6079.59           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1178 | 2055-10-01      | 4.5000%  | 0.0000% | $8020763.00        | $7912312.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2965 | 2027-04-01      | 2.5000%  | 0.0000% | $1175000.00        | $40801.12          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2959 | 2047-04-01      | 3.5000%  | 0.0000% | $20000.00          | $2748.68           | Agency Mortgage-Backed Securities |

### Security 691: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.510000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6EY6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C6EY6
- **C.18 - Value (incl. sponsor support):** $99951565.00
- **C.18.a - Value (excl. sponsor support):** $99951565.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **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
- **Characteristics:** C.9 Eligible 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GS MTG SECS TR 2013-PEMB       C      20330307 FLT | 2033-03-07      | 3.5495%  | 0.0000% | $3070000.00        | $684511.51         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 6.9475%  | 0.0000% | $6512000.00        | $498869.79         | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 6.9663%  | 0.0000% | $3875000.00        | $3856716.09        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 7.7290%  | 0.0000% | $1261000.00        | $4597.05           | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1311004.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.6737%  | 0.0000% | $2315000.00        | $1301767.20        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 2.9023%  | 0.0000% | $3000000.00        | $1914604.71        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 B      20541019 2.4 | 2054-10-19      | 2.4940%  | 0.0000% | $9365000.00        | $9140327.41        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 E      20541019 FLT | 2054-10-19      | 4.2724%  | 0.0000% | $2574000.00        | $2321420.26        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.4702%  | 0.0000% | $6600000.00        | $6649915.56        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT | 2052-01-25      | 3.2077%  | 0.0000% | $1688000.00        | $1133716.53        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP C      20360115 FLT | 2036-01-15      | 6.3475%  | 0.0000% | $9950000.00        | $9439981.80        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $409390.00         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 5.7390%  | 0.0000% | $5300000.00        | $2797254.02        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C21      D      20480317 FLT | 2048-03-17      | 3.8163%  | 0.0000% | $3800000.00        | $2748198.81        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.5700%  | 0.0000% | $276000.00         | $231704.45         | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-5    20560625 FLT | 2056-06-25      | 6.5716%  | 0.0000% | $340000.00         | $235372.92         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1618332.35        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.4748%  | 0.0000% | $5000000.00        | $3224948.48        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.2893%  | 0.0000% | $10000000.00       | $6835644.43        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.7236%  | 0.0000% | $725000.00         | $669861.11         | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2011-C3      D      20440317 FLT | 2044-03-17      | 5.8545%  | 0.0000% | $5712000.00        | $524739.53         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA F      20421015 FLT | 2042-10-15      | 10.0368% | 0.0000% | $1690000.00        | $1680861.59        | Private Label Collateralized Mortgage Obligations |
| RIDE 2025-SHRE                 E      20470214 FLT | 2047-02-14      | 7.8087%  | 0.0000% | $740903.00         | $761918.14         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 3.9704%  | 0.0000% | $8549676.00        | $5158264.62        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.2828%  | 0.0000% | $1000000.00        | $705110.65         | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.6828%  | 0.0000% | $4169000.00        | $3908818.10        | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COM MTG TR 2025-C65 E      20581018 4.0 | 2058-10-18      | 4.0000%  | 0.0000% | $7035999.00        | $4812330.15        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2671141.01        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.4682%  | 0.0000% | $20500000.00       | $20722324.06       | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                D      20420807 FLT | 2042-08-07      | 6.5956%  | 0.0000% | $10000000.00       | $10218623.58       | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 6.8975%  | 0.0000% | $1268000.00        | $1196974.67        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       D      20460712 FLT | 2046-07-12      | 3.8736%  | 0.0000% | $4792000.00        | $3519570.51        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  M-1    20450725 FLT | 2045-07-25      | 5.8328%  | 0.0000% | $2100000.00        | $2091185.19        | Private Label Collateralized Mortgage Obligations |

### Security 692: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.010000%
- **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: ARP1C6EZ3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1C6EZ3
- **C.18 - Value (incl. sponsor support):** $1310900000.00
- **C.18.a - Value (excl. sponsor support):** $1310900000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-169 GF     | 2065-10-20      | 5.2500%  | 0.0000% | $70414208.00       | $70691510.91       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $110854016.00      | $112671884.79      | Agency Mortgage-Backed Securities         |
| GNII SF DF4903 C     | 2054-11-20      | 6.5000%  | 0.0000% | $942473.00         | $799428.62         | Agency Mortgage-Backed Securities         |
| GNMI SP 781746 X     | 2034-05-15      | 5.0000%  | 0.0000% | $9000000.00        | $141454.66         | Agency Mortgage-Backed Securities         |
| GNII SF DG6750 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1481006.00        | $1538887.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $9100000.00        | $22658.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $67255296.00       | $52369696.27       | Agency Mortgage-Backed Securities         |
| GNRA 2024-140 TA     | 2064-06-16      | 4.0000%  | 0.0000% | $64191357.00       | $59162556.69       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-27 HB      | 2058-09-16      | 2.5000%  | 0.0000% | $251256.00         | $135487.12         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-058 LC     | 2066-06-16      | 4.5000%  | 0.0000% | $6377168.00        | $5525898.98        | Agency Collateralized Mortgage Obligation |
| GNRM 2010-099 CE     | 2039-08-20      | 3.0000%  | 0.0000% | $30000000.00       | $544571.31         | Agency Collateralized Mortgage Obligation |
| GNII SF MA9724 M     | 2054-06-20      | 5.0000%  | 0.0000% | $70550.00          | $66361.84          | Agency Mortgage-Backed Securities         |
| GNII SF DG2215 C     | 2044-12-20      | 6.0000%  | 0.0000% | $1044506.00        | $968020.59         | Agency Mortgage-Backed Securities         |
| GNII SF 625497 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1105340.00        | $1090861.95        | Agency Mortgage-Backed Securities         |
| GNPL LM CG6116       | 2061-02-15      | 3.3800%  | 0.0000% | $2665290.00        | $2383963.41        | Agency Mortgage-Backed Securities         |
| GNII SF DK7918 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1163088.00        | $1216552.81        | Agency Mortgage-Backed Securities         |
| GNMI SF 796307 X     | 2042-11-15      | 4.0000%  | 0.0000% | $4708520.00        | $691500.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA7832 M     | 2052-01-20      | 5.0000%  | 0.0000% | $79000.00          | $39858.68          | Agency Mortgage-Backed Securities         |
| GNMI SF 470009 X     | 2041-09-15      | 4.0000%  | 0.0000% | $5905000.00        | $532197.05         | Agency Mortgage-Backed Securities         |
| GNII SP 785195 C     | 2050-11-20      | 3.5000%  | 0.0000% | $4805744.00        | $2051023.45        | Agency Mortgage-Backed Securities         |
| GNRM 2021-063 B      | 2061-04-16      | 1.5000%  | 0.0000% | $108087.00         | $49078.02          | Agency Collateralized Mortgage Obligation |
| GNII SF DM3550 C     | 2055-10-20      | 5.5000%  | 0.0000% | $800741.00         | $818821.20         | Agency Mortgage-Backed Securities         |
| GNRA 2016-116 DF     | 2046-09-20      | 4.5455%  | 0.0000% | $13000000.00       | $3108154.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-145 AC     | 2063-03-16      | 1.1500%  | 0.0000% | $25000000.00       | $16520548.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-110 CF     | 2039-11-16      | 4.7563%  | 0.0000% | $200000000.00      | $4185023.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-099 AN     | 2059-09-16      | 3.2000%  | 0.0000% | $15800000.00       | $2915529.96        | Agency Collateralized Mortgage Obligation |
| GNRM 2008-038 PL     | 2038-05-20      | 5.5000%  | 0.0000% | $122000.00         | $17806.13          | Agency Collateralized Mortgage Obligation |
| GNRM 2016-39 AG      | 2043-01-16      | 2.3000%  | 0.0000% | $15000000.00       | $1685035.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-096 B      | 2057-05-16      | 2.2500%  | 0.0000% | $117129472.00      | $86250863.56       | Agency Collateralized Mortgage Obligation |
| GNII ET DL3434 C     | 2065-07-20      | 2.0000%  | 0.0000% | $427645.00         | $336635.85         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8058 | 2035-08-01      | 2.5000%  | 0.0000% | $993966.00         | $312680.32         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1854 | 2034-07-01      | 4.0000%  | 0.0000% | $2500000.00        | $473051.50         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0920 | 2031-12-01      | 4.0000%  | 0.0000% | $41496448.00       | $2140459.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA9458 M     | 2039-02-20      | 5.5000%  | 0.0000% | $1644000.00        | $1196027.23        | Agency Mortgage-Backed Securities         |
| GNPL PN CM4389       | 2057-08-15      | 3.5000%  | 0.0000% | $9264240.00        | $8284255.01        | Agency Mortgage-Backed Securities         |
| GNMI SF AO3856 X     | 2045-08-15      | 4.0000%  | 0.0000% | $75000.00          | $14930.17          | Agency Mortgage-Backed Securities         |
| GNII SF MA7315 M     | 2051-04-20      | 4.0000%  | 0.0000% | $89103232.00       | $35285510.04       | Agency Mortgage-Backed Securities         |
| GNMI SF 670220 X     | 2038-04-15      | 5.0000%  | 0.0000% | $5000000.00        | $221711.00         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3SZT0938 | 2046-01-01      | 4.5000%  | 0.0000% | $3000000.00        | $594570.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV9999 | 2052-07-01      | 3.5000%  | 0.0000% | $3039352.00        | $2174346.54        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM4380 | 2035-10-01      | 2.0000%  | 0.0000% | $250000.00         | $96163.11          | Agency Mortgage-Backed Securities         |
| GNRM 2013-86 V       | 2042-12-20      | 2.5000%  | 0.0000% | $29927520.00       | $2651259.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-080 AK     | 2062-05-16      | 1.8000%  | 0.0000% | $12160000.00       | $4780702.91        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-040 AJ     | 2062-03-16      | 1.2500%  | 0.0000% | $20000000.00       | $12944651.29       | Agency Collateralized Mortgage Obligation |
| GNII SF DM1736 C     | 2055-09-20      | 6.5000%  | 0.0000% | $682498.00         | $721211.47         | Agency Mortgage-Backed Securities         |
| GNRM 2025-155 P      | 2055-09-20      | 4.5000%  | 0.0000% | $1613690.00        | $1591827.27        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-148 BP     | 2043-10-20      | 3.5000%  | 0.0000% | $7595008.00        | $6023354.57        | Agency Collateralized Mortgage Obligation |
| GNII SF DM1738 C     | 2055-09-20      | 6.5000%  | 0.0000% | $895627.00         | $938989.39         | Agency Mortgage-Backed Securities         |
| GNRM 2020-020 AK     | 2061-05-16      | 2.4500%  | 0.0000% | $20000000.00       | $9518980.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-107 WX     | 2039-07-20      | 6.5137%  | 0.0000% | $13406832.00       | $1101779.90        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6064 M     | 2034-08-20      | 3.0000%  | 0.0000% | $347000.00         | $42343.76          | Agency Mortgage-Backed Securities         |
| GNII SF DI9240 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4124500.00        | $4189794.46        | Agency Mortgage-Backed Securities         |
| GNPL PN DD4694       | 2060-01-15      | 4.7500%  | 0.0000% | $3116939.00        | $3073550.43        | Agency Mortgage-Backed Securities         |
| GNII ET DC2647 C     | 2063-05-20      | 3.0000%  | 0.0000% | $527874.00         | $458266.79         | Agency Mortgage-Backed Securities         |
| GNII SF DN7796 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2029860.00        | $2143722.97        | Agency Mortgage-Backed Securities         |
| GNRM 2018-66 DA      | 2048-05-20      | 3.5000%  | 0.0000% | $187500.00         | $39805.83          | Agency Collateralized Mortgage Obligation |
| GNII ET DG8861 C     | 2064-08-20      | 4.5000%  | 0.0000% | $374447.00         | $362492.00         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIRC1538 | 2035-08-01      | 2.5000%  | 0.0000% | $750000.00         | $241561.09         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU8535 | 2028-10-01      | 3.5000%  | 0.0000% | $240000.00         | $11886.63          | Agency Mortgage-Backed Securities         |
| GNII SF DG1742 C     | 2055-03-20      | 6.5000%  | 0.0000% | $3280904.00        | $3416106.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $2642000.00        | $669834.18         | Agency Mortgage-Backed Securities         |
| GNII SF DI8107 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1720856.00        | $1794579.84        | Agency Mortgage-Backed Securities         |
| GNII SF DH2761 C     | 2055-04-20      | 6.5000%  | 0.0000% | $769531.00         | $803023.43         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3732 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1400214.00        | $1357975.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $15050736.00       | $7335916.46        | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $30100000.00       | $14971633.50       | Agency Mortgage-Backed Securities         |
| GNMI SP 782637 X     | 2039-04-15      | 5.5000%  | 0.0000% | $3500000.00        | $85517.63          | Agency Mortgage-Backed Securities         |
| GNII SP 782511 M     | 2038-12-20      | 6.0000%  | 0.0000% | $3215000.00        | $45755.98          | Agency Mortgage-Backed Securities         |
| GNII SF 738175 C     | 2041-02-20      | 4.0000%  | 0.0000% | $15000000.00       | $390721.74         | Agency Mortgage-Backed Securities         |
| GNRA 2023-063 MF     | 2053-05-20      | 5.1838%  | 0.0000% | $70246000.00       | $43649359.59       | Agency Collateralized Mortgage Obligation |
| GNII SF DN7799 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2703892.00        | $2844707.99        | Agency Mortgage-Backed Securities         |
| GNII SF DM2395 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2141724.00        | $2213621.67        | Agency Mortgage-Backed Securities         |
| GNII SF DN0714 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2657016.00        | $2769151.73        | Agency Mortgage-Backed Securities         |
| GNII RG CE6476 C     | 2049-05-20      | 5.0000%  | 0.0000% | $1930272.00        | $485089.47         | Agency Mortgage-Backed Securities         |
| GNII RG CF0936 C     | 2050-05-20      | 2.5000%  | 0.0000% | $2655192.00        | $1441932.85        | Agency Mortgage-Backed Securities         |
| GNII SF CK0319 C     | 2052-02-20      | 2.5000%  | 0.0000% | $2878024.00        | $1901769.30        | Agency Mortgage-Backed Securities         |
| GNII RG CF2629 C     | 2050-05-20      | 2.5000%  | 0.0000% | $1822292.00        | $692929.04         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3158       | 2057-07-15      | 3.2400%  | 0.0000% | $27632896.00       | $24238734.50       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV3451 | 2029-02-01      | 3.5000%  | 0.0000% | $195521.00         | $8876.28           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $52000.00          | $37959.83          | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $144109600.00      | $53857247.13       | Agency Mortgage-Backed Securities         |
| GNMI SF AN9975 X     | 2045-08-15      | 4.0000%  | 0.0000% | $2078628.00        | $328183.70         | Agency Mortgage-Backed Securities         |
| GNPL PN CI3582       | 2057-05-15      | 2.5300%  | 0.0000% | $3350660.00        | $2958714.05        | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $500447744.00      | $187373401.66      | Agency Mortgage-Backed Securities         |
| GNII SF AQ3441 C     | 2046-02-20      | 4.0000%  | 0.0000% | $110000.00         | $24391.29          | Agency Mortgage-Backed Securities         |
| GNRM 2024-167 HA     | 2047-01-20      | 2.5000%  | 0.0000% | $46254000.00       | $38389825.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 JF     | 2055-10-20      | 5.0760%  | 0.0000% | $103460992.00      | $103651670.71      | Agency Collateralized Mortgage Obligation |
| GNII SF DM7303 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5630850.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $126439.00         | $118175.83         | Agency Mortgage-Backed Securities         |
| GNRA 2025-167 BC     | 2067-09-16      | 4.5000%  | 0.0000% | $12580448.00       | $10977837.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-169 AD     | 2064-10-16      | 4.0000%  | 0.0000% | $147358976.00      | $131967665.82      | Agency Collateralized Mortgage Obligation |
| GNRM 2022-003 AJ     | 2053-10-16      | 1.7500%  | 0.0000% | $20000000.00       | $14992513.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-134 AE     | 2051-10-20      | 5.5000%  | 0.0000% | $15857136.00       | $15963347.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-092 FL     | 2039-10-16      | 4.8463%  | 0.0000% | $100000000.00      | $1536033.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-73 CA      | 2049-04-16      | 3.0000%  | 0.0000% | $370000.00         | $72607.57          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-169 N      | 2051-06-20      | 4.7500%  | 0.0000% | $20000000.00       | $20035866.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2010-084 MP     | 2039-06-20      | 4.5000%  | 0.0000% | $900000.00         | $15196.63          | Agency Collateralized Mortgage Obligation |
| GNMI SF AV1853 X     | 2047-12-15      | 3.5000%  | 0.0000% | $267096.00         | $65227.20          | Agency Mortgage-Backed Securities         |
| GNMI SF 515965 X     | 2041-11-15      | 4.0000%  | 0.0000% | $161715.00         | $10396.63          | Agency Mortgage-Backed Securities         |
| GNII SF MB0261 M     | 2055-02-20      | 6.5000%  | 0.0000% | $2138600.00        | $2110598.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA6337 M     | 2049-12-20      | 2.5000%  | 0.0000% | $361638.00         | $68230.93          | Agency Mortgage-Backed Securities         |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $1500000.00        | $829531.74         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4811 | 2052-05-01      | 3.0000%  | 0.0000% | $42660.00          | $32904.98          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8131 | 2051-02-01      | 2.0000%  | 0.0000% | $1925000.00        | $1097012.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2965 | 2054-04-01      | 5.5000%  | 0.0000% | $68588288.00       | $70442947.82       | Agency Mortgage-Backed Securities         |
| GNII SF MA1090 M     | 2043-03-20      | 3.5000%  | 0.0000% | $944000.00         | $96978.98          | Agency Mortgage-Backed Securities         |
| GNMI SF 792502 X     | 2041-12-15      | 3.1000%  | 0.0000% | $494705.00         | $103769.55         | Agency Mortgage-Backed Securities         |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $160000.00         | $126587.48         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4618 | 2048-01-01      | 3.5000%  | 0.0000% | $21448192.00       | $7285183.71        | Agency Mortgage-Backed Securities         |
| GNII SF 762738 C     | 2041-02-20      | 4.0000%  | 0.0000% | $1475060.00        | $114773.76         | Agency Mortgage-Backed Securities         |
| GNRM 2022-139 AL     | 2051-07-20      | 4.0000%  | 0.0000% | $500000.00         | $460116.67         | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HXBS8696 | 2028-06-01      | 3.8500%  | 0.0000% | $50224000.00       | $31579339.38       | Agency Mortgage-Backed Securities         |

### Security 693: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.540000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6GF5, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C6GF5
- **C.18 - Value (incl. sponsor support):** $722000000.00
- **C.18.a - Value (excl. sponsor support):** $722000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| BARFRESH FOOD GROUP INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $6156.00           | Equities   |
| BLINK CHARGING CO              COM              | 2500-12-31      | N/A      | 0.0000% | $90807.00          | $146199.27         | Equities   |
| BIOMEA FUSION INC              COM              | 2500-12-31      | N/A      | 0.0000% | $45300.00          | $60249.00          | Equities   |
| BLACKROCK ETF TRUST            ISHARES U S INDU | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1254.22           | Equities   |
| BLINK CHARGING CO              COM              | 2500-12-31      | N/A      | 0.0000% | $581706.00         | $936546.66         | Equities   |
| BRAG HSE HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $63554.00          | $76264.80          | Equities   |
| ETF OPPORTUNITIES TRUST        REX CRYPTO EQUIT | 2500-12-31      | N/A      | 0.0000% | $900.00            | $36445.50          | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BULL 2 | 2500-12-31      | N/A      | 0.0000% | $4324.00           | $114825.12         | Equities   |
| DIREXION SHS ETF TR            DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $71.00             | $18564.19          | Equities   |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $33200.00          | $1525540.00        | Equities   |
| TCW ETF TRUST                  TRANSFORM SYSTEM | 2500-12-31      | N/A      | 0.0000% | $16588.00          | $1687829.00        | Equities   |
| DIREXION SHS ETF TR            DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $293.00            | $76609.95          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6 SMALL CAP  | 2500-12-31      | N/A      | 0.0000% | $2012.00           | $97282.61          | Equities   |
| PAN AMERN SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1563.32           | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1527.24           | Equities   |
| PLURI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1136.00           | $4396.32           | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $1708.88           | Equities   |
| PRECIDIAN ETFS TR              ASTRAZENECA PLC  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5050.47           | Equities   |
| PRECISION OPTICS CORP INC MASS COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $6360.00           | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1076376.00        | $1765256.64        | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $29630.00          | $37926.40          | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5449.00           | $16728.43          | Equities   |
| PROSHARES TR                   PSHS ULDOW30 NEW | 2500-12-31      | N/A      | 0.0000% | $97.00             | $2044.76           | Equities   |
| PROSHARES TR II                ULSHT BLOOMB OIL | 2500-12-31      | N/A      | 0.0000% | $3259.00           | $59541.93          | Equities   |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $12201.00          | $29892.45          | Equities   |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $24100.00          | $59045.00          | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $18100.00          | $41992.00          | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $27459.00          | $63704.88          | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $51.00             | $2198.10           | Equities   |
| PROSHARES TR                   ONLINE RTL ETF   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5891.00           | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $42558.00          | $54474.24          | Equities   |
| PROSHARES TR II                ULTRA SILVER NEW | 2500-12-31      | N/A      | 0.0000% | $258.00            | $20812.86          | Equities   |
| UNIFIED SER TR                 ONEASCENT SMALL  | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $76540.95          | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALERIAN M | 2500-12-31      | N/A      | 0.0000% | $3440.00           | $63524.42          | Equities   |
| UL SOLUTIONS INC               CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $9700.00           | $760092.00         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $77.00             | $3096.94           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $22088.00          | $1975550.72        | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $68600.00          | $231868.00         | Equities   |
| WEARABLE DEVICES LTD           SHS              | 2500-12-31      | N/A      | 0.0000% | $3567.00           | $9167.19           | Equities   |
| WEARABLE DEVICES LTD           SHS              | 2500-12-31      | N/A      | 0.0000% | $67500.00          | $173475.00         | Equities   |
| LITHIUM ARGENTINA AG           COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1393.00           | $5920.25           | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $40094.00          | $181625.82         | Equities   |
| EPICQUEST EDUCATN GRP INTL LTD COM              | 2500-12-31      | N/A      | 0.0000% | $8403.00           | $3799.00           | Equities   |
| CAMBIUM NETWORKS CORP          SHS              | 2500-12-31      | N/A      | 0.0000% | $22200.00          | $83250.00          | Equities   |
| REBORN COFFEE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $749.00            | $1453.06           | Equities   |
| NAMIB MINERALS                 SHS              | 2500-12-31      | N/A      | 0.0000% | $1847.00           | $3546.24           | Equities   |
| PALISADE BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $64712.00          | $125541.28         | Equities   |
| PROSHARES TR                   ULTRA ENERGY     | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2186.86           | Equities   |
| EPWK HLDGS LTD                 SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $57645.00          | $3816.10           | Equities   |
| LUCAS GC LTD                   CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1128.00           | Equities   |
| MMTEC INC                      SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $4300.00           | $2924.00           | Equities   |
| KANDI TECHNOLOGIES GROUP INC   USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $4089.00           | $4825.02           | Equities   |
| KRANESHARES TRUST              HANG SENG TECH   | 2500-12-31      | N/A      | 0.0000% | $1973.00           | $35040.48          | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $402519.00         | $9278062.95        | Equities   |
| KRANESHARES TRUST              KRANESHARES VALU | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5487.46           | Equities   |
| CASI PHARMACEUTICALS INC       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $140405.00         | $190950.80         | Equities   |
| KRANESHARES TRUST              HANG SENG TECH   | 2500-12-31      | N/A      | 0.0000% | $7400.00           | $131424.00         | Equities   |
| LIGHTSPEED COMMERCE INC        SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $168664.00         | $1976742.08        | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $33376.00          | $2208823.68        | Equities   |
| LIGHTINTHEBOX HLDG CO LTD      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1839.00           | $7006.59           | Equities   |
| KURV ETF TR                    TECHNOLOGY TITAN | 2500-12-31      | N/A      | 0.0000% | $194.00            | $5785.10           | Equities   |
| TORO CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $873.00            | $3230.10           | Equities   |
| SIMILARWEB LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $73909.00          | $615661.97         | Equities   |
| GLOBUS MARITIME LIMITED NEW    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7338.00           | $7704.90           | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $357249.00         | $871687.56         | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $52724.00          | $1106676.76        | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $6602.00           | $16042.86          | Equities   |
| FEDERATED HERMES ETF TRUST     MDT SMALL CAP    | 2500-12-31      | N/A      | 0.0000% | $8700.00           | $258682.32         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN INTL VL | 2500-12-31      | N/A      | 0.0000% | $1698.00           | $130168.68         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $9503.00           | $327908.62         | Equities   |
| ISHARES TR                     ESG MSCI LEADR   | 2500-12-31      | N/A      | 0.0000% | $438.00            | $52968.44          | Equities   |
| ISHARES TR                     BBB RATED CORP   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8804.61           | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1813.98           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $16448.00          | $2584638.72        | Equities   |
| ISHARES TR                     IBONDS OCT 2035  | 2500-12-31      | N/A      | 0.0000% | $9604.00           | $247093.63         | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $1059.00           | $19210.05          | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $22047.00          | $30204.39          | Equities   |
| JERASH HLDGS US INC            COM              | 2500-12-31      | N/A      | 0.0000% | $424.00            | $1437.36           | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $300.00            | $18055.50          | Equities   |
| IDENTIV INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17589.00          | $67893.54          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $18139.00          | $855253.85         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $11216.00          | $238676.48         | Equities   |
| INVESCO EXCH TRADED FD TR II   NATL AMT MUNI    | 2500-12-31      | N/A      | 0.0000% | $595.00            | $13875.40          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $960.00            | $16737.60          | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $6137.00           | $213442.41         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $34031.00          | $3265614.76        | Equities   |
| PARNASSUS INCOME FDS           CORE SELECT ETF  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $2547.84           | Equities   |
| TIDAL TRUST III                ROCKEFELLER OPP  | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $50280.00          | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $4472.00           | $123026.96         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT UTIL | 2500-12-31      | N/A      | 0.0000% | $83.00             | $3887.39           | Equities   |
| KRANESHARES TRUST              KWEB COVERD CALL | 2500-12-31      | N/A      | 0.0000% | $22600.00          | $734048.00         | Equities   |
| LENDWAY INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $550.00            | $2304.50           | Equities   |
| TIDAL TRUST I                  SP DWJNS SUKUK   | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $93050.00          | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1291.00           | $2607.82           | Equities   |
| TIDAL TRUST II                 YIELDMAX INNOVAT | 2500-12-31      | N/A      | 0.0000% | $388.00            | $3332.92           | Equities   |
| TIDAL TRUST II                 YIELDMAX INNOVAT | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $57553.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $9316.00           | $258829.22         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $25200.00          | $305928.00         | Equities   |
| FIEE INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $20250.00          | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $6188.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $61500.00          | Equities   |
| NN INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $7276.00           | $11859.88          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $272041.00         | $505996.26         | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $698.00            | $2261.52           | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $211957.00         | $2717288.74        | Equities   |
| NOUVEAU MONDE GRAPHITE INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13600.00          | $39848.00          | Equities   |
| BANZAI INTERNATIONAL INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $7740.00           | Equities   |
| BIO-KEY INTL INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11558.00          | $8900.82           | Equities   |
| BIOVIE INC                     COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $9511.00           | $16834.47          | Equities   |
| BANK MONTREAL QUE              CAL LKD 41       | 2500-12-31      | N/A      | 0.0000% | $68.00             | $1494.16           | Equities   |
| BIOMEA FUSION INC              COM              | 2500-12-31      | N/A      | 0.0000% | $12830.00          | $17063.90          | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $8074.00           | $416037.07         | Equities   |
| BANK MONTREAL QUE              COM              | 2500-12-31      | N/A      | 0.0000% | $291905.00         | $36099891.35       | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $17937.00          | $48609.27          | Equities   |
| FARMER BROS CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $8434.00           | $14717.33          | Equities   |
| DULUTH HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $2419.00           | $6797.39           | Equities   |
| BONDBLOXX ETF TRUST            B RT USD HI YLD  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $11878.20          | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $12096.00          | $447672.96         | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $15306.00          | Equities   |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $408.00            | $2754.00           | Equities   |
| FARMER BROS CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $6456.50           | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $240647.00         | $478887.53         | Equities   |
| DRILLING TOOLS INTL CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $3848.00           | $8619.52           | Equities   |
| EXCHANGE LISTED FDS TR         BANCREEK US LARG | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1914.44           | Equities   |
| DBX ETF TR                     DALY HOM B&S BUL | 2500-12-31      | N/A      | 0.0000% | $4932.00           | $288522.00         | Equities   |
| DIREXION SHS ETF TR            DAILY AVGO BULL  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $13262.00          | Equities   |
| DYADIC INTL INC DEL            COM              | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $5382.00           | Equities   |
| DIREXION SHS ETF TR            DAILY META BULL  | 2500-12-31      | N/A      | 0.0000% | $55000.00          | $1872750.00        | Equities   |
| DIREXION SHS ETF TR            DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $6186.00           | $139927.32         | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL CTR | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6194.00           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2354.00           | $279509.96         | Equities   |
| DULUTH HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $3055.00           | $8584.55           | Equities   |
| CXAPP INC                      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $8720.00           | $5947.04           | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2797.30           | Equities   |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $175500.00         | $538785.00         | Equities   |
| GLOBAL SELF STORAGE INC        COM              | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $19383.00          | Equities   |
| GLOBAL SELF STORAGE INC        COM              | 2500-12-31      | N/A      | 0.0000% | $10297.00          | $51176.09          | Equities   |
| VERA BRADLEY INC               COM              | 2500-12-31      | N/A      | 0.0000% | $4551.00           | $10239.75          | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $1388.00           | $2345.72           | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $10300.00          | $17407.00          | Equities   |
| JEFFS BRANDS LTD               SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $7400.00           | $19018.00          | Equities   |
| INNOVIZ TECHNOLOGIES LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $526767.00         | $995589.63         | Equities   |
| SOLOWIN HOLDINGS               CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $800.00            | $2824.00           | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8653.00           | $9345.24           | Equities   |
| REVELATION BIOSCIENCES INC     COM NEW 2025     | 2500-12-31      | N/A      | 0.0000% | $977.00            | $1221.25           | Equities   |
| ZEO ENERGY CORP                CL A             | 2500-12-31      | N/A      | 0.0000% | $1086.00           | $1878.78           | Equities   |
| SUNCAR TECHNOLOGY GROUP INC    CL A             | 2500-12-31      | N/A      | 0.0000% | $4670.00           | $9246.60           | Equities   |
| LOCAFY LIMITED                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $3155.00           | $13598.05          | Equities   |
| SPDR SERIES TRUST              PORTFOLIO LN COR | 2500-12-31      | N/A      | 0.0000% | $47167.00          | $1094746.07        | Equities   |
| PERMIAN BASIN RTY TR           UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $200.00            | $3686.00           | Equities   |
| FIVERR INTL LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4594.00           | $101894.92         | Equities   |
| RAFAEL HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $1620.00           | $2187.00           | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $7528.00           | $326305.68         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $37690.00          | $69255.38          | Equities   |
| RENT THE RUNWAY INC            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $6715.00           | Equities   |
| PROSHARES TR                   PSHS ULT S&P 500 | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $135024.30         | Equities   |
| ZEO ENERGY CORP                CL A             | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $2494.66           | Equities   |
| LICHEN INTL LTD                SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1191.00           | Equities   |
| VELO3D INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $911.00            | $4545.89           | Equities   |
| BONDBLOXX ETF TRUST            IR M TAX AWARE   | 2500-12-31      | N/A      | 0.0000% | $82.00             | $4137.05           | Equities   |
| LUCKY STRIKE ENTERTAINMENT COR CL A COM         | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $23940.00          | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $67607.00          | $3147781.92        | Equities   |
| AGNICO EAGLE MINES LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $16700.00          | $2715587.00        | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $3456.00           | $12130.56          | Equities   |
| ADVISORSHARES TR               DORSY SHRT ETF   | 2500-12-31      | N/A      | 0.0000% | $10500.00          | $74379.90          | Equities   |
| AIRGAIN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $12462.00          | Equities   |
| AB ACTIVE ETFS INC             INTL BUFFER ETF  | 2500-12-31      | N/A      | 0.0000% | $209.00            | $8224.15           | Equities   |
| ADVISORS INNER CIRCLE FD II    FRONTIER ASSET T | 2500-12-31      | N/A      | 0.0000% | $92.00             | $2857.76           | Equities   |
| TALPHERA INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5752.00           | $7132.48           | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $552.00            | $1225.44           | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1933490.00        | $4756385.40        | Equities   |
| BRILLIANT EARTH GROUP INC      CL A COM         | 2500-12-31      | N/A      | 0.0000% | $11965.00          | $29553.55          | Equities   |
| VS MEDIA HOLDINGS LTD.         COM CLASS A NEW  | 2500-12-31      | N/A      | 0.0000% | $1693.00           | $1625.28           | Equities   |
| FREIGHTOS LTD                  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $644.00            | $2247.56           | Equities   |
| FREIGHTOS LTD                  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $23383.00          | Equities   |
| MANCHESTER UTD PLC NEW         ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $2102.00           | $36364.60          | Equities   |
| SPRUCE POWER HOLDING CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1291.00           | $3743.90           | Equities   |
| A K A BRANDS HLDG CORP         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $136.00            | $1773.44           | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $3001.50           | Equities   |
| ABPRO HLDGS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $38008.00          | $7449.57           | Equities   |
| ALPS ETF TR                    MED BREAKTHGH    | 2500-12-31      | N/A      | 0.0000% | $400.00            | $17880.00          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $5760.00           | $12787.20          | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $61217.88          | Equities   |
| AINOS INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $871.00            | $2935.27           | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $238397.00         | $369515.35         | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $61521.00          | $3119114.70        | Equities   |
| KRANESHARES TRUST              MSCI EMG EX CH   | 2500-12-31      | N/A      | 0.0000% | $1691.00           | $62461.14          | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7322.70           | Equities   |
| ISHARES TR                     LIFEPATH RETIREM | 2500-12-31      | N/A      | 0.0000% | $900.00            | $27801.00          | Equities   |
| GLOBAL X FDS                   VDEO GAM ESPRT   | 2500-12-31      | N/A      | 0.0000% | $47942.00          | $1526952.70        | Equities   |
| LEGG MASON ETF INVT            CLEARBRIDGE LRG  | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $93468.43          | Equities   |
| LONGEVERON INC                 CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $6462.00           | $5410.63           | Equities   |
| KINDLY MD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $840278.00         | $717093.25         | Equities   |
| PARNASSUS INCOME FDS           CORE SELECT ETF  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2654.00           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP ENE | 2500-12-31      | N/A      | 0.0000% | $744.00            | $31817.68          | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $216.00            | $1023.84           | Equities   |
| LATTICE STRATEGIES TR          HARTFRD EMRG ETF | 2500-12-31      | N/A      | 0.0000% | $79.00             | $2295.89           | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $1428.00           | $37608.95          | Equities   |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5511.96           | Equities   |
| LISTED FDS TR                  STF TAC GW & INC | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5308.24           | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $12577.00          | $23110.24          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1131.00           | $83329.25          | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $11576.25          | Equities   |
| PROSHARES TR                   ULSH 20YRTRE NEW | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6542.23           | Equities   |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $45919.00          | $1536908.93        | Equities   |
| READING INTL INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $995.00            | $1393.00           | Equities   |
| SPDR INDEX SHS FDS             GLB NAT RESRCE   | 2500-12-31      | N/A      | 0.0000% | $1426.00           | $84034.18          | Equities   |
| PROKIDNEY CORP                 SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $66290.00          | $204173.20         | Equities   |
| QUALIGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $13400.00          | $40870.00          | Equities   |
| TIDAL TRUST II                 YIELDMAX HOOD OP | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $117666.00         | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $15912.00          | $39302.64          | Equities   |
| LESLIES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $11936.00          | Equities   |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $37878.00          | $53029.20          | Equities   |
| LESLIES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $16127.00          | $60153.71          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1704.55           | Equities   |
| ISHARES TR                     CORE TOTAL USD   | 2500-12-31      | N/A      | 0.0000% | $7621.00           | $357196.27         | Equities   |
| CERO THERAPEUTICS HLDGS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $74605.00          | $7094.94           | Equities   |
| OLB GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $2502.95           | Equities   |
| ORGANIGRAM GLOBAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $646.00            | $1027.14           | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $6124.00           | $231732.16         | Equities   |
| FLUX PWR HLDGS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2035.00           | $7448.10           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $45.00             | $3441.82           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $32901.00          | $1282480.98        | Equities   |
| FUNDX INVT TR                  FUNDX ETF        | 2500-12-31      | N/A      | 0.0000% | $2354.00           | $189335.99         | Equities   |
| FRACTYL HEALTH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $6888.00           | Equities   |
| FRANKLIN TEMPLETON ETF TR      EMER MKT COR DIV | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10027.80          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $125874.00         | $4033002.96        | Equities   |
| LIFETIME BRANDS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $24000.00          | $81600.00          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1227.60           | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $8316.00           | Equities   |
| LARGO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $26800.00          | $31892.00          | Equities   |
| KRANESHARES TRUST              MSCI CHINA CLEAN | 2500-12-31      | N/A      | 0.0000% | $84.00             | $2558.64           | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $27014.00          | $1093796.86        | Equities   |
| LITHIUM AMERS CORP NEW         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $953063.00         | $5356214.06        | Equities   |
| PROSHARES TR                   ULTRA MATERIALS  | 2500-12-31      | N/A      | 0.0000% | $431.00            | $9606.99           | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $148330.60         | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $1460.00           | $4365.40           | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $2210.00           | $6607.90           | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2749.00           | $6872.50           | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $7000.00           | Equities   |
| GLOBAL X FDS                   ALTERNATIVE INCM | 2500-12-31      | N/A      | 0.0000% | $400.00            | $4759.96           | Equities   |
| LEVI STRAUSS & CO NEW          CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $401400.00         | $8144406.00        | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $1613.00           | $2451.76           | Equities   |
| GREENPRO CAP CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $7008.00           | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE TECH LEAD | 2500-12-31      | N/A      | 0.0000% | $200.00            | $8127.80           | Equities   |
| KRANESHARES TRUST              CALIFORNIA CARB  | 2500-12-31      | N/A      | 0.0000% | $1477.00           | $26334.91          | Equities   |
| GOODRX HLDGS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $5519.00           | $18985.36          | Equities   |
| GRABAGUN DIGITAL HLDGS INC     COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $37700.00          | $173043.00         | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $4056.00           | $208417.56         | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $134184.00         | $2579016.48        | Equities   |
| GLOBAL X FDS                   ARTIFICIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $20738.00          | $1092892.60        | Equities   |
| GRANITESHARES ETF TR           2X LONG MU DAILY | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12476.00          | Equities   |
| HARTE HANKS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $583.00            | $1783.98           | Equities   |
| HARTE HANKS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3758.00           | $11499.48          | Equities   |
| FEDERATED HERMES ETF TRUST     US STRATEGIC DIV | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3811.05           | Equities   |
| BROADWIND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $590.00            | $1333.40           | Equities   |
| BULLFROG AI HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2049.00           | $2622.72           | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $603954.00         | $28373758.92       | Equities   |
| EXCHANGE LISTED FDS TR         QRAFT AI US MMTM | 2500-12-31      | N/A      | 0.0000% | $400.00            | $20178.92          | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $45445.00          | $152240.75         | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $105100.00         | $107202.00         | Equities   |
| DIREXION SHS ETF TR            NAS100 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $228.00            | $23520.48          | Equities   |
| DIREXION SHS ETF TR            DAILY MSFT 2X SH | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5308.00           | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $22.00             | $1282.16           | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTCH | 2500-12-31      | N/A      | 0.0000% | $159.00            | $20391.75          | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $2884.00           | $168079.52         | Equities   |
| CAPITAL GROUP EQUITY ETF TR I  US LRG VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $700.00            | $18235.77          | Equities   |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $11700.00          | $43056.00          | Equities   |
| DIREXION SHS ETF TR            CSI 300 BULL2X   | 2500-12-31      | N/A      | 0.0000% | $3921.00           | $83360.46          | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $40904.00          | $41722.08          | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL 2X S | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $208300.00         | Equities   |
| TCW ETF TRUST                  ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $114330.00         | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1877.00           | $1914.54           | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $2468.00           | $58097.95          | Equities   |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $5900.00           | $2006767.00        | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $677700.00         | $11351475.00       | Equities   |
| CENTURY CASINOS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $9359.00           | Equities   |
| CAPITOL SER TR                 THE NIGHTVIEW FD | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10719.84          | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $587415.00         | $8053459.65        | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $105875.00         | $4719907.50        | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $7900.00           | $23779.00          | Equities   |
| CANADIAN NAT RES LTD           COM              | 2500-12-31      | N/A      | 0.0000% | $168200.00         | $5372308.00        | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $52387.00          | $1830401.78        | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $29571.00          | $68604.72          | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $356.00            | $14304.08          | Equities   |
| ADVISORS INNER CIRCLE FD II    PMV ADAPTIVE RSK | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6300.76           | Equities   |
| EA SERIES TRUST                SUNCOAST SELECT  | 2500-12-31      | N/A      | 0.0000% | $106.00            | $2878.96           | Equities   |
| AEMETIS INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10753.00          | $23011.42          | Equities   |
| ALEANNA INC                    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $414.00            | $1370.34           | Equities   |
| ALAMOS GOLD INC NEW            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $91.00             | $2824.64           | Equities   |
| ALLIED GAMING & ENTRTNMNT INC  COM              | 2500-12-31      | N/A      | 0.0000% | $10713.00          | $6782.40           | Equities   |
| REIN THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $6975.00           | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $6273.96           | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $36238.00          | $70301.72          | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13890.00          | $52920.90          | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTMN | 2500-12-31      | N/A      | 0.0000% | $4182.00           | $124226.31         | Equities   |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $27234.00          | $599420.34         | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $63302.00          | $118374.74         | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $3.90              | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1122330.00        | $874744.00         | Equities   |
| GRACE THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $772.00            | $2462.68           | Equities   |
| CALAMOS ETF TR                 AUTOCALLABLE INC | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1094.80           | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $10838.00          | $367408.20         | Equities   |
| MATTHEWS ASIA FDS              ASIA INNOV ACTIV | 2500-12-31      | N/A      | 0.0000% | $700.00            | $26209.54          | Equities   |
| LOCAL BOUNTI CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $900.00            | $2394.00           | Equities   |
| MCEWEN INC.                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $76.00             | $1447.04           | Equities   |
| LIGHTWAVE LOGIC INC            COM              | 2500-12-31      | N/A      | 0.0000% | $105694.00         | $484078.52         | Equities   |
| MINERVA NEUROSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12300.00          | $49692.00          | Equities   |
| RANI THERAPEUTICS HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1060.00           | $1537.00           | Equities   |
| PROTAGENIC THERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $1601.00           | $3954.47           | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $189330.00         | $27623247.00       | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $241.00            | $34027.59          | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $2870.00           | $9901.50           | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $94267.00          | $325221.15         | Equities   |
| OKEANIS ECO TANKERS COR        SHS              | 2500-12-31      | N/A      | 0.0000% | $341.00            | $11662.20          | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $144.00            | $13128.48          | Equities   |
| PROTAGENIC THERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $3417.00           | $8439.99           | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18580.00          | $20066.40          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $147835.00         | $3782358.48        | Equities   |
| SPDR SERIES TRUST              S&P 600 SMCP GRW | 2500-12-31      | N/A      | 0.0000% | $24699.00          | $2296266.03        | Equities   |
| PROSHARES TR II                ULTRA SHORT SILV | 2500-12-31      | N/A      | 0.0000% | $7931.00           | $105085.75         | Equities   |
| GIFTIFY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $2572.00           | $2957.80           | Equities   |
| SSGA ACTIVE TR                 SPDR GALAXY HEDG | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1521.21           | Equities   |
| PROSHARES TR                   ULTRASHORT SEMIC | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $23072.00          | Equities   |
| SPDR SERIES TRUST              HLTH CARE SVCS   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $20619.80          | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $88384.00          | $2552529.92        | Equities   |
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $38082.00          | $2918604.48        | Equities   |
| REPARE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $21428.00          | $37927.56          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLATILITY PREM  | 2500-12-31      | N/A      | 0.0000% | $82.00             | $1456.32           | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2767.61           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $299827.00         | $8170285.75        | Equities   |
| SONNET BIOTHERAPEUTC HLDNG INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $53580.00          | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1745.60           | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $111.00            | $3246.75           | Equities   |
| BAIRD MED INVT HLDGS LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $14177.00          | $19847.80          | Equities   |
| XBP GLOBAL HOLDINGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1557236.00        | $890271.82         | Equities   |
| USIO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $7150.00           | Equities   |
| U S GLOBAL INVS INC            CL A             | 2500-12-31      | N/A      | 0.0000% | $10629.00          | $26891.37          | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $464794.00         | $15152284.40       | Equities   |
| PEMBINA PIPELINE CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $136.00            | $5125.84           | Equities   |
| OUTLOOK THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $5704.00           | Equities   |
| ORIGIN MATERIALS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $3147.00           | $1830.92           | Equities   |
| OSR HLDGS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1816.00           | $1188.94           | Equities   |
| NAUTICUS ROBOTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $10887.00          | $18181.29          | Equities   |
| PACER FDS TR                   US CHS CWS GWT   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2327.83           | Equities   |
| PAYMENTUS HOLDINGS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $18700.00          | $533137.00         | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $94300.00          | $236693.00         | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $12079.00          | $48436.79          | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $775.00            | $2596.25           | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7388.00           | $24749.80          | Equities   |
| SAFE & GREEN HOLDINGS CORP     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $2519.00           | Equities   |
| PROSHARES TR                   SHRT RL EST FD   | 2500-12-31      | N/A      | 0.0000% | $76.00             | $1302.80           | Equities   |
| RENOVORX INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2740.00           | $2781.10           | Equities   |
| RAFAEL HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $5400.00           | Equities   |
| RBB FD INC                     SGI ENHANCED NAS | 2500-12-31      | N/A      | 0.0000% | $600.00            | $19449.96          | Equities   |
| SPDR SERIES TRUST              PORTFOLIO AGRGTE | 2500-12-31      | N/A      | 0.0000% | $46462.00          | $1205688.90        | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $231062.00         | $14517625.46       | Equities   |
| NOVONIX LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $87231.00          | $136952.67         | Equities   |
| BROADWIND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3752.00           | $8479.52           | Equities   |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8710.00           | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BEAR   | 2500-12-31      | N/A      | 0.0000% | $4364.00           | $99658.49          | Equities   |
| DIREXION SHS ETF TR            DAILY CSCO BEAR  | 2500-12-31      | N/A      | 0.0000% | $238.00            | $5483.52           | Equities   |
| DIREXION SHS ETF TR            DAILY CSI 2X SH  | 2500-12-31      | N/A      | 0.0000% | $61648.00          | $3195215.84        | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $1597.00           | $38583.52          | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6247.00           | Equities   |
| DIREXION SHS ETF TR            DLY EMG MK BL 3X | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1116.60           | Equities   |
| AMPLIFY ETF TR                 COWS COVERED CAL | 2500-12-31      | N/A      | 0.0000% | $517.00            | $12213.30          | Equities   |
| ENSYSCE BIOSCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7100.00           | $15336.00          | Equities   |
| BROOKFIELD CORP                CL A LTD VT SH   | 2500-12-31      | N/A      | 0.0000% | $788898.00         | $36099972.48       | Equities   |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $14592.00          | $1528074.24        | Equities   |
| COGNITION THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $47223.00          | $77917.95          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $193.00            | $5154.06           | Equities   |
| CARDLYTICS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $757598.00         | $1439436.20        | Equities   |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $12318.00          | $429405.48         | Equities   |
| CHARGEPOINT HOLDINGS INC       COM SHS          | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1047.00           | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $39812.00          | $1224219.00        | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $54566.00          | $178976.48         | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $369200.00         | $1210976.00        | Equities   |
| CANADIAN NATL RY CO            COM              | 2500-12-31      | N/A      | 0.0000% | $25500.00          | $2379150.00        | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $337653.00         | $783354.96         | Equities   |
| CINEVERSE CORP                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $8850.00           | Equities   |
| CINEVERSE CORP                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $34917.00          | $103005.15         | Equities   |
| TAOPING INC                    ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $2400.00           | Equities   |
| CHECK CAP LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $8979.00           | $12301.23          | Equities   |
| ZENATECH INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $6960.00           | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $8887.00           | $43368.56          | Equities   |
| JBS N.V.                       CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $475700.00         | $6207885.00        | Equities   |
| INNOVATION BEVERAGE GROUP LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $36700.00          | $120376.00         | Equities   |
| ZOOZ STRATEGY LTD              SHARE            | 2500-12-31      | N/A      | 0.0000% | $29300.00          | $44536.00          | Equities   |
| VS MEDIA HOLDINGS LTD.         COM CLASS A NEW  | 2500-12-31      | N/A      | 0.0000% | $1855.00           | $1780.80           | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $854742.00         | $1269291.87        | Equities   |
| CONCORDE INTL GROUP LTD        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $651.00            | $1855.35           | Equities   |
| SKYLINE BLDRS GROUP HLDG LTD   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $714.00            | $2384.76           | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $49.00             | $19404.00          | Equities   |
| PAINREFORM LTD                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $8500.00           | $10285.00          | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $14148.00          | $38482.56          | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $438340.76         | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $439400.00         | $4455516.00        | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $3952.00           | $11144.64          | Equities   |
| YATRA ONLINE INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4013.00           | $5899.11           | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $14735.00          | $29470.00          | Equities   |
| C3IS INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $5992.00           | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $63172.00          | $216679.96         | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $82000.00          | $164000.00         | Equities   |
| VINFAST AUTO LTD               SHS              | 2500-12-31      | N/A      | 0.0000% | $280400.00         | $914104.00         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $31478.00          | $118042.50         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $50421.00          | $189078.75         | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $52.00             | $1241.24           | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $991.00            | $3716.25           | Equities   |
| WORK MED TECHNOLOGY GROUP LTD  SHS NEW  CL A    | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $10904.00          | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $250470.00         | $6103953.90        | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $209200.00         | $569024.00         | Equities   |
| CORPORACION AMER ARPTS S A     COM              | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $50048.00          | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $538.00            | $11970.50          | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $3875.52           | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $19764.00          | Equities   |
| DOMINARI HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1282.00           | $6371.54           | Equities   |
| AMERICAN CENTY ETF TR          MID CAP GRW IMP  | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $93654.96          | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $12968.00          | $376396.20         | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $36645.00          | Equities   |
| AMPLIFY ETF TR                 CWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $647.00            | $19222.37          | Equities   |
| AMPLIFY ETF TR                 CWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $49198.00          | $1461672.58        | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $25100.00          | $359432.00         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1216.35           | Equities   |
| EA SERIES TRUST                MKAM ETF         | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2376.22           | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $254155.00         | $191124.56         | Equities   |
| AMERICAN REBEL HLDGS INC       COM SHS          | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $14504.00          | Equities   |
| EA SERIES TRUST                CONCOURSE CAPITL | 2500-12-31      | N/A      | 0.0000% | $641.00            | $17384.95          | Equities   |
| EA SERIES TRUST                STRIVE US ENERGY | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $168780.00         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM BUFFER | 2500-12-31      | N/A      | 0.0000% | $1901.00           | $51419.20          | Equities   |
| ADVISORSHARES TR               PSYCHEDELICS ETF | 2500-12-31      | N/A      | 0.0000% | $326.00            | $6435.24           | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $144608.00         | $151838.40         | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $90800.00          | $169796.00         | Equities   |
| AMERICAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $256602.00         | $931465.26         | Equities   |
| AMERICAN BEACON SELECT FUNDS   GLG NATURAL RESO | 2500-12-31      | N/A      | 0.0000% | $12993.00          | $522117.21         | Equities   |
| GLOBAL X FDS                   X RUSSELL 2000 E | 2500-12-31      | N/A      | 0.0000% | $232.00            | $22295.25          | Equities   |
| GREENLANE HLDGS INC            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $600.00            | $1926.00           | Equities   |
| GRANITESHARES ETF TR           2X LONG VRT DAI  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7700.24           | Equities   |
| GROVE COLLABORATIVE HOLD INC   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $6517.00           | Equities   |
| GRANITESHARES ETF TR           2X SHORT TSLA DA | 2500-12-31      | N/A      | 0.0000% | $298.00            | $2872.72           | Equities   |
| MARCHEX INC                    CL B             | 2500-12-31      | N/A      | 0.0000% | $4594.00           | $8407.02           | Equities   |
| GRAYSCALE FUNDS TRUST          BITCOIN MINERS   | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1731.36           | Equities   |
| MANHATTAN BRDG CAP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $9780.00           | Equities   |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $164300.00         | $254665.00         | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $310741.00         | $495631.90         | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $6522.00           | $10402.59          | Equities   |
| HEALTHCARE TRIANGLE INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1393.00           | $3733.24           | Equities   |
| HINGE HEALTH INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $44600.00          | $2170236.00        | Equities   |
| CHINA SXT PHARMACEUTICALS INC  SHS NEW JAN 2025 | 2500-12-31      | N/A      | 0.0000% | $778.00            | $1034.74           | Equities   |
| BRIDGER AEROSPACE GRP HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $5028.00           | $8547.60           | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $19800.00          | $27720.00          | Equities   |
| MURAL ONCOLOGY PUB LTD CO      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2980.00           | $6258.00           | Equities   |
| ZW DATA ACTION TECHNOLOGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $1759.00           | $3465.23           | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $37085.00          | $64898.75          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUNI | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $86491.58          | Equities   |
| NUTRIEN LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $78777.00          | $4279166.64        | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $7915.00           | $249164.20         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $49435.00          | $93432.15          | Equities   |
| VIOMI TECHNOLOGY CO LTD        SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $30153.00          | $89554.41          | Equities   |
| ODYSIGHT AI INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $3960.00           | Equities   |
| SAVERONE 2014 LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $940.00            | $1212.60           | Equities   |
| SOLARMAX TECHNOLOGY INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $6872.60           | Equities   |
| SMITH MICRO SOFTWARE INC       COM SHS          | 2500-12-31      | N/A      | 0.0000% | $3982.00           | $2638.87           | Equities   |
| SSGA ACTIVE ETF TR             BLACKSTONE SENR  | 2500-12-31      | N/A      | 0.0000% | $602252.00         | $24987435.48       | Equities   |
| SOUTH BOW CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $58500.00          | $1511055.00        | Equities   |
| SO YOUNG INTERNATIONAL INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $31878.00          | $89577.18          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $124230.00         | $504373.80         | Equities   |
| SOL STRATEGIES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $10177.00          | $35110.65          | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $92463.00          | $135920.61         | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $21600.00          | $2416392.00        | Equities   |
| SPDR SERIES TRUST              BLOOMBERG 1-3 MO | 2500-12-31      | N/A      | 0.0000% | $597.00            | $54768.78          | Equities   |
| SOW GOOD INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3118.00           | $2491.28           | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12136.00          | $17839.92          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SHORT TERM TREA  | 2500-12-31      | N/A      | 0.0000% | $15290.00          | $334392.30         | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $55685.00          | $217171.50         | Equities   |
| WRAP TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $66557.00          | $181035.04         | Equities   |
| VIRGIN GALACTIC HOLDINGS INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5949.00           | $22725.18          | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLLCP 600 IDX   | 2500-12-31      | N/A      | 0.0000% | $12482.00          | $1367028.64        | Equities   |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $5229.00           | $410267.34         | Equities   |
| BBB FOODS INC                  CL A COM         | 2500-12-31      | N/A      | 0.0000% | $21500.00          | $616620.00         | Equities   |
| FUSION FUEL GREEN PLC          SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $2597.00           | $10725.61          | Equities   |
| VANECK MERK GOLD ETF           GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $5049.00           | $195598.26         | Equities   |
| VESTAND INC.                   CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $4505.00           | Equities   |
| WELLGISTICS HEALTH INC         COM              | 2500-12-31      | N/A      | 0.0000% | $279900.00         | $220113.36         | Equities   |
| ARCOS DORADOS HOLDINGS INC     SHS CLASS -A -   | 2500-12-31      | N/A      | 0.0000% | $223215.00         | $1611612.30        | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $6719.00           | $10481.64          | Equities   |
| CMB.TECH NV                    SHS              | 2500-12-31      | N/A      | 0.0000% | $13940.00          | $130896.60         | Equities   |
| CARBON REVOLUTION LTD          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1446.00           | Equities   |
| VERU INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $186712.00         | $562003.12         | Equities   |
| VOC ENERGY TR                  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $2454.00           | $7165.68           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFED RTRN   | 2500-12-31      | N/A      | 0.0000% | $632.00            | $67054.76          | Equities   |
| LIXTE BIOTECHNOLOGY HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $408.00            | $1762.56           | Equities   |
| PROSHARES TR                   ULTRA CYBRSCURTY | 2500-12-31      | N/A      | 0.0000% | $1571.00           | $96166.88          | Equities   |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $6007.00           | $317830.37         | Equities   |
| RAVE RESTAURANT GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1859.00           | $4703.27           | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $485907.00         | $13522791.81       | Equities   |
| J P MORGAN EXCHANGE TRADED FD  GLOBAL SEL EQUIT | 2500-12-31      | N/A      | 0.0000% | $65.00             | $4438.20           | Equities   |
| REALPHA TECH CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $11209.00          | $6694.01           | Equities   |
| MACQUARIE ETF TRUST            FOCUSED EMERGING | 2500-12-31      | N/A      | 0.0000% | $400.00            | $15936.72          | Equities   |
| SPDR SERIES TRUST              BBG CONV SEC ETF | 2500-12-31      | N/A      | 0.0000% | $36544.00          | $3381050.88        | Equities   |
| SNDL INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $23625.00          | $50321.25          | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $429.00            | $16911.18          | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4294.00           | $28426.28          | Equities   |
| SPROTT FDS TR                  NICKEL MINERS ET | 2500-12-31      | N/A      | 0.0000% | $13900.00          | $199882.00         | Equities   |
| SONO TEK CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $781.00            | $3592.60           | Equities   |
| SNOW LAKE RES LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $3456.00           | Equities   |
| SIDUS SPACE INC                CL A COM NEW     | 2500-12-31      | N/A      | 0.0000% | $11424.00          | $12794.88          | Equities   |
| SIDUS SPACE INC                CL A COM NEW     | 2500-12-31      | N/A      | 0.0000% | $11897.00          | $13324.64          | Equities   |
| MURAL ONCOLOGY PUB LTD CO      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $7140.00           | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $3895.00           | $19241.30          | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $508.00            | $11811.00          | Equities   |
| GOLDMAN SACHS ETF TR           MARKETBETA  RUSS | 2500-12-31      | N/A      | 0.0000% | $4468.00           | $233989.16         | Equities   |
| YUM CHINA HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $204400.00         | $8932280.00        | Equities   |
| ROMA GREEN FIN LTD             SHS              | 2500-12-31      | N/A      | 0.0000% | $903.00            | $2528.40           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7704.00           | Equities   |
| SANGAMO THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $121572.00         | $69539.18          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $167.00            | $7530.03           | Equities   |
| SONO TEK CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $1214.00           | $5584.40           | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $25856.00          | $34905.60          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HEDGED EQUITY    | 2500-12-31      | N/A      | 0.0000% | $2308.00           | $73117.44          | Equities   |
| SMART SAND INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $6600.00           | $14124.00          | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $28900.00          | $39015.00          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1831.49           | Equities   |
| TILRAY BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $7641460.00        | $9857483.40        | Equities   |
| TIDAL TRUST II                 YIELDMAX GOLD MI | 2500-12-31      | N/A      | 0.0000% | $1361.00           | $21245.21          | Equities   |
| TRANSACT TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $9933.00           | Equities   |
| TRANSACT TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $505.00            | $2388.65           | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $2010.00           | $4582.80           | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $440727.00         | $36099948.57       | Equities   |
| TIDAL TRUST II                 YIELDMAX UNIVERS | 2500-12-31      | N/A      | 0.0000% | $14218.00          | $169905.10         | Equities   |
| TIDAL TRUST I                  SOUND EQUITY DIV | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1000.19           | Equities   |
| THORNBURG ETF TR               MULTI SECTOR BD  | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2438.65           | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $133083.00         | Equities   |
| TIVIC HEALTH SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1727.00           | $4317.50           | Equities   |
| TIDAL TRUST II                 YIELDMAX TSLA OP | 2500-12-31      | N/A      | 0.0000% | $38400.00          | $316416.00         | Equities   |
| TIDAL TRUST II                 CARBON CLCTV CLM | 2500-12-31      | N/A      | 0.0000% | $2372.00           | $60881.89          | Equities   |
| TIDAL TRUST II                 YIELDMAX CVNA OP | 2500-12-31      | N/A      | 0.0000% | $87.00             | $2771.82           | Equities   |
| TRON INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $7100.00           | $17040.00          | Equities   |
| SYNTEC OPTICS HLDGS INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $703.00            | $1799.68           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $105.00            | $4390.05           | Equities   |
| THEMES ETF TR                  LEVERAGE 2X LONG | 2500-12-31      | N/A      | 0.0000% | $1525.00           | $53268.25          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $57239.00          | Equities   |
| TIDAL TRUST II                 YIELDMAX CRYPTO  | 2500-12-31      | N/A      | 0.0000% | $422.00            | $14706.70          | Equities   |
| TIDAL TRUST II                 YIELDMAX COIN OP | 2500-12-31      | N/A      | 0.0000% | $33200.00          | $201192.00         | Equities   |
| TEAM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $700.00            | $10990.00          | Equities   |
| TIDAL TRUST II                 YIELDMAX SMCI    | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $20328.00          | Equities   |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $237900.00         | $12018708.00       | Equities   |
| GRANITESHARES ETF TR           2X SHORT NVDA DA | 2500-12-31      | N/A      | 0.0000% | $41222.00          | $294737.30         | Equities   |
| WEBUS INTL LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $4250.00           | Equities   |
| NUWELLIS INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $500.00            | $1900.00           | Equities   |
| UPLAND SOFTWARE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $749.00            | $1535.45           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $14420.00          | $683796.40         | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $767.00            | $11811.80          | Equities   |
| ONE STOP SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $31212.00          | $154811.52         | Equities   |
| ONE STOP SYS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $193712.00         | $960811.52         | Equities   |
| TIDAL TRUST II                 YIELDMAX MAGNIFI | 2500-12-31      | N/A      | 0.0000% | $216.00            | $3298.32           | Equities   |
| ICL GROUP LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $755.00            | $4915.05           | Equities   |
| ALCON AG                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1485.20           | Equities   |
| X4 PHARMACEUTICALS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2151.00           | $8582.49           | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $11081.00          | $30915.99          | Equities   |
| EBANG INTL HLDGS INC           CL A ORD SH NEW  | 2500-12-31      | N/A      | 0.0000% | $2436.00           | $10353.00          | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $154246.00         | $2272043.58        | Equities   |
| GAMEHAUS HOLDINGS INC          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $1111.00           | $1366.53           | Equities   |
| GUARDFORCE AI CO LTD           SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $11688.00          | $11358.40          | Equities   |
| APPLIED THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $42004.00          | $47464.52          | Equities   |
| AMPLIFY COMMODITY TRUST        BREAKWAVE DRY BU | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $10725.00          | Equities   |
| AN2 THERAPEUTICS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1320.00           | $1636.80           | Equities   |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $14688.20          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $39.00             | $3357.90           | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $467.00            | $40208.70          | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $71.00             | $4835.81           | Equities   |
| AMERICAN CENTY ETF TR          SELECT HIGH YIEL | 2500-12-31      | N/A      | 0.0000% | $900.00            | $42066.00          | Equities   |
| ATOSSA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $84351.00          | $74228.88          | Equities   |
| BTCS INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4009.00           | $14392.31          | Equities   |
| ELUTIA INC                     CL A COM         | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $4823.00           | Equities   |
| BTCS INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5013.00           | $17996.67          | Equities   |
| BTCS INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26103.00          | $93709.77          | Equities   |
| DIREXION SHS ETF TR            DLY EMG MK BL 3X | 2500-12-31      | N/A      | 0.0000% | $9298.00           | $519107.34         | Equities   |
| CYCLERION THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3559.00           | $6833.28           | Equities   |
| PODCASTONE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $2310.00           | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $155067.00         | $516373.11         | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $18200.00          | $2475018.00        | Equities   |
| CUE BIOPHARMA INC              COM              | 2500-12-31      | N/A      | 0.0000% | $30596.00          | $21398.84          | Equities   |
| BT BRANDS INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6923.00           | $12461.40          | Equities   |
| CHEGG INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $156416.00         | $149033.16         | Equities   |
| DEFI TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $379052.00         | $678503.08         | Equities   |
| CELULARITY INC                 CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $4158.00           | Equities   |
| CANADIAN PACIFIC KANSAS CITY   COM              | 2500-12-31      | N/A      | 0.0000% | $21510.00          | $1561841.10        | Equities   |
| PRESURANCE HOLDINGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $943.00            | $1329.63           | Equities   |
| CROWN CRAFTS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $989.00            | $2848.32           | Equities   |
| COFFEE HLDG CO INC             COM              | 2500-12-31      | N/A      | 0.0000% | $548.00            | $2334.48           | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $42059.00          | $121550.51         | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $102979.00         | $297609.31         | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $28800.00          | $52416.00          | Equities   |
| ANIXA BIOSCIENCES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $32886.00          | Equities   |
| CPS TECHNOLOGIES CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $591.00            | $2547.21           | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $14666.00          | $22145.66          | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $1056.00           | $3389.76           | Equities   |
| CARVER BANCORP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1337.00           | $3703.49           | Equities   |
| COHEN & STEERS ETF TRUST       NATURAL RES ACTI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5810.90           | Equities   |
| COSMOS HEALTH INC              COM              | 2500-12-31      | N/A      | 0.0000% | $5195.00           | $4676.54           | Equities   |
| CENNTRO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $58822.00          | $12964.37          | Equities   |
| CARDIOL THERAPEUTICS INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1397.00           | $1536.70           | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM              | 2500-12-31      | N/A      | 0.0000% | $18200.00          | $1499498.00        | Equities   |
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1070.00           | $1326.80           | Equities   |
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $726891.00         | $901344.84         | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3519628.00        | $4293946.16        | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $11943.00          | $37381.59          | Equities   |
| AMPLITECH GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1416.00           | $4984.32           | Equities   |
| EA SERIES TRUST                INTL QUAN VALUE  | 2500-12-31      | N/A      | 0.0000% | $208.00            | $6324.68           | Equities   |
| AURORA MOBILE LTD              SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $409.00            | $3108.40           | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $364159.00         | $1751604.79        | Equities   |
| ASCENT SOLAR TECHNOLOGIES INC  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $683.00            | $1413.81           | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $9148.00           | $28633.24          | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $11678.00          | $1048567.62        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY DGTL PAY | 2500-12-31      | N/A      | 0.0000% | $113.00            | $6072.62           | Equities   |
| ARCADIA BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $500.00            | $1855.00           | Equities   |
| PROSHARES TR                   ULTRASHRT S&P500 | 2500-12-31      | N/A      | 0.0000% | $19010.00          | $264999.40         | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $205.00            | $6348.85           | Equities   |
| MESA RTY TR                    UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $5592.00           | Equities   |
| KORE GROUP HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $4224.00           | Equities   |
| MORGAN STANLEY ETF TRUST       CALVERT US MDCP  | 2500-12-31      | N/A      | 0.0000% | $139.00            | $8750.34           | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $54680.00          | $1553458.80        | Equities   |
| SEMILEDS CORP                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2349.00           | $6600.69           | Equities   |
| NAUTILUS BIOTECHNOLOGY INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3581.00           | $5049.21           | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1222508.00        | $2885118.88        | Equities   |
| HOTH THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2091.00           | $2843.76           | Equities   |
| MANHATTAN BRDG CAP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3261.00           | $15946.29          | Equities   |
| INNOVATOR ETFS TRUST           NASDAQ 100  MANA | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $47950.00          | Equities   |
| MICROBOT MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $16848.00          | Equities   |
| GRAYSCALE BITCOIN MINI TR ETF  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $330.00            | $15549.60          | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $10824.00          | Equities   |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $79500.00          | $1870635.00        | Equities   |
| GRANITESHARES ETF TR           YIELDBOOST TSLA  | 2500-12-31      | N/A      | 0.0000% | $254700.00         | $1984113.00        | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $33935.00          | $891133.10         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $2857.00           | $114096.58         | Equities   |
| MICROBOT MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $365156.00         | $788736.96         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3993.58           | Equities   |
| ISHARES TR                     GLOBAL FINLS ETF | 2500-12-31      | N/A      | 0.0000% | $3444.00           | $393267.60         | Equities   |
| INNOVATOR ETFS TRUST           INNOVATOR DEEPW  | 2500-12-31      | N/A      | 0.0000% | $99.00             | $7992.76           | Equities   |
| GRANITESHARES ETF TR           2X LONG PLTR     | 2500-12-31      | N/A      | 0.0000% | $1744.00           | $62661.92          | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $10290.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $6760.00           | $195161.20         | Equities   |
| GRANITESHARES ETF TR           2X LONG INTC DAI | 2500-12-31      | N/A      | 0.0000% | $17835.00          | $969153.90         | Equities   |
| UPEXI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $324190.00         | $1381049.40        | Equities   |
| TIDAL TRUST III                INTECH S&P SMALL | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $24497.00          | Equities   |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $105276.00         | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR AGRI CMDTY STRA  | 2500-12-31      | N/A      | 0.0000% | $8897.00           | $311395.00         | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $34.00             | $2820.30           | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1047420.00        | $2011046.40        | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $142866.00         | $274302.72         | Equities   |
| LANDBRIDGE COMPANY LLC         CL A             | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $296300.00         | Equities   |
| INNOVATE CORP                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2899.00           | $15306.72          | Equities   |
| GEN RESTAURENT GROUP           CL A COM         | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $9000.00           | Equities   |
| IMMIX BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $13946.00          | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1274.00           | $2790.06           | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $4494.00           | $12178.74          | Equities   |
| INVO FERTILITY INC.            COM              | 2500-12-31      | N/A      | 0.0000% | $13300.00          | $6132.63           | Equities   |
| SPROTT ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $853.00            | $50369.65          | Equities   |
| SPROTT FDS TR                  COPPER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8913.00           | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP TAXAB | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1037.81           | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $53000.00          | $61480.00          | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $512227.00         | $594183.32         | Equities   |
| SHIMMICK CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $643.00            | $1504.62           | Equities   |
| LITE STRATEGY INC              COM              | 2500-12-31      | N/A      | 0.0000% | $18653.00          | $36373.35          | Equities   |
| LEE ENTERPRISES INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $5590.00           | Equities   |
| LASER PHOTONICS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $800.00            | $3048.00           | Equities   |
| LASER PHOTONICS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $14040.00          | $53492.40          | Equities   |
| NRX PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3881.00           | $11720.62          | Equities   |
| SABINE RTY TR                  UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $69.00             | $4908.66           | Equities   |
| LITE STRATEGY INC              COM              | 2500-12-31      | N/A      | 0.0000% | $733.00            | $1429.35           | Equities   |
| SERIES PORTFOLIOS TR           INFRASTRUCTURE C | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5031.50           | Equities   |
| LISTED FDS TR                  CORE ALT FD      | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2552.40           | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $12938.00          | $31827.48          | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $21200.00          | $1852244.00        | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $28799.00          | $84381.07          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $22177.00          | $938204.64         | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $89963.00          | $186223.41         | Equities   |
| CIMG INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $10631.00          | $2471.71           | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $19300.00          | $3300107.00        | Equities   |
| VANECK ETF TRUST               INDONESIA INDEX  | 2500-12-31      | N/A      | 0.0000% | $97.00             | $1582.07           | Equities   |
| FOUNDER GROUP LTD              ORD SHS CLASS A  | 2500-12-31      | N/A      | 0.0000% | $46200.00          | $16826.04          | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $81.00             | $3589.92           | Equities   |
| SENTAGE HOLDINGS INC           SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $793.00            | $2014.22           | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $4765.00           | $17868.75          | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $10060.00          | $37725.00          | Equities   |
| VANGUARD INDEX FDS             SM CP VAL ETF    | 2500-12-31      | N/A      | 0.0000% | $11552.00          | $2374860.16        | Equities   |
| TIDAL TRUST II                 DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $300.00            | $4521.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX S&P 500 | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4601.38           | Equities   |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $694008.00         | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $567241.00         | $748758.12         | Equities   |
| SCHMID GROUP N.V.              EURO SHS CL A    | 2500-12-31      | N/A      | 0.0000% | $1006.00           | $4079.33           | Equities   |
| CAESARSTONE LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $20776.00          | $24515.68          | Equities   |
| PSQ HOLDINGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $221874.00         | $443748.00         | Equities   |
| ADECOAGRO S A                  COM              | 2500-12-31      | N/A      | 0.0000% | $22194.00          | $178883.64         | Equities   |
| TIDAL TRUST II                 YIELDMAX NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4603.08           | Equities   |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $34000.00          | $599760.00         | Equities   |
| AUTOZI INTERNET TECHNOLOGY G   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $33254.00          | $3102.60           | Equities   |
| WESTPORT FUEL SYSTEMS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $4757.00           | $9466.43           | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $12039.00          | $445081.83         | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $17300.00          | $645636.00         | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $62286.00          | $2886956.10        | Equities   |
| PACER FDS TR                   LUNT MDCAP MLT   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $41156.64          | Equities   |
| WILLAMETTE VY VINEYARD INC     COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $3141.00           | Equities   |
| WEST FRASER TIMBER CO LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $73980.00          | Equities   |
| AGRIFORCE GROWING SYSTEMS LTD  COM              | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $18676.00          | Equities   |
| HONG KONG PHARMA DIGITAL TECHN SHS              | 2500-12-31      | N/A      | 0.0000% | $9800.00           | $12348.00          | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $18933.00          | $746338.86         | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6375.00           | $8733.75           | Equities   |
| YSX TECH CO  LTD               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $8900.00           | $25632.00          | Equities   |
| STEVANATO GROUP S P A          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $274.00            | $6833.56           | Equities   |
| PRESTIGE WEALTH INC            USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $3203.00           | $1380.17           | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $12243.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV STRUCTURED CR IN | 2500-12-31      | N/A      | 0.0000% | $70.00             | $1452.50           | Equities   |
| FEDERATED HERMES ETF TRUST     MDT LARGE CAP    | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1223.04           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $42984.00          | $3936044.88        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $1442.00           | $58205.32          | Equities   |
| DIREXION SHS ETF TR            DAILY QCOM BEAR  | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $106511.50         | Equities   |
| MYSEUM INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1121.00           | $3037.91           | Equities   |
| DIREXION SHS ETF TR            DAILY PHARMA     | 2500-12-31      | N/A      | 0.0000% | $300.00            | $2595.00           | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $8525.00           | $28558.75          | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $305.00            | $1021.75           | Equities   |
| BITWISE FUNDS TRUST            MSTR OPTION INCM | 2500-12-31      | N/A      | 0.0000% | $320.00            | $7593.60           | Equities   |
| BANK NOVA SCOTIA HALIFAX       COM              | 2500-12-31      | N/A      | 0.0000% | $380568.00         | $24988094.88       | Equities   |
| ATHIRA PHARMA INC              COM              | 2500-12-31      | N/A      | 0.0000% | $3301.00           | $13765.17          | Equities   |
| AUTONOMIX MED INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $2060.00           | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $114284.00         | $2641103.24        | Equities   |
| STREAMEX CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $2941.00           | $13646.24          | Equities   |
| BAYTEX ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $14300.00          | $32461.00          | Equities   |
| STREAMEX CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $2014.00           | $9344.96           | Equities   |
| B. RILEY FINANCIAL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $216133.00         | $1076342.34        | Equities   |
| BIOFRONTERA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1343.00           | $1437.01           | Equities   |
| DIMENSIONAL ETF TRUST          US HIGH PROFITAB | 2500-12-31      | N/A      | 0.0000% | $75733.00          | $2877096.67        | Equities   |
| DIMENSIONAL ETF TRUST          INTL CORE EQT MK | 2500-12-31      | N/A      | 0.0000% | $9764.00           | $358338.80         | Equities   |
| CULP INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2155.00           | $8900.15           | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI SOUTH | 2500-12-31      | N/A      | 0.0000% | $74.00             | $12723.56          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS VA | 2500-12-31      | N/A      | 0.0000% | $19324.00          | $645483.44         | Equities   |
| CULP INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $390.00            | $1610.70           | Equities   |
| DIREXION SHS ETF TR            DLY TECH BULL 3X | 2500-12-31      | N/A      | 0.0000% | $11258.00          | $1658866.30        | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $108.00            | $2522.92           | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $216.00            | $11592.72          | Equities   |
| CYNGN INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $2730.00           | Equities   |
| DIREXION SHS ETF TR            DLY CNMSR BULL   | 2500-12-31      | N/A      | 0.0000% | $1243.00           | $60273.07          | Equities   |
| DIREXION SHS ETF TR            DAILY BA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $4359.00           | $86091.12          | Equities   |
| DIREXION SHS ETF TR            DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $187.00            | $2101.88           | Equities   |
| DIREXION SHS ETF TR            DLY FTS BUL 3X   | 2500-12-31      | N/A      | 0.0000% | $9581.00           | $353922.14         | Equities   |
| DBX ETF TR                     XTRACKERS HIGH   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4241.00           | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $82.00             | $13104.42          | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $86.00             | $13743.66          | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $30686.00          | $2074680.46        | Equities   |
| CURIS INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $796.00            | $1186.04           | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $2103.00           | $43122.01          | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA BEAR  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1434.00           | Equities   |
| DIREXION SHS ETF TR            DAILY CSCO BULL  | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $166662.00         | Equities   |
| ESS TECH INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8900.00           | $35600.00          | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $2597.00           | $4726.54           | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA BEAR  | 2500-12-31      | N/A      | 0.0000% | $666.00            | $23876.10          | Equities   |
| ASTROTECH CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1185.00           | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS FA  | 2500-12-31      | N/A      | 0.0000% | $7162.00           | $31584.42          | Equities   |
| FORIAN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $7072.00           | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $14672.00          | $209894.70         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $4755.00           | $279570.23         | Equities   |
| FORIAN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $960.00            | $2121.60           | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD    | 2500-12-31      | N/A      | 0.0000% | $4584.00           | $121131.28         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $13976.00          | $598088.94         | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $409987.00         | $5338030.74        | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV AAA CMBS ETF     | 2500-12-31      | N/A      | 0.0000% | $96.00             | $1969.92           | Equities   |
| FOREMOST CLEAN ENERGY LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $38900.00          | $128370.00         | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $98.00             | $5689.37           | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $4034.00           | $234193.06         | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $1278.00           | $55209.60          | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $37377.00          | $1546660.26        | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $3804.00           | $303111.47         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $4330.00           | $318341.60         | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $38918.00          | $1143800.02        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $52855.00          | $3192442.00        | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $832.00            | $83790.72          | Equities   |
| GOLDMAN SACHS ETF TR           CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $516.00            | $26398.56          | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $218.00            | $9893.91           | Equities   |
| GLOBAL X FDS                   S&P 500 CATHOLIC | 2500-12-31      | N/A      | 0.0000% | $25509.00          | $2107553.58        | Equities   |
| ISHARES TR                     MSCI JP VALUE    | 2500-12-31      | N/A      | 0.0000% | $4659.00           | $183564.60         | Equities   |
| ISHARES U S ETF TR             BLOOMBERG ROLL   | 2500-12-31      | N/A      | 0.0000% | $5715.00           | $306981.23         | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $25215.00          | $1127614.80        | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $18875.00          | $55303.75          | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $744168.00         | $2180412.24        | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $22681.00          | $437496.08         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUAL WE | 2500-12-31      | N/A      | 0.0000% | $15843.00          | $800229.93         | Equities   |
| NEW HORIZON AIRCRAFT LTD       COM              | 2500-12-31      | N/A      | 0.0000% | $11959.00          | $27266.52          | Equities   |
| INVESTMENT MANAGERS SER TR II  ASTORIA REAL     | 2500-12-31      | N/A      | 0.0000% | $200.00            | $3763.06           | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $1098.00           | $104222.16         | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $8901.00           | $147311.55         | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $1063.00           | $29236.11          | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $173005.00         | $18573816.80       | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1.5X SHORT | 2500-12-31      | N/A      | 0.0000% | $21500.00          | $620275.00         | Equities   |
| GAXOS.AI INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $15157.00          | $24402.77          | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $37520.00          | $1274554.40        | Equities   |
| OFFERPAD SOLUTIONS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $18201.00          | $42954.36          | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $5805.00           | $197195.85         | Equities   |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $80654.00          | $4745681.36        | Equities   |
| GLOBAL X FDS                   MSCI GREECE ETF  | 2500-12-31      | N/A      | 0.0000% | $2795.00           | $175218.55         | Equities   |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $9900.00           | $23364.00          | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $138556.00         | $405969.08         | Equities   |
| GLIMPSE GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1994.00           | $3090.70           | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $40517.00          | $23986.06          | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $216577.00         | $128213.58         | Equities   |
| CHERRY HILL MTG INVT CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $7400.00           | $17168.00          | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2704.00           | $5867.68           | Equities   |
| DIREXION SHS ETF TR            DAILY QCOM BULL  | 2500-12-31      | N/A      | 0.0000% | $68.00             | $2044.08           | Equities   |
| DIREXION SHS ETF TR            DIREXION 2X SHAR | 2500-12-31      | N/A      | 0.0000% | $61200.00          | $2156688.00        | Equities   |
| DIREXION SHS ETF TR            DAILY ROBOTICS   | 2500-12-31      | N/A      | 0.0000% | $3671.00           | $101246.18         | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $7700.00           | $12705.00          | Equities   |
| DIREXION SHS ETF TR            DAILY QCOM BULL  | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $87174.00          | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $440592.00         | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $228.00            | $14218.08          | Equities   |
| DIREXION SHS ETF TR            OIL GAS BL 2X SH | 2500-12-31      | N/A      | 0.0000% | $9700.00           | $213594.00         | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BULL   | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $91647.00          | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $44207.00          | $2094969.73        | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD SHORT    | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1951.50           | Equities   |
| DBX ETF TR                     XTRACK MSCI EURP | 2500-12-31      | N/A      | 0.0000% | $31844.00          | $1508450.28        | Equities   |
| DIREXION SHS ETF TR            DAILY DJ BULL    | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1844.34           | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $786736.00         | $1187971.36        | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $61474.00          | $92825.74          | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $678438.00         | $2754458.28        | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM              | 2500-12-31      | N/A      | 0.0000% | $22506.00          | $77870.76          | Equities   |
| BLACKROCK ETF TRUST II         ISHARES TOTAL RE | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1742.16           | Equities   |
| BAUSCH PLUS LOMB CORP          COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $35361.00          | $535365.54         | Equities   |
| DIREXION SHS ETF TR            20YR TRES BEAR   | 2500-12-31      | N/A      | 0.0000% | $700.00            | $23548.00          | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $4787.00           | $75490.99          | Equities   |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $1972.00           | $15460.48          | Equities   |
| DIREXION SHS ETF TR            20YR TRES BEAR   | 2500-12-31      | N/A      | 0.0000% | $962.00            | $32361.68          | Equities   |
| DIREXION SHS ETF TR            DAILY FINL BEAR  | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2616.06           | Equities   |
| DIREXION SHS ETF TR            DAILY GOOGL BR1X | 2500-12-31      | N/A      | 0.0000% | $16700.00          | $128089.00         | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $1085.00           | $241304.00         | Equities   |
| BIORESTORATIVE THERAPIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $51683.00          | $78041.33          | Equities   |
| BLACKROCK ETF TRUST            ISHARES LARGE CA | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1286.47           | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $26901.00          | $3658266.99        | Equities   |
| DAWSON GEOPHYSICAL CO NEW      COM              | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $3022.50           | Equities   |
| DIMENSIONAL ETF TRUST          EMGR CRE EQT MNG | 2500-12-31      | N/A      | 0.0000% | $52958.00          | $1731197.02        | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $19200.00          | $298560.00         | Equities   |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $1044618.00        | $15387223.14       | Equities   |
| TEUCRIUM COMMODITY TR          WHEAT FD         | 2500-12-31      | N/A      | 0.0000% | $18000.00          | $75600.00          | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $369691.00         | $465810.66         | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $600845.00         | $757064.70         | Equities   |
| TIDAL TRUST II                 DEFIANCE S&P 500 | 2500-12-31      | N/A      | 0.0000% | $341.00            | $11310.25          | Equities   |
| TIDAL TRUST II                 NICHOLAS GLOBAL  | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $40066.00          | Equities   |
| TIDAL TRUST II                 NICHOLAS GLOBAL  | 2500-12-31      | N/A      | 0.0000% | $4019.00           | $70010.98          | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $30200.00          | $39260.00          | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $34800.00          | $348696.00         | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1731.00           | $2250.30           | Equities   |
| SURF AIR MOBILITY INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13105.00          | $50716.35          | Equities   |
| DATAVAULT AI INC               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $180662.00         | $455268.24         | Equities   |
| STABILIS SOLUTIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1996.00           | Equities   |
| MACKENZIE RLTY CAP INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $805.00            | $3936.45           | Equities   |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $143407.00         | $8760733.63        | Equities   |
| NEXMETALS MINING CORP.         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $7676.00           | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1396.00           | $3294.56           | Equities   |
| MINDWALK HOLDINGS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $11152.00          | $17954.72          | Equities   |
| MESA AIR GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3614.00           | $4824.69           | Equities   |
| MESA AIR GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5902.00           | $7879.17           | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $22900.00          | $54044.00          | Equities   |
| MANAGED PORTFOLIO SERIES       TREMBLANT GLOBAL | 2500-12-31      | N/A      | 0.0000% | $3750.00           | $127612.50         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV STRUCTURED CR IN | 2500-12-31      | N/A      | 0.0000% | $135.00            | $2801.25           | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $5524.00           | $293523.26         | Equities   |
| IMMUNIC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $32475.00          | $25466.90          | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 2X SHORT   | 2500-12-31      | N/A      | 0.0000% | $52.00             | $1206.92           | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $131864.00         | $450974.88         | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $14115.00          | $104592.15         | Equities   |
| PIONEER PWR SOLUTIONS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $648.00            | $2896.56           | Equities   |
| SUNATION ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6887.00           | $9504.06           | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $4946.00           | $185326.62         | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $567391.00         | $1940477.22        | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $93010.00          | $9121490.70        | Equities   |
| AUNA S A                       CLASS A          | 2500-12-31      | N/A      | 0.0000% | $507.00            | $2935.53           | Equities   |
| PIONEER PWR SOLUTIONS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1341.00           | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $6224.00           | $708477.92         | Equities   |
| XTI AEROSPACE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $21181.00          | $36007.70          | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $211008.00         | Equities   |
| WISDOMTREE TR                  TARGET RANGE FD  | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1908.59           | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $2054.00           | $58867.64          | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $324688.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INVESCO MSCI     | 2500-12-31      | N/A      | 0.0000% | $5079.00           | $243741.21         | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $151878.00         | $4352823.48        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $2002.00           | $237614.98         | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $10417.00          | $632936.92         | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $6256.00           | $9821.92           | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $22773.00          | $35753.61          | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $3639.00           | $191411.40         | Equities   |
| WATSCO INC                     CL B CONV        | 2500-12-31      | N/A      | 0.0000% | $52.00             | $19039.80          | Equities   |
| OBLONG INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $546.00            | $1545.18           | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4435.00           | $11131.85          | Equities   |
| GELTEQ LIMITED                 SHS              | 2500-12-31      | N/A      | 0.0000% | $2949.00           | $3450.33           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR VAL   | 2500-12-31      | N/A      | 0.0000% | $1690.00           | $167107.20         | Equities   |
| APPLIED THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $586620.00         | $662880.60         | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $11553.00          | $1163271.57        | Equities   |
| BONK INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $66592.00          | $14683.54          | Equities   |
| TIDAL TRUST II                 DEF DLY TGT AVGO | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $482400.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX MARA OP | 2500-12-31      | N/A      | 0.0000% | $19900.00          | $316808.00         | Equities   |
| MILESTONE PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $77756.00          | $146181.28         | Equities   |
| NN INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $4118.00           | $6712.34           | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $60000.00          | $2584800.00        | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $2606.00           | $5264.12           | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $661.00            | $1004.72           | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $94209.00          | $6286566.57        | Equities   |
| IMMUTEP LTD                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1304.00           | $2503.68           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIV RTN EM EQT   | 2500-12-31      | N/A      | 0.0000% | $6676.00           | $401333.08         | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $42903.00          | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $446118.00         | $36099868.56       | Equities   |
| IROBOT CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $47700.00          | $146916.00         | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1275.00           | $5839.50           | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $37690.00          | $1347794.40        | Equities   |
| INVESCO DB US DLR INDEX TR     BEARISH FD       | 2500-12-31      | N/A      | 0.0000% | $9879.00           | $182662.71         | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10300.00          | $47174.00          | Equities   |
| HAGERTY INC                    CL A COM         | 2500-12-31      | N/A      | 0.0000% | $651.00            | $7284.69           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $58164.00          | $2627849.52        | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $6936.00           | $244765.20         | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1400.32           | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $5788.00           | $14064.84          | Equities   |
| FRANCO NEV CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $54852.00          | $10361542.80       | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE | 2500-12-31      | N/A      | 0.0000% | $2486.00           | $54393.68          | Equities   |
| UBS AG LONDON BRANCH           ETRACS QUARTERLY | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2365.00           | Equities   |
| UNIFI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $7056.00           | Equities   |
| TRIPLE FLAG PRECIOUS METAL     COM              | 2500-12-31      | N/A      | 0.0000% | $2636.00           | $74572.44          | Equities   |
| TOUCHSTONE ETF TRUST           DYNAMIC INTERNAT | 2500-12-31      | N/A      | 0.0000% | $3757.00           | $141557.75         | Equities   |
| UBS AG LONDON BRANCH           ETRACS LKD 50    | 2050-06-10      | N/A      | 0.0000% | $600.00            | $8526.36           | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $241118.00         | $205794.21         | Equities   |
| AMERICAN STRATEGIC INVEST CO   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $400.00            | $3864.00           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $430.00            | $1345.90           | Equities   |
| TIDAL TRUST II                 YIELDMAX SEMICON | 2500-12-31      | N/A      | 0.0000% | $800.00            | $47544.00          | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $1452.00           | $40603.00          | Equities   |
| TIDAL TRUST I                  SOFI SOCIAL 50   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5665.62           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $6769.00           | $40410.93          | Equities   |
| TIDAL TRUST II                 YIELDMAX TARGET  | 2500-12-31      | N/A      | 0.0000% | $3724.00           | $230148.79         | Equities   |
| TIDAL TRUST II                 DEFIANCE DT 2X L | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1787.85           | Equities   |
| THEMES ETF TR                  GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $99.00             | $7698.03           | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $50.00             | $3318.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX PLTR OP | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $279840.00         | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6636.00           | Equities   |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $109476.00         | $2827765.08        | Equities   |
| THUMZUP MEDIA CORPORATION      COM              | 2500-12-31      | N/A      | 0.0000% | $8758.00           | $39673.74          | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $9200.00           | $22816.00          | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $11533.00          | $42787.43          | Equities   |
| FORTUNA MNG CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $257426.00         | $2126338.76        | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $2325.00           | $98649.75          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $3615.00           | $117769.11         | Equities   |
| ALT5 SIGMA CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $54564.00          | $125497.20         | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $28624.00          | $1036761.28        | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $48288.00          | $1268042.88        | Equities   |
| ISHARES INC                    MSCI WORLD ETF   | 2500-12-31      | N/A      | 0.0000% | $98441.00          | $18177130.65       | Equities   |
| J P MORGAN EXCHANGE TRADED FD  HEDGED EQUITY LA | 2500-12-31      | N/A      | 0.0000% | $37.00             | $2427.94           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  USD EMRNG MKT    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4064.63           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $20947.00          | $1129881.18        | Equities   |
| ISHARES TR                     CORE 40/60 MODER | 2500-12-31      | N/A      | 0.0000% | $25950.00          | $1242486.00        | Equities   |

### Security 694: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8BX7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8BX7
- **C.18 - Value (incl. sponsor support):** $6348000000.00
- **C.18.a - Value (excl. sponsor support):** $6348000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $3456624500.00     | $3569967493.88     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $125000000.00      | $119274942.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $957915200.00      | $976687665.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $1121544500.00     | $1137660993.53     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $674585900.00      | $671368914.52      | U.S. Treasuries (including strips) |

### Security 695: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8C24, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8C24
- **C.18 - Value (incl. sponsor support):** $7053000000.00
- **C.18.a - Value (excl. sponsor support):** $7053000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $862200000.00      | $1131445669.12     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $401646900.00      | $382188722.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $50000000.00       | $49785156.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $250060700.00      | $253654052.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $41237800.00       | $29655987.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $150315600.00      | $162327244.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $49771485.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $111000000.00      | $99991245.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $447000000.00      | $701419133.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $75000000.00       | $83028586.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $600000000.00      | $776551848.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $18000000.00       | $11007513.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $350000000.00      | $355783207.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $3031925100.00     | $3107450323.92     | U.S. Treasuries (including strips) |

### Security 696: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.160000%
- **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: ARP1C8CK4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8CK4
- **C.18 - Value (incl. sponsor support):** $6091000000.00
- **C.18.a - Value (excl. sponsor support):** $6091000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLFS9588 | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $892.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0861 | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0867 | 2055-08-01      | 6.0000%  | 0.0000% | $1120.00           | $1162.00           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | 0.0000% | $12088688.00       | $364279.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0097 | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.19           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5280 | 2053-07-01      | 5.0000%  | 0.0000% | $1054.00           | $984.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0550 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.97           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0425 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $976.63            | Agency Mortgage-Backed Securities |
| FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  | 0.0000% | $108864.00         | $405.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $883.79            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9294 | 2054-10-01      | 5.5000%  | 0.0000% | $17721641.00       | $16508699.31       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | 0.0000% | $31427.00          | $153.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0699 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.17           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  | 0.0000% | $9339.00           | $86.05             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $903.10            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $108.75            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  | 0.0000% | $50714692.00       | $48692885.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1746.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $38902684.00       | $35866929.09       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $43239922.00       | $41595569.31       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  | 0.0000% | $157190351.00      | $151333903.02      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  | 0.0000% | $183207484.00      | $173706356.79      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  | 0.0000% | $160997120.00      | $156397725.67      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.31           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | 0.0000% | $5899536.00        | $3992093.72        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7494 | 2052-01-01      | 4.0000%  | 0.0000% | $1000.00           | $770.07            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFS8837 | 2054-07-01      | 7.5000%  | 0.0000% | $1024.00           | $674.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8501 | 2054-01-01      | 5.5000%  | 0.0000% | $1029.00           | $988.75            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | 0.0000% | $2048.00           | $1677.45           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | 0.0000% | $131379680.00      | $122703590.77      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $875.95            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1075.67           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS4977 | 2045-05-01      | 3.0000%  | 0.0000% | $1026.00           | $147.10            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0976 | 2055-10-01      | 5.5000%  | 0.0000% | $1998.00           | $2037.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $139353856.00      | $21431850.42       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE2947 | 2046-12-01      | 3.5000%  | 0.0000% | $3135190.00        | $798284.17         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ4624 | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $202.35            | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0821 | 2062-06-01      | 2.5000%  | 0.0000% | $55961427.00       | $44703623.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7243 | 2053-07-01      | 6.5000%  | 0.0000% | $1014661.00        | $935090.58         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $14445125.00       | $10734581.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6707 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $386.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1479.57           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $540.23            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | 0.0000% | $179255296.00      | $91500564.06       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $13395277.00       | $6819535.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5150 | 2052-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1104.49           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $71301656.00       | $35692080.45       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $410000.00         | $300172.53         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3855 | 2052-06-01      | 4.0000%  | 0.0000% | $2024.00           | $1514.95           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6583 | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $383.20            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  | 0.0000% | $198713928.00      | $103458803.51      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0969 | 2055-03-01      | 5.0000%  | 0.0000% | $40910656.00       | $40770814.78       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8327 | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $905.19            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  | 0.0000% | $1025.00           | $961.65            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $100189056.00      | $92304131.73       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3118 | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $825.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFM7153 | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $462.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9928 | 2055-02-01      | 6.0000%  | 0.0000% | $119532032.00      | $119785595.42      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6489 | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1318.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3127 | 2047-10-01      | 3.0000%  | 0.0000% | $1000.00           | $256.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  | 0.0000% | $1112.00           | $984.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2826.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1976.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $1066.00           | $10.59             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $952.55            | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLZT2387 | 2046-06-01      | 3.5000%  | 0.0000% | $4176816.00        | $3116387.54        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $666.71            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | 0.0000% | $23000.00          | $17091.43          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1650 | 2052-09-01      | 5.0000%  | 0.0000% | $1024.00           | $768.04            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $2000.00           | $282.85            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2243 | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $793.38            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5880 | 2054-07-01      | 6.0000%  | 0.0000% | $102533926.00      | $93832517.61       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $681.03            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $8000.00           | $2182.82           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $1000.00           | $11.30             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $1056.00           | $926.37            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3168.27           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1566 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $656.40            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $3062.00           | $2909.84           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8990 | 2054-08-01      | 5.5000%  | 0.0000% | $66769768.00       | $63599036.03       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $3072.00           | $2892.79           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2054 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1556 | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5528 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $795.17            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7013 | 2053-09-01      | 5.5000%  | 0.0000% | $3020.00           | $2605.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $4257.00           | $22.79             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0408 | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1029.77           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0233 | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $997.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1008 | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.62           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1134 | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2544.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $987.64            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $807.27            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0742 | 2039-09-25      | 6.0000%  | 0.0000% | $1001.00           | $846.14            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  | 0.0000% | $28910472.00       | $29170295.95       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2137 | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.68           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  | 0.0000% | $96052025.00       | $91265468.43       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $95108160.00       | $91076417.17       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $946.31            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $2714888.00        | $2658219.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9964 | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $968.20            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $2048.00           | $4.12              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2294 | 2050-04-01      | 5.5000%  | 0.0000% | $1000.00           | $589.65            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3377 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $743.79            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $1152.00           | $2.82              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0091 | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | 0.0000% | $3071.00           | $5.59              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0541 | 2055-06-01      | 6.5000%  | 0.0000% | $19179392.00       | $19669884.36       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  | 0.0000% | $2176952.00        | $1441663.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6905 | 2054-07-01      | 6.0000%  | 0.0000% | $4794000.00        | $4280600.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $4000.00           | $125.65            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5848 | 2053-03-01      | 5.5000%  | 0.0000% | $9050496.00        | $7078383.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6517 | 2053-06-01      | 5.0000%  | 0.0000% | $79834880.00       | $65855259.70       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $901.55            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $2048.00           | $1541.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $790.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1864 | 2055-04-01      | 5.5000%  | 0.0000% | $21382944.00       | $21629479.70       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $687.91            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2202 | 2036-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1088.81           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $2000.00           | $269.60            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6732 | 2042-03-01      | 3.5000%  | 0.0000% | $1054.00           | $82.83             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | 0.0000% | $1001.00           | $65.90             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH0158 | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $175.27            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  | 0.0000% | $22823472.00       | $21757449.71       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $672.03            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  | 0.0000% | $3518.00           | $140.38            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $602.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3500 | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2058.46           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $777.84            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $983.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $1023.00           | $748.41            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $750.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $225.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  | 0.0000% | $2048.00           | $1645.87           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $2000.00           | $1400.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | 0.0000% | $98424356.00       | $95114089.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  | 0.0000% | $35453760.00       | $34566152.79       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $959.96            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1722 | 2051-11-01      | 3.0000%  | 0.0000% | $9698741.00        | $8436503.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9961 | 2055-02-01      | 5.0000%  | 0.0000% | $65682048.00       | $64662124.67       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9664 | 2054-12-01      | 5.5000%  | 0.0000% | $36820672.00       | $34850424.10       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB9185 | 2054-09-01      | 7.5000%  | 0.0000% | $3619770.00        | $2855325.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $45.37             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3562 | 2048-02-01      | 4.5000%  | 0.0000% | $1999.00           | $387.97            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0309 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF3280 | 2040-11-01      | 4.5000%  | 0.0000% | $1003.00           | $1007.92           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0092 | 2034-09-01      | 3.0000%  | 0.0000% | $1110.00           | $265.39            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1030 | 2052-10-01      | 5.0000%  | 0.0000% | $1846839.00        | $1768906.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1603.65           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6986 | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1355.35           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2391 | 2036-12-01      | 2.0000%  | 0.0000% | $10201448.00       | $6040838.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $878.09            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.82            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3288 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $136.76            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $236.88            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $276.94            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2976 | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $274.82            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $756.12            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9792 | 2055-01-01      | 5.5000%  | 0.0000% | $2395354.00        | $2317353.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9730 | 2055-01-01      | 5.5000%  | 0.0000% | $16116864.00       | $16217347.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $1040.00           | $839.01            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  | 0.0000% | $2224.00           | $1729.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $907.88            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6962 | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $728.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9890 | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $952.79            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0385 | 2055-05-01      | 5.0000%  | 0.0000% | $25887400.00       | $25326407.44       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0860 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.68           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7813 | 2054-01-01      | 7.0000%  | 0.0000% | $94631808.00       | $73361415.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $918.67            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.92            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $425.85            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8063 | 2050-12-01      | 2.0000%  | 0.0000% | $236002048.00      | $133334943.90      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6209 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $808.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $884.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $814.45            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0830 | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $590.56            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1632 | 2051-09-01      | 3.0000%  | 0.0000% | $142468546.00      | $89087583.93       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  | 0.0000% | $251221910.00      | $141879411.55      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $867.64            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $590.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1765.43           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9208 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.90           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1515 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.17           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2380 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.68           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6769 | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2080.73           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $725.18            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1017.37           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0226 | 2051-09-01      | 2.5000%  | 0.0000% | $167512832.00      | $105454535.32      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $889.79            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  | 0.0000% | $141999297.00      | $77225937.93       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $689.01            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6369 | 2052-08-01      | 5.0000%  | 0.0000% | $1138147.00        | $716988.75         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $739.01            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX5100 | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $558.75            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $890.84            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $749.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $20311.00          | $4731.85           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $217.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU3295 | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $626.87            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | 0.0000% | $22127808.00       | $19411752.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | 0.0000% | $2048.00           | $1704.02           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $96456320.00       | $61052383.72       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1861.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $855.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $36533696.00       | $32116118.10       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $125192680.00      | $103418153.78      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $779.57            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $839.34            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $832.42            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  | 0.0000% | $11474.00          | $8810.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $46129131.00       | $36081926.12       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1517.77           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  | 0.0000% | $101676480.00      | $93897425.76       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $16267040.00       | $14300048.61       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2045.22           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  | 0.0000% | $1020.00           | $12.06             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6575 | 2055-08-01      | 6.0000%  | 0.0000% | $25137120.00       | $25970682.38       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $100491428.00      | $95140627.03       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $286.35            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $132.69            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $189.35            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $25005856.00       | $13054480.76       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $232.79            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2103 | 2051-07-01      | 2.5000%  | 0.0000% | $159844352.00      | $95564735.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2614 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $725.40            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6990 | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $762.78            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $858.71            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $751.14            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1693.44           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $849.35            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $51694656.00       | $38467113.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8824 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $827.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9877 | 2054-06-01      | 5.5000%  | 0.0000% | $14376690.00       | $13286703.68       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFS5443 | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $765.93            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9800 | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $975.88            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6672 | 2053-12-01      | 6.0000%  | 0.0000% | $30017952.00       | $25995901.40       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $775.42            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  | 0.0000% | $161000.00         | $84523.01          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4041 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $805.07            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | 0.0000% | $116711936.00      | $61245885.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $74099581.00       | $59514359.10       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $95603784.00       | $79927907.53       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  | 0.0000% | $5000.00           | $3177.90           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  | 0.0000% | $166780507.00      | $105038859.72      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $850.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $864.12            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $2176.00           | $1918.81           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2447.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  | 0.0000% | $74826240.00       | $56905164.71       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $2016.00           | $1855.46           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6754 | 2053-07-01      | 6.0000%  | 0.0000% | $36914880.00       | $29241548.61       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $1040.00           | $835.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $862.32            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1546.19           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8965 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $834.42            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1671.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1711.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1775.47           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2767 | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1352.95           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $1040.00           | $820.19            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $2176.00           | $1852.58           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $99175680.00       | $78814972.73       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4632 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $792.87            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2461 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $663.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $1132.00           | $958.70            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $898.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9147 | 2055-09-01      | 5.0000%  | 0.0000% | $1992688.00        | $2000088.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0806 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | 0.0000% | $32134400.00       | $4214051.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $821.54            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1528.27           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $267.06            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  | 0.0000% | $3000.00           | $553.73            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1397.53           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $617.20            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $274.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.80             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $823.85            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1755 | 2055-07-01      | 6.5000%  | 0.0000% | $9004864.00        | $9215940.13        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $4633.00           | $503.56            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  | 0.0000% | $24676336.00       | $20502070.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3155 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $767.37            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $469.67            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6431 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $525.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5315 | 2054-12-01      | 5.0000%  | 0.0000% | $15247184.00       | $13755220.23       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $193233487.00      | $113241692.33      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $774.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4085 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $235.93            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3830 | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $355.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $237.53            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $197.15            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $1021.00           | $1.20              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $3000.00           | $29.58             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | 0.0000% | $1024.00           | $21.36             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $4031.00           | $2548.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  | 0.0000% | $6620932.00        | $940898.53         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA1447 | 2036-10-01      | 1.5000%  | 0.0000% | $2048.00           | $1727.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1133 | 2054-05-01      | 5.0000%  | 0.0000% | $11044320.00       | $10347557.19       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2134 | 2055-06-01      | 5.5000%  | 0.0000% | $25589568.00       | $25729132.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5395 | 2053-01-01      | 5.5000%  | 0.0000% | $80819383.00       | $62653168.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $76158432.00       | $59009630.92       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  | 0.0000% | $1503520.00        | $712628.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $582645008.00      | $80461655.84       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8322 | 2055-04-01      | 6.0000%  | 0.0000% | $4190952.00        | $4330687.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  | 0.0000% | $1617.00           | $1705.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $2064.00           | $6.50              | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $2047.00           | $9.24              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0836 | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.30           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $44864.00          | $133.09            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $2007.00           | $32.58             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $2.86              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9662 | 2054-10-01      | 5.5000%  | 0.0000% | $1001.00           | $960.42            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  | 0.0000% | $1020.00           | $796.60            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1887 | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.32            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2707 | 2055-07-01      | 6.0000%  | 0.0000% | $2048.00           | $2102.93           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6426 | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $494.11            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9431 | 2054-11-01      | 5.5000%  | 0.0000% | $143277954.00      | $139313019.96      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  | 0.0000% | $35022912.00       | $25915890.70       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1838.36           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS0003 | 2036-12-01      | 1.5000%  | 0.0000% | $1000.00           | $563.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $969.19            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $1008.00           | $746.36            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $28870000.00       | $5615186.42        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $2999.00           | $530.62            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  | 0.0000% | $2753108.00        | $1871505.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4260 | 2053-11-01      | 6.5000%  | 0.0000% | $25813952.00       | $20943105.65       | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $132.58            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $184.92            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $2001.00           | $320.41            | Agency Mortgage-Backed Securities |
| 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $1000.00           | $10.68             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $266.04            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $1465.00           | $0.64              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8943 | 2047-03-01      | 3.0000%  | 0.0000% | $478015631.00      | $105243950.39      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $863.35            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $734.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  | 0.0000% | $19000.00          | $13690.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $410.51            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | 0.0000% | $3000.00           | $1882.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $116256744.00      | $90805312.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $1040.00           | $816.04            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $1066.00           | $883.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $733.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $104482432.00      | $90144983.34       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  | 0.0000% | $11617.00          | $9768.27           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3315 | 2052-04-01      | 3.5000%  | 0.0000% | $41560192.00       | $31612152.55       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3375 | 2052-04-01      | 3.5000%  | 0.0000% | $5243042.00        | $4119808.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $731.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $760.76            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $1120.00           | $922.34            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $855.79            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $838.35            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | 0.0000% | $221214728.00      | $115544159.62      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $2080.00           | $1613.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  | 0.0000% | $3055.00           | $2538.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4925 | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $595.49            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $94000.00          | $55634.91          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7301 | 2053-10-01      | 5.5000%  | 0.0000% | $120100000.00      | $107180456.10      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | 0.0000% | $46087400.00       | $40114614.72       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1192.00           | $258.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $4000.00           | $3349.66           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | 0.0000% | $37005120.00       | $21121773.98       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4349 | 2049-10-01      | 3.5000%  | 0.0000% | $70005000.00       | $26323603.36       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  | 0.0000% | $70072192.00       | $21564022.75       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1538.69           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $774.84            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5903 | 2053-03-01      | 5.5000%  | 0.0000% | $117080576.00      | $96230286.19       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  | 0.0000% | $12448844.00       | $6100435.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $106598966.00      | $91595759.23       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  | 0.0000% | $184143492.00      | $100121720.39      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $812.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $686.57            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $2560.00           | $1251.29           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7037 | 2050-09-01      | 2.5000%  | 0.0000% | $86502195.00       | $35598869.70       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6800 | 2050-08-01      | 2.5000%  | 0.0000% | $50607016.00       | $21423248.37       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7015 | 2050-09-01      | 2.0000%  | 0.0000% | $197680640.00      | $106253496.29      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $34707200.00       | $31385750.13       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2710 | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.81           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1175.91           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $606.59            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2425 | 2054-09-01      | 6.5000%  | 0.0000% | $1002.00           | $982.73            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9855 | 2051-12-01      | 2.5000%  | 0.0000% | $19889545.00       | $14090202.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $2064.00           | $1940.18           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $985.59            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $23314176.00       | $22308761.74       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1445 | 2049-08-01      | 3.0000%  | 0.0000% | $239566.00         | $95668.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $793.92            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  | 0.0000% | $2048.00           | $1863.26           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $169.81            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $6.37              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0524 | 2055-06-01      | 5.5000%  | 0.0000% | $20460217.00       | $20647279.44       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $2000.00           | $197.42            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9731 | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $996.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  | 0.0000% | $8931764.00        | $8898133.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4037 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $742.81            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3851 | 2052-06-01      | 4.0000%  | 0.0000% | $4863000.00        | $3540586.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $757.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $608.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $608.07            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $716.94            | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $59176.00          | $17778.69          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $422.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  | 0.0000% | $1195160.00        | $221059.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $209.95            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1053.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $380.75            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $261.57            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | 0.0000% | $2000.00           | $846.70            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTBM3253 | 2037-12-01      | 2.5000%  | 0.0000% | $1000.00           | $160.89            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | 0.0000% | $1165050.00        | $268619.39         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01749 G | 2035-01-01      | 5.5000%  | 0.0000% | $38546.00          | $303.18            | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $1457.00           | $27.43             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  | 0.0000% | $21018.00          | $13552.05          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $666.34            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $225.84            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $680.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $763.50            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $370.63            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $835.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4796 | 2052-10-01      | 5.0000%  | 0.0000% | $9114.00           | $7140.63           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $900.25            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1005 | 2048-01-01      | 4.0000%  | 0.0000% | $75091598.00       | $21729546.46       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $556.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $77679360.00       | $69211379.77       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  | 0.0000% | $60251513.00       | $20295247.84       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  | 0.0000% | $185833216.00      | $101701674.11      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8356 | 2054-04-01      | 6.5000%  | 0.0000% | $70543995.00       | $58221751.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0552 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $994.44            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1080 | 2052-02-01      | 2.5000%  | 0.0000% | $1150.00           | $818.01            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1419 | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $924.58            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $984.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7532 | 2051-04-01      | 3.5000%  | 0.0000% | $1000.00           | $508.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $47132580.00       | $45115718.13       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9959 | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $997.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  | 0.0000% | $91982464.00       | $88868577.59       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $992.08            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  | 0.0000% | $26836416.00       | $25798203.62       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9986 | 2055-02-01      | 6.0000%  | 0.0000% | $21046496.00       | $21143475.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1148 | 2054-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1825.61           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $2024.00           | $1926.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1030 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.55           | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $109995916.00      | $424028.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0384 | 2055-05-01      | 5.0000%  | 0.0000% | $1071.00           | $1049.37           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $746923.00         | $3479.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8752 | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1796.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $15074525.00       | $90108.87          | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  | 0.0000% | $78162152.00       | $136198.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9909 | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $969.12            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $3005.00           | $107.52            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $111116701.00      | $92374966.61       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7792 | 2054-08-01      | 6.0000%  | 0.0000% | $32800000.00       | $26292442.04       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  | 0.0000% | $1003.00           | $109.26            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $250.61            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $4635.00           | $11.32             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1421 | 2050-05-01      | 5.0000%  | 0.0000% | $1024.00           | $937.23            | Agency Mortgage-Backed Securities |

### Security 697: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8CL2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8CL2
- **C.18 - Value (incl. sponsor support):** $1399000000.00
- **C.18.a - Value (excl. sponsor support):** $1399000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1379517500.00     | $1426980024.51     | U.S. Treasuries (including strips) |

### Security 698: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8CM0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8CM0
- **C.18 - Value (incl. sponsor support):** $8460000000.00
- **C.18.a - Value (excl. sponsor support):** $8460000000.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $2315436700.00     | $2391263835.71     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1787435000.00     | $1834161414.75     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $2097000000.00     | $2363628676.18     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $1843302100.00     | $2040146076.94     | U.S. Treasuries (including strips) |

### Security 699: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.180000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8NG1, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1C8NG1
- **C.18 - Value (incl. sponsor support):** $195000000.00
- **C.18.a - Value (excl. sponsor support):** $195000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| NETFLIX INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $8953.00           | $9749817.00        | Equities   |
| FEDEX CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $39167.00          | $9749841.31        | Equities   |
| LINDE PLC                      SHS          | 2500-12-31      | N/A      | 0.0000% | $22679.00          | $9749928.89        | Equities   |
| TESLA INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $22154.00          | $9749975.40        | Equities   |
| MERCK & CO INC                 COM          | 2500-12-31      | N/A      | 0.0000% | $113004.00         | $9749985.12        | Equities   |
| MICROSOFT CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $18544.00          | $9749693.44        | Equities   |
| META PLATFORMS INC             CL A         | 2500-12-31      | N/A      | 0.0000% | $14629.00          | $9749789.63        | Equities   |
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $66079.00          | $9749956.45        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW     | 2500-12-31      | N/A      | 0.0000% | $12231.00          | $5852778.12        | Equities   |
| JPMORGAN CHASE & CO.           COM          | 2500-12-31      | N/A      | 0.0000% | $31508.00          | $9749835.52        | Equities   |
| ADVANCED MICRO DEVICES INC     COM          | 2500-12-31      | N/A      | 0.0000% | $38259.00          | $9749923.56        | Equities   |
| LOCKHEED MARTIN CORP           COM          | 2500-12-31      | N/A      | 0.0000% | $19909.00          | $9749835.48        | Equities   |
| PROGRESSIVE CORP               COM          | 2500-12-31      | N/A      | 0.0000% | $47108.00          | $9749942.76        | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $130000.00         | $9750000.00        | Equities   |
| ABBVIE INC                     COM          | 2500-12-31      | N/A      | 0.0000% | $42725.00          | $9749845.00        | Equities   |
| MASTERCARD INCORPORATED        CL A         | 2500-12-31      | N/A      | 0.0000% | $17609.00          | $9749751.12        | Equities   |
| MCDONALDS CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $32238.00          | $9749738.34        | Equities   |
| ANALOG DEVICES INC             COM          | 2500-12-31      | N/A      | 0.0000% | $41863.00          | $9749892.70        | Equities   |
| ALPHABET INC                   CAP STK CL A | 2500-12-31      | N/A      | 0.0000% | $34638.00          | $9749904.24        | Equities   |
| RIOT PLATFORMS INC             COM          | 2500-12-31      | N/A      | 0.0000% | $462304.00         | $9749991.36        | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $25898.00          | $9749820.06        | Equities   |
| COSTAR GROUP INC               COM          | 2500-12-31      | N/A      | 0.0000% | $140005.00         | $9749948.20        | Equities   |

### Security 700: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8NJ5, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1C8NJ5
- **C.18 - Value (incl. sponsor support):** $351000000.00
- **C.18.a - Value (excl. sponsor support):** $351000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $995600.00         | $987725.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $25152700.00       | $24748467.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1093000.00        | $1025853.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $17623300.00       | $17475894.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $191.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $192.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $9480000.00        | $9515514.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $708000.00         | $707478.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $105300.00         | $105812.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $440000.00         | $434358.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $27036900.00       | $26419025.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $18332100.00       | $18297703.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $51944400.00       | $54399317.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $308500.00         | $320222.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1884600.00        | $1923005.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $2976000.00        | $2288374.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $22858000.00       | $22102314.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $7857300.00        | $7803672.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $213200.00         | $212694.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $36176000.00       | $37229720.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $174100.00         | $179803.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $34893300.00       | $36017138.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $52600.00          | $49850.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $3511000.00        | $3850598.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $20000.00          | $20263.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $20000.00          | $20020.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $15200.00          | $15294.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $81000.00          | $83692.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $18828500.00       | $19321431.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $1097500.00        | $1089615.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $301000.00         | $248750.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $610684.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $45275500.00       | $43552435.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $21800400.00       | $21932198.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $3000000.00        | $2406825.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $2224000.00        | $2276072.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $49700.00          | $59592.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $295000.00         | $288231.76         | U.S. Treasuries (including strips) |

### Security 701: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.950000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8NL0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1C8NL0
- **C.18 - Value (incl. sponsor support):** $98200000.00
- **C.18.a - Value (excl. sponsor support):** $98200000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| DBV TECHNOLOGIES S A           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3982.00           | $56106.38          | Equities                           |
| DIREXION SHS ETF TR            DAILY NVDA 2X SH | 2500-12-31      | N/A      | 0.0000% | $2001.00           | $303611.73         | Equities                           |
| ETF SER SOLUTIONS              DISTILLATE US    | 2500-12-31      | N/A      | 0.0000% | $1071.00           | $60815.66          | Equities                           |
| EQUILLIUM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $10.00             | $14.20             | Equities                           |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $26934.00          | $836300.70         | Equities                           |
| UNITED STATES TREASURY                          | 2051-02-15      | 0.1250%  | 0.0000% | $458000.00         | $321476.63         | U.S. Treasuries (including strips) |
| TIDAL TRUST II                 YIELDMAX NVDA    | 2500-12-31      | N/A      | 0.0000% | $38069.00          | $638797.82         | Equities                           |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $29093.00          | $284529.54         | Equities                           |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $89938.00          | $775265.56         | Equities                           |
| ISHARES INC                    MSCI SWEDEN ETF  | 2500-12-31      | N/A      | 0.0000% | $1841.00           | $89270.09          | Equities                           |
| INVESCO EXCH TRADED FD TR II   EMRNG MKT SVRG   | 2500-12-31      | N/A      | 0.0000% | $79965.00          | $1748834.55        | Equities                           |
| DIREXION SHS ETF TR            DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $2157.00           | $78493.23          | Equities                           |
| AURA MINERALS INC              SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $12585.00          | $405111.15         | Equities                           |
| PROSHARES TR                   ULTRASHORT QQQ   | 2500-12-31      | N/A      | 0.0000% | $123.00            | $2434.17           | Equities                           |
| VINFAST AUTO LTD               SHS              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $19.56             | Equities                           |
| SOLESENCE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $40.00             | $131.20            | Equities                           |
| VOLATILITY SHS TR              XRP ETF          | 2500-12-31      | N/A      | 0.0000% | $21086.00          | $297945.18         | Equities                           |
| LITE STRATEGY INC              COM              | 2500-12-31      | N/A      | 0.0000% | $115190.00         | $224620.50         | Equities                           |
| MINDWALK HOLDINGS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $17699.00          | $28495.39          | Equities                           |
| ISHARES INC                    JP MORGAN EM ETF | 2500-12-31      | N/A      | 0.0000% | $1584.00           | $65577.60          | Equities                           |
| HUIZE HLDG LTD                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $7590.00           | $26565.00          | Equities                           |
| UNITED STATES TREASURY                          | 2050-02-15      | 0.2500%  | 0.0000% | $854900.00         | $646259.42         | U.S. Treasuries (including strips) |
| AMERICAN CENTY ETF TR          US LARGE CAP VLU | 2500-12-31      | N/A      | 0.0000% | $906.00            | $65576.28          | Equities                           |
| DIREXION SHS ETF TR            DAILY TSLA 2X SH | 2500-12-31      | N/A      | 0.0000% | $52.00             | $1043.12           | Equities                           |
| UNITED STATES TREASURY                          | 2055-02-15      | 2.3750%  | 0.0000% | $87190300.00       | $88915219.71       | U.S. Treasuries (including strips) |
| GENENTA SCIENCE S P A          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $145159.00         | $416606.33         | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $127.00            | $8835.39           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD VI SMID RISNG ETF   | 2500-12-31      | N/A      | 0.0000% | $32616.00          | $1219838.40        | Equities                           |
| FIDELITY COVINGTON TRUST       ENHANCED MID     | 2500-12-31      | N/A      | 0.0000% | $21478.00          | $761180.32         | Equities                           |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $1992.00           | $147737.28         | Equities                           |
| SELLAS LIFE SCIENCES GROUP INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6799.00           | $12986.09          | Equities                           |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $45501.00          | $837218.40         | Equities                           |
| UXIN LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $192808.00         | $487804.24         | Equities                           |
| WING YIP FOOD CHINA HLDGS GROU SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $21001.00          | $20580.98          | Equities                           |
| SOLARMAX TECHNOLOGY INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $181409.00         | $178107.36         | Equities                           |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $9142.00           | $816197.76         | Equities                           |
| NEUROSENSE THERAPEUTICS LTD    ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $23257.00          | $24070.99          | Equities                           |

### Security 702: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8NM8, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C8NM8
- **C.18 - Value (incl. sponsor support):** $2819000000.00
- **C.18.a - Value (excl. sponsor support):** $2819000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $153500.00         | $117507.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $168700.00         | $167961.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $52435200.00       | $52600529.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $5093700.00        | $5092064.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $328.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $560400.00         | $577239.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $799300.00         | $816443.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $48703000.00       | $51269858.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $7099600.00        | $7181068.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $400.00            | $402.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $196305600.00      | $203040816.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $64144900.00       | $67811471.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $17628400.00       | $17517327.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $165000000.00      | $166114128.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $9684300.00        | $9950642.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $276600.00         | $283791.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $73356400.00       | $76394012.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $24064900.00       | $25180806.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $19240700.00       | $19872882.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $2800.00           | $2764.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $7600.00           | $7556.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $800.00            | $558.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $985200.00         | $954934.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $8645700.00        | $8180652.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $14838700.00       | $16315669.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $6992000.00        | $7154348.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $469600.00         | $420119.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $101.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $23950000.00       | $23684873.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $21000000.00       | $25179496.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $16642300.00       | $17136348.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $646100.00         | $651831.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $213900.00         | $216019.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $7672000.00        | $7685119.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $955400.00         | $1014695.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $56409700.00       | $56208656.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $983000.00         | $1059139.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $2200.00           | $2164.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $40577800.00       | $41253773.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $2165100.00        | $2179471.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $85967100.00       | $87981564.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $12000000.00       | $12220311.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $64089000.00       | $65310475.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $29850000.00       | $29793991.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $101883800.00      | $103942990.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $99680100.00       | $102943028.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $99999100.00       | $97513322.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $5712300.00        | $5701143.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $43975600.00       | $43659661.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $2042900.00        | $2085959.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $1200.00           | $1191.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $5367900.00        | $5346900.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $982000.00         | $1006274.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $19718300.00       | $20499792.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $31159800.00       | $31025584.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $700.00            | $745.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $1084000.00        | $1118354.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $900.00            | $879.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $104.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $84.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $84900.00          | $79546.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $154.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $2717400.00        | $2857375.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $215000.00         | $275612.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $999900.00         | $1020619.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $98000000.00       | $97484273.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $347500.00         | $264892.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $1200.00           | $1129.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $2000.00           | $4239.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $5900.00           | $5431.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $929000.00         | $911021.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $510200.00         | $510145.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $137.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $80.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $418900.00         | $298346.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $48967400.00       | $48323766.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $145.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $50000000.00       | $51782531.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $239.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $331100.00         | $214426.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.9555%  | 0.0000% | $226079100.00      | $226134941.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $252213700.00      | $249999263.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $8000000.00        | $7987120.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $724000.00         | $704066.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $142696800.00      | $147432280.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $17900.00          | $18319.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $50000000.00       | $52749038.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $17346800.00       | $18543121.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $1000.00           | $1023.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $200100.00         | $197363.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $55331400.00       | $55886510.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $938.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $93.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $991500.00         | $962562.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $66635500.00       | $69465909.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $12800000.00       | $13590976.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $17000.00          | $17257.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $24000000.00       | $24503210.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $478700.00         | $586527.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $50000000.00       | $49196444.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $55.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $800.00            | $800.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $67609100.00       | $68728909.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $600.00            | $383.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $88600.00          | $73553.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $20000000.00       | $20931056.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $125666400.00      | $130000466.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $1000.00           | $979.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $400.00            | $544.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $300.00            | $398.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $10024100.00       | $10180940.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.36             | U.S. Treasuries (including strips) |

### Security 703: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8NN6, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1C8NN6
- **C.18 - Value (incl. sponsor support):** $1056000000.00
- **C.18.a - Value (excl. sponsor support):** $1056000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $7232600.00        | $6593546.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $4107300.00        | $4293926.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $5100.00           | $5184.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1000.00           | $1046.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $4623000.00        | $3539009.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $7560000.00        | $7663562.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $10517900.00       | $6837517.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100000000.00      | $74504017.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $25000000.00       | $26556878.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $545300.00         | $481122.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $64119000.00       | $52213686.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $79103100.00       | $65371776.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $10735200.00       | $7976168.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $20844500.00       | $21332550.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $85427500.00       | $87095028.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $4000400.00        | $3092243.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $1310300.00        | $1304656.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $7154600.00        | $7438157.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $72119100.00       | $71736058.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $1000.00           | $852.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $420900.00         | $437831.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $9978100.00        | $7203719.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $507700.00         | $435260.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $12385300.00       | $12777818.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $11764000.00       | $11540792.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $835100.00         | $427798.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $10579600.00       | $8996123.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $500.00            | $526.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $74994300.00       | $69043012.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $24600000.00       | $26524344.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $2551000.00        | $2364864.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $8947900.00        | $7089421.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $31657100.00       | $18897034.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $91689600.00       | $79363750.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $17768500.00       | $11224945.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $34420800.00       | $26238293.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $4565400.00        | $3369324.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $8669000.00        | $6517435.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $87695000.00       | $58013656.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $5406100.00        | $4287108.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $89982800.00       | $83033609.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $23758600.00       | $24706886.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $106412800.00      | $91679125.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $20319400.00       | $20365165.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $8381100.00        | $5764073.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $3356900.00        | $2173990.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $6959300.00        | $5777465.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $11517300.00       | $11918169.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $11339700.00       | $12121741.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $255900.00         | $170002.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $27292000.00       | $16619730.39       | U.S. Treasuries (including strips) |

### Security 704: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.150000%
- **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: ARP1C8NO4, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1C8NO4
- **C.18 - Value (incl. sponsor support):** $2725000000.00
- **C.18.a - Value (excl. sponsor support):** $2725000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLMA5331     | 2054-04-01      | 5.5000%  | 0.0000% | $80994.00          | $70127.41          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5865     | 2045-10-01      | 5.5000%  | 0.0000% | $1303161.00        | $1322659.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792     | 2055-08-01      | 5.5000%  | 0.0000% | $352368.00         | $350815.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700     | 2055-05-01      | 5.5000%  | 0.0000% | $2282.00           | $2214.40           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673     | 2055-04-01      | 5.5000%  | 0.0000% | $1530954.00        | $1474881.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498     | 2054-10-01      | 6.0000%  | 0.0000% | $327614.00         | $281049.23         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLMA5872     | 2055-10-01      | 7.5000%  | 0.0000% | $167986.00         | $179018.32         | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FA         | 2054-05-20      | 5.2838%  | 0.0000% | $3241873.00        | $2758785.34        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQC3597     | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $613.46            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2040-10-29      | 5.3900%  | 0.0000% | $34327000.00       | $34200417.28       | Agency Debentures and Agency Strips       |
| FNMS 05.500 CLFA2434     | 2055-07-01      | 5.5000%  | 0.0000% | $1009.00           | $1022.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2972     | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $997.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3017     | 2055-09-01      | 6.0000%  | 0.0000% | $120024493.00      | $121129698.10      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503     | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1226375.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1368     | 2055-07-01      | 6.0000%  | 0.0000% | $2245312.00        | $2304006.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0535     | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $979.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4488     | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $962.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929     | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1358410.91        | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M         | 2055-08-20      | 5.0000%  | 0.0000% | $14525367.00       | $14505235.72       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3514     | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $281.21            | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA         | 2053-12-20      | 5.2838%  | 0.0000% | $131827879.00      | $49467369.71       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY7015     | 2055-07-01      | 5.5000%  | 0.0000% | $1003.00           | $1020.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5179     | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $237.61            | Agency Mortgage-Backed Securities         |
| GNII SF MB0259 M         | 2055-03-20      | 5.5000%  | 0.0000% | $28590257.00       | $28348893.41       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7343     | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $145.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483     | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $197.49            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB5949     | 2050-11-01      | 2.0000%  | 0.0000% | $2020520.00        | $1314429.18        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7155     | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $141.82            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4053     | 2053-10-01      | 6.0000%  | 0.0000% | $2196950.00        | $1710198.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507     | 2055-02-01      | 6.0000%  | 0.0000% | $4748008.00        | $4297784.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3006     | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $859.29            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-04-25      | 5.2328%  | 0.0000% | $24197433.00       | $18178307.12       | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQH7191     | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $722.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5635     | 2055-02-01      | 5.5000%  | 0.0000% | $16701855.00       | $16095812.42       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBV4705     | 2037-04-01      | 1.5000%  | 0.0000% | $130664.00         | $86810.53          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0234     | 2055-06-01      | 6.0000%  | 0.0000% | $7479502.00        | $6954545.32        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD3713     | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $304819.89         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0188     | 2041-09-01      | 2.0000%  | 0.0000% | $1000.00           | $586.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447     | 2054-07-01      | 6.0000%  | 0.0000% | $158127.00         | $129217.60         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1051     | 2052-07-01      | 4.0000%  | 0.0000% | $9397871.00        | $7150582.50        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193     | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $660.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8327     | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $744.82            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391     | 2055-01-01      | 6.0000%  | 0.0000% | $1907.00           | $1816.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700     | 2055-05-01      | 5.5000%  | 0.0000% | $18734.00          | $18179.01          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1324     | 2055-06-01      | 5.5000%  | 0.0000% | $36890.00          | $37438.09          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1961     | 2055-09-01      | 6.5000%  | 0.0000% | $5536091.00        | $5808667.69        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1887     | 2055-08-01      | 6.0000%  | 0.0000% | $6157975.00        | $6389479.79        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5849     | 2055-10-01      | 3.5000%  | 0.0000% | $1428286.00        | $1320629.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5615     | 2055-02-01      | 6.0000%  | 0.0000% | $2870990.00        | $2587055.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2574     | 2055-08-01      | 6.0000%  | 0.0000% | $3643413.00        | $3775518.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3824     | 2040-07-01      | 5.5000%  | 0.0000% | $883884.00         | $498929.53         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7322     | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $749.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6357     | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $970.66            | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070     | 2055-07-25      | 8.0000%  | 0.0000% | $902190.00         | $977439.17         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CTRB5364     | 2045-09-01      | 5.5000%  | 0.0000% | $9890128.00        | $9870331.80        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH6533     | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $906.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3854     | 2040-07-01      | 5.5000%  | 0.0000% | $373222.00         | $345830.51         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4073     | 2054-04-01      | 5.5000%  | 0.0000% | $872741.00         | $803393.97         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-07-20      | 4.0100%  | 0.0000% | $11104000.00       | $11121673.87       | Agency Debentures and Agency Strips       |
| FNMS 05.500 CLDB2744     | 2054-04-01      | 5.5000%  | 0.0000% | $695606.00         | $637243.95         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8194     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $663.29            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8487     | 2054-12-01      | 4.0000%  | 0.0000% | $195157.00         | $178370.56         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4707     | 2047-11-01      | 3.5000%  | 0.0000% | $453906.00         | $100805.44         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244     | 2042-11-01      | 3.5000%  | 0.0000% | $3000002.00        | $432587.50         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6544     | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $857.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7503     | 2054-02-01      | 6.0000%  | 0.0000% | $286029.00         | $229719.30         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8322     | 2054-06-01      | 5.5000%  | 0.0000% | $36337187.00       | $29543743.05       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7902     | 2053-12-01      | 6.5000%  | 0.0000% | $9200000.00        | $6860728.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0572     | 2055-01-01      | 5.0000%  | 0.0000% | $1033.00           | $993.63            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-03-25      | 5.2828%  | 0.0000% | $43135112.00       | $32726437.05       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CIQO3499     | 2040-04-01      | 5.5000%  | 0.0000% | $134823.00         | $111779.97         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4100     | 2054-04-01      | 6.0000%  | 0.0000% | $1157871.00        | $925650.81         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8460     | 2055-09-01      | 6.0000%  | 0.0000% | $10907734.00       | $11199164.01       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314     | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $172346.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M         | 2052-04-20      | 3.0000%  | 0.0000% | $1194591.00        | $805413.80         | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M         | 2054-01-20      | 5.5000%  | 0.0000% | $13025000.00       | $10696419.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0296     | 2055-01-01      | 5.0000%  | 0.0000% | $5591906.00        | $5409598.48        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6313     | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $588649.12         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8991     | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $941.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7821     | 2055-08-01      | 6.0000%  | 0.0000% | $1004411.00        | $1033603.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540     | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13401735.61       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0758     | 2054-03-01      | 5.5000%  | 0.0000% | $1358065.00        | $1232237.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3568     | 2055-09-01      | 6.0000%  | 0.0000% | $4502711.00        | $4672823.32        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2816     | 2055-09-01      | 6.0000%  | 0.0000% | $109950343.00      | $111451045.13      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6795     | 2055-11-01      | 6.0000%  | 0.0000% | $4408418.00        | $4561346.02        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0758     | 2052-05-01      | 3.0000%  | 0.0000% | $15712000.00       | $13416229.35       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6756     | 2055-11-01      | 6.0000%  | 0.0000% | $1966792.00        | $2045715.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M         | 2049-12-20      | 3.5000%  | 0.0000% | $39631352.00       | $5109315.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA8041 M         | 2052-05-20      | 2.0000%  | 0.0000% | $758845.00         | $489307.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA7987 M         | 2052-03-20      | 2.5000%  | 0.0000% | $129376.00         | $83707.11          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600     | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1446.26           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4566     | 2037-03-01      | 1.5000%  | 0.0000% | $757885.00         | $464683.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2806     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253     | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $110.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697     | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $39873100.43       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077     | 2041-10-01      | 4.0000%  | 0.0000% | $3722.00           | $260.08            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFS4463     | 2037-08-01      | 1.5000%  | 0.0000% | $460038.00         | $315527.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4079     | 2054-04-01      | 5.5000%  | 0.0000% | $6252571.00        | $5517289.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4868     | 2054-04-01      | 5.5000%  | 0.0000% | $1046965.00        | $849925.07         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ4917     | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $962.80            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF8469     | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $706.99            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $837.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550     | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8506567.93        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2034-03-24      | 4.9400%  | 0.0000% | $38206000.00       | $38272334.11       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2038-09-30      | 5.3500%  | 0.0000% | $38117000.00       | $38148001.83       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2026-11-13      | 4.4200%  | 0.0000% | $25497000.00       | $25757841.41       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2031-10-24      | 3.6250%  | 0.0000% | $550000.00         | $543111.72         | Agency Debentures and Agency Strips       |
| FNMS 05.500 CL555531     | 2033-06-01      | 5.5000%  | 0.0000% | $1000.00           | $4.27              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6135     | 2051-10-01      | 2.5000%  | 0.0000% | $19300302.00       | $11701416.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495     | 2054-12-01      | 6.0000%  | 0.0000% | $168015.00         | $146998.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462     | 2054-09-01      | 5.5000%  | 0.0000% | $107139578.00      | $97176630.65       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401     | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $9218507.85        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934     | 2053-05-01      | 5.4890%  | 0.0000% | $1278.00           | $970.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851     | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20749747.62       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5261     | 2035-09-01      | 5.5000%  | 0.0000% | $2962649.00        | $2913755.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB6834     | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $735.17            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC2693     | 2037-07-01      | 1.5000%  | 0.0000% | $172070.00         | $117743.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDF0486     | 2040-10-01      | 5.0000%  | 0.0000% | $1086578.00        | $1103144.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0288     | 2055-09-01      | 5.5000%  | 0.0000% | $7141792.00        | $7252388.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725228     | 2034-03-01      | 6.0000%  | 0.0000% | $2203.00           | $12.19             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-10-31      | 3.5000%  | 0.0000% | $19123300.00       | $19085952.20       | U.S. Treasuries (including strips)        |
| FNMS 01.500 CIMA4685     | 2037-06-01      | 1.5000%  | 0.0000% | $767281.00         | $491065.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4299     | 2055-06-01      | 5.0000%  | 0.0000% | $22843952.00       | $22759876.66       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4804     | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $808.57            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8910     | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.71           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1622     | 2055-05-01      | 5.5000%  | 0.0000% | $1003.00           | $1018.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647     | 2055-03-01      | 6.0000%  | 0.0000% | $104143071.00      | $95176535.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013     | 2055-06-01      | 5.5000%  | 0.0000% | $1246285.00        | $1219351.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5353     | 2054-05-01      | 5.5000%  | 0.0000% | $2327960.00        | $2006104.21        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654     | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $119286.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2828     | 2055-08-01      | 5.5000%  | 0.0000% | $2382648.00        | $2420499.30        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9949     | 2055-02-01      | 4.5000%  | 0.0000% | $409000.00         | $393510.10         | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 MF         | 2054-02-20      | 5.1838%  | 0.0000% | $5479056.00        | $4404912.37        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 JA         | 2049-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $6663556.51        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0145 M         | 2055-01-20      | 4.5000%  | 0.0000% | $30547794.00       | $29223848.47       | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M         | 2054-12-20      | 5.0000%  | 0.0000% | $10461007.00       | $10080341.57       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1555     | 2055-05-01      | 6.0000%  | 0.0000% | $23309430.00       | $23685634.94       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9406     | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1882.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0432     | 2055-05-01      | 5.5000%  | 0.0000% | $3054.00           | $3106.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8056     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $168.57            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255     | 2051-02-01      | 2.0000%  | 0.0000% | $4011.00           | $2249.61           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7483     | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $806757.16         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6766     | 2055-10-01      | 6.5000%  | 0.0000% | $1028462.00        | $1085620.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4951     | 2055-06-01      | 6.0000%  | 0.0000% | $278752.00         | $289556.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1366     | 2055-08-01      | 6.0000%  | 0.0000% | $1258043.00        | $1291044.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3562     | 2055-09-01      | 5.5000%  | 0.0000% | $1044160.00        | $1067048.32        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5885     | 2040-11-01      | 4.5000%  | 0.0000% | $258000.00         | $258699.18         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2412     | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $8195849.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1364     | 2055-08-01      | 6.5000%  | 0.0000% | $1072936.00        | $1119885.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9580     | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024     | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.27            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8111     | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $546.82            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865     | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $12572893.75       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133     | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $665.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915     | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $24096398.06       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388     | 2052-08-01      | 4.5000%  | 0.0000% | $87445779.00       | $64961744.30       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784     | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $209.78            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-04-25      | 5.3328%  | 0.0000% | $50000000.00       | $47263052.06       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-06-25      | 5.1828%  | 0.0000% | $64294511.00       | $61315043.85       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD7232     | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $8774773.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5087     | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.48           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-08-25      | 5.0828%  | 0.0000% | $76803345.00       | $60832858.33       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8516     | 2055-03-01      | 6.0000%  | 0.0000% | $11315306.00       | $10381509.17       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243     | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $772.78            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8218     | 2052-06-01      | 2.0000%  | 0.0000% | $1849000.00        | $1272526.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8396     | 2054-01-01      | 6.0000%  | 0.0000% | $128729.00         | $94043.10          | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN4115     | 2035-03-01      | 4.4000%  | 0.0000% | $14334000.00       | $14281117.10       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.29            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-04-25      | 6.0000%  | 0.0000% | $2124504.00        | $1429954.51        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8432     | 2054-05-01      | 6.0000%  | 0.0000% | $34008094.00       | $26927653.13       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607     | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1205473.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8533     | 2055-05-01      | 5.5000%  | 0.0000% | $2094428.00        | $2028881.55        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB1525     | 2037-03-01      | 1.5000%  | 0.0000% | $56263.00          | $47683.53          | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M         | 2055-08-20      | 6.5000%  | 0.0000% | $503845.00         | $521491.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA7135 M         | 2051-01-20      | 2.0000%  | 0.0000% | $132379577.00      | $65966237.92       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFA2158     | 2041-10-01      | 2.0000%  | 0.0000% | $2500000.00        | $2114296.39        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9143     | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $764.20            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2028-03-31      | 1.2500%  | 0.0000% | $2300.00           | $2178.73           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-08-31      | 3.6250%  | 0.0000% | $30815200.00       | $30965067.43       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $108934339.00      | $98827863.08       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8470     | 2054-10-01      | 6.0000%  | 0.0000% | $163000.00         | $140433.43         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2400     | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $702.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8496     | 2055-01-01      | 6.0000%  | 0.0000% | $841803.00         | $747858.15         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644     | 2052-01-01      | 2.5000%  | 0.0000% | $7535651.00        | $5321800.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2915     | 2048-11-01      | 3.0000%  | 0.0000% | $1010.00           | $267.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1000     | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $229.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0248     | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $617.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1169     | 2052-03-01      | 3.0000%  | 0.0000% | $887849.00         | $648323.08         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM5007     | 2047-05-01      | 4.5000%  | 0.0000% | $1010.00           | $338.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5558     | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2945601.14        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5288     | 2052-06-01      | 3.5000%  | 0.0000% | $297640.00         | $241777.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524     | 2055-04-01      | 5.5000%  | 0.0000% | $123000.00         | $118286.72         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002     | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $110.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $667.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8335     | 2039-10-01      | 5.5000%  | 0.0000% | $575000.00         | $405138.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8299     | 2053-02-01      | 5.0000%  | 0.0000% | $1005.00           | $829.28            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $2244377.00        | $2128774.15        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI6952     | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $913.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9731     | 2055-01-01      | 6.0000%  | 0.0000% | $1076.00           | $1047.18           | Agency Mortgage-Backed Securities         |
| GNRM 2025-120 MJ         | 2050-10-20      | 5.0000%  | 0.0000% | $19164395.00       | $19098553.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 FA         | 2054-02-20      | 5.2338%  | 0.0000% | $50861500.00       | $37246326.16       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQX3636     | 2055-01-01      | 6.5000%  | 0.0000% | $359000.00         | $348460.18         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4512     | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $654.93            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1893     | 2055-08-01      | 6.5000%  | 0.0000% | $3152955.00        | $3312364.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028     | 2055-07-01      | 6.0000%  | 0.0000% | $642116.00         | $628825.50         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504     | 2055-08-01      | 7.0000%  | 0.0000% | $607848.00         | $638382.83         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTMA5696     | 2045-03-01      | 7.0000%  | 0.0000% | $481775.00         | $391165.71         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061     | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $4013.79           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4300     | 2055-06-01      | 5.5000%  | 0.0000% | $2749.00           | $2763.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4730     | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $750.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2751     | 2054-11-01      | 6.0000%  | 0.0000% | $200000.00         | $181993.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2627     | 2054-10-01      | 6.5000%  | 0.0000% | $5576963.00        | $4745351.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0022     | 2055-05-01      | 5.5000%  | 0.0000% | $1012843.00        | $993920.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3631     | 2055-09-01      | 5.0000%  | 0.0000% | $1314473.00        | $1322773.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0814     | 2054-04-01      | 5.5000%  | 0.0000% | $635000.00         | $541443.89         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0553     | 2054-12-01      | 6.0000%  | 0.0000% | $2626672.00        | $2289398.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5709     | 2054-07-01      | 6.0000%  | 0.0000% | $200000.00         | $177497.95         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3019     | 2055-04-01      | 5.0000%  | 0.0000% | $365406.00         | $363299.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2905     | 2051-07-01      | 3.5000%  | 0.0000% | $1024.00           | $957.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2771     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $165.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9728     | 2054-03-01      | 5.5000%  | 0.0000% | $10486686.00       | $8181405.06        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3879     | 2050-07-01      | 2.5000%  | 0.0000% | $28780000.00       | $13130705.60       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058     | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $33086880.88       | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2051-05-25      | 5.5000%  | 0.0000% | $2895000.00        | $2405555.57        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI4867     | 2054-04-01      | 5.5000%  | 0.0000% | $730552.00         | $634655.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3755     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $750.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2357     | 2053-02-01      | 6.0000%  | 0.0000% | $105799.00         | $80017.86          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046     | 2053-04-01      | 4.5000%  | 0.0000% | $41668226.00       | $35302190.98       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0451     | 2050-10-01      | 3.0000%  | 0.0000% | $1008.00           | $461.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461     | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $171.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2817     | 2055-09-01      | 5.5000%  | 0.0000% | $41780.00          | $42043.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6139     | 2055-10-01      | 5.5000%  | 0.0000% | $10476173.00       | $10706715.15       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515     | 2055-03-01      | 5.5000%  | 0.0000% | $165000.00         | $156844.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8961     | 2054-09-01      | 5.5000%  | 0.0000% | $25536033.00       | $23985414.06       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2494     | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $886.82            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5350     | 2054-05-01      | 6.0000%  | 0.0000% | $4396788.00        | $3331570.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4437     | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $944.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO0091     | 2037-04-01      | 3.0000%  | 0.0000% | $993554.00         | $636215.18         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI8375     | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $967.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6798     | 2054-05-01      | 6.0000%  | 0.0000% | $585815.00         | $515103.38         | Agency Mortgage-Backed Securities         |
| GNRM 2024-127 UV         | 2035-06-20      | 6.0000%  | 0.0000% | $120000.00         | $112792.74         | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQX9824     | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $976.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0660     | 2055-04-01      | 6.0000%  | 0.0000% | $48596000.00       | $48300167.23       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL2693     | 2051-01-01      | 3.5000%  | 0.0000% | $1046.00           | $979.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0034     | 2055-06-01      | 5.5000%  | 0.0000% | $9821034.00        | $8923048.98        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026     | 2040-09-01      | 5.5000%  | 0.0000% | $7092.00           | $6959.60           | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M         | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $22770576.73       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY0448     | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $867.76            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRQ0067     | 2055-10-01      | 7.0000%  | 0.0000% | $53419.00          | $56300.39          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3898     | 2055-09-01      | 5.5000%  | 0.0000% | $1001.00           | $1027.96           | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $14799216.00       | $6724424.63        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159     | 2054-12-01      | 6.0000%  | 0.0000% | $25211220.00       | $24335833.92       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014     | 2055-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $2376569.22        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0524     | 2053-12-01      | 6.5000%  | 0.0000% | $1081.00           | $961.52            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0056     | 2055-10-01      | 5.5000%  | 0.0000% | $1151443.00        | $1164508.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3973     | 2055-04-01      | 6.5000%  | 0.0000% | $12464000.00       | $13011985.08       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0010     | 2040-07-01      | 5.5000%  | 0.0000% | $234888.00         | $217976.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0033     | 2040-10-01      | 5.5000%  | 0.0000% | $92779.00          | $93143.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027     | 2055-07-01      | 5.5000%  | 0.0000% | $64274044.00       | $63212017.19       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3282     | 2055-02-01      | 6.0000%  | 0.0000% | $40608.00          | $35000.25          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470     | 2054-09-01      | 5.5000%  | 0.0000% | $71235309.00       | $64431680.06       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732     | 2052-09-01      | 4.0000%  | 0.0000% | $158970.00         | $123566.66         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733     | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $784.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2378     | 2054-09-01      | 6.0000%  | 0.0000% | $4119697.00        | $3803030.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076     | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $264.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378     | 2053-10-01      | 5.5000%  | 0.0000% | $6926459.00        | $5793809.96        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6468     | 2053-10-01      | 5.0000%  | 0.0000% | $11008309.00       | $8121952.40        | Agency Mortgage-Backed Securities         |
| GNRA 2025-041 MF         | 2065-03-20      | 4.9838%  | 0.0000% | $76666666.00       | $59865853.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FP         | 2055-01-20      | 5.0838%  | 0.0000% | $8642982.00        | $5638738.88        | Agency Collateralized Mortgage Obligation |
| Farm Federal Credit Bank | 2026-01-13      | 4.2900%  | 0.0000% | $5000000.00        | $5010815.28        | Agency Debentures and Agency Strips       |
| FNMS 04.000 CTAK9325     | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $41553.72          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5349     | 2054-10-01      | 5.5000%  | 0.0000% | $607364.00         | $591921.37         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB0908     | 2037-11-01      | 1.5000%  | 0.0000% | $217303.00         | $153843.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319     | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $374.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4215     | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $569.25            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8364     | 2040-02-01      | 5.5000%  | 0.0000% | $59879.00          | $47879.67          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8136     | 2037-01-01      | 1.5000%  | 0.0000% | $468592.00         | $279693.18         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4431     | 2054-09-01      | 6.5000%  | 0.0000% | $9877633.00        | $9428091.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7192     | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $698.72            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-02-25      | 5.0828%  | 0.0000% | $1464680.00        | $1293125.35        | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2055-05-25      | 5.1828%  | 0.0000% | $16595053.00       | $15784801.15       | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQH8657     | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6254     | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $596.05            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-08-25      | 5.4328%  | 0.0000% | $13202174.00       | $7938425.75        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDB6901     | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $856.78            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2766     | 2052-02-01      | 2.0000%  | 0.0000% | $897569.00         | $577689.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632     | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $134.81            | Agency Mortgage-Backed Securities         |
| GNII SF MB0623 M         | 2055-04-20      | 5.5000%  | 0.0000% | $193338.00         | $195556.14         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4890     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $942.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732     | 2055-06-01      | 4.0000%  | 0.0000% | $241634.00         | $225028.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614     | 2055-02-01      | 5.5000%  | 0.0000% | $5456985.00        | $5153497.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5830     | 2040-09-01      | 5.5000%  | 0.0000% | $1975502.00        | $1929819.32        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5553     | 2054-12-01      | 5.5000%  | 0.0000% | $10340137.00       | $9661986.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5701     | 2055-05-01      | 6.0000%  | 0.0000% | $49764768.00       | $47222390.72       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5854     | 2055-10-01      | 6.0000%  | 0.0000% | $1174.00           | $1197.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674     | 2055-04-01      | 6.0000%  | 0.0000% | $921796.00         | $863315.83         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5635     | 2055-02-01      | 3.5000%  | 0.0000% | $219782.00         | $196474.43         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0029     | 2040-10-01      | 3.5000%  | 0.0000% | $329508.00         | $316955.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041     | 2055-08-01      | 6.0000%  | 0.0000% | $5767693.00        | $5730836.23        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0009     | 2040-07-01      | 5.0000%  | 0.0000% | $241414.00         | $228275.44         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2971     | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9204     | 2054-09-01      | 5.0000%  | 0.0000% | $1007.00           | $949.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1001     | 2055-09-01      | 5.0000%  | 0.0000% | $22690304.00       | $22623534.58       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5421     | 2054-07-01      | 6.0000%  | 0.0000% | $1090099.00        | $889414.36         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444     | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1816.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162     | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $48086.03          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0379     | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $999.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5247     | 2054-01-01      | 6.0000%  | 0.0000% | $26065.00          | $19539.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4148     | 2055-05-01      | 5.5000%  | 0.0000% | $90806.00          | $88232.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5586     | 2055-01-01      | 5.5000%  | 0.0000% | $627602.00         | $590799.64         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760     | 2055-07-01      | 5.5000%  | 0.0000% | $84554275.00       | $83494653.91       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793     | 2055-08-01      | 6.0000%  | 0.0000% | $30543362.00       | $30403930.54       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0737     | 2055-02-01      | 6.0000%  | 0.0000% | $1045.00           | $1017.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5887     | 2040-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5833     | 2045-09-01      | 5.0000%  | 0.0000% | $1948.00           | $1918.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5449     | 2039-08-01      | 5.5000%  | 0.0000% | $173069.00         | $122516.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3859     | 2055-09-01      | 5.5000%  | 0.0000% | $3947350.00        | $4007305.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823     | 2055-09-01      | 6.0000%  | 0.0000% | $277570.00         | $279890.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646     | 2055-03-01      | 5.5000%  | 0.0000% | $12341401.00       | $11721346.95       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552     | 2054-12-01      | 5.0000%  | 0.0000% | $167290.00         | $157623.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5613     | 2055-02-01      | 5.0000%  | 0.0000% | $653828.00         | $625865.99         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306     | 2055-03-01      | 5.0000%  | 0.0000% | $18358367.00       | $17528075.66       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4731     | 2053-02-01      | 6.5000%  | 0.0000% | $368906.00         | $273159.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6578     | 2053-12-01      | 6.0000%  | 0.0000% | $3513000.00        | $3135357.91        | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 GF         | 2065-08-20      | 5.2338%  | 0.0000% | $31470821.00       | $30606630.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 F          | 2065-06-20      | 5.0838%  | 0.0000% | $140110265.00      | $133223692.77      | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCB9153     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $945.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6733     | 2053-07-01      | 5.0000%  | 0.0000% | $3219236.00        | $2717434.19        | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-08-25      | 5.3328%  | 0.0000% | $33900000.00       | $20327552.09       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD8245     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $786.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $767.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454     | 2054-08-01      | 6.0000%  | 0.0000% | $926000.00         | $773710.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3621     | 2040-05-01      | 5.5000%  | 0.0000% | $25743.00          | $25655.47          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453     | 2054-08-01      | 5.5000%  | 0.0000% | $14041197.00       | $12553848.17       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4679     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $877.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8201     | 2054-06-01      | 5.5000%  | 0.0000% | $6523036.00        | $5999984.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8319     | 2039-08-01      | 5.5000%  | 0.0000% | $6318536.00        | $4361694.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5298     | 2054-04-01      | 6.0000%  | 0.0000% | $9965540.00        | $9039085.84        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4550     | 2053-10-01      | 2.5000%  | 0.0000% | $1000.00           | $753.69            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA7568     | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA1268     | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $687.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB6834     | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $892.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3925     | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.92            | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-03-25      | 5.3828%  | 0.0000% | $3273.00           | $2669.96           | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI4071     | 2054-04-01      | 5.5000%  | 0.0000% | $909524.00         | $805185.09         | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $794.65            | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 5.1828%  | 0.0000% | $19075500.00       | $18420748.49       | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CIQN9598     | 2037-02-01      | 1.5000%  | 0.0000% | $144278.00         | $87813.83          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB1328     | 2037-11-01      | 1.5000%  | 0.0000% | $1471566.00        | $1186888.45        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0612     | 2050-11-01      | 2.5000%  | 0.0000% | $62220.00          | $32931.75          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997     | 2053-10-01      | 5.0000%  | 0.0000% | $1811.00           | $1615.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390     | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $911.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5723     | 2054-11-01      | 5.0000%  | 0.0000% | $178724.00         | $158184.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6204     | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDF0485     | 2040-10-01      | 5.0000%  | 0.0000% | $1209989.00        | $1228335.66        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3562     | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $194.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDF2981     | 2040-10-01      | 5.5000%  | 0.0000% | $500000.00         | $513706.67         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9491     | 2055-08-01      | 5.0000%  | 0.0000% | $1158872.00        | $1164658.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7597     | 2053-12-01      | 5.5000%  | 0.0000% | $53870898.00       | $50593948.18       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2940     | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $815.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1573     | 2055-03-01      | 6.0000%  | 0.0000% | $5501977.00        | $5057192.65        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2906     | 2052-06-01      | 3.5000%  | 0.0000% | $248019.00         | $230467.50         | Agency Mortgage-Backed Securities         |

### Security 705: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.160000%
- **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: ARP1C8NP1, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1C8NP1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLSD8267     | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $804.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7643     | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $827.37            | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 KF         | 2053-01-20      | 4.9338%  | 0.0000% | $24500000.00       | $16598747.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-057 FJ         | 2053-04-20      | 5.1338%  | 0.0000% | $50000000.00       | $30451146.36       | Agency Collateralized Mortgage Obligation |
| GNII JM 005278 M         | 2042-01-20      | 3.5000%  | 0.0000% | $1000.00           | $37.05             | Agency Mortgage-Backed Securities         |
| GNII SF DE5248 C         | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $995.86            | Agency Mortgage-Backed Securities         |
| GNII SF CV5747 C         | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $981.23            | Agency Mortgage-Backed Securities         |
| GNII SF DH5652 C         | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $969.71            | Agency Mortgage-Backed Securities         |
| GNII SP 785562 C         | 2051-07-20      | 3.0000%  | 0.0000% | $11668700.00       | $6999628.64        | Agency Mortgage-Backed Securities         |
| GNII SF MB0146 M         | 2055-01-20      | 5.0000%  | 0.0000% | $102680226.00      | $99634795.09       | Agency Mortgage-Backed Securities         |
| GNII JM MA7977 M         | 2052-04-20      | 2.0000%  | 0.0000% | $1000.00           | $665.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M         | 2049-01-20      | 4.5000%  | 0.0000% | $1000.00           | $65.61             | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M         | 2048-10-20      | 4.5000%  | 0.0000% | $1000.00           | $77.88             | Agency Mortgage-Backed Securities         |
| FKAR 04.850 WRWR0001     | 2040-06-01      | 4.8500%  | 0.0000% | $2553088.00        | $2558042.69        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB779077     | 2034-06-01      | 6.3020%  | 0.0000% | $97120.00          | $834.50            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2030-08-05      | 0.8750%  | 0.0000% | $2000.00           | $1757.88           | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2026-10-27      | 0.8000%  | 0.0000% | $2000.00           | $1942.18           | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY   | 2046-08-15      | 2.2500%  | 0.0000% | $29724700.00       | $20234432.03       | U.S. Treasuries (including strips)        |
| GNCL CL CR4188           | 2068-02-15      | 4.2800%  | 0.0000% | $1000.00           | $902.13            | Agency Mortgage-Backed Securities         |
| GNII SF MB0622 M         | 2055-09-20      | 5.0000%  | 0.0000% | $9037832.00        | $9045053.05        | Agency Mortgage-Backed Securities         |
| GNPL PN DL7518           | 2060-10-15      | 5.6500%  | 0.0000% | $1000.00           | $1050.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA6933 M         | 2050-10-20      | 3.5000%  | 0.0000% | $1000.00           | $316.94            | Agency Mortgage-Backed Securities         |
| FKAR 04.100 WNWN2724     | 2032-07-01      | 4.1000%  | 0.0000% | $1000.00           | $988.17            | Agency Mortgage-Backed Securities         |
| GNCL CL CT6899           | 2065-09-15      | 5.4500%  | 0.0000% | $1000.00           | $1025.15           | Agency Mortgage-Backed Securities         |
| GNII RG CM0721 C         | 2050-03-20      | 3.5000%  | 0.0000% | $1000.00           | $605.59            | Agency Mortgage-Backed Securities         |
| GNII SF AD8889 C         | 2043-04-20      | 3.0000%  | 0.0000% | $55043.00          | $13171.33          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2028-10-15      | 3.5000%  | 0.0000% | $69000.00          | $68885.35          | U.S. Treasuries (including strips)        |
| MNAR XX.XXX HXBZ0274     | 2031-01-01      | 4.4500%  | 0.0000% | $191719.00         | $194881.47         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7220     | 2032-11-01      | 5.2300%  | 0.0000% | $1000.00           | $1056.97           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS8401     | 2033-06-01      | 4.3400%  | 0.0000% | $1000.00           | $1002.04           | Agency Mortgage-Backed Securities         |
| GNII SP 787485 C         | 2054-07-20      | 5.5000%  | 0.0000% | $1000.00           | $941.85            | Agency Mortgage-Backed Securities         |
| GNII SF BR4627 C         | 2049-11-20      | 3.0000%  | 0.0000% | $674462.00         | $334543.82         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC N31313 G     | 2036-09-01      | 5.5000%  | 0.0000% | $90980.00          | $971.42            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAM7016     | 2029-10-01      | 3.4700%  | 0.0000% | $1000.00           | $835.56            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLBU5385     | 2054-12-01      | 7.5000%  | 0.0000% | $1000.00           | $933.24            | Agency Mortgage-Backed Securities         |
| GNII SF DM3080 C         | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1042.01           | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M         | 2055-01-20      | 5.5000%  | 0.0000% | $48749888.00       | $45838944.69       | Agency Mortgage-Backed Securities         |
| GNRA 2021-160 DF         | 2051-09-20      | 3.5000%  | 0.0000% | $96585100.00       | $66296402.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-191 FA         | 2048-10-20      | 4.4455%  | 0.0000% | $23500000.00       | $9717767.25        | Agency Collateralized Mortgage Obligation |
| GNII SP 785731 C         | 2051-10-20      | 3.0000%  | 0.0000% | $1005.00           | $625.05            | Agency Mortgage-Backed Securities         |
| GNII SF DM8650 C         | 2055-10-20      | 6.5000%  | 0.0000% | $2000.00           | $2095.78           | Agency Mortgage-Backed Securities         |
| GNII SF MB0311 M         | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $996.04            | Agency Mortgage-Backed Securities         |
| GNRA 2024-113 FG         | 2054-07-20      | 5.4838%  | 0.0000% | $1.00              | $0.54              | Agency Collateralized Mortgage Obligation |
| GNII SF DM3968 C         | 2055-09-20      | 5.5000%  | 0.0000% | $1139410.00        | $1161170.78        | Agency Mortgage-Backed Securities         |
| GNII SF MB0090 M         | 2054-11-20      | 4.5000%  | 0.0000% | $40000.00          | $38026.26          | Agency Mortgage-Backed Securities         |
| GNCL CL CS8949           | 2066-12-15      | 5.6500%  | 0.0000% | $1000.00           | $1041.18           | Agency Mortgage-Backed Securities         |
| GNII SF MA9963 M         | 2054-10-20      | 4.5000%  | 0.0000% | $1000.00           | $934.65            | Agency Mortgage-Backed Securities         |
| GNHA AL CR2630 H         | 2073-02-20      | 6.5810%  | 0.0000% | $1000.00           | $853.07            | Agency Mortgage-Backed Securities         |
| GNII SF MA5820 M         | 2049-03-20      | 5.5000%  | 0.0000% | $1108.00           | $89.44             | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M         | 2048-11-20      | 5.0000%  | 0.0000% | $2000.00           | $121.52            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUBM1537     | 2051-04-01      | 6.3350%  | 0.0000% | $1000.00           | $154.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA0462 M         | 2042-10-20      | 3.5000%  | 0.0000% | $2000.00           | $174.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 697581 X         | 2038-11-15      | 5.5000%  | 0.0000% | $1120.00           | $7.61              | Agency Mortgage-Backed Securities         |
| GNMI SF 752200 X         | 2046-04-15      | 3.0000%  | 0.0000% | $1000.00           | $485.98            | Agency Mortgage-Backed Securities         |
| GNMI SP 783571 X         | 2033-12-15      | 5.0000%  | 0.0000% | $1000.00           | $49.04             | Agency Mortgage-Backed Securities         |
| GNII SF DM7136 C         | 2055-10-20      | 5.5000%  | 0.0000% | $10103328.00       | $10306630.53       | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M         | 2054-11-20      | 5.5000%  | 0.0000% | $24259155.00       | $23018611.72       | Agency Mortgage-Backed Securities         |
| GNPL PN DM0353           | 2060-10-15      | 5.5100%  | 0.0000% | $1000.00           | $1040.02           | Agency Mortgage-Backed Securities         |
| GNII SF CA1420 C         | 2050-12-20      | 2.0000%  | 0.0000% | $1000.00           | $412.46            | Agency Mortgage-Backed Securities         |
| GNII SF BC5320 C         | 2047-08-20      | 3.5000%  | 0.0000% | $1000.00           | $168.15            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2031-11-30      | 4.1250%  | 0.0000% | $294800.00         | $304570.81         | U.S. Treasuries (including strips)        |
| GNII JM MA8141 M         | 2052-07-20      | 3.5000%  | 0.0000% | $1000.00           | $728.40            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2025-11-07      | 0.5000%  | 0.0000% | $2000.00           | $2003.23           | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2032-07-15      | 6.2500%  | 0.0000% | $4000.00           | $4616.64           | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $2000.00           | $1892.32           | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2026-09-24      | 1.8750%  | 0.0000% | $2000.00           | $1970.10           | Agency Debentures and Agency Strips       |
| GNMI SP 781590 X         | 2033-04-15      | 5.5000%  | 0.0000% | $1000.00           | $5.61              | Agency Mortgage-Backed Securities         |
| GNRA 2022-151 F          | 2052-09-20      | 5.1638%  | 0.0000% | $50000000.00       | $27434101.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 F          | 2051-11-20      | 4.0000%  | 0.0000% | $42838583.00       | $28336376.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-006 FE         | 2052-01-20      | 3.5000%  | 0.0000% | $12805089.00       | $8325222.62        | Agency Collateralized Mortgage Obligation |
| GNMI SF AB9207 X         | 2042-11-15      | 3.0000%  | 0.0000% | $1000.00           | $92.31             | Agency Mortgage-Backed Securities         |
| GNII SF DL7671 C         | 2055-09-20      | 6.0000%  | 0.0000% | $5442975.00        | $5637876.18        | Agency Mortgage-Backed Securities         |
| GNII SF AK2595 C         | 2044-11-20      | 3.5000%  | 0.0000% | $1000.00           | $76.22             | Agency Mortgage-Backed Securities         |
| GNII SF DL8480 C         | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1066.58           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUAL7034     | 2043-11-01      | 5.9030%  | 0.0000% | $15330.00          | $1815.75           | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2028-02-11      | 4.5500%  | 0.0000% | $2000.00           | $2022.44           | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY   | 2029-09-30      | 3.5000%  | 0.0000% | $270900.00         | $270014.37         | U.S. Treasuries (including strips)        |
| GNII JM MA6209 M         | 2049-10-20      | 3.0000%  | 0.0000% | $1000.00           | $70.51             | Agency Mortgage-Backed Securities         |
| GNII SP 786980 C         | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $735.22            | Agency Mortgage-Backed Securities         |
| GNII SP 787058 C         | 2053-08-20      | 5.0000%  | 0.0000% | $1786990.00        | $1406273.15        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4774     | 2032-08-01      | 4.3950%  | 0.0000% | $100000000.00      | $100639650.00      | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4064     | 2032-06-01      | 4.6300%  | 0.0000% | $1024.00           | $1045.41           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5049     | 2030-09-01      | 4.0500%  | 0.0000% | $38323846.00       | $38283031.10       | Agency Mortgage-Backed Securities         |
| GNMI SF AI3212 X         | 2044-05-15      | 4.0000%  | 0.0000% | $1000.00           | $128.43            | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X         | 2041-03-15      | 4.0000%  | 0.0000% | $1000.00           | $40.64             | Agency Mortgage-Backed Securities         |
| GNII SF MB0023 M         | 2054-11-20      | 4.0000%  | 0.0000% | $252717.00         | $232617.31         | Agency Mortgage-Backed Securities         |
| GNMI SF 778793 X         | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $83.54             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.52             | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLSD8069     | 2050-06-01      | 3.5000%  | 0.0000% | $4033966.00        | $856566.60         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3035     | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $211.93            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA5813     | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $433.11            | Agency Mortgage-Backed Securities         |
| GNII SF DK4696 C         | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.46           | Agency Mortgage-Backed Securities         |
| GNII SF DL4086 C         | 2055-08-20      | 6.5000%  | 0.0000% | $1991350.00        | $2080604.70        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2529     | 2050-04-01      | 4.5000%  | 0.0000% | $1024.00           | $1013.30           | Agency Mortgage-Backed Securities         |
| GNMI SF 690816 X         | 2038-05-15      | 5.0000%  | 0.0000% | $1000.00           | $7.58              | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M         | 2052-10-20      | 5.5000%  | 0.0000% | $39503278.00       | $28383682.50       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0757     | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.28           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODA1121     | 2053-10-01      | 3.9070%  | 0.0000% | $1000.00           | $849.32            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5055     | 2030-09-01      | 4.2500%  | 0.0000% | $39480000.00       | $39794168.69       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5048     | 2030-09-01      | 4.2500%  | 0.0000% | $45010000.00       | $45368174.59       | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2036-03-24      | 2.4000%  | 0.0000% | $3814000.00        | $3151857.82        | Agency Debentures and Agency Strips       |
| GNII SP 782779 C         | 2035-12-20      | 6.0000%  | 0.0000% | $2000.00           | $106.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 646044 X         | 2037-10-15      | 6.5000%  | 0.0000% | $1000.00           | $9.03              | Agency Mortgage-Backed Securities         |
| GNII SF 618393 C         | 2041-09-20      | 4.0000%  | 0.0000% | $1000.00           | $52.01             | Agency Mortgage-Backed Securities         |
| GNII SF MB0594 M         | 2040-08-20      | 5.0000%  | 0.0000% | $1000.00           | $997.11            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7663     | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.76           | Agency Mortgage-Backed Securities         |
| GNII SP 783311 M         | 2041-05-20      | 5.5000%  | 0.0000% | $1000.00           | $40.15             | Agency Mortgage-Backed Securities         |
| GNMI SP 781846 X         | 2034-09-15      | 6.5000%  | 0.0000% | $2000.00           | $19.88             | Agency Mortgage-Backed Securities         |
| GNII SP 787113 C         | 2050-05-20      | 3.0000%  | 0.0000% | $1007.00           | $738.41            | Agency Mortgage-Backed Securities         |
| GNII SF 004833 M         | 2040-10-20      | 4.0000%  | 0.0000% | $1000.00           | $48.36             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDB7848     | 2054-07-01      | 7.5000%  | 0.0000% | $1000.00           | $961.55            | Agency Mortgage-Backed Securities         |
| FMAR 8B0105 G            | 2052-03-01      | 1.5990%  | 0.0000% | $1000.00           | $636.10            | Agency Mortgage-Backed Securities         |
| FKAR 03.800 WAWA4844     | 2042-10-01      | 3.8000%  | 0.0000% | $1000.00           | $882.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4834     | 2055-09-01      | 5.5000%  | 0.0000% | $17455.00          | $17320.78          | Agency Mortgage-Backed Securities         |

### Security 706: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.160000%
- **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: ARP1C8NQ9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1C8NQ9
- **C.18 - Value (incl. sponsor support):** $810000000.00
- **C.18.a - Value (excl. sponsor support):** $810000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-172 BT | 2055-10-20      | 3.5000%  | 0.0000% | $32771289.00       | $30655596.44       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-109 AN | 2057-01-16      | 4.7500%  | 0.0000% | $9375388.00        | $9342186.29        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-154 CT | 2055-09-20      | 8.0000%  | 0.0000% | $107417099.00      | $115925839.46      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 FA | 2055-10-20      | 5.3088%  | 0.0000% | $36728238.00       | $36869867.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-014 AE | 2062-02-16      | 2.6000%  | 0.0000% | $1500000.00        | $669908.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 FP | 2055-10-20      | 5.0704%  | 0.0000% | $55510656.00       | $55626245.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-H10 FC | 2060-05-20      | 5.4295%  | 0.0000% | $30969999.00       | $933855.99         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-026 E  | 2055-11-20      | 6.0000%  | 0.0000% | $7997781.00        | $4169168.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-053 AC | 2058-03-16      | 5.0000%  | 0.0000% | $17960927.00       | $17090739.55       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-181 AD | 2063-12-16      | 1.7500%  | 0.0000% | $18539409.00       | $15114648.69       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-086 CD | 2058-03-16      | 4.7500%  | 0.0000% | $85000000.00       | $84206121.59       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-152 HC | 2055-09-20      | 4.5000%  | 0.0000% | $5756494.00        | $5520278.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 F  | 2055-09-20      | 4.9838%  | 0.0000% | $12514.00          | $12518.35          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-152 BT | 2055-09-20      | 4.5000%  | 0.0000% | $266014.00         | $262870.15         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-181 D  | 2065-05-16      | 1.7500%  | 0.0000% | $3708662.00        | $3316127.32        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-172 PC | 2055-10-20      | 4.5000%  | 0.0000% | $87347542.00       | $86901894.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-181 E  | 2065-04-16      | 0.0000%  | 0.0000% | $6143042.00        | $5814106.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 FE | 2055-10-20      | 5.1427%  | 0.0000% | $42578260.00       | $42730919.28       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-128 AD | 2056-10-16      | 5.0000%  | 0.0000% | $10000000.00       | $10056858.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 EF | 2065-08-20      | 5.1838%  | 0.0000% | $23000287.00       | $21562961.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-136 PE | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $974.50            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 GF | 2055-10-20      | 5.2521%  | 0.0000% | $129552798.00      | $129835585.72      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-181 AH | 2065-04-16      | 0.0000%  | 0.0000% | $51707769.00       | $48939024.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-181 AJ | 2065-07-16      | 1.7500%  | 0.0000% | $33091306.00       | $27043847.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 MF | 2055-09-20      | 5.1838%  | 0.0000% | $40000000.00       | $40080897.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-181 J  | 2065-07-16      | 0.0000%  | 0.0000% | $3037219.00        | $2825527.87        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-181 A  | 2056-04-16      | 4.5000%  | 0.0000% | $5305274.00        | $5278397.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 FD | 2055-10-20      | 5.5000%  | 0.0000% | $49450000.00       | $49642734.14       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-002 AJ | 2061-08-16      | 2.5000%  | 0.0000% | $154000.00         | $70297.63          | Agency Collateralized Mortgage Obligation |

### Security 707: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8NR7, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1C8NR7
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BANK NOVA SCOTIA B C           EXTND GLBL 29       | 2029-07-26      | 5.1217%  | 0.0000% | $2389000.00        | $2403779.50        | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 29     | 2029-11-12      | 2.9500%  | 0.0000% | $460000.00         | $451428.67         | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR REGS NT 30       | 2030-09-09      | 4.6740%  | 0.0000% | $2000.00           | $2025.78           | Corporate Debt Securities                         |
| WRKCO INC                      4.2%32              | 2032-06-01      | 4.2000%  | 0.0000% | $16000.00          | $15850.40          | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 29     | 2029-07-15      | 4.9500%  | 0.0000% | $108000.00         | $108710.10         | Corporate Debt Securities                         |
| MORGAN STANLEY RESIDENTIAL 202 A-1    20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $6854424.00        | $3795412.73        | Private Label Collateralized Mortgage Obligations |
| HEALTH CARE SVC CORP           SR GLBL 144A 54     | 2054-06-15      | 5.8750%  | 0.0000% | $43000.00          | $43694.64          | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 30     | 2030-01-17      | 5.5650%  | 0.0000% | $200000.00         | $211748.42         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.316%060636     | 2036-06-06      | 5.3160%  | 0.0000% | $64000.00          | $67755.58          | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 27     | 2027-09-13      | 6.1450%  | 0.0000% | $200000.00         | $203795.20         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         B      20390715 FLT | 2039-07-15      | 6.3262%  | 0.0000% | $2836000.00        | $2837280.83        | Private Label Collateralized Mortgage Obligations |
| ASCENSION HEALTH ALLIANCE      SR -2019B BD 39     | 2039-11-15      | 3.1060%  | 0.0000% | $102000.00         | $82520.26          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2014C DEB 54    | 2054-12-01      | 4.6250%  | 0.0000% | $2000.00           | $1776.10           | Corporate Debt Securities                         |
| DATA MTG TR 2023-CNTR          B      20430812 FLT | 2043-08-12      | 5.7281%  | 0.0000% | $2306000.00        | $2304573.50        | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW               3.999%49            | 2049-11-01      | 3.9990%  | 0.0000% | $40000.00          | $31446.20          | Corporate Debt Securities                         |
| ATLAS LUXCO 4 S A R L / ALLIED SR SEC 144A NT28    | 2028-06-01      | 4.6250%  | 0.0000% | $224000.00         | $223742.93         | Corporate Debt Securities                         |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT5%32    | 2032-10-12      | 5.0000%  | 0.0000% | $2803000.00        | $2822365.62        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 38       | 2038-12-15      | 6.3750%  | 0.0000% | $1078000.00        | $1247382.10        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.468%012335     | 2035-01-23      | 5.4680%  | 0.0000% | $2000.00           | $2124.03           | Corporate Debt Securities                         |
| KEB HANA BANK                  FR 3.5%             | 2500-12-31      | 3.5000%  | 0.0000% | $500000.00         | $495534.72         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR REGS NT 31       | 2031-12-13      | 2.0760%  | 0.0000% | $5165000.00        | $4595341.82        | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31       | 2031-03-12      | 5.2310%  | 0.0000% | $5917000.00        | $6024393.39        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.05%54     | 2054-08-14      | 5.0500%  | 0.0000% | $60000.00          | $58330.28          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  GLBL BD 5%34        | 2034-08-15      | 5.0000%  | 0.0000% | $39000.00          | $40255.63          | Corporate Debt Securities                         |
| MEAD JOHNSON NUTRITION COMPANY SR GLBL NT4.6%44    | 2044-06-01      | 4.6000%  | 0.0000% | $45000.00          | $41553.75          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $52000.00          | $50849.37          | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 27       | 2027-09-13      | 6.4960%  | 0.0000% | $927000.00         | $952020.55         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.35%051527      | 2027-05-15      | 3.3500%  | 0.0000% | $1289000.00        | $1294977.38        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-11-02      | 7.9640%  | 0.0000% | $33000.00          | $40251.05          | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 30       | 2030-01-10      | 2.8290%  | 0.0000% | $40000.00          | $38457.77          | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 27     | 2027-06-15      | 5.8750%  | 0.0000% | $318000.00         | $328279.17         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $120190.00         | $116754.85         | Private Label Collateralized Mortgage Obligations |
| HUDBAY MINERALS INC            SR GLBL 144A 29     | 2029-04-01      | 6.1250%  | 0.0000% | $17000.00          | $17250.48          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 31       | 2031-09-01      | 4.9500%  | 0.0000% | $2636000.00        | $2750349.68        | Corporate Debt Securities                         |
| IQVIA INC                      SR GLBL 144A 27     | 2027-05-15      | 5.0000%  | 0.0000% | $236000.00         | $241285.35         | Corporate Debt Securities                         |
| BOC AVIATION USA CORPORATION   FR 5.25%011430      | 2030-01-14      | 5.2500%  | 0.0000% | $400000.00         | $421885.67         | Corporate Debt Securities                         |
| METLIFE REINS CO CHARLESTON    SR SEC FL 144A42    | 2042-12-31      | 4.8017%  | 0.0000% | $44200000.00       | $10845608.06       | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-08-15      | 4.3750%  | 0.0000% | $121000.00         | $119444.49         | Corporate Debt Securities                         |
| ONE NEW YORK PLAZATR 2020-1NYP A      20360115 FLT | 2036-01-15      | 5.0975%  | 0.0000% | $696000.00         | $680817.69         | Private Label Collateralized Mortgage Obligations |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $86000.00          | $86042.57          | Corporate Debt Securities                         |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29      | 2029-01-15      | 5.2500%  | 0.0000% | $320000.00         | $324090.40         | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GROUP CO LTD FR 2.875%           | 2500-12-31      | 2.8750%  | 0.0000% | $485000.00         | $485978.08         | Corporate Debt Securities                         |
| PRKCM TR 2025-HOME1            A-3    20600225 FLT | 2060-02-25      | 6.0020%  | 0.0000% | $1326900.00        | $1206679.96        | Private Label Collateralized Mortgage Obligations |
| BANK NOVA SCOTIA B C           EXTND GLBL 29       | 2029-02-07      | 5.2025%  | 0.0000% | $5000000.00        | $5096357.13        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%32    | 2032-09-26      | 4.8000%  | 0.0000% | $640000.00         | $637316.27         | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR REGS NT 31       | 2031-04-15      | 8.2500%  | 0.0000% | $8000.00           | $8395.26           | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28     | 2028-03-15      | 4.7500%  | 0.0000% | $3000.00           | $2995.77           | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 31     | 2031-02-15      | 6.8750%  | 0.0000% | $109000.00         | $108013.34         | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            GLBL NT 4.95%31     | 2031-12-15      | 4.9500%  | 0.0000% | $2000.00           | $2060.56           | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2024-4       A-5-A  20541025 FLT | 2054-10-25      | 6.0000%  | 0.0000% | $2146303.00        | $2204075.04        | Private Label Collateralized Mortgage Obligations |
| NOVARTIS CAPITAL CORP          SR GLBL NT 3%25     | 2025-11-20      | 3.0000%  | 0.0000% | $799000.00         | $809168.61         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.928%042832     | 2032-04-28      | 1.9280%  | 0.0000% | $550000.00         | $481574.87         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.889%072033     | 2033-07-20      | 4.8890%  | 0.0000% | $2527000.00        | $2605555.23        | Corporate Debt Securities                         |
| BAUSCH PLUS LOMB CORP          SR SEC GLBL 28      | 2028-10-01      | 8.3750%  | 0.0000% | $117000.00         | $123028.60         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 27       | 2027-11-15      | 3.9500%  | 0.0000% | $250000.00         | $251038.47         | Corporate Debt Securities                         |
| EMD FINANCE LLC                SR 144A NT 28       | 2028-08-15      | 4.1250%  | 0.0000% | $1000.00           | $1008.84           | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.75%011532      | 2032-01-15      | 7.7500%  | 0.0000% | $69000.00          | $81656.63          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.7%55    | 2055-03-15      | 5.7000%  | 0.0000% | $60000.00          | $63210.80          | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL 144A 30     | 2030-05-01      | 3.8750%  | 0.0000% | $116000.00         | $113314.02         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM4   M-1    20690825 FLT | 2069-08-25      | 5.9290%  | 0.0000% | $927887.00         | $935836.05         | Private Label Collateralized Mortgage Obligations |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $523000.00         | $547363.95         | Corporate Debt Securities                         |
| BOC AVIATION PTE LTD           FR 3.875%042726     | 2026-04-27      | 3.8750%  | 0.0000% | $366000.00         | $365298.35         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.95%31     | 2031-03-15      | 4.9500%  | 0.0000% | $151000.00         | $157292.92         | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 29     | 2029-06-15      | 6.5000%  | 0.0000% | $694000.00         | $732534.74         | Corporate Debt Securities                         |
| CBOE GLOBAL MKTS INC           SR GLBL NT 30       | 2030-12-15      | 1.6250%  | 0.0000% | $575000.00         | $508891.61         | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $58000.00          | $58325.19          | Corporate Debt Securities                         |
| 225 LIBERTY STR TR 2016-225L   A      20360212 3.5 | 2036-02-12      | 3.5970%  | 0.0000% | $266582.00         | $263082.18         | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007-16N       1-A1   20470925 FLT | 2047-09-25      | 5.0455%  | 0.0000% | $61685.00          | $7494.78           | Private Label Collateralized Mortgage Obligations |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $208000.00         | $191120.80         | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $50000.00          | $45448.03          | Corporate Debt Securities                         |
| CANTOR FITZGERALD L P          SR GLBL 144A 28     | 2028-12-12      | 7.2000%  | 0.0000% | $30000.00          | $32675.10          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $69000.00          | $68870.97          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT5.2%35    | 2035-05-15      | 5.2000%  | 0.0000% | $934000.00         | $994726.60         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 28       | 2028-05-10      | 4.9270%  | 0.0000% | $682000.00         | $704596.88         | Corporate Debt Securities                         |
| OPEN TRUST 2023-AIR            D      20401115 FLT | 2040-11-15      | 10.7159% | 0.0000% | $905450.00         | $728261.13         | Private Label Collateralized Mortgage Obligations |
| PERUSAHAAN LISTRIK NEGARA PT   FR 3.875%071729     | 2029-07-17      | 3.8750%  | 0.0000% | $2377000.00        | $2355908.42        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.7%46    | 2046-08-08      | 3.7000%  | 0.0000% | $60000.00          | $49978.83          | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C27      B      20471217 FLT | 2047-12-17      | 4.4609%  | 0.0000% | $236966.00         | $234351.65         | Private Label Collateralized Mortgage Obligations |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 29       | 2029-06-01      | 3.3750%  | 0.0000% | $294000.00         | $291638.81         | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.5%29    | 2029-03-15      | 4.5000%  | 0.0000% | $4000.00           | $4024.80           | Corporate Debt Securities                         |
| EUROPEAN INVT BK               SR GLBL NT 34       | 2034-02-13      | 4.1250%  | 0.0000% | $1549000.00        | $1573246.37        | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 50       | 2050-03-19      | 4.3270%  | 0.0000% | $527000.00         | $459669.51         | Corporate Debt Securities                         |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $81000.00          | $84619.08          | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 27     | 2027-04-12      | 3.6250%  | 0.0000% | $2000000.00        | $1996885.00        | Corporate Debt Securities                         |
| ROYAL BK CDA                   EXTND GLBL 29       | 2029-04-28      | 5.1928%  | 0.0000% | $7401000.00        | $7448292.85        | Corporate Debt Securities                         |
| BURLINGTON RES FIN CO          SR NT 7.2%31        | 2031-08-15      | 7.2000%  | 0.0000% | $207000.00         | $239184.36         | Corporate Debt Securities                         |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $112552.00         | $70039.35          | Private Label Collateralized Mortgage Obligations |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 37    | 2037-11-30      | 6.3500%  | 0.0000% | $5916000.00        | $6722518.42        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $6358000.00        | $7084607.78        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-6          M2     20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $1051888.00        | $905631.39         | Private Label Collateralized Mortgage Obligations |
| WESCO DISTR INC                GLBL 144A NT 32     | 2032-03-15      | 6.6250%  | 0.0000% | $320000.00         | $336340.89         | Corporate Debt Securities                         |
| ST ENGR URBAN SOLUTIONS USA    FR 3.75%050532      | 2032-05-05      | 3.7500%  | 0.0000% | $495000.00         | $490536.75         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.7%120136       | 2036-12-01      | 5.7000%  | 0.0000% | $33000.00          | $35980.56          | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR 144A NT 54       | 2054-04-16      | 6.2500%  | 0.0000% | $2117000.00        | $2202387.43        | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2025-1       A-4-A  20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $915066.00         | $733282.51         | Private Label Collateralized Mortgage Obligations |
| MATTHEWS INTL CORP             SR SEC GLBL 27      | 2027-10-01      | 8.6250%  | 0.0000% | $105000.00         | $108760.84         | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT 26       | 2026-02-15      | 4.7500%  | 0.0000% | $126000.00         | $127174.04         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 3%30     | 2030-01-15      | 3.0000%  | 0.0000% | $394000.00         | $376783.51         | Corporate Debt Securities                         |
| UNILEVER CAP CORP              SR GLBL NT 29       | 2029-09-06      | 2.1250%  | 0.0000% | $5522000.00        | $5187568.51        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $509000.00         | $393759.85         | Corporate Debt Securities                         |
| MORGAN STANLEY RES MTG 2023-4  A-1    20531125 FLT | 2053-11-25      | 6.5000%  | 0.0000% | $1473520.00        | $979967.27         | Private Label Collateralized Mortgage Obligations |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 28       | 2028-01-15      | 4.8750%  | 0.0000% | $123000.00         | $124611.81         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-4          B2     20560725 FLT | 2056-07-25      | 3.9136%  | 0.0000% | $100270.00         | $96172.40          | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER 2024-FL11         C      20390715 FLT | 2039-07-15      | 6.6762%  | 0.0000% | $3107500.00        | $3106527.93        | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW               GLBL NT 1.5%31      | 2031-02-15      | 1.5000%  | 0.0000% | $3789000.00        | $3290923.32        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            2024A BD5.205%31    | 2031-12-01      | 5.2050%  | 0.0000% | $1658000.00        | $1746665.70        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 27       | 2027-04-05      | 3.6500%  | 0.0000% | $775000.00         | $770478.74         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-09-15      | 1.8750%  | 0.0000% | $359000.00         | $315911.32         | Corporate Debt Securities                         |
| MF1 LLC 2024-FL16              B      20391118 FLT | 2039-11-18      | 6.1730%  | 0.0000% | $695271.00         | $677416.83         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.21%042028      | 2028-04-20      | 4.2100%  | 0.0000% | $3090000.00        | $3097157.64        | Corporate Debt Securities                         |
| SG RESDTL MRTG TR 2022-2       A-1    20620825 FLT | 2062-08-25      | 5.3530%  | 0.0000% | $2325690.00        | $1754517.53        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LOAN TR 2022-5        A-1    20670425 FLT | 2067-04-25      | 4.5500%  | 0.0000% | $100000.00         | $68808.88          | Private Label Collateralized Mortgage Obligations |
| CENTRAL PARENT INC / CENT MERG SR SEC GLBL 29      | 2029-06-15      | 7.2500%  | 0.0000% | $386000.00         | $330716.65         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-11-03      | 2.5200%  | 0.0000% | $3000.00           | $2709.63           | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 4%29     | 2029-02-01      | 4.0000%  | 0.0000% | $20000.00          | $19984.00          | Corporate Debt Securities                         |
| ASHFORD HOSP TR 2018-ASHF      B      20350416 FLT | 2035-04-16      | 5.4550%  | 0.0000% | $350000.00         | $349106.96         | Private Label Collateralized Mortgage Obligations |
| AMERICAN AIRLINES              SR SEC GLBL 28      | 2028-02-15      | 7.2500%  | 0.0000% | $48000.00          | $49879.95          | Corporate Debt Securities                         |

### Security 708: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.150000%
- **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: ARP1C8NT3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C8NT3
- **C.18 - Value (incl. sponsor support):** $6505000000.00
- **C.18.a - Value (excl. sponsor support):** $6505000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $531808.21         | Agency Mortgage-Backed Securities |
| GNII SF BZ8534 C     | 2051-01-20      | 3.0000%  | 0.0000% | $93925.00          | $63887.52          | Agency Mortgage-Backed Securities |
| GNII RG CH5613 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $731830.64         | Agency Mortgage-Backed Securities |
| GNII SF CT8317 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1134084.00        | $893124.06         | Agency Mortgage-Backed Securities |
| GNII SF BV8710 C     | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $402489.77         | Agency Mortgage-Backed Securities |
| GNPL PN BY2815       | 2063-06-15      | 2.7800%  | 0.0000% | $721875.00         | $616260.75         | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C     | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3146665.09        | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $795439.11         | Agency Mortgage-Backed Securities |
| GNII SF CT0175 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1326900.00        | $1371445.36        | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $19036384.00       | $19362705.69       | Agency Mortgage-Backed Securities |
| GNII SF CW8158 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $520977.63         | Agency Mortgage-Backed Securities |
| GNCL CL CQ7052       | 2065-07-15      | 5.3500%  | 0.0000% | $3706100.00        | $3754795.68        | Agency Mortgage-Backed Securities |
| GNII SF DB7672 C     | 2054-07-20      | 7.0000%  | 0.0000% | $4143160.00        | $3992225.28        | Agency Mortgage-Backed Securities |
| GNII SF CW1327 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1809190.00        | $1690296.46        | Agency Mortgage-Backed Securities |
| GNII SF DE5115 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1015094.00        | $1050947.77        | Agency Mortgage-Backed Securities |
| GNII SF CU9631 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2335324.00        | $1680991.84        | Agency Mortgage-Backed Securities |
| GNII SF BZ8529 C     | 2046-01-20      | 2.5000%  | 0.0000% | $70238.00          | $50502.59          | Agency Mortgage-Backed Securities |
| GNII SF DD7538 C     | 2054-09-20      | 7.5000%  | 0.0000% | $3302340.00        | $3528308.98        | Agency Mortgage-Backed Securities |
| GNII SF DF1599 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $1674771.00        | Agency Mortgage-Backed Securities |
| GNII SF DI8253 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1080482.00        | $1125058.06        | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $28806528.00       | $28800948.77       | Agency Mortgage-Backed Securities |
| GNII SF 003461 M     | 2033-10-20      | 6.5000%  | 0.0000% | $15898920.00       | $130584.82         | Agency Mortgage-Backed Securities |
| GNII SF DM7870 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1352196.00        | $1364466.73        | Agency Mortgage-Backed Securities |
| GNII SF DM9329 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10996800.00       | $11112752.15       | Agency Mortgage-Backed Securities |
| GNII SF DM8499 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1400972.00        | $1430453.12        | Agency Mortgage-Backed Securities |
| GNII SF DN1383 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1284344.00        | $1336047.84        | Agency Mortgage-Backed Securities |
| GNII SF DI1930 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1496714.00        | $1560506.96        | Agency Mortgage-Backed Securities |
| GNII SF DM7215 C     | 2055-09-20      | 6.5000%  | 0.0000% | $7276816.00        | $7616576.14        | Agency Mortgage-Backed Securities |
| GNII SF DN7592 C     | 2055-10-20      | 6.0000%  | 0.0000% | $6631248.00        | $6870079.03        | Agency Mortgage-Backed Securities |
| GNII SF DI8359 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1057878.00        | $1062875.89        | Agency Mortgage-Backed Securities |
| GNII SF DI1998 C     | 2055-06-20      | 5.5000%  | 0.0000% | $4143320.00        | $3866478.77        | Agency Mortgage-Backed Securities |
| GNII SF DM7890 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1594390.00        | $1593397.76        | Agency Mortgage-Backed Securities |
| GNII SF DM7171 C     | 2055-09-20      | 5.5000%  | 0.0000% | $7525072.00        | $7649876.90        | Agency Mortgage-Backed Securities |
| GNII ET DI3613 C     | 2065-04-20      | 6.0000%  | 0.0000% | $2043392.00        | $1575444.38        | Agency Mortgage-Backed Securities |
| GNII SF DL3166 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1738446.00        | $1819441.53        | Agency Mortgage-Backed Securities |
| GNMI SF 575018 X     | 2032-07-15      | 6.5000%  | 0.0000% | $709477.00         | $7222.09           | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $39114624.00       | $37474264.44       | Agency Mortgage-Backed Securities |
| GNII SF MB0398 M     | 2040-06-20      | 4.5000%  | 0.0000% | $197841.00         | $194341.04         | Agency Mortgage-Backed Securities |
| GNII SF DM3603 C     | 2055-10-20      | 5.0000%  | 0.0000% | $4263664.00        | $4299076.57        | Agency Mortgage-Backed Securities |
| GNII SF DA9706 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1257492.00        | $648167.43         | Agency Mortgage-Backed Securities |
| GNII ET DD1389 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1123838.00        | $892486.99         | Agency Mortgage-Backed Securities |
| GNPL PN DA0297       | 2059-06-15      | 5.9800%  | 0.0000% | $34984.00          | $37148.93          | Agency Mortgage-Backed Securities |
| GNII SF CX0272 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $1835734.76        | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $58241.11          | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M     | 2050-02-20      | 2.5000%  | 0.0000% | $68000.00          | $14177.98          | Agency Mortgage-Backed Securities |
| GNII SF MA6682 M     | 2035-06-20      | 2.0000%  | 0.0000% | $18908980.00       | $6544577.93        | Agency Mortgage-Backed Securities |
| GNII SF DD1959 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1062434.00        | $1098890.83        | Agency Mortgage-Backed Securities |
| GNPL PN CY1385       | 2059-04-15      | 5.5000%  | 0.0000% | $26780.00          | $27486.27          | Agency Mortgage-Backed Securities |
| GNII SF MA5023 M     | 2048-02-20      | 5.5000%  | 0.0000% | $3963760.00        | $501697.91         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1802 | 2055-05-01      | 5.5000%  | 0.0000% | $4026184.00        | $4088934.93        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0969 | 2055-04-01      | 5.5000%  | 0.0000% | $51009152.00       | $50696078.14       | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $10145318.73       | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M     | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3590917.45        | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $640087.00         | $91846.78          | Agency Mortgage-Backed Securities |
| GNII SF CW4741 C     | 2053-07-20      | 7.5000%  | 0.0000% | $4420664.00        | $3705095.89        | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $305777.73         | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $6023843.56        | Agency Mortgage-Backed Securities |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $3425039.30        | Agency Mortgage-Backed Securities |
| GNII SF CM1520 C     | 2033-09-20      | 6.5000%  | 0.0000% | $1451068.00        | $881736.21         | Agency Mortgage-Backed Securities |
| GNII SF CZ9190 C     | 2054-03-20      | 6.5000%  | 0.0000% | $21845664.00       | $1593724.42        | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $117000000.00      | $116337974.08      | Agency Mortgage-Backed Securities |
| GNPL PN CV6100       | 2059-02-15      | 6.7000%  | 0.0000% | $195195.00         | $214103.20         | Agency Mortgage-Backed Securities |
| GNII SF CW5751 C     | 2053-08-20      | 7.5000%  | 0.0000% | $1265816.00        | $519224.32         | Agency Mortgage-Backed Securities |
| GNPL PN CY1378       | 2059-02-15      | 6.3600%  | 0.0000% | $198792.00         | $213832.10         | Agency Mortgage-Backed Securities |
| GNPL PN CG6819       | 2057-06-15      | 3.0600%  | 0.0000% | $46571.00          | $40338.69          | Agency Mortgage-Backed Securities |
| GNII SF DB9996 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1461953.11        | Agency Mortgage-Backed Securities |
| GNII SF DI0829 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1349524.66        | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M     | 2054-07-20      | 7.0000%  | 0.0000% | $60122.00          | $37698.11          | Agency Mortgage-Backed Securities |
| GNII SF DE5819 C     | 2054-12-20      | 7.5000%  | 0.0000% | $3882000.00        | $4165938.95        | Agency Mortgage-Backed Securities |
| GNII ET CV1309 C     | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $127461.03         | Agency Mortgage-Backed Securities |
| GNII ET CZ6964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $1246119.17        | Agency Mortgage-Backed Securities |
| GNII SF DD6252 C     | 2054-07-20      | 6.0000%  | 0.0000% | $9287968.00        | $8190178.55        | Agency Mortgage-Backed Securities |
| GNII ET CT5341 C     | 2063-02-20      | 5.5000%  | 0.0000% | $906738.00         | $789507.87         | Agency Mortgage-Backed Securities |
| GNII ET DA6969 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551083.00         | $37310.69          | Agency Mortgage-Backed Securities |
| GNPL PN DE5569       | 2060-02-15      | 5.3600%  | 0.0000% | $509305.00         | $523210.60         | Agency Mortgage-Backed Securities |
| GNII SF DN8132 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3976116.00        | $4056120.75        | Agency Mortgage-Backed Securities |
| GNPL PN DC7223       | 2060-02-15      | 5.2500%  | 0.0000% | $99539.00          | $101442.11         | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1269572.00        | $231335.66         | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1536470.68        | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X     | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $7454.67           | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $967263.40         | Agency Mortgage-Backed Securities |
| GNPL PN DF3879       | 2059-11-15      | 4.9800%  | 0.0000% | $41175.00          | $41223.00          | Agency Mortgage-Backed Securities |
| GNII ET CQ3339 C     | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2562818.07        | Agency Mortgage-Backed Securities |
| GNII SF CX3287 C     | 2053-11-20      | 7.0000%  | 0.0000% | $800000.00         | $80631.44          | Agency Mortgage-Backed Securities |
| GNMI SF 742235 X     | 2040-12-15      | 4.0000%  | 0.0000% | $225000.00         | $17740.04          | Agency Mortgage-Backed Securities |
| GNII SF DF4970 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1897204.61        | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $8744922.99        | Agency Mortgage-Backed Securities |
| GNII SP 784421 C     | 2047-12-20      | 3.5000%  | 0.0000% | $845125.00         | $422368.43         | Agency Mortgage-Backed Securities |
| GNII SF DD7704 C     | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4490309.69        | Agency Mortgage-Backed Securities |
| GNII SF MA0932 M     | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $257949.48         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8762 | 2055-07-01      | 6.0000%  | 0.0000% | $158221568.00      | $161002260.79      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4988 | 2055-09-01      | 5.5000%  | 0.0000% | $11540656.00       | $11835561.48       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3179 | 2055-09-01      | 6.0000%  | 0.0000% | $2629584.00        | $2734517.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1316 | 2055-08-01      | 6.0000%  | 0.0000% | $10389168.00       | $10883203.74       | Agency Mortgage-Backed Securities |
| GNII SF MA2645 M     | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $129880.72         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9599 | 2055-08-01      | 7.0000%  | 0.0000% | $11004864.00       | $11584737.05       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2228 | 2055-05-01      | 6.5000%  | 0.0000% | $22053480.00       | $21897491.25       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8297 | 2035-12-01      | 3.0000%  | 0.0000% | $80000.00          | $28613.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  | 0.0000% | $45000.00          | $36038.23          | Agency Mortgage-Backed Securities |
| GNII SF 540678 C     | 2030-07-20      | 3.5000%  | 0.0000% | $1156002.00        | $48713.76          | Agency Mortgage-Backed Securities |
| GNMI SP 786285 X     | 2041-03-15      | 5.0000%  | 0.0000% | $4817096.00        | $2007587.60        | Agency Mortgage-Backed Securities |
| GNMI SF 578273 X     | 2032-06-15      | 6.5000%  | 0.0000% | $7869888.00        | $16867.07          | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $28430507.32       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CQMA1871 | 2044-03-01      | 5.0000%  | 0.0000% | $750000.00         | $109197.51         | Agency Mortgage-Backed Securities |
| GNPL PN BK3082       | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61612.69          | Agency Mortgage-Backed Securities |
| GNMI SF BA6976 X     | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $28191.55          | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $36663.14          | Agency Mortgage-Backed Securities |
| GNPL PN CH2695       | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $67437.85          | Agency Mortgage-Backed Securities |
| GNII SF BZ4583 C     | 2034-02-20      | 6.5000%  | 0.0000% | $1290736.00        | $448278.81         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBP5181 | 2035-04-01      | 2.0000%  | 0.0000% | $1964434.00        | $779697.74         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8752 | 2053-03-01      | 6.0000%  | 0.0000% | $8121472.00        | $6423799.97        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4763 | 2052-12-01      | 6.0000%  | 0.0000% | $1663616.00        | $1411884.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAT7754 | 2028-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $65373.55          | Agency Mortgage-Backed Securities |
| FNMS 07.000 JL674273 | 2028-04-01      | 7.0000%  | 0.0000% | $5013344.00        | $28484.24          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1580 | 2052-09-01      | 5.5000%  | 0.0000% | $134163456.00      | $93939744.00       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $7000000.00        | $4900004.33        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC8300 | 2051-10-01      | 2.0000%  | 0.0000% | $451902.00         | $271940.50         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5033 | 2055-10-01      | 7.0000%  | 0.0000% | $2502972.00        | $2643259.80        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1951 | 2055-09-01      | 5.5000%  | 0.0000% | $4224984.00        | $4306613.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2542 | 2055-01-01      | 5.0000%  | 0.0000% | $1011394.00        | $948363.58         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4750 | 2055-06-01      | 6.0000%  | 0.0000% | $32698624.00       | $31587730.93       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2506 | 2055-09-01      | 6.5000%  | 0.0000% | $4054264.00        | $4250379.00        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  | 0.0000% | $8088592.00        | $5144525.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFA3252 | 2040-10-01      | 4.5000%  | 0.0000% | $37423160.00       | $37536776.71       | Agency Mortgage-Backed Securities |
| GNII ET DH3104 C     | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $932218.90         | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2609227.14        | Agency Mortgage-Backed Securities |
| GNPL PN DE6504       | 2060-04-15      | 5.3400%  | 0.0000% | $77964.00          | $80083.01          | Agency Mortgage-Backed Securities |
| GNII ET DD0699 C     | 2064-08-20      | 7.5000%  | 0.0000% | $697433.00         | $516705.18         | Agency Mortgage-Backed Securities |
| GNII SF DH0654 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1165654.00        | $1190763.63        | Agency Mortgage-Backed Securities |
| GNPL PN DF3882       | 2059-11-15      | 4.9800%  | 0.0000% | $51638.00          | $51698.20          | Agency Mortgage-Backed Securities |
| GNII ET DE4526 C     | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $58720.75          | Agency Mortgage-Backed Securities |
| GNPL PN DC1515       | 2059-07-15      | 5.4500%  | 0.0000% | $32220.00          | $33142.44          | Agency Mortgage-Backed Securities |
| GNII SF DF7326 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1320190.00        | $1370461.41        | Agency Mortgage-Backed Securities |
| GNII SF DG4542 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1744800.00        | $1679007.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV7814 | 2052-06-01      | 3.5000%  | 0.0000% | $2248624.00        | $1773630.26        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8513 | 2048-10-01      | 4.0000%  | 0.0000% | $2716550.00        | $419149.02         | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8274 | 2055-03-01      | 6.0000%  | 0.0000% | $5323750.00        | $5398092.12        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1855 | 2049-12-01      | 3.0000%  | 0.0000% | $249999000.00      | $67784643.37       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7510 | 2052-06-01      | 3.5000%  | 0.0000% | $112640.00         | $87331.09          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5442 | 2054-05-01      | 5.5000%  | 0.0000% | $6852696.00        | $6536804.50        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6511 | 2029-07-01      | 4.0000%  | 0.0000% | $1322480.00        | $40887.61          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3892 | 2040-07-01      | 6.0000%  | 0.0000% | $1864100.00        | $1917690.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO1565 | 2038-08-01      | 5.5000%  | 0.0000% | $1766824.00        | $561590.48         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5101 | 2041-02-01      | 2.5000%  | 0.0000% | $2689144.00        | $1423268.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8178 | 2053-02-01      | 6.0000%  | 0.0000% | $2510000.00        | $1337358.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3931 | 2040-07-01      | 5.5000%  | 0.0000% | $1003198.00        | $1019321.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3712 | 2040-06-01      | 5.5000%  | 0.0000% | $1713050.00        | $1700559.07        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4029 | 2040-08-01      | 5.5000%  | 0.0000% | $1494018.00        | $1527735.98        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RSF1006 | 2031-12-01      | 3.5000%  | 0.0000% | $2009300.00        | $199635.96         | Agency Mortgage-Backed Securities |
| GNII SF DI1896 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1780884.00        | $1860765.92        | Agency Mortgage-Backed Securities |
| GNII BD DH5121 C     | 2055-02-20      | 4.5000%  | 0.0000% | $8760304.00        | $8139985.89        | Agency Mortgage-Backed Securities |
| GNII SP 784987 C     | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $4049397.40        | Agency Mortgage-Backed Securities |
| GNII SF DA9894 C     | 2054-05-20      | 6.5000%  | 0.0000% | $3124640.00        | $2440346.61        | Agency Mortgage-Backed Securities |
| GNII JM 005237 M     | 2041-11-20      | 3.5000%  | 0.0000% | $5116096.00        | $75059.98          | Agency Mortgage-Backed Securities |
| GNII ET DI7108 C     | 2065-04-20      | 2.0000%  | 0.0000% | $273265.00         | $214325.02         | Agency Mortgage-Backed Securities |
| GNII SF CZ7831 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1046390.00        | $430662.25         | Agency Mortgage-Backed Securities |
| GNII SF 003120 M     | 2031-08-20      | 6.5000%  | 0.0000% | $146915072.00      | $192136.75         | Agency Mortgage-Backed Securities |
| GNAR AR 080123 M     | 2027-10-20      | 4.7500%  | 0.0000% | $17711104.00       | $5296.45           | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $153102.93         | Agency Mortgage-Backed Securities |
| GNMI SF 462838 X     | 2028-07-15      | 6.5000%  | 0.0000% | $26443776.00       | $12177.27          | Agency Mortgage-Backed Securities |
| GNAR AS 082709 M     | 2040-12-20      | 6.3750%  | 0.0000% | $1771470.00        | $303818.94         | Agency Mortgage-Backed Securities |
| GNII AP 786793 M     | 2052-12-20      | 2.0000%  | 0.0000% | $172284672.00      | $120050851.70      | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $365444.00         | $28647.77          | Agency Mortgage-Backed Securities |
| GNII SF 004804 M     | 2040-09-20      | 6.0000%  | 0.0000% | $1298806.00        | $35857.23          | Agency Mortgage-Backed Securities |
| GNAR AT 081039 M     | 2034-08-20      | 4.6250%  | 0.0000% | $15999392.00       | $208634.81         | Agency Mortgage-Backed Securities |
| GNII SF DM7202 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2915788.00        | $2974594.20        | Agency Mortgage-Backed Securities |
| GNII SF DN0680 C     | 2055-09-20      | 6.0000%  | 0.0000% | $820220.00         | $855129.22         | Agency Mortgage-Backed Securities |
| GNMI SP 784154 X     | 2044-03-15      | 5.0000%  | 0.0000% | $186508.00         | $25885.06          | Agency Mortgage-Backed Securities |
| GNII EP 788066 C     | 2065-07-20      | 4.0000%  | 0.0000% | $148635392.00      | $134429973.64      | Agency Mortgage-Backed Securities |
| GNII SP 784122 M     | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $5113322.37        | Agency Mortgage-Backed Securities |
| GNII SF DM6964 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4894216.00        | $5144565.89        | Agency Mortgage-Backed Securities |
| GNII SF DN7584 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2635360.00        | $2690816.76        | Agency Mortgage-Backed Securities |
| GNII SP 785161 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $588191.78         | Agency Mortgage-Backed Securities |
| GNII SF MB0284 M     | 2040-04-20      | 6.0000%  | 0.0000% | $1659688.00        | $1555485.14        | Agency Mortgage-Backed Securities |
| GNMI SP 784353 X     | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9920.96           | Agency Mortgage-Backed Securities |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $423256.93         | Agency Mortgage-Backed Securities |
| GNAR AF MB0568 M     | 2055-07-20      | 6.0000%  | 0.0000% | $462500.00         | $472026.97         | Agency Mortgage-Backed Securities |
| GNII SF MB0459 M     | 2040-07-20      | 5.5000%  | 0.0000% | $429787.00         | $432936.80         | Agency Mortgage-Backed Securities |
| GNII ET DI0698 C     | 2065-01-20      | 7.0000%  | 0.0000% | $1788508.00        | $1845701.46        | Agency Mortgage-Backed Securities |
| GNII SF MB0256 M     | 2050-10-20      | 4.0000%  | 0.0000% | $1314184.00        | $1228029.05        | Agency Mortgage-Backed Securities |
| GNII SP 785565 C     | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $1027594.21        | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C     | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $71253.24          | Agency Mortgage-Backed Securities |
| GNII ET DM5787 C     | 2065-10-20      | 6.5000%  | 0.0000% | $7000000.00        | $7241308.67        | Agency Mortgage-Backed Securities |
| GNII SF DM9365 C     | 2055-09-20      | 5.5000%  | 0.0000% | $9093760.00        | $9267509.61        | Agency Mortgage-Backed Securities |
| GNII SP 785663 C     | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $2096732.09        | Agency Mortgage-Backed Securities |
| GNII ET DK2405 C     | 2065-04-20      | 3.0000%  | 0.0000% | $1019490.00        | $915381.81         | Agency Mortgage-Backed Securities |
| GNII SF DJ9241 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5678592.00        | $5923906.25        | Agency Mortgage-Backed Securities |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $102871.99         | Agency Mortgage-Backed Securities |
| GNPL PN DH1763       | 2060-04-15      | 5.8100%  | 0.0000% | $136065.00         | $143980.84         | Agency Mortgage-Backed Securities |
| GNII SF DK4323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4979764.44        | Agency Mortgage-Backed Securities |
| GNII SF DJ3055 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12152580.00       | $12707591.62       | Agency Mortgage-Backed Securities |
| GNII ET DJ5516 C     | 2065-03-20      | 2.5000%  | 0.0000% | $133691.00         | $109755.18         | Agency Mortgage-Backed Securities |
| GNII SP 786662 C     | 2053-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $2270098.36        | Agency Mortgage-Backed Securities |
| GNII SP 785220 C     | 2050-12-20      | 2.0000%  | 0.0000% | $30000.00          | $16001.92          | Agency Mortgage-Backed Securities |
| GNII SF DJ9126 C     | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $10143904.00       | Agency Mortgage-Backed Securities |
| GNII SF DA9642 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $1122179.54        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0193 | 2055-08-01      | 6.0000%  | 0.0000% | $7475944.00        | $6814012.54        | Agency Mortgage-Backed Securities |
| GNAR AF MA6297 M     | 2049-08-20      | 5.0000%  | 0.0000% | $365278.00         | $119210.82         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2303 | 2055-09-01      | 7.0000%  | 0.0000% | $1160550.00        | $1224613.58        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSL2889 | 2054-09-01      | 7.5000%  | 0.0000% | $12278544.00       | $13107947.37       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0629 | 2055-08-01      | 6.5000%  | 0.0000% | $1320456.00        | $1397630.74        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0516 | 2055-08-01      | 5.0000%  | 0.0000% | $400000.00         | $399679.00         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ4052 | 2055-04-01      | 7.0000%  | 0.0000% | $8289000.00        | $8755681.53        | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $5819050.38        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0027 | 2054-09-01      | 6.5000%  | 0.0000% | $37127168.00       | $35640652.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2848 | 2055-10-01      | 5.5000%  | 0.0000% | $83873152.00       | $86075510.41       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2799 | 2052-10-01      | 4.0000%  | 0.0000% | $169862400.00      | $162229560.73      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIRR0036 | 2040-10-01      | 4.0000%  | 0.0000% | $8684288.00        | $8581668.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2711 | 2055-09-01      | 5.5000%  | 0.0000% | $209022720.00      | $212763805.44      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5683 | 2055-10-01      | 6.5000%  | 0.0000% | $5256496.00        | $5529632.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5382 | 2055-10-01      | 5.5000%  | 0.0000% | $14502000.00       | $14772119.08       | Agency Mortgage-Backed Securities |
| GNII ET DF5599 C     | 2062-09-20      | 5.0000%  | 0.0000% | $670123.00         | $662819.56         | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M     | 2050-07-20      | 3.0000%  | 0.0000% | $2201148.00        | $352823.11         | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1239427.71        | Agency Mortgage-Backed Securities |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $183186.33         | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M     | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $193164.38         | Agency Mortgage-Backed Securities |
| GNII JM MA8560 M     | 2053-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $537978.56         | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1431685.44        | Agency Mortgage-Backed Securities |
| GNII SF MA8944 M     | 2053-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $2226977.06        | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $135586304.00      | $82054243.09       | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1686840.01        | Agency Mortgage-Backed Securities |
| GNPL PN DF9974       | 2059-11-15      | 4.9800%  | 0.0000% | $37125.00          | $37168.28          | Agency Mortgage-Backed Securities |
| GNPL PN DF9973       | 2059-11-15      | 4.9800%  | 0.0000% | $50963.00          | $51022.41          | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6098764.04        | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $60416064.00       | $14746664.29       | Agency Mortgage-Backed Securities |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $4274864.00        | $1781262.81        | Agency Mortgage-Backed Securities |
| GNII JM MA7042 M     | 2050-12-20      | 2.0000%  | 0.0000% | $2130000.00        | $1095748.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  | 0.0000% | $69220000.00       | $511160.65         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2007 | 2052-05-01      | 3.5000%  | 0.0000% | $8369952.00        | $5924337.00        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG9049 | 2053-07-01      | 3.0000%  | 0.0000% | $333215.00         | $265819.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI3619 | 2054-04-01      | 6.0000%  | 0.0000% | $15183152.00       | $12530570.78       | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $307769344.00      | $173733485.16      | Agency Mortgage-Backed Securities |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $3916270.00        | $2341415.11        | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $153355264.00      | $75223261.10       | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $58923840.00       | $26732945.09       | Agency Mortgage-Backed Securities |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9915773.24        | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $7617776.00        | $5316910.53        | Agency Mortgage-Backed Securities |
| GNAR AR 080136 M     | 2027-11-20      | 4.7500%  | 0.0000% | $24846106.00       | $7490.16           | Agency Mortgage-Backed Securities |
| GNII SF MA7001 M     | 2049-02-20      | 5.5000%  | 0.0000% | $301142.00         | $87597.22          | Agency Mortgage-Backed Securities |
| GNII SF MA7797 M     | 2037-01-20      | 2.0000%  | 0.0000% | $179025.00         | $95576.42          | Agency Mortgage-Backed Securities |
| GNII SP 788177 C     | 2055-09-20      | 5.0000%  | 0.0000% | $158562048.00      | $158306842.16      | Agency Mortgage-Backed Securities |
| GNII ET DL1505 C     | 2065-08-20      | 6.5000%  | 0.0000% | $2417632.00        | $2498193.23        | Agency Mortgage-Backed Securities |
| GNII ET DK6025 C     | 2065-07-20      | 6.5000%  | 0.0000% | $1059390.00        | $1094662.66        | Agency Mortgage-Backed Securities |
| GNII ET DL1740 C     | 2065-05-20      | 2.5000%  | 0.0000% | $403259.00         | $333001.45         | Agency Mortgage-Backed Securities |
| GNII SF DL8840 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4075696.00        | $4267182.25        | Agency Mortgage-Backed Securities |
| GNII ET DL4695 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1040194.00        | $1075620.08        | Agency Mortgage-Backed Securities |
| GNII ET DL4694 C     | 2065-07-20      | 3.5000%  | 0.0000% | $303025.00         | $273416.44         | Agency Mortgage-Backed Securities |
| GNII SF DK8365 C     | 2055-07-20      | 7.5000%  | 0.0000% | $10839488.00       | $11679327.07       | Agency Mortgage-Backed Securities |
| GNII SF DK7505 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1172880.00        | $1197334.41        | Agency Mortgage-Backed Securities |
| GNII SF DJ1934 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1326745.20        | Agency Mortgage-Backed Securities |
| GNII SF DK7625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1815375.54        | Agency Mortgage-Backed Securities |
| GNII ET DL6475 C     | 2065-08-20      | 3.0000%  | 0.0000% | $474011.00         | $419230.40         | Agency Mortgage-Backed Securities |
| GNII SF DK6011 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1232084.00        | $1298191.48        | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $31365878.34       | Agency Mortgage-Backed Securities |
| GNPL PN CC5104       | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $49367.41          | Agency Mortgage-Backed Securities |
| GNPL LM CE7007       | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $73706.49          | Agency Mortgage-Backed Securities |
| GNII ET CV2347 C     | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $87706.92          | Agency Mortgage-Backed Securities |
| GNII SF DK6449 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2176560.00        | $2274764.24        | Agency Mortgage-Backed Securities |
| GNII SF DM4631 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1308228.00        | $1313656.71        | Agency Mortgage-Backed Securities |
| GNII ET DM6747 C     | 2065-01-20      | 3.0000%  | 0.0000% | $319716.00         | $283048.18         | Agency Mortgage-Backed Securities |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1285442.25        | Agency Mortgage-Backed Securities |
| GNII SF DK6182 C     | 2055-07-20      | 6.5000%  | 0.0000% | $868684.00         | $910036.88         | Agency Mortgage-Backed Securities |
| GNII SF DK6380 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $5197618.89        | Agency Mortgage-Backed Securities |
| GNII SF MA9663 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1252448.00        | $980631.81         | Agency Mortgage-Backed Securities |
| GNMI SF BU8321 X     | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $6789289.50        | Agency Mortgage-Backed Securities |
| GNMI SF BP7268 X     | 2049-09-15      | 2.5000%  | 0.0000% | $650221.00         | $294165.12         | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1708224.00        | $1542212.79        | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $277062.55         | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $368229888.00      | $25145376.61       | Agency Mortgage-Backed Securities |
| GNII JM MA2882 M     | 2045-06-20      | 3.0000%  | 0.0000% | $12000000.00       | $577333.37         | Agency Mortgage-Backed Securities |
| GNII JM MA6213 M     | 2049-10-20      | 5.0000%  | 0.0000% | $536222.00         | $27559.51          | Agency Mortgage-Backed Securities |
| GNAR AF MA1688 M     | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26861.59          | Agency Mortgage-Backed Securities |
| GNPL LM CD9017       | 2060-04-15      | 3.3000%  | 0.0000% | $99983.00          | $88741.71          | Agency Mortgage-Backed Securities |
| GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $39552768.00       | $5161404.86        | Agency Mortgage-Backed Securities |
| GNII SF DM7883 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1352498.00        | $1386363.65        | Agency Mortgage-Backed Securities |
| GNII RG CN9953 C     | 2045-10-20      | 3.5000%  | 0.0000% | $200000.00         | $149322.69         | Agency Mortgage-Backed Securities |
| GNPL PN CP8492       | 2065-04-15      | 4.7600%  | 0.0000% | $61909.00          | $60598.25          | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $816698.99         | Agency Mortgage-Backed Securities |
| GNII SF BX4960 C     | 2050-09-20      | 3.0000%  | 0.0000% | $61018.00          | $48344.22          | Agency Mortgage-Backed Securities |
| GNII SF DM4575 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1141188.00        | $1202244.82        | Agency Mortgage-Backed Securities |
| GNPL PN CP1101       | 2058-02-15      | 5.5500%  | 0.0000% | $26127.00          | $26582.28          | Agency Mortgage-Backed Securities |
| GNII SF CT5318 C     | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1751731.87        | Agency Mortgage-Backed Securities |
| GNII SF DM2717 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2036480.00        | $2130749.62        | Agency Mortgage-Backed Securities |
| GNPL PN CC9269       | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $48249.22          | Agency Mortgage-Backed Securities |
| GNII ET DM6729 C     | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $668244.99         | Agency Mortgage-Backed Securities |
| GNII SF DN1384 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2765892.00        | $2875556.85        | Agency Mortgage-Backed Securities |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1272679.92        | Agency Mortgage-Backed Securities |
| GNII SF MA0601 M     | 2027-12-20      | 2.5000%  | 0.0000% | $2000000.00        | $47551.83          | Agency Mortgage-Backed Securities |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $102836.69         | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $646661.53         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX1748 | 2054-12-01      | 7.5000%  | 0.0000% | $2464916.00        | $2405901.63        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9575 | 2055-07-01      | 6.0000%  | 0.0000% | $1060418.00        | $1090079.34        | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $4873536.00        | $622806.20         | Agency Mortgage-Backed Securities |
| GNMI SF BM2477 X     | 2049-09-15      | 2.5000%  | 0.0000% | $53617.00          | $15375.07          | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $220732.97         | Agency Mortgage-Backed Securities |
| GNII SF MA4426 M     | 2032-05-20      | 3.5000%  | 0.0000% | $215000.00         | $21217.33          | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1753600.24        | Agency Mortgage-Backed Securities |
| GNII JM MA0927 M     | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $88519.59          | Agency Mortgage-Backed Securities |
| GNPL PN CG6812       | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $5049165.36        | Agency Mortgage-Backed Securities |
| GNII SF MA5499 M     | 2033-10-20      | 4.5000%  | 0.0000% | $950402.00         | $57487.35          | Agency Mortgage-Backed Securities |
| GNII RG CG8656 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $463774.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0099 | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2443483.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0005 | 2055-07-01      | 5.5000%  | 0.0000% | $319141.00         | $323526.56         | Agency Mortgage-Backed Securities |
| GNII SF DN7576 C     | 2055-10-20      | 5.0000%  | 0.0000% | $4343136.00        | $4332415.69        | Agency Mortgage-Backed Securities |
| GNII SF DL5825 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1011316.00        | $1060344.26        | Agency Mortgage-Backed Securities |
| GNII SF DL7316 C     | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19632232.48       | Agency Mortgage-Backed Securities |
| GNII SF DL4049 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3449664.00        | $3603083.90        | Agency Mortgage-Backed Securities |
| GNII ET DK9190 C     | 2065-06-20      | 6.0000%  | 0.0000% | $757719.00         | $772558.58         | Agency Mortgage-Backed Securities |
| GNII SF DL8569 C     | 2055-07-20      | 7.5000%  | 0.0000% | $1642950.00        | $1707773.51        | Agency Mortgage-Backed Securities |
| GNII SF MB0181 M     | 2040-01-20      | 6.0000%  | 0.0000% | $4602768.00        | $4339679.01        | Agency Mortgage-Backed Securities |
| GNII SF DK8363 C     | 2055-06-20      | 7.5000%  | 0.0000% | $2119528.00        | $2283823.19        | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1006274.00        | $1057809.62        | Agency Mortgage-Backed Securities |
| GNII SF DL5819 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1980222.00        | $2075056.15        | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $57827.00          | $6199.13           | Agency Mortgage-Backed Securities |
| GNII JP 787326 M     | 2039-07-20      | 6.0000%  | 0.0000% | $37725824.00       | $22771355.28       | Agency Mortgage-Backed Securities |
| GNII SP 787109 C     | 2053-11-20      | 6.5000%  | 0.0000% | $1337634.00        | $1087525.54        | Agency Mortgage-Backed Securities |
| GNMI SF 711227 X     | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $24741.94          | Agency Mortgage-Backed Securities |
| GNMI SF 698370 X     | 2039-07-15      | 4.5000%  | 0.0000% | $8692592.00        | $474064.12         | Agency Mortgage-Backed Securities |
| GNII SF DN7588 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1102724.00        | $1151884.54        | Agency Mortgage-Backed Securities |
| GNII SF DN7585 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3715556.00        | $3790317.94        | Agency Mortgage-Backed Securities |
| GNII SF CG8222 C     | 2052-03-20      | 2.0000%  | 0.0000% | $2019012.00        | $1503101.75        | Agency Mortgage-Backed Securities |
| GNII SF DM9015 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1003150.00        | $1038973.49        | Agency Mortgage-Backed Securities |
| GNII SF DN7589 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1550298.00        | $1613716.04        | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $10912944.00       | $11593969.90       | Agency Mortgage-Backed Securities |
| GNII SF DN5259 C     | 2055-10-20      | 6.0000%  | 0.0000% | $4194072.00        | $4334871.19        | Agency Mortgage-Backed Securities |
| GNII SF DM3396 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2031596.00        | $2046819.03        | Agency Mortgage-Backed Securities |
| GNII SF CM2446 C     | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $1032434.56        | Agency Mortgage-Backed Securities |
| GNPL PN BP9045       | 2061-10-15      | 3.0800%  | 0.0000% | $46117.00          | $40355.17          | Agency Mortgage-Backed Securities |
| GNPL LM CF7692       | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $38336.01          | Agency Mortgage-Backed Securities |
| GNII SF CT9104 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2724464.00        | $2321819.46        | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M     | 2054-09-20      | 6.0000%  | 0.0000% | $264872960.00      | $230465627.78      | Agency Mortgage-Backed Securities |
| GNII ET DL4684 C     | 2065-08-20      | 4.5000%  | 0.0000% | $258609.00         | $251817.61         | Agency Mortgage-Backed Securities |
| GNII SF DL3697 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1811000.00        | $1891501.45        | Agency Mortgage-Backed Securities |
| GNII SF DM6188 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7006672.00        | $7235437.49        | Agency Mortgage-Backed Securities |
| GNII SF DL9036 C     | 2055-10-20      | 6.0000%  | 0.0000% | $5125672.00        | $5297745.93        | Agency Mortgage-Backed Securities |
| GNII ET DL1360 C     | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $97820.86          | Agency Mortgage-Backed Securities |
| GNII ET DM7300 C     | 2065-08-20      | 4.5000%  | 0.0000% | $572725.00         | $558101.99         | Agency Mortgage-Backed Securities |
| GNII SF DM7320 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1665310.00        | $1742774.67        | Agency Mortgage-Backed Securities |
| GNII SF DN7582 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2976188.00        | $3043391.32        | Agency Mortgage-Backed Securities |
| GNII SF DM6706 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4834144.00        | $4931418.26        | Agency Mortgage-Backed Securities |
| GNAR AF MB0566 M     | 2055-08-20      | 5.0000%  | 0.0000% | $59858880.00       | $60246752.43       | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $350000.00         | $131786.50         | Agency Mortgage-Backed Securities |
| GNMI SF AE9888 X     | 2043-05-15      | 3.5000%  | 0.0000% | $75000.00          | $10929.57          | Agency Mortgage-Backed Securities |
| GNII SF MA5328 M     | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $308054.74         | Agency Mortgage-Backed Securities |
| GNMI SF AD6012 X     | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $6649.76           | Agency Mortgage-Backed Securities |
| GNMI SF AD6371 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1359129.27        | Agency Mortgage-Backed Securities |
| GNPL PN CQ8772       | 2064-12-15      | 5.7000%  | 0.0000% | $31036.00          | $32611.58          | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $120749.67         | Agency Mortgage-Backed Securities |
| GNII SF MA9901 M     | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1238897.62        | Agency Mortgage-Backed Securities |
| GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $548816.89         | Agency Mortgage-Backed Securities |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2437620.25        | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1613755.79        | Agency Mortgage-Backed Securities |
| GNMI SF CR2376 X     | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2476851.60        | Agency Mortgage-Backed Securities |
| GNAR AS MA0552 M     | 2042-11-20      | 5.8750%  | 0.0000% | $3030532.00        | $349886.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5886 | 2040-10-01      | 5.0000%  | 0.0000% | $33700000.00       | $34190559.68       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY7937 | 2055-07-01      | 7.0000%  | 0.0000% | $1127700.00        | $1214330.87        | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $3298000.00        | $306314.62         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX3186 | 2054-12-01      | 5.0000%  | 0.0000% | $101841.00         | $100955.01         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX0570 | 2054-12-01      | 6.0000%  | 0.0000% | $14412912.00       | $12933741.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6054 | 2055-08-01      | 6.5000%  | 0.0000% | $25788544.00       | $26363418.28       | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $15370880.00       | $1180139.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3657 | 2055-07-01      | 5.5000%  | 0.0000% | $2596590.00        | $2648639.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1746 | 2055-06-01      | 6.0000%  | 0.0000% | $1997634.00        | $1983339.60        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD9438 | 2055-05-01      | 7.0000%  | 0.0000% | $1185924.00        | $1247852.44        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAO0326 | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $57189.00          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3553 | 2052-11-01      | 5.0000%  | 0.0000% | $740467.00         | $469209.42         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7262 | 2054-12-01      | 6.5000%  | 0.0000% | $11740912.00       | $11085566.88       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1710 | 2052-10-01      | 5.0000%  | 0.0000% | $535000.00         | $440702.24         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $258000.00         | $200722.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0204 | 2054-12-01      | 5.0000%  | 0.0000% | $55136512.00       | $53761675.23       | Agency Mortgage-Backed Securities |
| GNAR AS 082678 M     | 2040-11-20      | 6.3750%  | 0.0000% | $8000000.00        | $180183.59         | Agency Mortgage-Backed Securities |
| GNMI SF 558897 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $35702.14          | Agency Mortgage-Backed Securities |
| GNAR AT 080916 M     | 2034-05-20      | 5.6250%  | 0.0000% | $1275000.00        | $27106.07          | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X     | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2479125.33        | Agency Mortgage-Backed Securities |
| GNII SP 786336 C     | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $961353.67         | Agency Mortgage-Backed Securities |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $565784.58         | Agency Mortgage-Backed Securities |
| GNII SP 783607 M     | 2042-06-20      | 3.5000%  | 0.0000% | $2368440.00        | $180850.93         | Agency Mortgage-Backed Securities |
| GNII SP 788175 C     | 2055-09-20      | 5.0000%  | 0.0000% | $136928256.00      | $137280314.37      | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 6.1250%  | 0.0000% | $2967756.00        | $54951.30          | Agency Mortgage-Backed Securities |
| GNMI JP 783793 X     | 2028-07-15      | 3.0000%  | 0.0000% | $2300000.00        | $61590.47          | Agency Mortgage-Backed Securities |
| GNII SP 788195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $114595712.00      | $116555383.88      | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $17321281.11       | Agency Mortgage-Backed Securities |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $254848.49         | Agency Mortgage-Backed Securities |
| GNII SP 786045 C     | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5235878.11        | Agency Mortgage-Backed Securities |
| GNMI SF BA5780 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $106929.43         | Agency Mortgage-Backed Securities |
| GNPL PN DJ2715       | 2060-05-15      | 5.1600%  | 0.0000% | $197031.00         | $199903.68         | Agency Mortgage-Backed Securities |
| GNII ET DJ3685 C     | 2065-03-20      | 7.0000%  | 0.0000% | $2724496.00        | $2811128.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $15875280.00       | $16481483.19       | Agency Mortgage-Backed Securities |
| GNII SF DJ9732 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2879379.12        | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1229798.00        | $1287336.53        | Agency Mortgage-Backed Securities |
| GNII ET DK3339 C     | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $554156.39         | Agency Mortgage-Backed Securities |
| GNII SF DM7811 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1430094.00        | $1498141.36        | Agency Mortgage-Backed Securities |
| GNII ET DK3347 C     | 2065-04-20      | 6.5000%  | 0.0000% | $134385.00         | $138757.14         | Agency Mortgage-Backed Securities |
| GNII SF DM3973 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2927136.00        | $3064698.48        | Agency Mortgage-Backed Securities |
| GNII SF DK1605 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4666776.00        | $4850909.68        | Agency Mortgage-Backed Securities |
| GNII SF DK5768 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1049744.00        | $1091968.13        | Agency Mortgage-Backed Securities |
| GNII SF DM6994 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2771956.00        | $2835781.64        | Agency Mortgage-Backed Securities |
| GNII SF DK3964 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $2582794.65        | Agency Mortgage-Backed Securities |
| GNII SF DK5602 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1111193.25        | Agency Mortgage-Backed Securities |
| GNII ET DH9427 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1083028.00        | $1118689.02        | Agency Mortgage-Backed Securities |
| GNII ET DM3147 C     | 2065-08-20      | 7.0000%  | 0.0000% | $1191320.00        | $1230956.82        | Agency Mortgage-Backed Securities |
| GNII ET DH9205 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1961200.00        | $2023000.59        | Agency Mortgage-Backed Securities |
| GNII SF DK0284 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3565828.00        | $3571856.89        | Agency Mortgage-Backed Securities |
| GNII SF MA1090 M     | 2043-03-20      | 3.5000%  | 0.0000% | $1530584.00        | $157239.92         | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $148898.53         | Agency Mortgage-Backed Securities |
| GNMI SF AB1086 X     | 2042-11-15      | 3.0000%  | 0.0000% | $2000000.00        | $242296.76         | Agency Mortgage-Backed Securities |
| GNII SF MA3525 M     | 2046-03-20      | 5.5000%  | 0.0000% | $74936.00          | $5856.54           | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1118060.88        | Agency Mortgage-Backed Securities |
| GNII RG CM2645 C     | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $433116.10         | Agency Mortgage-Backed Securities |
| GNII SF DL0107 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4989024.00        | $5212758.41        | Agency Mortgage-Backed Securities |
| GNII ET DK9471 C     | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $251646.68         | Agency Mortgage-Backed Securities |
| GNII SF CM6944 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2598592.00        | $2116940.48        | Agency Mortgage-Backed Securities |
| GNMI SF BC5919 X     | 2047-09-15      | 4.0000%  | 0.0000% | $42000.00          | $15697.91          | Agency Mortgage-Backed Securities |
| GNII RG CO0390 C     | 2050-11-20      | 2.5000%  | 0.0000% | $3055990.00        | $1962881.47        | Agency Mortgage-Backed Securities |
| GNII SF AA3019 C     | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $599140.89         | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1616196.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1804 | 2055-07-01      | 6.0000%  | 0.0000% | $42918912.00       | $41669278.38       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0019 | 2040-08-01      | 6.0000%  | 0.0000% | $79492480.00       | $76708595.46       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRQ0068 | 2055-10-01      | 3.5000%  | 0.0000% | $2197696.00        | $2032300.55        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8988 | 2055-07-01      | 5.5000%  | 0.0000% | $4728184.00        | $4809058.29        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0438 | 2055-08-01      | 6.5000%  | 0.0000% | $1068588.00        | $1125702.55        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL516151 | 2029-07-01      | 7.5000%  | 0.0000% | $7949990.00        | $108129.29         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3888 | 2040-07-01      | 6.0000%  | 0.0000% | $2816136.00        | $2886628.31        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4370 | 2040-10-01      | 6.0000%  | 0.0000% | $1481024.00        | $1540056.14        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0059 | 2055-10-01      | 7.0000%  | 0.0000% | $205852160.00      | $214592190.30      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7707 | 2052-07-01      | 5.0000%  | 0.0000% | $6000000.00        | $4570257.28        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5883 | 2054-06-01      | 6.5000%  | 0.0000% | $24772224.00       | $20728865.44       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA3368 | 2036-12-01      | 1.5000%  | 0.0000% | $38389632.00       | $34605335.64       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8732 | 2036-09-01      | 2.0000%  | 0.0000% | $95996.00          | $43406.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3333 | 2052-04-01      | 3.5000%  | 0.0000% | $600000.00         | $431300.51         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4512 | 2053-12-01      | 6.0000%  | 0.0000% | $86163000.00       | $71422394.77       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM3579 | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $364378.19         | Agency Mortgage-Backed Securities |
| GNMI SP 784715 X     | 2048-05-15      | 4.0000%  | 0.0000% | $648638.00         | $58337.11          | Agency Mortgage-Backed Securities |
| GNII ET DL6746 C     | 2065-08-20      | 3.0000%  | 0.0000% | $199304.00         | $176459.45         | Agency Mortgage-Backed Securities |
| GNII ET DI4290 C     | 2065-03-20      | 6.0000%  | 0.0000% | $860801.00         | $875249.56         | Agency Mortgage-Backed Securities |
| GNII SF DI2186 C     | 2055-02-20      | 5.5000%  | 0.0000% | $8595008.00        | $7672451.45        | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $56515584.00       | $41444896.10       | Agency Mortgage-Backed Securities |
| GNII SF DL5793 C     | 2046-02-20      | 6.5000%  | 0.0000% | $755445.00         | $782146.79         | Agency Mortgage-Backed Securities |
| GNII SP 785221 C     | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $101777.11         | Agency Mortgage-Backed Securities |
| GNII SF DK3170 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1597612.00        | $1684745.90        | Agency Mortgage-Backed Securities |
| GNII SF DM0779 C     | 2055-08-20      | 7.0000%  | 0.0000% | $30754304.00       | $32722621.72       | Agency Mortgage-Backed Securities |
| GNII SF DI1183 C     | 2055-02-20      | 5.5000%  | 0.0000% | $5440432.00        | $5195882.12        | Agency Mortgage-Backed Securities |
| GNII SF MA2598 M     | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $55318.63          | Agency Mortgage-Backed Securities |
| GNII SF MA5857 M     | 2032-11-20      | 7.5000%  | 0.0000% | $71433.00          | $10361.49          | Agency Mortgage-Backed Securities |
| GNII SF MA7106 M     | 2036-01-20      | 2.0000%  | 0.0000% | $90000.00          | $37815.92          | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1495000.00        | $601228.42         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4471 | 2053-12-01      | 6.5000%  | 0.0000% | $3991000.00        | $2677740.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7248 | 2050-10-01      | 2.5000%  | 0.0000% | $4080000.00        | $2213276.69        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0542 | 2055-06-01      | 6.5000%  | 0.0000% | $61385000.00       | $60265326.50       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CI890696 | 2030-09-01      | 3.0000%  | 0.0000% | $5290000.00        | $476868.68         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM4903 | 2050-11-01      | 1.5000%  | 0.0000% | $15883296.00       | $8752735.99        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0260 | 2042-03-01      | 2.0000%  | 0.0000% | $13819792.00       | $8506886.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5569 | 2054-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $940087.41         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $3500000.00        | $2080756.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $3569180.00        | $3227097.37        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2158 | 2055-04-01      | 6.5000%  | 0.0000% | $1937770.00        | $2022670.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0471 | 2055-06-01      | 6.5000%  | 0.0000% | $1895450.00        | $1986016.83        | Agency Mortgage-Backed Securities |
| GNII ET DJ2206 C     | 2065-06-20      | 5.5000%  | 0.0000% | $18015584.00       | $17200361.95       | Agency Mortgage-Backed Securities |
| GNII ET DL4535 C     | 2065-08-20      | 5.0000%  | 0.0000% | $763754.00         | $760499.90         | Agency Mortgage-Backed Securities |
| GNII SF DL0504 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $1129025.11        | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1259065.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1224007.99        | Agency Mortgage-Backed Securities |
| GNII SF DJ5237 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1267552.00        | $1326897.55        | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $44518184.62       | Agency Mortgage-Backed Securities |
| GNII SF DK9229 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2803328.00        | $2929581.74        | Agency Mortgage-Backed Securities |
| GNII ET DE2217 C     | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $533955.91         | Agency Mortgage-Backed Securities |
| GNII SF DJ1771 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1859572.00        | $1935138.43        | Agency Mortgage-Backed Securities |
| GNII SF DJ3088 C     | 2055-08-20      | 6.5000%  | 0.0000% | $11930656.00       | $12479836.58       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1869 | 2055-08-01      | 5.5000%  | 0.0000% | $5189200.00        | $5270776.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $44712384.00       | $40967746.81       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7179 | 2055-07-01      | 6.0000%  | 0.0000% | $50373312.00       | $51086957.30       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2705 | 2055-09-01      | 5.5000%  | 0.0000% | $65353472.00       | $66731338.42       | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C     | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $222145.96         | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $844832.00         | $705803.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $65107456.00       | $50801464.51       | Agency Mortgage-Backed Securities |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4516506.32        | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1365548.00        | $898923.69         | Agency Mortgage-Backed Securities |
| GNII SF DH2882 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1106598.00        | $1137200.12        | Agency Mortgage-Backed Securities |
| GNII SF DH4733 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2766432.00        | $2885881.84        | Agency Mortgage-Backed Securities |
| GNII RG CO9536 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $803535.82         | Agency Mortgage-Backed Securities |
| GNII SF DH8456 C     | 2055-03-20      | 5.5000%  | 0.0000% | $30760256.00       | $30906552.10       | Agency Mortgage-Backed Securities |
| GNII SF DJ3104 C     | 2055-08-20      | 5.5000%  | 0.0000% | $10085888.00       | $10257846.35       | Agency Mortgage-Backed Securities |
| GNII SF DH4880 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1027592.00        | $1073823.52        | Agency Mortgage-Backed Securities |
| GNII ET DJ7388 C     | 2063-12-20      | 7.5000%  | 0.0000% | $783320.00         | $809269.53         | Agency Mortgage-Backed Securities |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7827166.26        | Agency Mortgage-Backed Securities |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $1267034.97        | Agency Mortgage-Backed Securities |
| GNII SF DG1170 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1722124.00        | $1787162.89        | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $190504000.00      | $113164169.67      | Agency Mortgage-Backed Securities |
| GNII JM MA7307 M     | 2051-04-20      | 4.0000%  | 0.0000% | $196000.00         | $64906.53          | Agency Mortgage-Backed Securities |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $270470656.00      | $232470305.58      | Agency Mortgage-Backed Securities |
| GNMI SP 784284 X     | 2039-01-15      | 6.0000%  | 0.0000% | $13500000.00       | $3399278.21        | Agency Mortgage-Backed Securities |
| GNII SF DC1385 C     | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1964656.89        | Agency Mortgage-Backed Securities |
| GNII SP 787699 M     | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $81704075.02       | Agency Mortgage-Backed Securities |
| GNII SF DG6551 C     | 2049-12-20      | 6.5000%  | 0.0000% | $2364744.00        | $2295529.29        | Agency Mortgage-Backed Securities |
| GNII SF DK5762 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4351496.00        | $4548168.03        | Agency Mortgage-Backed Securities |
| GNII SF DG2319 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3632828.00        | $3338294.09        | Agency Mortgage-Backed Securities |
| GNII SF DK8364 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1434012.00        | $1545055.25        | Agency Mortgage-Backed Securities |
| GNPL PN DD4693       | 2049-11-15      | 5.4400%  | 0.0000% | $56739.00          | $58000.52          | Agency Mortgage-Backed Securities |
| GNPL PN DC7222       | 2060-02-15      | 5.2800%  | 0.0000% | $61392.00          | $62700.34          | Agency Mortgage-Backed Securities |
| GNMI SF 757390 X     | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $748846.94         | Agency Mortgage-Backed Securities |
| GNII SF DK7051 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1399074.00        | $1460752.25        | Agency Mortgage-Backed Securities |
| GNPL PN DF8947       | 2060-02-15      | 4.6300%  | 0.0000% | $505681.00         | $496055.62         | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $744674.00         | $780269.39         | Agency Mortgage-Backed Securities |
| GNII SF DB5963 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1738134.00        | $1530324.70        | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $29501862.75       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ5131 | 2055-10-01      | 6.0000%  | 0.0000% | $159804672.00      | $168175080.91      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $7653128.00        | $7694822.54        | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $30915712.00       | $5552291.86        | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $646230.00         | $403944.92         | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101211648.00      | $83117251.42       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  | 0.0000% | $2692000.00        | $548447.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  | 0.0000% | $1220000.00        | $775970.59         | Agency Mortgage-Backed Securities |
| GNII SF DM6933 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3543090.00        | $3558126.49        | Agency Mortgage-Backed Securities |
| GNII SF MB0482 M     | 2055-07-20      | 4.0000%  | 0.0000% | $563047.00         | $531874.73         | Agency Mortgage-Backed Securities |
| GNII SF DI8944 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1133316.00        | $1192072.54        | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $84921.66          | Agency Mortgage-Backed Securities |
| GNII SP 784314 C     | 2043-05-20      | 3.5000%  | 0.0000% | $893054.00         | $145648.01         | Agency Mortgage-Backed Securities |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $8371188.88        | Agency Mortgage-Backed Securities |
| GNII SP 784106 M     | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $9898.35           | Agency Mortgage-Backed Securities |
| GNMI SF 711707 X     | 2028-01-15      | 2.5000%  | 0.0000% | $1057558.00        | $11401.81          | Agency Mortgage-Backed Securities |
| GNII SF MB0627 M     | 2055-09-20      | 7.5000%  | 0.0000% | $338590.00         | $352426.71         | Agency Mortgage-Backed Securities |
| GNII ET DI1857 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1762032.00        | $1792030.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3676 | 2051-08-01      | 4.0000%  | 0.0000% | $3450000.00        | $2643129.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5144 | 2052-06-01      | 3.5000%  | 0.0000% | $3362404.00        | $2664025.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8409 | 2054-03-01      | 6.0000%  | 0.0000% | $24687584.00       | $19085076.61       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3128 | 2054-09-01      | 5.5000%  | 0.0000% | $2348052.00        | $2027587.15        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1452 | 2040-04-01      | 6.0000%  | 0.0000% | $143630848.00      | $115807255.05      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $5712904.00        | $3416153.07        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8136 | 2037-01-01      | 1.5000%  | 0.0000% | $13798960.00       | $8236322.76        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQF0407 | 2052-09-01      | 3.5000%  | 0.0000% | $1071784.00        | $803197.24         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0961 | 2055-06-01      | 6.5000%  | 0.0000% | $8964688.00        | $9309811.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3313 | 2055-11-01      | 5.0000%  | 0.0000% | $6361440.00        | $6396273.13        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBY0027 | 2038-04-01      | 4.0000%  | 0.0000% | $69470.00          | $48788.93          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7063 | 2052-04-01      | 3.5000%  | 0.0000% | $8301056.00        | $5678952.60        | Agency Mortgage-Backed Securities |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $25242.00          | $18625.22          | Agency Mortgage-Backed Securities |
| GNII SF DG7434 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2666279.26        | Agency Mortgage-Backed Securities |
| GNII BD DJ8714 C     | 2055-05-20      | 4.5000%  | 0.0000% | $5327512.00        | $4967564.14        | Agency Mortgage-Backed Securities |
| GNII ET DJ3149 C     | 2065-08-20      | 5.0000%  | 0.0000% | $7264168.00        | $7231846.56        | Agency Mortgage-Backed Securities |
| GNII SF DJ3197 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4940048.00        | $5201716.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ9938 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1268656.00        | $1326213.55        | Agency Mortgage-Backed Securities |
| GNII SP 788176 C     | 2055-08-20      | 5.0000%  | 0.0000% | $186361856.00      | $186528136.81      | Agency Mortgage-Backed Securities |
| GNII SF DL5999 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4622280.00        | $4828241.81        | Agency Mortgage-Backed Securities |
| GNII ET DL1237 C     | 2065-05-20      | 3.0000%  | 0.0000% | $326648.00         | $288620.51         | Agency Mortgage-Backed Securities |
| GNII SF DK7724 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5784536.00        | $5748604.42        | Agency Mortgage-Backed Securities |
| GNII ET DH0123 C     | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $9330501.71        | Agency Mortgage-Backed Securities |
| GNII ET DH5131 C     | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $319053.94         | Agency Mortgage-Backed Securities |
| GNII SF DF2705 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1098800.00        | $741202.07         | Agency Mortgage-Backed Securities |
| GNII SF DH6199 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1325160.61        | Agency Mortgage-Backed Securities |
| GNII SF DH6734 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $4737563.19        | Agency Mortgage-Backed Securities |
| GNII SF DG6147 C     | 2050-02-20      | 6.5000%  | 0.0000% | $1065168.00        | $1104843.00        | Agency Mortgage-Backed Securities |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1449338.00        | $1528147.95        | Agency Mortgage-Backed Securities |
| GNII SF DH3330 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1286270.00        | $1337682.99        | Agency Mortgage-Backed Securities |
| GNII SF DF4969 C     | 2054-12-20      | 6.5000%  | 0.0000% | $8244784.00        | $6817927.20        | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90150.04          | Agency Mortgage-Backed Securities |
| GNII SF DL6402 C     | 2055-09-20      | 5.5000%  | 0.0000% | $24218240.00       | $24459161.64       | Agency Mortgage-Backed Securities |
| GNII SF DL3130 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1179934.00        | $1209742.85        | Agency Mortgage-Backed Securities |
| GNII ET DL9178 C     | 2065-07-20      | 2.0000%  | 0.0000% | $2513744.00        | $1978390.18        | Agency Mortgage-Backed Securities |
| GNII SF DL4782 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1045770.00        | $1069664.79        | Agency Mortgage-Backed Securities |
| GNII SF DL5056 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1393184.00        | $1439954.58        | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $388677.00         | $404960.60         | Agency Mortgage-Backed Securities |
| GNAR AT MB0701 M     | 2055-09-20      | 4.0000%  | 0.0000% | $14617584.00       | $14535364.96       | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $234715.47         | Agency Mortgage-Backed Securities |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $3427075.01        | Agency Mortgage-Backed Securities |
| GNII SF DI1742 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $2197144.58        | Agency Mortgage-Backed Securities |
| GNII ET DI2491 C     | 2065-05-20      | 6.0000%  | 0.0000% | $120600320.00      | $107601071.92      | Agency Mortgage-Backed Securities |
| GNMI SF 507768 X     | 2029-04-15      | 6.5000%  | 0.0000% | $29556736.00       | $21710.48          | Agency Mortgage-Backed Securities |
| GNAR AF MA7779 M     | 2051-12-20      | 2.0000%  | 0.0000% | $684019.00         | $417298.10         | Agency Mortgage-Backed Securities |
| GNII SF DH6835 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1112386.65        | Agency Mortgage-Backed Securities |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $54943.00          | $57037.68          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $5388000.00        | $4156731.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC4973 | 2054-10-01      | 4.5000%  | 0.0000% | $1291380.00        | $1226658.73        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4413 | 2040-11-01      | 5.0000%  | 0.0000% | $2485328.00        | $2524943.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0413 | 2055-05-01      | 6.5000%  | 0.0000% | $17111000.00       | $17467624.87       | Agency Mortgage-Backed Securities |
| GNCL CL DM1417       | 2068-01-15      | 5.8300%  | 0.0000% | $868000.00         | $907024.70         | Agency Mortgage-Backed Securities |
| GNII SF DM1827 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1253314.00        | $1284994.33        | Agency Mortgage-Backed Securities |
| GNII ET DM7206 C     | 2062-09-20      | 5.5000%  | 0.0000% | $1325726.00        | $1336716.00        | Agency Mortgage-Backed Securities |
| GNII SF DM4616 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1287930.00        | $1368528.23        | Agency Mortgage-Backed Securities |
| GNII SF DM3524 C     | 2055-09-20      | 6.0000%  | 0.0000% | $336555.00         | $351841.35         | Agency Mortgage-Backed Securities |
| GNII SF DN2294 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10951840.00       | $11671335.73       | Agency Mortgage-Backed Securities |
| GNII SF DM3005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $848991.00         | $895982.01         | Agency Mortgage-Backed Securities |
| GNII SF MB0261 M     | 2055-02-20      | 6.5000%  | 0.0000% | $132202240.00      | $130471285.79      | Agency Mortgage-Backed Securities |
| GNII SF MB0123 M     | 2040-01-20      | 6.0000%  | 0.0000% | $9343824.00        | $7681794.21        | Agency Mortgage-Backed Securities |
| GNMI SF AX2595 X     | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $49266.81          | Agency Mortgage-Backed Securities |
| GNII SF DM6502 C     | 2055-06-20      | 4.5000%  | 0.0000% | $2465060.00        | $2407541.86        | Agency Mortgage-Backed Securities |
| GNII SF DO2099 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1339350.00        | $1388820.23        | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $678227.83         | Agency Mortgage-Backed Securities |
| GNII SF 790722 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1561398.00        | $1596491.10        | Agency Mortgage-Backed Securities |
| GNII SF MA0461 M     | 2042-10-20      | 3.0000%  | 0.0000% | $1810000.00        | $194641.48         | Agency Mortgage-Backed Securities |
| GNII SF MA4385 M     | 2047-04-20      | 5.0000%  | 0.0000% | $330000.00         | $30176.53          | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M     | 2043-07-20      | 3.5000%  | 0.0000% | $1243664.00        | $125451.32         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3504 | 2055-10-01      | 5.0000%  | 0.0000% | $3625324.00        | $3652751.99        | Agency Mortgage-Backed Securities |
| GNII SF AO3450 C     | 2047-06-20      | 3.5000%  | 0.0000% | $5687410.00        | $1249893.94        | Agency Mortgage-Backed Securities |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $403200000.00      | $233369029.27      | Agency Mortgage-Backed Securities |
| GNII SF MA8021 M     | 2037-05-20      | 4.5000%  | 0.0000% | $141434.00         | $109905.32         | Agency Mortgage-Backed Securities |
| GNMI SF AA6305 X     | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6235.69           | Agency Mortgage-Backed Securities |
| GNII SF MA0781 M     | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $464439.89         | Agency Mortgage-Backed Securities |
| GNII RG CO9991 C     | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1594910.45        | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30865.27          | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C     | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $102649.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $603832.00         | $467647.00         | Agency Mortgage-Backed Securities |
| GNII SF DJ5217 C     | 2055-03-20      | 6.5000%  | 0.0000% | $2370076.00        | $2471550.41        | Agency Mortgage-Backed Securities |
| GNII SF BY6450 C     | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $537744.48         | Agency Mortgage-Backed Securities |
| GNII SF DK4173 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $1185247.85        | Agency Mortgage-Backed Securities |
| GNII SF DK6178 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1237000.00        | $1276691.68        | Agency Mortgage-Backed Securities |
| GNII SF BW8886 C     | 2032-11-20      | 7.0000%  | 0.0000% | $1775908.00        | $525429.44         | Agency Mortgage-Backed Securities |
| GNII SF DJ1773 C     | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $9105450.53        | Agency Mortgage-Backed Securities |
| GNII SF BX4933 C     | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $637527.96         | Agency Mortgage-Backed Securities |
| GNII SF DK9220 C     | 2055-07-20      | 6.5000%  | 0.0000% | $16360384.00       | $17030058.71       | Agency Mortgage-Backed Securities |
| GNII ET DK9185 C     | 2065-10-20      | 6.0000%  | 0.0000% | $5444808.00        | $5559350.43        | Agency Mortgage-Backed Securities |
| GNII SF DL3098 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1213686.00        | $1274001.55        | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M     | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $70360.79          | Agency Mortgage-Backed Securities |
| GNII RG CL7259 C     | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1289301.29        | Agency Mortgage-Backed Securities |
| GNII SF DK6034 C     | 2055-08-20      | 6.5000%  | 0.0000% | $763715.00         | $800929.43         | Agency Mortgage-Backed Securities |
| GNII SF DL2708 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2220968.00        | $2319402.63        | Agency Mortgage-Backed Securities |
| GNPL PN BA0358       | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $80247.95          | Agency Mortgage-Backed Securities |
| GNII SF DK6105 C     | 2055-06-20      | 6.5000%  | 0.0000% | $8497920.00        | $8866939.74        | Agency Mortgage-Backed Securities |
| GNII SF MA9828 M     | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $57578.98          | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $158401000.00      | $112687506.87      | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6611 | 2053-12-01      | 7.0000%  | 0.0000% | $400000.00         | $224133.85         | Agency Mortgage-Backed Securities |
| GNII SF DL5795 C     | 2052-08-20      | 6.5000%  | 0.0000% | $1300766.00        | $1361857.17        | Agency Mortgage-Backed Securities |
| GNII SF DM4444 C     | 2055-10-20      | 6.0000%  | 0.0000% | $981760.00         | $1014717.68        | Agency Mortgage-Backed Securities |
| GNII SF DM0930 C     | 2055-10-20      | 5.0000%  | 0.0000% | $2187136.00        | $2194527.79        | Agency Mortgage-Backed Securities |
| GNII SF DM4441 C     | 2055-10-20      | 5.5000%  | 0.0000% | $5817472.00        | $5934533.11        | Agency Mortgage-Backed Securities |
| GNII SF DM3605 C     | 2055-10-20      | 5.0000%  | 0.0000% | $11785280.00       | $11863212.13       | Agency Mortgage-Backed Securities |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2502911.29        | Agency Mortgage-Backed Securities |
| GNMI SP 783700 X     | 2040-07-15      | 6.5000%  | 0.0000% | $5904656.00        | $406208.24         | Agency Mortgage-Backed Securities |
| GNII SP 786238 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1558150.00        | $1043537.28        | Agency Mortgage-Backed Securities |
| GNII SF 675725 C     | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1788705.42        | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2660577.52        | Agency Mortgage-Backed Securities |
| GNMI SF 720161 X     | 2039-07-15      | 4.5000%  | 0.0000% | $3033000.00        | $67789.69          | Agency Mortgage-Backed Securities |
| GNII SP 785231 C     | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $11787888.44       | Agency Mortgage-Backed Securities |
| GNMI SF 578323 X     | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $14899.90          | Agency Mortgage-Backed Securities |
| GNMI SP 784182 X     | 2046-08-15      | 4.5000%  | 0.0000% | $409530.00         | $78208.40          | Agency Mortgage-Backed Securities |
| GNII SF DK8316 C     | 2055-06-20      | 6.5000%  | 0.0000% | $892586.00         | $941993.42         | Agency Mortgage-Backed Securities |
| GNII SF DK9303 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3601624.00        | $3764753.04        | Agency Mortgage-Backed Securities |
| GNII ET DJ3151 C     | 2065-08-20      | 5.5000%  | 0.0000% | $28556256.00       | $28815797.53       | Agency Mortgage-Backed Securities |
| GNII SF DL3168 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1700120.00        | $1779847.43        | Agency Mortgage-Backed Securities |
| GNII SF DL6403 C     | 2055-09-20      | 5.5000%  | 0.0000% | $18701056.00       | $19176135.90       | Agency Mortgage-Backed Securities |
| GNII SF DL1626 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1063472.00        | $1065757.05        | Agency Mortgage-Backed Securities |
| GNII SF DL5030 C     | 2055-10-20      | 5.5000%  | 0.0000% | $15186580.00       | $15492169.42       | Agency Mortgage-Backed Securities |
| GNII SF DL5818 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2478184.00        | $2598367.66        | Agency Mortgage-Backed Securities |
| GNII SF DL4911 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1201930.00        | $1260530.09        | Agency Mortgage-Backed Securities |
| GNII SF DL8103 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2070144.00        | $2165693.07        | Agency Mortgage-Backed Securities |
| GNII SF DK7698 C     | 2055-06-20      | 5.0000%  | 0.0000% | $3112248.00        | $3110777.12        | Agency Mortgage-Backed Securities |
| GNII ET DM2985 C     | 2065-02-20      | 2.0000%  | 0.0000% | $313295.00         | $246593.47         | Agency Mortgage-Backed Securities |
| GNII SF DL5049 C     | 2055-10-20      | 5.5000%  | 0.0000% | $35512512.00       | $36227071.08       | Agency Mortgage-Backed Securities |
| GNII SF DM3588 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5786104.00        | $6063204.38        | Agency Mortgage-Backed Securities |
| GNII SF DL7675 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $3122093.50        | Agency Mortgage-Backed Securities |
| GNII SF DM0867 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3323044.00        | $3431394.62        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS9493 | 2038-05-01      | 7.5000%  | 0.0000% | $4738280.00        | $298773.70         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1348 | 2037-02-01      | 1.5000%  | 0.0000% | $4281536.00        | $3433071.84        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  | 0.0000% | $3390120.00        | $2291264.81        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI9675 | 2054-07-01      | 6.0000%  | 0.0000% | $1505598.00        | $1125102.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2715 | 2054-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $2011611.22        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8857 | 2054-12-01      | 6.5000%  | 0.0000% | $7477048.00        | $5989694.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0446 | 2055-01-01      | 6.0000%  | 0.0000% | $1584112.00        | $1617450.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0679 | 2055-09-01      | 5.0000%  | 0.0000% | $2805032.00        | $2825775.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3261 | 2055-10-01      | 6.0000%  | 0.0000% | $6864850.00        | $7058740.82        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  | 0.0000% | $3012660.00        | $471646.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1284 | 2055-10-01      | 5.5000%  | 0.0000% | $8708336.00        | $8961760.19        | Agency Mortgage-Backed Securities |

### Security 709: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8NW6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1C8NW6
- **C.18 - Value (incl. sponsor support):** $80468507.00
- **C.18.a - Value (excl. sponsor support):** $80468507.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $2462900.00        | $2552041.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $49423100.00       | $51476820.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $43950700.00       | $28077462.56       | U.S. Treasuries (including strips) |

### Security 710: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.160000%
- **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: ARP1C8O13, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C8O13
- **C.18 - Value (incl. sponsor support):** $2102000000.00
- **C.18.a - Value (excl. sponsor support):** $2102000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2017-7O FG                                    | 2067-02-20      | 4.8470%  | 0.0000% | $2800000.00        | $208105.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-0O FA                                    | 2066-04-20      | 5.2670%  | 0.0000% | $2500000.00        | $373842.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-15O HB                                   | 2065-09-20      | 1.2500%  | 0.0000% | $19356576.00       | $559483.39         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-08O AF                                   | 2068-01-20      | 4.4838%  | 0.0000% | $1400000.00        | $432771.74         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-4O FM                                    | 2068-03-20      | 4.6870%  | 0.0000% | $221683.00         | $30146.29          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-12-25      | 5.5000%  | 0.0000% | $204169.00         | $205988.36         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 5.1328%  | 0.0000% | $50000000.00       | $45438904.40       | Agency Collateralized Mortgage Obligation |
| GNRM 2009-81 A                                     | 2036-09-20      | 5.7500%  | 0.0000% | $10000000.00       | $214950.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-2O FA                                    | 2066-10-20      | 5.1570%  | 0.0000% | $200000.00         | $31509.68          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-04O FD                                   | 2070-12-20      | 5.3338%  | 0.0000% | $10000000.00       | $6830139.96        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-149       A-2    20320825 FLT | 2032-08-25      | 3.5300%  | 0.0000% | $11900000.00       | $11462314.03       | Agency Collateralized Mortgage Obligation |
| FNRM CL093AY R25F093                               | 2055-11-25      | 4.5000%  | 0.0000% | $3735632.00        | $3594540.91        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-07-15      | 3.0000%  | 0.0000% | $31277952.00       | $5192942.54        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-127 KE                                   | 2044-04-16      | 2.5000%  | 0.0000% | $25980000.00       | $19319434.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 FD                                   | 2053-08-20      | 5.2838%  | 0.0000% | $100000000.00      | $48174315.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-004 FG                                   | 2054-01-20      | 5.3338%  | 0.0000% | $30000000.00       | $21715226.62       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-112 JB                                   | 2054-07-20      | 5.7500%  | 0.0000% | $25240500.00       | $26022139.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-04O F                                    | 2067-11-20      | 4.4838%  | 0.0000% | $1852000.00        | $981473.47         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FG                                   | 2052-01-20      | 3.0000%  | 0.0000% | $336803000.00      | $203421025.93      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK                                   | 2055-03-20      | 5.2338%  | 0.0000% | $50000000.00       | $47553422.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FH                                   | 2055-02-20      | 5.4538%  | 0.0000% | $40000000.00       | $37013474.26       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.2500%  | 0.0000% | $27602000.00       | $27526927.74       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF98         CL     20301226 FLT | 2030-12-26      | 12.9221% | 0.0000% | $7891680.00        | $4910813.05        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB71         A-10H  20391125 FLT | 2039-11-25      | 2.2500%  | 0.0000% | $3500000.00        | $2389567.44        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2034-08-25      | 5.7478%  | 0.0000% | $6359664.00        | $794646.31         | Agency Collateralized Mortgage Obligation |
| FNRM RC041MD R08F041                               | 2036-11-25      | 4.5000%  | 0.0000% | $6900000.00        | $156419.47         | Agency Collateralized Mortgage Obligation |
| FNRM CL041JA R25F041                               | 2051-03-25      | 5.0000%  | 0.0000% | $25721888.00       | $22949706.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-146 TF                                   | 2054-09-20      | 5.3538%  | 0.0000% | $30000000.00       | $26169614.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-22O FB                                   | 2072-10-20      | 5.2838%  | 0.0000% | $2900000.00        | $2931393.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 FW                                   | 2053-05-20      | 5.0338%  | 0.0000% | $30000000.00       | $18030944.93       | Agency Collateralized Mortgage Obligation |
| FNRM CL143BG R10F143                               | 2040-12-25      | 4.0000%  | 0.0000% | $3044250.00        | $872718.00         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CY                                   | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51451583.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-026 FA                                   | 2054-02-20      | 5.4838%  | 0.0000% | $100000000.00      | $46429864.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-107 FA                                   | 2053-07-20      | 5.2338%  | 0.0000% | $98486200.00       | $44612250.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-066 FE                                   | 2053-05-20      | 5.0338%  | 0.0000% | $30000000.00       | $19099237.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O FK                                   | 2070-09-20      | 4.8370%  | 0.0000% | $3900000.00        | $1913941.76        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         A-10H  20400225 FLT | 2040-02-25      | 1.5000%  | 0.0000% | $14874912.00       | $8811353.37        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-04-25      | 5.2500%  | 0.0000% | $15051000.00       | $14956645.91       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-030       A      20440125 FLT | 2044-01-25      | 5.2546%  | 0.0000% | $56500000.00       | $56152202.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FD                                    | 2066-07-20      | 4.9317%  | 0.0000% | $10000000.00       | $1827307.09        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $50000000.00       | $32679460.56       | Agency Collateralized Mortgage Obligation |
| FNRM RC079AY R25F079                               | 2055-10-25      | 5.0000%  | 0.0000% | $8823584.00        | $8579132.48        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-151       A-2    20321025 FLT | 2032-10-25      | 3.8000%  | 0.0000% | $6738000.00        | $6576090.35        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-10-15      | 1.5000%  | 0.0000% | $438000.00         | $388039.43         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.0000%  | 0.0000% | $48445000.00       | $48020411.23       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-07-25      | 5.0000%  | 0.0000% | $12967000.00       | $12280035.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FU                                   | 2055-02-20      | 5.2838%  | 0.0000% | $40000000.00       | $38256923.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FA                                   | 2055-04-20      | 5.1838%  | 0.0000% | $60000000.00       | $58232296.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-170 YL                                   | 2055-07-20      | 5.5000%  | 0.0000% | $19443456.00       | $19804644.13       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-137 E                                    | 2051-06-20      | 5.0000%  | 0.0000% | $58333400.00       | $58437906.77       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 GB                                   | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $49439783.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-137 AC                                   | 2052-04-20      | 5.0000%  | 0.0000% | $150000000.00      | $150443993.20      | Agency Collateralized Mortgage Obligation |
| GNRA 2017-8O FB                                    | 2067-09-20      | 5.5766%  | 0.0000% | $8000000.00        | $2578718.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-22O EF                                   | 2072-10-20      | 4.9338%  | 0.0000% | $100000.00         | $29051.75          | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H06 FS                                   | 2062-03-20      | 5.0870%  | 0.0000% | $1600000.00        | $144991.35         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-25O FD                                   | 2065-10-20      | 5.0370%  | 0.0000% | $1480000.00        | $222963.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-02O FH                                   | 2074-01-20      | 5.1138%  | 0.0000% | $997328.00         | $909471.36         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-053 DL                                   | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $30647170.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 KF                                   | 2053-04-20      | 5.0838%  | 0.0000% | $200000000.00      | $99096108.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FA                                    | 2065-02-20      | 4.8070%  | 0.0000% | $14100000.00       | $1857599.75        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-081 GB                                   | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51416033.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-01O FA                                   | 2073-01-20      | 4.9838%  | 0.0000% | $2900000.00        | $2853800.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 FJ                                   | 2053-08-20      | 5.3338%  | 0.0000% | $100000000.00      | $48236055.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FQ                                   | 2055-03-20      | 5.3338%  | 0.0000% | $40000000.00       | $38727835.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 FU                                   | 2054-07-20      | 5.2838%  | 0.0000% | $30000000.00       | $23231897.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-019 TL                                   | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50393216.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-083 FA                                   | 2054-05-20      | 5.5338%  | 0.0000% | $100000000.00      | $50755174.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H16 FA                                   | 2063-07-20      | 4.9270%  | 0.0000% | $4500000.00        | $163922.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-8O FA                                    | 2066-08-20      | 5.1370%  | 0.0000% | $200000.00         | $32593.77          | Agency Collateralized Mortgage Obligation |
| FNRM CL101NB R11F101                               | 2041-10-25      | 4.0000%  | 0.0000% | $2000000.00        | $612061.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH                                   | 2054-10-20      | 5.3838%  | 0.0000% | $300000000.00      | $227843764.62      | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FB                                    | 2065-03-20      | 5.0170%  | 0.0000% | $2800000.00        | $326947.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-03O FN                                   | 2074-02-20      | 5.2838%  | 0.0000% | $5000000.00        | $5004984.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-14O FG                                   | 2074-08-20      | 4.9838%  | 0.0000% | $106520640.00      | $102419996.35      | Agency Collateralized Mortgage Obligation |
| GNRM 2023-154 GJ                                   | 2053-10-20      | 7.5000%  | 0.0000% | $6210688.00        | $6181929.26        | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          M-2    20511127 FLT | 2051-11-27      | 8.1828%  | 0.0000% | $7799999.00        | $8089669.12        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         A-7H   20381025 FLT | 2038-10-25      | 4.7598%  | 0.0000% | $6600000.00        | $3656877.05        | Agency Collateralized Mortgage Obligation |
| FNRM RC077ML R25F077                               | 2052-03-25      | 5.0000%  | 0.0000% | $27402000.00       | $26679560.11       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-02-25      | 5.0000%  | 0.0000% | $25000000.00       | $25132841.65       | Agency Collateralized Mortgage Obligation |
| FNRM RC034AB R24F034                               | 2050-12-25      | 5.7500%  | 0.0000% | $57361664.00       | $28421027.14       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-05-25      | 5.5828%  | 0.0000% | $16920100.00       | $15491730.40       | Agency Collateralized Mortgage Obligation |

### Security 711: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.160000%
- **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: ARP1C8O21, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1C8O21
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLAS7231 | 2046-05-01      | 3.0000%  | 0.0000% | $407803026.00      | $60096554.71       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8296 | 2046-11-01      | 3.0000%  | 0.0000% | $205907802.00      | $59869321.34       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8106 | 2046-10-01      | 3.0000%  | 0.0000% | $188412214.00      | $51558808.53       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0691 | 2047-11-01      | 3.5000%  | 0.0000% | $282218498.00      | $37565315.55       | Agency Mortgage-Backed Securities |

### Security 712: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.150000%
- **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: ARP1C8O54, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1C8O54
- **C.18 - Value (incl. sponsor support):** $123000000.00
- **C.18.a - Value (excl. sponsor support):** $123000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.000 CLSD6671 | 2052-04-01      | 3.0000%  | 0.0000% | $5600784.00        | $4499307.93        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $1580000.00        | $1238463.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5107 | 2041-07-01      | 6.0000%  | 0.0000% | $199984.00         | $164398.22         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $15276160.00       | $13657994.63       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  | 0.0000% | $27000.00          | $13495.22          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $6000.00           | $3424.25           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1057 | 2038-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1394.92           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7246 | 2038-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $2802.74           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7351 | 2029-01-01      | 4.0000%  | 0.0000% | $17000.00          | $82.47             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9065 | 2033-06-01      | 4.0000%  | 0.0000% | $5800000.00        | $446269.70         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD7537 | 2051-03-01      | 2.0000%  | 0.0000% | $38857000.00       | $22132076.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3657 | 2052-12-01      | 5.0000%  | 0.0000% | $340000.00         | $266431.18         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2446 | 2052-11-01      | 5.0000%  | 0.0000% | $8135312.00        | $6432155.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $3177224.00        | $2356086.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7255 | 2055-11-01      | 5.0000%  | 0.0000% | $16819392.00       | $16845759.21       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6899 | 2055-10-01      | 5.5000%  | 0.0000% | $12719408.00       | $12924283.74       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3173 | 2050-07-01      | 3.0000%  | 0.0000% | $2060000.00        | $782965.16         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3201 | 2055-09-01      | 5.5000%  | 0.0000% | $3711259.00        | $3785727.92        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA4517 | 2051-02-01      | 3.5000%  | 0.0000% | $24577536.00       | $10546752.51       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2320 | 2038-09-01      | 5.5000%  | 0.0000% | $39998.00          | $275.86            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  | 0.0000% | $500000.00         | $400318.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3669 | 2053-09-01      | 5.5000%  | 0.0000% | $9429312.00        | $9046352.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6125 | 2053-01-01      | 5.5000%  | 0.0000% | $12766688.00       | $12341440.65       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5272 | 2054-05-01      | 6.0000%  | 0.0000% | $915000.00         | $753189.63         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $1005000.00        | $811432.94         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2369 | 2038-01-01      | 4.5000%  | 0.0000% | $15969.00          | $178.16            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3243 | 2051-12-01      | 3.0000%  | 0.0000% | $11300000.00       | $8466940.15        | Agency Mortgage-Backed Securities |

### Security 713: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.080000%
- **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: ARP1C8O96, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C8O96
- **C.18 - Value (incl. sponsor support):** $3658000000.00
- **C.18.a - Value (excl. sponsor support):** $3658000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CTCC0320 | 2045-04-01      | 5.5000%  | 0.0000% | $11061728.00       | $10523912.30       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL886372 | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $696.42            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0890 | 2055-08-01      | 6.5000%  | 0.0000% | $76767498.00       | $79148353.39       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888566 | 2037-01-01      | 5.5000%  | 0.0000% | $39654000.00       | $587318.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2016 | 2055-06-01      | 6.0000%  | 0.0000% | $7390109.00        | $7581061.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL252339 | 2029-02-01      | 6.0000%  | 0.0000% | $473545.00         | $539.01            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1953 | 2055-02-01      | 6.0000%  | 0.0000% | $3219650.00        | $3323567.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2398 | 2055-06-01      | 6.0000%  | 0.0000% | $1097832.00        | $1142587.24        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8637 | 2054-07-01      | 7.0000%  | 0.0000% | $125000.00         | $83283.61          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD5595 | 2055-03-01      | 7.5000%  | 0.0000% | $32765.00          | $34885.24          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735141 | 2035-01-01      | 5.5000%  | 0.0000% | $440000.00         | $3771.96           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4113 | 2053-12-01      | 6.0000%  | 0.0000% | $1230850.00        | $1011299.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3665 | 2055-02-01      | 6.0000%  | 0.0000% | $1652783.00        | $1717084.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2710 | 2054-11-01      | 5.5000%  | 0.0000% | $1331515.00        | $1346007.64        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDA6630 | 2038-12-01      | 6.5000%  | 0.0000% | $680660.00         | $205598.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB8915 | 2054-07-01      | 5.0000%  | 0.0000% | $9107706.00        | $8666359.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4546 | 2040-07-01      | 5.5000%  | 0.0000% | $1038334.00        | $815614.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9490 | 2047-04-01      | 4.5000%  | 0.0000% | $7000.00           | $676.72            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL323377 | 2028-09-01      | 8.0000%  | 0.0000% | $99804662.00       | $2134.31           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL511405 | 2029-10-01      | 7.0000%  | 0.0000% | $4999500.00        | $6539.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4142 | 2043-09-01      | 6.0000%  | 0.0000% | $300000.00         | $22693.97          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5365 | 2045-07-01      | 3.5000%  | 0.0000% | $21000.00          | $3623.68           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7926 | 2051-04-01      | 2.5000%  | 0.0000% | $365000.00         | $196074.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | 0.0000% | $1775493.00        | $488226.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK0888 | 2048-07-01      | 4.0000%  | 0.0000% | $3109000.00        | $458354.34         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ0331 | 2050-07-01      | 2.0000%  | 0.0000% | $100000.00         | $48210.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP7346 | 2050-06-01      | 3.5000%  | 0.0000% | $4400000.00        | $1724783.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW4976 | 2038-02-01      | 3.0000%  | 0.0000% | $391708.00         | $253517.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3864 | 2052-06-01      | 4.5000%  | 0.0000% | $80000.00          | $59713.25          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $983180.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1389 | 2051-08-01      | 2.5000%  | 0.0000% | $572456.00         | $356160.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  | 0.0000% | $101831443.00      | $80636354.06       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0263 | 2036-04-01      | 2.0000%  | 0.0000% | $8019260.00        | $4606773.08        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1855 | 2051-10-01      | 2.0000%  | 0.0000% | $650000.00         | $403077.72         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $132000.00         | $87010.17          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  | 0.0000% | $6770000.00        | $3825612.83        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1916 | 2051-10-01      | 3.0000%  | 0.0000% | $74000.00          | $46609.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4313 | 2052-08-01      | 4.5000%  | 0.0000% | $63076512.00       | $49605986.23       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB1643 | 2051-09-01      | 4.0000%  | 0.0000% | $25012049.00       | $12934120.63       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  | 0.0000% | $83000.00          | $23674.86          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3280 | 2049-05-01      | 3.5000%  | 0.0000% | $400000.00         | $107971.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0141 | 2052-01-01      | 2.5000%  | 0.0000% | $1470000.00        | $940198.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6134 | 2040-03-01      | 3.0000%  | 0.0000% | $453000.00         | $159213.10         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5820 | 2050-04-01      | 4.0000%  | 0.0000% | $2872299.00        | $542874.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0677 | 2052-06-01      | 3.5000%  | 0.0000% | $92660742.00       | $80659810.18       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM3123 | 2038-03-01      | 2.5000%  | 0.0000% | $1900000.00        | $475811.41         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3762 | 2035-08-01      | 3.0000%  | 0.0000% | $39000.00          | $9863.18           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2693 | 2050-10-01      | 2.5000%  | 0.0000% | $165000.00         | $108075.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  | 0.0000% | $1468000.00        | $1026931.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $1649000.00        | $199068.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $2027785.00        | $1260184.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2842 | 2046-12-01      | 3.0000%  | 0.0000% | $750000.00         | $77832.07          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889506 | 2037-03-01      | 6.0000%  | 0.0000% | $2505000.00        | $21096.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890336 | 2026-08-01      | 4.5000%  | 0.0000% | $1050000.00        | $4355.88           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAS0513 | 2043-08-01      | 2.5000%  | 0.0000% | $168000.00         | $39844.74          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9323 | 2054-10-01      | 5.5000%  | 0.0000% | $50000.00          | $47919.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB9095 | 2039-08-01      | 3.5000%  | 0.0000% | $2493858.00        | $2120001.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0468 | 2053-09-01      | 6.5000%  | 0.0000% | $30487618.00       | $27326195.48       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD5525 | 2040-06-01      | 5.0000%  | 0.0000% | $680000.00         | $34844.42          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAE0098 | 2038-02-01      | 5.5000%  | 0.0000% | $310000.00         | $6299.49           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $130000.00         | $60534.03          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $2180000.00        | $1128698.35        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | 0.0000% | $32000.00          | $12419.12          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  | 0.0000% | $2237388.00        | $2235951.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $1791.14           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5177 | 2055-03-01      | 6.0000%  | 0.0000% | $8673380.00        | $8908822.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAD2610 | 2037-03-01      | 5.5000%  | 0.0000% | $51262037.00       | $345152.66         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5890 | 2045-10-01      | 5.0000%  | 0.0000% | $98013702.00       | $98901379.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  | 0.0000% | $729506.00         | $683470.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2740 | 2026-09-01      | 2.5000%  | 0.0000% | $130047350.00      | $2007734.57        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8748 | 2045-11-01      | 5.0000%  | 0.0000% | $535335.00         | $449576.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC3465 | 2046-02-01      | 4.0000%  | 0.0000% | $33547.00          | $5407.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $4000.00           | $3062.95           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU9909 | 2037-01-01      | 2.0000%  | 0.0000% | $220000.00         | $121453.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  | 0.0000% | $24665737.00       | $19580182.88       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1747 | 2055-07-01      | 6.0000%  | 0.0000% | $8527888.00        | $8790273.42        | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  | 0.0000% | $13107320.00       | $9166506.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1254 | 2046-07-01      | 3.0000%  | 0.0000% | $1058046.00        | $389668.26         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I3BF0386 | 2049-02-01      | 3.0000%  | 0.0000% | $795000.00         | $245246.08         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  | 0.0000% | $152000.00         | $31404.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0318 | 2048-08-01      | 3.5000%  | 0.0000% | $5500000.00        | $1037076.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256928 | 2027-10-01      | 6.0000%  | 0.0000% | $345000.00         | $816.31            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0846 | 2053-11-01      | 5.5000%  | 0.0000% | $177346.00         | $132741.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK0983 | 2048-02-01      | 5.0000%  | 0.0000% | $6000.00           | $919.03            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2946 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $699.91            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $210307.00         | $18998.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $1300000.00        | $319517.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256311 | 2026-07-01      | 6.0000%  | 0.0000% | $925000.00         | $642.91            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7248 | 2050-10-01      | 2.5000%  | 0.0000% | $225000.00         | $122055.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1218 | 2048-02-01      | 4.5000%  | 0.0000% | $12000.00          | $1345.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $255000.00         | $187794.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7531 | 2050-10-01      | 3.0000%  | 0.0000% | $200000.00         | $114198.59         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $24000.00          | $2747.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2721 | 2055-06-01      | 6.5000%  | 0.0000% | $1134871.00        | $1197518.70        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC4930 | 2054-10-01      | 6.5000%  | 0.0000% | $166000.00         | $139746.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9079 | 2055-06-01      | 6.0000%  | 0.0000% | $4286701.00        | $4339806.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1719 | 2055-03-01      | 6.0000%  | 0.0000% | $1682834.00        | $1702558.97        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD2618 | 2055-03-01      | 4.0000%  | 0.0000% | $540183.00         | $510260.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9153 | 2054-12-01      | 5.0000%  | 0.0000% | $1908236.00        | $1897723.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0476 | 2055-02-01      | 5.5000%  | 0.0000% | $1939544.00        | $1895376.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9966 | 2054-12-01      | 5.0000%  | 0.0000% | $1137114.00        | $1132063.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2600 | 2055-02-01      | 5.0000%  | 0.0000% | $1337163.00        | $1332127.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2239 | 2055-02-01      | 5.0000%  | 0.0000% | $251980.00         | $249960.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5593 | 2045-08-01      | 3.5000%  | 0.0000% | $1834000.00        | $384698.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8221 | 2040-04-01      | 5.0000%  | 0.0000% | $2340502.00        | $2299828.57        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1165 | 2055-06-01      | 6.5000%  | 0.0000% | $1478488.00        | $1536743.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7484 | 2046-06-01      | 3.0000%  | 0.0000% | $1045625.00        | $311895.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1456 | 2028-09-01      | 2.5000%  | 0.0000% | $118000.00         | $11120.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2841 | 2052-08-01      | 3.0000%  | 0.0000% | $199753.00         | $176504.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2747 | 2038-11-01      | 5.5000%  | 0.0000% | $25183389.00       | $24967310.57       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3152 | 2045-02-01      | 4.0000%  | 0.0000% | $719000.00         | $247877.17         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8806 | 2051-09-01      | 2.5000%  | 0.0000% | $5000.00           | $3166.96           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $19349387.00       | $6152235.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3040 | 2055-10-01      | 5.5000%  | 0.0000% | $21969997.00       | $22438155.26       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3057 | 2039-08-01      | 6.5000%  | 0.0000% | $10899268.00       | $11090260.02       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7686 | 2051-06-01      | 3.0000%  | 0.0000% | $512000.00         | $293585.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM6372 | 2050-03-01      | 5.0000%  | 0.0000% | $584078.00         | $145645.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD8199 | 2040-04-01      | 6.0000%  | 0.0000% | $1906512.00        | $1750193.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1945 | 2055-07-01      | 5.0000%  | 0.0000% | $2527155.00        | $2514328.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1809 | 2055-02-01      | 4.5000%  | 0.0000% | $46735.00          | $45328.93          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9416 | 2045-07-01      | 3.5000%  | 0.0000% | $760000.00         | $410831.35         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM6982 | 2041-04-01      | 2.0000%  | 0.0000% | $513000.00         | $300732.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8321 | 2049-10-01      | 5.0000%  | 0.0000% | $27646.00          | $9653.33           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4754 | 2047-07-01      | 3.5000%  | 0.0000% | $1005000.00        | $358980.56         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $235000.00         | $82455.13          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3248 | 2048-05-01      | 4.0000%  | 0.0000% | $80000.00          | $15884.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3254 | 2049-05-01      | 3.5000%  | 0.0000% | $3000000.00        | $814995.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1800 | 2049-08-01      | 4.0000%  | 0.0000% | $272000.00         | $63890.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM5996 | 2049-03-01      | 4.5000%  | 0.0000% | $2620000.00        | $714410.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0179 | 2054-04-01      | 5.5000%  | 0.0000% | $5132735.00        | $4925710.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1795 | 2048-04-01      | 3.0000%  | 0.0000% | $125000.00         | $44570.40          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $818.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC8568 | 2040-01-01      | 4.5000%  | 0.0000% | $466000.00         | $9178.36           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1471 | 2033-06-01      | 2.5000%  | 0.0000% | $1864000.00        | $228490.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  | 0.0000% | $17067379.00       | $2464712.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $880000.00         | $86865.99          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL886087 | 2036-07-01      | 6.5000%  | 0.0000% | $149000.00         | $1820.01           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1245 | 2055-10-01      | 6.0000%  | 0.0000% | $94313096.00       | $97245924.06       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8793 | 2054-08-01      | 6.0000%  | 0.0000% | $7057475.00        | $5774290.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAB7010 | 2042-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $1862736.80        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS6977 | 2042-08-01      | 3.0000%  | 0.0000% | $500000.00         | $373568.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1200 | 2055-10-01      | 5.0000%  | 0.0000% | $34613915.00       | $34846445.53       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE0635 | 2040-05-01      | 6.5000%  | 0.0000% | $1199555.00        | $1225467.97        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7049 | 2054-11-01      | 4.5000%  | 0.0000% | $976434.00         | $940987.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6440 | 2039-11-01      | 5.0000%  | 0.0000% | $108154.00         | $105068.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4118 | 2055-03-01      | 6.5000%  | 0.0000% | $1097910.00        | $1092702.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE5836 | 2055-07-01      | 5.0000%  | 0.0000% | $1050098.00        | $1054681.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2134 | 2055-07-01      | 6.0000%  | 0.0000% | $1579049.00        | $1637450.99        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC0548 | 2054-07-01      | 7.0000%  | 0.0000% | $100000.00         | $55742.48          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3087 | 2055-02-01      | 5.0000%  | 0.0000% | $2451574.00        | $2432048.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1530 | 2055-01-01      | 4.5000%  | 0.0000% | $5413120.00        | $4887001.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6997 | 2055-04-01      | 6.0000%  | 0.0000% | $1206726.00        | $1243989.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9224 | 2054-12-01      | 5.5000%  | 0.0000% | $2725000.00        | $2298114.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD6407 | 2040-03-01      | 6.5000%  | 0.0000% | $1045560.00        | $1057052.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA1210 | 2053-08-01      | 5.5000%  | 0.0000% | $508887.00         | $500738.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4904 | 2055-03-01      | 5.5000%  | 0.0000% | $1126695.00        | $1137054.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3689 | 2055-08-01      | 6.0000%  | 0.0000% | $5518650.00        | $5412653.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6163 | 2055-09-01      | 5.5000%  | 0.0000% | $5132984.00        | $5212298.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4030 | 2055-02-01      | 5.0000%  | 0.0000% | $366422.00         | $343115.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4588 | 2055-08-01      | 6.0000%  | 0.0000% | $30567759.00       | $29010117.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3508 | 2055-03-01      | 6.0000%  | 0.0000% | $1287314.00        | $1330210.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2158 | 2055-06-01      | 6.0000%  | 0.0000% | $2999656.00        | $3125225.78        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6394 | 2043-02-01      | 3.0000%  | 0.0000% | $500000.00         | $175052.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5821 | 2045-09-01      | 3.5000%  | 0.0000% | $132607226.00      | $32571322.10       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU3763 | 2043-08-01      | 3.5000%  | 0.0000% | $1275000.00        | $204320.22         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL620196 | 2032-01-01      | 7.0000%  | 0.0000% | $469330.00         | $1285.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2489 | 2042-03-01      | 4.0000%  | 0.0000% | $37000.00          | $2473.24           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8115 | 2046-10-01      | 3.0000%  | 0.0000% | $1372000.00        | $319092.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1142 | 2043-11-01      | 4.5000%  | 0.0000% | $31667762.00       | $2061465.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE4762 | 2055-06-01      | 4.5000%  | 0.0000% | $43882.00          | $42799.87          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5575 | 2055-03-01      | 6.5000%  | 0.0000% | $707820.00         | $628995.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3519 | 2053-10-01      | 5.5000%  | 0.0000% | $459020.00         | $330289.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4792 | 2055-03-01      | 6.0000%  | 0.0000% | $1179759.00        | $1214728.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO8872 | 2034-12-01      | 3.0000%  | 0.0000% | $583987.00         | $95720.77          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9458 | 2052-10-01      | 4.5000%  | 0.0000% | $229185.00         | $206544.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0750 | 2048-10-01      | 5.0000%  | 0.0000% | $455000.00         | $12559.99          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM1417 | 2047-04-01      | 3.0000%  | 0.0000% | $200000.00         | $61373.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP4208 | 2050-05-01      | 2.5000%  | 0.0000% | $40000.00          | $25142.33          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $3000.00           | $659.42            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBT3908 | 2040-03-01      | 5.0000%  | 0.0000% | $1198138.00        | $1010603.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9827 | 2053-05-01      | 5.0000%  | 0.0000% | $12365000.00       | $10202295.47       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP1932 | 2050-04-01      | 3.0000%  | 0.0000% | $675000.00         | $195907.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBO1556 | 2049-06-01      | 3.5000%  | 0.0000% | $2371702.00        | $294389.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1762 | 2055-07-01      | 6.0000%  | 0.0000% | $4675380.00        | $4706638.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBT8046 | 2053-01-01      | 5.5000%  | 0.0000% | $7981175.00        | $7532627.31        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ3134 | 2050-10-01      | 2.0000%  | 0.0000% | $2250000.00        | $1095787.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4133 | 2052-07-01      | 4.5000%  | 0.0000% | $390000.00         | $312382.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3270 | 2052-03-01      | 2.5000%  | 0.0000% | $64148005.00       | $45251652.72       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2850 | 2052-02-01      | 2.0000%  | 0.0000% | $49000.00          | $33580.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $16013000.00       | $12651446.48       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4808 | 2052-10-01      | 4.0000%  | 0.0000% | $2300000.00        | $1834758.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $22000.00          | $14004.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5026 | 2052-12-01      | 6.0000%  | 0.0000% | $4316737.00        | $3618469.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5809 | 2055-06-01      | 5.5000%  | 0.0000% | $4774729.00        | $4657365.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL905999 | 2037-01-01      | 5.5000%  | 0.0000% | $2510000.00        | $10913.83          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995094 | 2035-11-01      | 4.5000%  | 0.0000% | $127000.00         | $1719.58           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3308 | 2038-03-01      | 3.0000%  | 0.0000% | $38000.00          | $4841.24           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL932124 | 2039-11-01      | 4.5000%  | 0.0000% | $149000.00         | $6577.57           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL939444 | 2037-06-01      | 5.5000%  | 0.0000% | $1100000.00        | $2478.18           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT931851 | 2029-08-01      | 5.0000%  | 0.0000% | $246458.00         | $6089.05           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2772 | 2046-10-01      | 3.5000%  | 0.0000% | $31000.00          | $5118.94           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4383 | 2036-07-01      | 2.0000%  | 0.0000% | $1141754.00        | $604817.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  | 0.0000% | $49000.00          | $11220.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL995245 | 2039-01-01      | 5.0000%  | 0.0000% | $11673000.00       | $101107.80         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $241267.00         | $127311.94         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1923 | 2046-02-01      | 4.0000%  | 0.0000% | $1295000.00        | $1231131.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2736 | 2037-06-01      | 2.5000%  | 0.0000% | $60294024.00       | $55305193.21       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS1694 | 2035-07-01      | 4.0000%  | 0.0000% | $153465.00         | $73399.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM0008 | 2049-08-01      | 3.5000%  | 0.0000% | $329490.00         | $47152.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2000 | 2047-07-01      | 3.5000%  | 0.0000% | $1000000.00        | $910337.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0475 | 2052-02-01      | 2.0000%  | 0.0000% | $10000.00          | $6632.39           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2124.33           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS1898 | 2042-05-01      | 2.0000%  | 0.0000% | $2500000.00        | $1658365.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2372 | 2048-11-01      | 4.5000%  | 0.0000% | $16673597.00       | $16332480.72       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2889 | 2051-07-01      | 3.5000%  | 0.0000% | $120000.00         | $81297.48          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7409 | 2051-05-01      | 2.5000%  | 0.0000% | $1005000.00        | $602637.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $286800.00         | $223677.41         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4052 | 2036-10-01      | 2.0000%  | 0.0000% | $2250000.00        | $1536446.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  | 0.0000% | $22482974.00       | $23006205.26       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6655 | 2046-09-01      | 3.5000%  | 0.0000% | $18042420.00       | $8521545.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  | 0.0000% | $15378420.00       | $9147897.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  | 0.0000% | $300000.00         | $199294.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0984 | 2041-02-01      | 4.5000%  | 0.0000% | $17000.00          | $739.84            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  | 0.0000% | $6169820.00        | $5189259.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1994 | 2055-07-01      | 6.0000%  | 0.0000% | $1290836.00        | $1345987.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5169 | 2055-08-01      | 6.0000%  | 0.0000% | $5753946.00        | $5977805.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7415 | 2040-04-01      | 5.0000%  | 0.0000% | $5344353.00        | $5101838.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6626 | 2055-06-01      | 6.5000%  | 0.0000% | $2033890.00        | $2137669.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL953433 | 2037-11-01      | 6.5000%  | 0.0000% | $2281668.00        | $18066.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1466 | 2040-09-01      | 4.5000%  | 0.0000% | $1216000.00        | $69720.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB6244 | 2042-09-01      | 4.0000%  | 0.0000% | $12719074.00       | $1806155.07        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $7999.00           | $907.30            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3315 | 2028-03-01      | 3.0000%  | 0.0000% | $2395647.00        | $148912.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $16099162.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8062 | 2055-05-01      | 6.0000%  | 0.0000% | $2339271.00        | $2202405.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9303 | 2054-10-01      | 6.0000%  | 0.0000% | $4500000.00        | $4135118.91        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $1822257.00        | $1113490.28        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0298 | 2055-04-01      | 7.0000%  | 0.0000% | $37186995.00       | $34911127.24       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $39000.00          | $19002.41          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $205000.00         | $116177.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | 0.0000% | $1059797.00        | $856914.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $43453461.00       | $26730204.69       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $240000.00         | $104215.72         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6734 | 2055-04-01      | 6.5000%  | 0.0000% | $1402057.00        | $1475219.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3089 | 2055-07-01      | 5.0000%  | 0.0000% | $1223784.00        | $1230620.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $45737375.00       | $43823442.80       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2668 | 2055-06-01      | 6.5000%  | 0.0000% | $1671910.00        | $1566917.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  | 0.0000% | $24551389.00       | $2827431.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE0468 | 2046-10-01      | 3.0000%  | 0.0000% | $1500000.00        | $338459.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  | 0.0000% | $300000.00         | $70265.94          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | 0.0000% | $210000.00         | $32451.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $119000.00         | $32273.21          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA9438 | 2036-03-01      | 2.0000%  | 0.0000% | $76815.00          | $41118.92          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4086 | 2052-07-01      | 4.0000%  | 0.0000% | $3725000.00        | $2833870.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $137308064.00      | $103137358.48      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  | 0.0000% | $13032340.00       | $4423101.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR2667 | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $149945.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $78000.00          | $50466.62          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5282 | 2054-02-01      | 4.5000%  | 0.0000% | $53000.00          | $47823.85          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3610 | 2046-06-01      | 3.5000%  | 0.0000% | $7496000.00        | $1240973.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4773 | 2050-05-01      | 3.0000%  | 0.0000% | $240685.00         | $85148.57          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS6335 | 2037-04-01      | 2.5000%  | 0.0000% | $258111.00         | $184351.70         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS7679 | 2042-03-01      | 2.0000%  | 0.0000% | $67027571.00       | $51990411.78       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3768.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5850 | 2053-09-01      | 6.0000%  | 0.0000% | $332364.00         | $254493.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $89803864.00       | $78002542.06       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5625 | 2053-08-01      | 5.0000%  | 0.0000% | $9000.00           | $7572.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $47000.00          | $2986.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $103188031.00      | $7338880.73        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $27000.00          | $20790.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5448 | 2052-03-01      | 3.0000%  | 0.0000% | $697248.00         | $531363.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5155 | 2053-07-01      | 5.0000%  | 0.0000% | $3300000.00        | $2645659.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7294 | 2044-05-01      | 5.5000%  | 0.0000% | $400000.00         | $328364.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7592 | 2050-03-01      | 3.5000%  | 0.0000% | $5000.00           | $1732.08           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6147 | 2036-02-01      | 2.0000%  | 0.0000% | $405300.00         | $151048.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS8472 | 2030-03-01      | 3.0000%  | 0.0000% | $1182726.00        | $717076.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6386 | 2048-11-01      | 3.5000%  | 0.0000% | $22168468.00       | $17409963.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3801 | 2053-02-01      | 5.5000%  | 0.0000% | $1000000.00        | $846457.48         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9631 | 2053-11-01      | 6.5000%  | 0.0000% | $2050000.00        | $1800930.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0023 | 2029-04-01      | 5.0000%  | 0.0000% | $460332.00         | $1479.23           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4268 | 2041-02-01      | 2.0000%  | 0.0000% | $76967575.00       | $41542446.33       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA3539 | 2038-12-01      | 4.5000%  | 0.0000% | $5200000.00        | $498858.93         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $1938040.00        | $1587998.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $703000.00         | $558116.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $194000.00         | $163137.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $3000.00           | $1827.90           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5137 | 2053-12-01      | 6.5000%  | 0.0000% | $27000.00          | $14872.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  | 0.0000% | $136000.00         | $20998.37          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $465200.00         | $346157.69         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $2650790.00        | $2128144.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3237 | 2048-01-01      | 3.0000%  | 0.0000% | $21000.00          | $3386.05           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $1077966.00        | $614901.42         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4833 | 2037-12-01      | 4.0000%  | 0.0000% | $225157.00         | $131330.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA4094 | 2040-08-01      | 2.5000%  | 0.0000% | $1000000.00        | $374253.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0758 | 2054-03-01      | 5.5000%  | 0.0000% | $1849307.00        | $1677965.00        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5337 | 2039-03-01      | 3.5000%  | 0.0000% | $639062.00         | $328395.85         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL881250 | 2036-09-01      | 5.5000%  | 0.0000% | $44867.00          | $3003.98           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4522 | 2032-01-01      | 1.5000%  | 0.0000% | $1032764.00        | $478145.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS7712 | 2031-08-01      | 3.0000%  | 0.0000% | $67000.00          | $6768.14           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV0691 | 2043-12-01      | 4.0000%  | 0.0000% | $130000.00         | $16469.60          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV0662 | 2043-12-01      | 4.0000%  | 0.0000% | $57000.00          | $4870.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725231 | 2034-02-01      | 5.0000%  | 0.0000% | $170000.00         | $1502.58           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745636 | 2035-06-01      | 6.5000%  | 0.0000% | $10181748.00       | $166171.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745283 | 2036-01-01      | 5.5000%  | 0.0000% | $95000.00          | $1235.18           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6031 | 2044-10-01      | 4.0000%  | 0.0000% | $75000.00          | $11312.22          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8925 | 2055-09-01      | 5.5000%  | 0.0000% | $2132872.00        | $2200341.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3393 | 2055-10-01      | 5.5000%  | 0.0000% | $5110103.00        | $5203716.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3329 | 2055-11-01      | 6.0000%  | 0.0000% | $3850058.00        | $3997380.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE2026 | 2055-06-01      | 5.0000%  | 0.0000% | $9742241.00        | $9680518.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5012 | 2055-08-01      | 6.5000%  | 0.0000% | $1074359.00        | $1141925.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8867 | 2055-09-01      | 5.5000%  | 0.0000% | $1014084.00        | $944140.58         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD6024 | 2055-03-01      | 7.5000%  | 0.0000% | $610126.00         | $536311.70         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE4373 | 2055-09-01      | 6.5000%  | 0.0000% | $1934531.00        | $2011501.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0846 | 2055-11-01      | 5.5000%  | 0.0000% | $2340940.00        | $2385549.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD9323 | 2055-04-01      | 4.0000%  | 0.0000% | $280666.00         | $265898.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1441 | 2055-10-01      | 6.0000%  | 0.0000% | $1680520.00        | $1750160.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0279 | 2055-09-01      | 5.0000%  | 0.0000% | $1373000.00        | $1374955.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6659 | 2055-08-01      | 6.0000%  | 0.0000% | $5552900.00        | $5346558.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3095 | 2055-08-01      | 6.0000%  | 0.0000% | $2313144.00        | $2326467.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD7803 | 2040-05-01      | 5.5000%  | 0.0000% | $1272620.00        | $1229731.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1467 | 2055-06-01      | 6.0000%  | 0.0000% | $3052695.00        | $3181869.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9439 | 2055-09-01      | 6.0000%  | 0.0000% | $99950706.00       | $102520093.86      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6252 | 2055-11-01      | 6.5000%  | 0.0000% | $9949434.00        | $10458095.50       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB6378 | 2038-05-01      | 5.0000%  | 0.0000% | $2615394.00        | $1641767.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  | 0.0000% | $3635558.00        | $3156605.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1622.20           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5328 | 2050-03-01      | 2.5000%  | 0.0000% | $1007000.00        | $588333.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8874 | 2052-09-01      | 4.0000%  | 0.0000% | $105679.00         | $96225.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6719 | 2053-02-01      | 5.5000%  | 0.0000% | $100000.00         | $70508.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW1194 | 2052-09-01      | 4.0000%  | 0.0000% | $1256986.00        | $1011058.93        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX0008 | 2052-09-01      | 4.0000%  | 0.0000% | $54963.00          | $44211.38          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0551 | 2047-10-01      | 4.0000%  | 0.0000% | $1116250.00        | $541446.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM5473 | 2035-12-01      | 3.0000%  | 0.0000% | $5394402.00        | $2252030.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9563 | 2051-10-01      | 3.0000%  | 0.0000% | $980000.00         | $536491.75         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2004 | 2049-12-01      | 3.5000%  | 0.0000% | $21052.00          | $13968.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2902 | 2052-09-01      | 5.0000%  | 0.0000% | $9949987.00        | $7737521.70        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $497000.00         | $386812.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5633 | 2040-02-01      | 6.5000%  | 0.0000% | $106803.00         | $50376.91          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3048.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $500605.00         | $477194.66         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5505 | 2044-09-01      | 6.5000%  | 0.0000% | $237500.00         | $96587.10          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH3817 | 2041-02-01      | 4.5000%  | 0.0000% | $19139654.00       | $1978715.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL808316 | 2035-01-01      | 5.5000%  | 0.0000% | $425000.00         | $7503.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735912 | 2035-10-01      | 5.5000%  | 0.0000% | $465000.00         | $3853.05           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5823 | 2054-06-01      | 6.5000%  | 0.0000% | $216000.00         | $206237.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL832549 | 2035-09-01      | 5.5000%  | 0.0000% | $273365.00         | $3640.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0353 | 2053-11-01      | 5.5000%  | 0.0000% | $28942.00          | $24949.98          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA1040 | 2053-10-01      | 5.5000%  | 0.0000% | $1421.00           | $1408.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735212 | 2034-12-01      | 5.0000%  | 0.0000% | $100000.00         | $1007.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4353 | 2054-02-01      | 6.5000%  | 0.0000% | $3640712.00        | $2666824.86        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2866 | 2042-11-01      | 3.5000%  | 0.0000% | $250000.00         | $33951.57          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL849981 | 2036-02-01      | 5.5000%  | 0.0000% | $200000.00         | $33547.18          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6112 | 2055-08-01      | 5.5000%  | 0.0000% | $1059095.00        | $1090631.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0667 | 2055-09-01      | 6.0000%  | 0.0000% | $5917734.00        | $6171178.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4838 | 2055-08-01      | 6.0000%  | 0.0000% | $3423307.00        | $3555216.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7855 | 2050-08-01      | 6.0000%  | 0.0000% | $1251778.00        | $1286165.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8418 | 2055-08-01      | 6.0000%  | 0.0000% | $45106916.00       | $44665635.92       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7275 | 2055-09-01      | 6.0000%  | 0.0000% | $1579627.00        | $1639208.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  | 0.0000% | $38000.00          | $6009.85           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ4994 | 2041-11-01      | 4.5000%  | 0.0000% | $503381.00         | $38942.02          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB7714 | 2038-12-01      | 6.5000%  | 0.0000% | $4084266.00        | $2501692.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8343 | 2054-04-01      | 6.0000%  | 0.0000% | $63162356.00       | $54269384.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0763 | 2040-02-01      | 5.5000%  | 0.0000% | $41245972.00       | $38194164.92       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9271 | 2050-04-01      | 4.5000%  | 0.0000% | $1298000.00        | $1168353.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZLFP0112 | 2040-10-25      | 5.5000%  | 0.0000% | $15388227.00       | $13107855.82       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8978 | 2054-08-01      | 5.0000%  | 0.0000% | $110000.00         | $106819.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9877 | 2040-01-01      | 5.0000%  | 0.0000% | $4597022.00        | $3777617.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8203 | 2054-06-01      | 5.5000%  | 0.0000% | $627000.00         | $572930.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $87000.00          | $67436.02          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6793 | 2053-06-01      | 4.0000%  | 0.0000% | $280488.00         | $248087.46         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | 0.0000% | $437000.00         | $290974.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6367 | 2049-12-01      | 4.0000%  | 0.0000% | $25000.00          | $20122.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | 0.0000% | $241669.00         | $211304.61         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0885 | 2055-08-01      | 6.5000%  | 0.0000% | $18188028.00       | $19304686.57       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5416 | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $71569084.15       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8517 | 2052-05-01      | 2.5000%  | 0.0000% | $12642557.00       | $9820088.27        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8436 | 2051-09-01      | 2.5000%  | 0.0000% | $105000.00         | $69975.36          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7570 | 2055-08-01      | 5.0000%  | 0.0000% | $1063385.00        | $1068428.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9496 | 2055-09-01      | 5.5000%  | 0.0000% | $2689638.00        | $2744658.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6812 | 2053-01-01      | 5.5000%  | 0.0000% | $50110.00          | $49018.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBY1381 | 2038-09-01      | 3.0000%  | 0.0000% | $1050181.00        | $798407.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA3155 | 2034-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1466.61           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP3259 | 2050-05-01      | 3.0000%  | 0.0000% | $1213812.00        | $630698.00         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE8742 | 2047-05-01      | 3.5000%  | 0.0000% | $40000.00          | $10642.19          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I3BF0293 | 2048-07-01      | 3.0000%  | 0.0000% | $11000000.00       | $2806421.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7532 | 2040-10-01      | 5.0000%  | 0.0000% | $1001674.00        | $1015559.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3252 | 2055-07-01      | 6.0000%  | 0.0000% | $4921945.00        | $5087019.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1656 | 2055-10-01      | 5.0000%  | 0.0000% | $2476753.00        | $2482726.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0299 | 2058-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $3056699.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $1179500.00        | $121169.92         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9481 | 2055-08-01      | 6.5000%  | 0.0000% | $1067261.00        | $1128859.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3165 | 2055-10-01      | 5.5000%  | 0.0000% | $2556165.00        | $2602992.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3065 | 2055-07-01      | 6.0000%  | 0.0000% | $1091610.00        | $1135568.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3497 | 2055-10-01      | 5.5000%  | 0.0000% | $1008158.00        | $1034059.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX0441 | 2037-12-01      | 5.0000%  | 0.0000% | $50000.00          | $27068.08          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | 0.0000% | $3900000.00        | $2290267.32        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9448 | 2036-03-01      | 2.5000%  | 0.0000% | $55379.00          | $31416.57          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL1013 | 2037-01-01      | 5.5000%  | 0.0000% | $29000.00          | $909.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6135 | 2045-11-01      | 4.0000%  | 0.0000% | $2120000.00        | $318288.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7587 | 2046-07-01      | 3.5000%  | 0.0000% | $995000.00         | $235992.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  | 0.0000% | $55000.00          | $6076.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $10448481.00       | $45363.32          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY4200 | 2045-05-01      | 3.0000%  | 0.0000% | $327000.00         | $45030.32          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6413 | 2055-03-01      | 6.5000%  | 0.0000% | $424344.00         | $382403.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4182 | 2055-04-01      | 6.0000%  | 0.0000% | $1382792.00        | $1445765.76        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC9057 | 2055-05-01      | 7.5000%  | 0.0000% | $3531184.00        | $3764795.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6152 | 2055-02-01      | 5.0000%  | 0.0000% | $28335.00          | $28166.26          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7416 | 2055-08-01      | 6.5000%  | 0.0000% | $15874981.00       | $16804017.17       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD6619 | 2040-06-01      | 5.5000%  | 0.0000% | $1254609.00        | $1202146.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6676 | 2055-07-01      | 5.5000%  | 0.0000% | $2593920.00        | $2669065.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8110 | 2055-08-01      | 6.0000%  | 0.0000% | $15085983.00       | $15043783.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8049 | 2055-05-01      | 5.5000%  | 0.0000% | $5120495.00        | $5180046.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8571 | 2055-05-01      | 6.0000%  | 0.0000% | $3486095.00        | $3262249.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7925 | 2055-05-01      | 6.5000%  | 0.0000% | $1349950.00        | $1413901.02        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8962 | 2055-09-01      | 7.0000%  | 0.0000% | $1574870.00        | $1676833.63        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE8864 | 2055-09-01      | 4.0000%  | 0.0000% | $1204526.00        | $1146921.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2006 | 2055-07-01      | 6.0000%  | 0.0000% | $1401427.00        | $1460023.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4995 | 2054-10-01      | 5.0000%  | 0.0000% | $830000.00         | $809114.18         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1758 | 2055-06-01      | 6.0000%  | 0.0000% | $3451137.00        | $3457242.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1799 | 2055-06-01      | 6.0000%  | 0.0000% | $1760679.00        | $1837182.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0368 | 2055-09-01      | 5.5000%  | 0.0000% | $5813238.00        | $5914454.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8218 | 2040-04-01      | 5.0000%  | 0.0000% | $2304228.00        | $2285876.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9317 | 2055-09-01      | 6.0000%  | 0.0000% | $7707803.00        | $8019125.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9338 | 2055-06-01      | 6.5000%  | 0.0000% | $4584482.00        | $4307004.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9086 | 2055-10-01      | 6.0000%  | 0.0000% | $1739635.00        | $1822304.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8315 | 2055-09-01      | 6.0000%  | 0.0000% | $4921027.00        | $5125904.31        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0019 | 2055-10-01      | 5.5000%  | 0.0000% | $5098525.00        | $5188825.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW0025 | 2052-07-01      | 4.0000%  | 0.0000% | $100000.00         | $77349.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7262 | 2053-08-01      | 5.5000%  | 0.0000% | $1017136.00        | $873011.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | 0.0000% | $246000.00         | $154347.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV3167 | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $137287.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV1418 | 2045-03-01      | 6.0000%  | 0.0000% | $1027151.00        | $995450.50         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBV1871 | 2040-06-01      | 5.0000%  | 0.0000% | $1606061.00        | $1616264.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  | 0.0000% | $14180558.00       | $13873207.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2440 | 2054-12-01      | 6.0000%  | 0.0000% | $5879073.00        | $5924601.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  | 0.0000% | $1509368.00        | $750730.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA2838 | 2052-09-01      | 2.5000%  | 0.0000% | $36276725.00       | $30897033.12       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3361 | 2052-11-01      | 5.0000%  | 0.0000% | $55766955.00       | $56796059.82       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $17437338.00       | $2260685.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $5000.00           | $886.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3665 | 2049-05-01      | 4.5000%  | 0.0000% | $61000.00          | $7038.83           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $11000.00          | $1931.75           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4500 | 2041-12-01      | 1.5000%  | 0.0000% | $356639.00         | $221344.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $573.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3251 | 2028-01-01      | 3.5000%  | 0.0000% | $200000.00         | $8256.53           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $39000.00          | $7165.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3491 | 2038-10-01      | 3.5000%  | 0.0000% | $199096.00         | $20926.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5295 | 2048-04-01      | 3.5000%  | 0.0000% | $9358080.00        | $3975175.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $1000.00           | $634.01            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5639 | 2055-02-01      | 7.0000%  | 0.0000% | $394455.00         | $309829.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9256 | 2048-06-01      | 4.0000%  | 0.0000% | $285000.00         | $26445.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6781 | 2047-09-01      | 4.0000%  | 0.0000% | $1283000.00        | $218001.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  | 0.0000% | $199606.00         | $165848.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7198 | 2053-07-01      | 6.0000%  | 0.0000% | $593278.00         | $482198.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1538.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $3870000.00        | $3190316.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  | 0.0000% | $37000.00          | $27320.64          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6548 | 2053-06-01      | 6.5000%  | 0.0000% | $49545970.00       | $38500936.80       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3727 | 2050-07-01      | 3.0000%  | 0.0000% | $145000.00         | $48857.65          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2187 | 2052-06-01      | 4.0000%  | 0.0000% | $1200000.00        | $844107.88         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  | 0.0000% | $105000.00         | $43891.08          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  | 0.0000% | $2800000.00        | $2149674.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1940 | 2047-12-01      | 2.5000%  | 0.0000% | $818000.00         | $519927.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2605 | 2052-08-01      | 4.5000%  | 0.0000% | $323788.00         | $276435.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5380 | 2051-05-01      | 2.0000%  | 0.0000% | $342000.00         | $233870.77         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2653 | 2052-08-01      | 4.0000%  | 0.0000% | $325000.00         | $234812.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2257 | 2052-07-01      | 4.5000%  | 0.0000% | $795000.00         | $595593.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $864600.00         | $637966.23         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2815 | 2052-09-01      | 4.0000%  | 0.0000% | $300000.00         | $220140.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1400 | 2047-07-01      | 3.5000%  | 0.0000% | $49373.00          | $30799.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1026 | 2048-02-01      | 3.5000%  | 0.0000% | $2921443.00        | $564208.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7273 | 2042-12-01      | 3.0000%  | 0.0000% | $17000.00          | $3088.02           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA2509 | 2046-01-01      | 3.0000%  | 0.0000% | $55000.00          | $3982.67           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $9649386.00        | $1397937.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT7133 | 2043-06-01      | 3.5000%  | 0.0000% | $1975000.00        | $179257.23         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4284 | 2031-03-01      | 1.5000%  | 0.0000% | $22250600.00       | $7874128.82        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | 0.0000% | $780067.00         | $496068.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3446 | 2048-08-01      | 4.0000%  | 0.0000% | $492124.00         | $28677.89          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4399 | 2051-08-01      | 2.5000%  | 0.0000% | $2031391.00        | $1215060.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAX3613 | 2045-01-01      | 3.0000%  | 0.0000% | $9000.00           | $1482.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3564 | 2049-01-01      | 4.5000%  | 0.0000% | $102000.00         | $6574.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2508 | 2047-07-01      | 5.0000%  | 0.0000% | $6730118.00        | $4279383.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  | 0.0000% | $320000.00         | $74834.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $815000.00         | $719042.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2491 | 2050-04-01      | 5.5000%  | 0.0000% | $354000.00         | $240654.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE5471 | 2040-10-01      | 4.5000%  | 0.0000% | $92000.00          | $3378.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $30334553.00       | $30032414.22       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMC0182 | 2039-10-01      | 4.5000%  | 0.0000% | $9056231.00        | $447340.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTAE0213 | 2029-12-01      | 5.5000%  | 0.0000% | $127000.00         | $818.25            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  | 0.0000% | $8871971.00        | $8331634.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9327 | 2055-10-01      | 5.5000%  | 0.0000% | $2368989.00        | $2415085.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7872 | 2040-09-01      | 5.0000%  | 0.0000% | $1073602.00        | $1084189.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE6051 | 2040-08-01      | 6.5000%  | 0.0000% | $1011330.00        | $1045013.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8001 | 2054-02-01      | 6.0000%  | 0.0000% | $395000.00         | $351672.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5199 | 2052-11-01      | 6.0000%  | 0.0000% | $1000000.00        | $871457.40         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8311 | 2054-04-01      | 4.5000%  | 0.0000% | $772866.00         | $722755.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $260250.00         | $196980.93         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3756 | 2051-05-01      | 3.0000%  | 0.0000% | $3200000.00        | $2256804.76        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6928 | 2052-05-01      | 2.5000%  | 0.0000% | $900000.00         | $677042.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5557 | 2054-10-01      | 5.0000%  | 0.0000% | $1001275.00        | $993900.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1039 | 2054-09-01      | 6.0000%  | 0.0000% | $1437440.00        | $1429007.38        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4182 | 2050-11-01      | 2.0000%  | 0.0000% | $15000.00          | $7935.27           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $8000.00           | $5992.33           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB7691 | 2054-08-01      | 5.5000%  | 0.0000% | $28136000.00       | $26901734.41       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5167 | 2053-10-01      | 6.5000%  | 0.0000% | $5700000.00        | $3621273.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL5376 | 2044-05-01      | 4.0000%  | 0.0000% | $2760000.00        | $405057.18         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1469 | 2039-02-01      | 7.0000%  | 0.0000% | $300000.00         | $6119.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5521 | 2040-01-01      | 4.5000%  | 0.0000% | $108537.00         | $8398.11           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257075 | 2028-02-01      | 5.5000%  | 0.0000% | $9510000.00        | $30941.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1518 | 2053-10-01      | 6.0000%  | 0.0000% | $781473.00         | $581154.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTAL8062 | 2029-06-01      | 5.5000%  | 0.0000% | $1540733.00        | $2057.35           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL878521 | 2036-02-01      | 6.5000%  | 0.0000% | $5200000.00        | $3483.29           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA5047 | 2053-11-01      | 5.5000%  | 0.0000% | $58485.00          | $57645.37          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO3107 | 2042-06-01      | 3.5000%  | 0.0000% | $100000.00         | $18772.50          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC0259 | 2054-08-01      | 7.0000%  | 0.0000% | $100000.00         | $69187.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6789 | 2054-07-01      | 6.0000%  | 0.0000% | $1275281.00        | $1094815.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDC7059 | 2039-11-01      | 3.5000%  | 0.0000% | $109164.00         | $99233.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4471 | 2054-09-01      | 6.0000%  | 0.0000% | $2876874.00        | $2045777.99        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6613 | 2054-11-01      | 5.5000%  | 0.0000% | $1761105.00        | $1783271.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9620 | 2054-08-01      | 6.0000%  | 0.0000% | $1801975.00        | $1692731.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6414 | 2054-11-01      | 5.5000%  | 0.0000% | $1641057.00        | $1660680.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8553 | 2054-12-01      | 5.0000%  | 0.0000% | $1756670.00        | $1742191.52        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1681 | 2053-10-01      | 6.5000%  | 0.0000% | $180000.00         | $129340.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3572 | 2054-10-01      | 5.5000%  | 0.0000% | $4541014.00        | $4218158.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ1581 | 2048-01-01      | 4.0000%  | 0.0000% | $268246.00         | $99786.16          | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0504 | 2060-09-01      | 3.5000%  | 0.0000% | $12253482.00       | $4532377.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0365 | 2055-09-01      | 6.0000%  | 0.0000% | $2046459.00        | $2114162.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4764 | 2046-10-01      | 3.0000%  | 0.0000% | $1325000.00        | $267956.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE5050 | 2045-09-01      | 4.0000%  | 0.0000% | $187000.00         | $37561.18          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0689 | 2055-09-01      | 6.0000%  | 0.0000% | $10095119.00       | $10471391.99       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9500 | 2055-09-01      | 5.0000%  | 0.0000% | $3913109.00        | $3917877.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9525 | 2055-09-01      | 6.0000%  | 0.0000% | $2189931.00        | $2273278.98        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1476 | 2036-08-01      | 2.5000%  | 0.0000% | $26865.00          | $14683.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $23751174.00       | $19836371.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7065 | 2053-05-01      | 5.0000%  | 0.0000% | $37210.00          | $35902.38          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2789 | 2052-02-01      | 2.0000%  | 0.0000% | $820000.00         | $552401.17         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | 0.0000% | $13584162.00       | $7031426.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT4434 | 2052-02-01      | 2.0000%  | 0.0000% | $1275400.00        | $721653.42         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT7075 | 2051-08-01      | 2.5000%  | 0.0000% | $354537.00         | $226131.03         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3476 | 2054-09-01      | 6.5000%  | 0.0000% | $360000.00         | $295681.89         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAD5222 | 2030-05-01      | 4.5000%  | 0.0000% | $280000.00         | $2429.13           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2624 | 2055-03-01      | 6.0000%  | 0.0000% | $1824510.00        | $1896294.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $176000.00         | $31838.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  | 0.0000% | $200000.00         | $26781.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  | 0.0000% | $2028000.00        | $1448306.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5867 | 2035-10-01      | 4.5000%  | 0.0000% | $12530550.00       | $12461102.81       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5665 | 2055-03-01      | 3.5000%  | 0.0000% | $153398.00         | $138888.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC2931 | 2039-08-01      | 6.0000%  | 0.0000% | $1045764.00        | $1024300.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $1671383.00        | $1517737.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $8000.00           | $6777.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6089 | 2055-04-01      | 6.0000%  | 0.0000% | $3450751.00        | $3575334.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3850 | 2054-11-01      | 5.5000%  | 0.0000% | $4427523.00        | $4167462.35        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC3289 | 2054-09-01      | 7.0000%  | 0.0000% | $148000.00         | $89606.04          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC1049 | 2055-09-01      | 6.5000%  | 0.0000% | $5951727.00        | $6301924.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3795 | 2049-12-01      | 3.5000%  | 0.0000% | $3100000.00        | $2266949.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  | 0.0000% | $1120000.00        | $961149.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  | 0.0000% | $440000.00         | $332939.19         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7762 | 2037-02-01      | 2.0000%  | 0.0000% | $819195.00         | $615567.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CL890765 | 2046-09-01      | 3.5000%  | 0.0000% | $11821914.00       | $1272283.14        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5843 | 2052-10-01      | 4.0000%  | 0.0000% | $565000.00         | $460781.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929155 | 2038-01-01      | 5.5000%  | 0.0000% | $78751.00          | $7588.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0000 | 2054-09-01      | 6.0000%  | 0.0000% | $50000.00          | $46487.86          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0125 | 2041-10-01      | 2.0000%  | 0.0000% | $19000000.00       | $15448664.21       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2433 | 2055-08-01      | 5.5000%  | 0.0000% | $38087806.00       | $38404409.20       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1483 | 2026-12-01      | 4.5000%  | 0.0000% | $450000.00         | $582.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  | 0.0000% | $49000.00          | $33888.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0170 | 2047-02-01      | 2.5000%  | 0.0000% | $5238558.00        | $4379170.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7736 | 2054-01-01      | 6.0000%  | 0.0000% | $326998.00         | $246097.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256715 | 2027-05-01      | 6.0000%  | 0.0000% | $207000.00         | $531.11            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9096 | 2042-10-01      | 4.5000%  | 0.0000% | $2130000.00        | $368880.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8383 | 2045-10-01      | 4.5000%  | 0.0000% | $98706.00          | $13046.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $2200000.00        | $2163258.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3401 | 2054-05-01      | 5.5000%  | 0.0000% | $2932178.00        | $2638202.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256247 | 2026-05-01      | 6.0000%  | 0.0000% | $1252894.00        | $540.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9885 | 2043-06-01      | 3.5000%  | 0.0000% | $35093286.00       | $7574613.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0731 | 2055-10-01      | 5.5000%  | 0.0000% | $2132883.00        | $2181662.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0683 | 2055-09-01      | 5.5000%  | 0.0000% | $21810963.00       | $21883068.63       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7438 | 2054-11-01      | 5.5000%  | 0.0000% | $2697459.00        | $2539392.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8828 | 2054-12-01      | 5.5000%  | 0.0000% | $2429784.00        | $2458778.50        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6752 | 2046-02-01      | 3.5000%  | 0.0000% | $37000.00          | $7232.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK5255 | 2048-05-01      | 4.0000%  | 0.0000% | $5000.00           | $925.15            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3885 | 2045-11-01      | 3.5000%  | 0.0000% | $300416.00         | $23703.53          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6077 | 2055-04-01      | 4.5000%  | 0.0000% | $77402.00          | $75143.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC9339 | 2054-12-01      | 4.5000%  | 0.0000% | $8676785.00        | $7869349.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7458 | 2054-11-01      | 5.0000%  | 0.0000% | $1562842.00        | $1459541.83        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1710 | 2055-03-01      | 6.5000%  | 0.0000% | $1098175.00        | $1150032.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1698 | 2055-03-01      | 6.5000%  | 0.0000% | $1468476.00        | $1538622.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7727 | 2054-12-01      | 6.0000%  | 0.0000% | $1062559.00        | $955620.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9111 | 2040-06-01      | 5.5000%  | 0.0000% | $2094710.00        | $2118412.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7855 | 2055-01-01      | 5.5000%  | 0.0000% | $2411628.00        | $2461405.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0759 | 2055-02-01      | 6.0000%  | 0.0000% | $1156125.00        | $1173921.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3453 | 2054-09-01      | 6.0000%  | 0.0000% | $332000.00         | $288314.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  | 0.0000% | $1979500.00        | $269557.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5272 | 2053-06-01      | 6.0000%  | 0.0000% | $749524.00         | $449104.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4779 | 2048-06-01      | 4.0000%  | 0.0000% | $282338.00         | $76823.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5750 | 2047-11-01      | 3.5000%  | 0.0000% | $3400000.00        | $1068653.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR5797 | 2036-08-01      | 2.0000%  | 0.0000% | $36135.00          | $20371.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5074 | 2048-03-01      | 3.0000%  | 0.0000% | $353000.00         | $103111.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBM3382 | 2027-03-01      | 5.0000%  | 0.0000% | $25058883.00       | $4359.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1849 | 2055-10-01      | 6.0000%  | 0.0000% | $1652184.00        | $1720325.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0674 | 2051-07-01      | 3.0000%  | 0.0000% | $36185004.00       | $31297113.23       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3941 | 2035-07-01      | 3.0000%  | 0.0000% | $1725000.00        | $554296.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8115 | 2054-03-01      | 4.5000%  | 0.0000% | $21030140.00       | $18814815.49       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1443 | 2049-09-01      | 3.5000%  | 0.0000% | $780000.00         | $213763.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1324 | 2031-11-01      | 3.0000%  | 0.0000% | $15000.00          | $968.60            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4083 | 2050-03-01      | 3.0000%  | 0.0000% | $1226696.00        | $371390.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFA2742 | 2039-04-01      | 3.5000%  | 0.0000% | $25868172.00       | $24455372.21       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4901 | 2035-11-01      | 2.0000%  | 0.0000% | $720000.00         | $264989.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  | 0.0000% | $4000.00           | $1450.01           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3364 | 2052-12-01      | 5.5000%  | 0.0000% | $64717663.00       | $67226853.06       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2870 | 2055-08-01      | 6.5000%  | 0.0000% | $14246075.00       | $14858288.85       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1213 | 2040-03-01      | 5.5000%  | 0.0000% | $23995625.00       | $22362862.69       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2207 | 2048-08-01      | 4.5000%  | 0.0000% | $45000.00          | $4798.27           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9114 | 2053-04-01      | 5.0000%  | 0.0000% | $30090.00          | $23864.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  | 0.0000% | $74000.00          | $51504.10          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5756 | 2050-05-01      | 4.0000%  | 0.0000% | $642000.00         | $49201.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4199 | 2053-07-01      | 6.5000%  | 0.0000% | $2771500.00        | $885005.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5204 | 2053-07-01      | 6.0000%  | 0.0000% | $28467894.00       | $21792939.04       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6315 | 2053-11-01      | 6.5000%  | 0.0000% | $400000.00         | $303323.39         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  | 0.0000% | $20000.00          | $15284.02          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9797 | 2054-11-01      | 5.0000%  | 0.0000% | $500000.00         | $473973.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8532 | 2054-05-01      | 5.5000%  | 0.0000% | $101805482.00      | $91413287.87       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8299 | 2054-04-01      | 6.5000%  | 0.0000% | $11624138.00       | $10129123.31       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9845 | 2051-11-01      | 3.0000%  | 0.0000% | $71114241.00       | $58278018.60       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2275 | 2051-12-01      | 2.5000%  | 0.0000% | $110000.00         | $71702.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3630 | 2052-05-01      | 4.0000%  | 0.0000% | $255000.00         | $194873.44         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAZ9252 | 2045-10-01      | 3.0000%  | 0.0000% | $305000.00         | $43018.98          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3849 | 2055-10-01      | 6.0000%  | 0.0000% | $2454653.00        | $2560728.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0593 | 2055-09-01      | 5.5000%  | 0.0000% | $3036685.00        | $3097982.28        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7089 | 2051-12-01      | 2.0000%  | 0.0000% | $1500000.00        | $958774.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4791 | 2054-07-01      | 6.0000%  | 0.0000% | $15039676.00       | $10949686.00       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  | 0.0000% | $44212244.00       | $31349874.13       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV9862 | 2037-05-01      | 3.0000%  | 0.0000% | $65102.00          | $37578.16          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $24223662.00       | $18974629.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2857 | 2050-04-01      | 5.5000%  | 0.0000% | $784000.00         | $519692.69         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL924044 | 2037-05-01      | 6.5000%  | 0.0000% | $10000000.00       | $236415.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5066 | 2053-06-01      | 6.0000%  | 0.0000% | $29946950.00       | $22159344.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6617 | 2049-07-01      | 6.0000%  | 0.0000% | $2749491.00        | $2214845.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL969454 | 2038-01-01      | 5.0000%  | 0.0000% | $585000.00         | $3527.19           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9783 | 2043-07-01      | 3.0000%  | 0.0000% | $220000.00         | $42033.23          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4755 | 2037-06-01      | 2.5000%  | 0.0000% | $1434442.00        | $1001344.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0260 | 2055-04-01      | 6.0000%  | 0.0000% | $327000.00         | $328566.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  | 0.0000% | $520000.00         | $465299.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $282873156.00      | $249999999.51      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3835 | 2055-03-01      | 6.0000%  | 0.0000% | $1251683.00        | $1291696.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  | 0.0000% | $8000.00           | $1275.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  | 0.0000% | $1335580.00        | $1272483.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5809 | 2035-08-01      | 4.5000%  | 0.0000% | $358207.00         | $335880.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $95746435.00       | $96546840.66       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5877 | 2055-10-01      | 4.5000%  | 0.0000% | $56490593.00       | $55300336.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $9730978.00        | $7939528.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC8997 | 2055-01-01      | 4.5000%  | 0.0000% | $1044265.00        | $1015484.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5563 | 2044-12-01      | 5.5000%  | 0.0000% | $1223518.00        | $1089898.67        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5681 | 2040-04-01      | 4.0000%  | 0.0000% | $164137.00         | $157397.86         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  | 0.0000% | $518412.00         | $518265.65         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  | 0.0000% | $182841.00         | $165536.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $1401107.00        | $1289015.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5835 | 2045-08-01      | 6.0000%  | 0.0000% | $12274174.00       | $12408964.10       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $25000.00          | $3635.62           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3765 | 2049-09-01      | 2.5000%  | 0.0000% | $151000.00         | $25300.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3726 | 2049-07-01      | 4.0000%  | 0.0000% | $7180000.00        | $594702.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3312 | 2033-03-01      | 3.0000%  | 0.0000% | $592000.00         | $69206.95          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3212 | 2047-12-01      | 4.5000%  | 0.0000% | $40000.00          | $5137.93           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $17964750.00       | $10280220.74       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $250515433.00      | $249999999.62      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $230698.00         | $24562.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1133.55           | Agency Mortgage-Backed Securities |

### Security 714: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8OF2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C8OF2
- **C.18 - Value (incl. sponsor support):** $5023000000.00
- **C.18.a - Value (excl. sponsor support):** $5023000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $64.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $1100.00           | $1049.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $400.00            | $408.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $239501200.00      | $249999704.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $246765000.00      | $249999238.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $300.00            | $300.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $900.00            | $919.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $103.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $300.00            | $302.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $258032800.00      | $249975449.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $70608300.00       | $78148474.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $200.00            | $189.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $500.00            | $471.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1100.00           | $1118.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $700.00            | $732.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $300.00            | $302.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $1300.00           | $1312.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $300.00            | $291.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-12      | 0.0000%  | 0.0000% | $500.00            | $494.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $3500.00           | $3484.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $2100.00           | $2085.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $500.00            | $504.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $19076400.00       | $20275390.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $4200.00           | $4174.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $3100.00           | $3073.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $264335200.00      | $249999652.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $113155800.00      | $177814621.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $77028800.00       | $77997896.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $264664800.00      | $249999853.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $263928000.00      | $249999571.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $256112000.00      | $249999372.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $243329600.00      | $249999565.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $250819200.00      | $249999214.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $241816000.00      | $249999985.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $1100.00           | $1107.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $265864400.00      | $249999738.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.9155%  | 0.0000% | $200.00            | $199.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $700.00            | $723.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $200.00            | $202.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $500.00            | $501.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $71681500.00       | $117435502.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $7360600.00        | $7802313.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | 0.0000% | $600.00            | $594.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $300.00            | $318.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $1500.00           | $1478.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $600.00            | $561.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $500.00            | $495.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $246872000.00      | $249998152.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $251206000.00      | $249999799.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $159388800.00      | $158062685.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $71.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1200.00           | $1172.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $1000.00           | $983.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $400.00            | $395.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $244357200.00      | $249999888.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $300.00            | $304.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $300.00            | $294.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $246229600.00      | $249999990.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $246464000.00      | $249996806.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $231272800.00      | $235922577.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $500.00            | $466.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $1000.00           | $1004.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $1000.00           | $986.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $244071200.00      | $249999925.43      | U.S. Treasuries (including strips) |

### Security 715: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8OQ8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8OQ8
- **C.18 - Value (incl. sponsor support):** $8821000000.00
- **C.18.a - Value (excl. sponsor support):** $8821000000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $790004800.00      | $771950820.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $763606400.00      | $799694801.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $825018000.00      | $841946351.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $2042900.00        | $2039066.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $2750780000.00     | $2764117904.32     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $38773700.00       | $38217707.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $214838400.00      | $205066295.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $1658169600.00     | $1635280427.28     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $1978636800.00     | $1939106664.82     | U.S. Treasuries (including strips) |

### Security 716: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.160000%
- **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: ARP1C8PA2, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1C8PA2
- **C.18 - Value (incl. sponsor support):** $3454000000.00
- **C.18.a - Value (excl. sponsor support):** $3454000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLAE4303 | 2040-09-01      | 5.0000%  | 0.0000% | $33917394.00       | $1707075.06        | Agency Mortgage-Backed Securities |
| GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $21439520.00       | $16683979.03       | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $134536321.00      | $90706701.94       | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $65352965.00       | $33478649.49       | Agency Mortgage-Backed Securities |
| GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $57955910.00       | $31754648.28       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1350 | 2055-05-01      | 6.0000%  | 0.0000% | $15285283.00       | $15506162.63       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL1064 | 2055-03-01      | 7.0000%  | 0.0000% | $11727407.00       | $11358597.34       | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $319653933.00      | $57408088.52       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0750 | 2055-04-01      | 6.5000%  | 0.0000% | $18757920.00       | $17684331.39       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1462 | 2055-05-01      | 6.5000%  | 0.0000% | $8022374.00        | $8277933.81        | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $392512758.00      | $247627389.74      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  | 0.0000% | $113000.00         | $13135.69          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  | 0.0000% | $1297160.00        | $737761.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4666 | 2037-07-01      | 3.0000%  | 0.0000% | $394160.00         | $250237.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2229 | 2045-03-01      | 3.5000%  | 0.0000% | $1800000.00        | $223694.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  | 0.0000% | $152062.00         | $25782.34          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8997 | 2046-11-01      | 3.5000%  | 0.0000% | $68000.00          | $13641.07          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5078 | 2047-05-01      | 3.5000%  | 0.0000% | $1700000.00        | $421805.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBM1948 | 2041-07-01      | 6.0000%  | 0.0000% | $15534000.00       | $3496988.64        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $3600000.00        | $575340.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC4437 | 2046-04-01      | 3.5000%  | 0.0000% | $2802240.00        | $219144.49         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2854 | 2048-03-01      | 4.0000%  | 0.0000% | $8534238.00        | $1679425.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  | 0.0000% | $684740.00         | $119815.63         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  | 0.0000% | $45000.00          | $7251.50           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | 0.0000% | $2937941.00        | $296654.77         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  | 0.0000% | $399224.00         | $284059.91         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN4632 | 2048-12-01      | 4.0000%  | 0.0000% | $50180730.00       | $5554018.00        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $132273.53         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  | 0.0000% | $257708.00         | $65641.70          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $134.05            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $796766.00         | $519274.98         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1323 | 2048-10-01      | 3.0000%  | 0.0000% | $11034161.00       | $1383684.24        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $97252.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9407 | 2042-09-01      | 4.5000%  | 0.0000% | $975000.00         | $157739.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  | 0.0000% | $14395676.00       | $104810.13         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $6981339.00        | $40321.75          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1888 | 2031-10-01      | 2.5000%  | 0.0000% | $1039612.00        | $76763.38          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3612 | 2047-02-01      | 4.0000%  | 0.0000% | $116000.00         | $21885.22          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  | 0.0000% | $3584858.00        | $389527.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  | 0.0000% | $2008442.00        | $314431.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3397 | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $30950.93          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3572 | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $31395.06          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2844 | 2049-01-01      | 4.0000%  | 0.0000% | $12032537.00       | $571026.36         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  | 0.0000% | $150000.00         | $11538.29          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM6020 | 2048-03-01      | 3.0000%  | 0.0000% | $42603.00          | $17918.14          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $500000.00         | $54262.15          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4610 | 2045-04-01      | 3.5000%  | 0.0000% | $25000.00          | $2391.68           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $563776.00         | $79343.11          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  | 0.0000% | $21823228.00       | $19020678.76       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9507 | 2045-10-01      | 3.5000%  | 0.0000% | $35000.00          | $8372.43           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5068 | 2049-04-01      | 4.5000%  | 0.0000% | $2876437.00        | $304548.05         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8066 | 2050-05-01      | 5.0000%  | 0.0000% | $2051297.00        | $219965.75         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2049 | 2049-11-01      | 3.0000%  | 0.0000% | $30816.00          | $2740.13           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  | 0.0000% | $3325000.00        | $222599.76         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3398 | 2042-08-01      | 3.5000%  | 0.0000% | $65000.00          | $14502.28          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0818 | 2038-02-01      | 3.0000%  | 0.0000% | $36952.00          | $25490.76          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $3539673.00        | $757914.64         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | 0.0000% | $495168.00         | $382963.42         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4687 | 2054-09-01      | 6.5000%  | 0.0000% | $5000640.00        | $5010363.73        | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $80159919.00       | $46842345.92       | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $391004970.00      | $224063398.35      | Agency Mortgage-Backed Securities |
| GNII SF MA8492 M     | 2052-12-20      | 6.0000%  | 0.0000% | $1319.00           | $744.99            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC3218 | 2046-04-01      | 3.5000%  | 0.0000% | $723480.00         | $132613.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2522 | 2046-02-01      | 3.5000%  | 0.0000% | $1835000.00        | $207919.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5090 | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $414781.93         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1612 | 2055-05-01      | 7.0000%  | 0.0000% | $25059382.00       | $24178776.50       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9844 | 2055-01-01      | 6.5000%  | 0.0000% | $34495804.00       | $30065405.25       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888813 | 2037-03-01      | 6.5000%  | 0.0000% | $4203655.00        | $43965.39          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL938394 | 2037-07-01      | 6.0000%  | 0.0000% | $25935.00          | $242.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $1285011.00        | $147627.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2960 | 2049-01-01      | 4.5000%  | 0.0000% | $2215000.00        | $163355.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP8246 | 2042-09-01      | 3.5000%  | 0.0000% | $38679.00          | $4466.53           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  | 0.0000% | $175000.00         | $16433.83          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL8671 | 2028-11-01      | 2.5000%  | 0.0000% | $5694439.00        | $279557.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3803 | 2046-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $506945.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  | 0.0000% | $1150000.00        | $153373.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  | 0.0000% | $1206820.00        | $153121.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  | 0.0000% | $201000.00         | $68569.11          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  | 0.0000% | $135000.00         | $21069.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ8655 | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $140792.49         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  | 0.0000% | $1234239.00        | $78411.69          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBJ0978 | 2047-11-01      | 3.0000%  | 0.0000% | $33843.00          | $6470.95           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $51844.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  | 0.0000% | $4000853.00        | $836282.19         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0816 | 2037-06-01      | 1.5000%  | 0.0000% | $847497.00         | $581885.99         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5949 | 2048-11-01      | 4.5000%  | 0.0000% | $1050758.00        | $76235.77          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4614 | 2045-05-01      | 3.5000%  | 0.0000% | $705247.00         | $75858.17          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0026 | 2047-02-01      | 3.0000%  | 0.0000% | $30000000.00       | $8281732.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1695 | 2031-03-01      | 2.5000%  | 0.0000% | $145000.00         | $16128.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM4091 | 2035-08-01      | 2.5000%  | 0.0000% | $50000.00          | $21648.54          | Agency Mortgage-Backed Securities |
| 06.500 FGPC A68726 G | 2037-11-01      | 6.5000%  | 0.0000% | $10259051.00       | $20053.66          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $213000.00         | $21027.00          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  | 0.0000% | $155246.00         | $11217.77          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4374 | 2027-08-01      | 2.5000%  | 0.0000% | $5000000.00        | $103331.14         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8056 | 2050-04-01      | 3.0000%  | 0.0000% | $2586065.00        | $515310.84         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7202 | 2054-09-01      | 6.5000%  | 0.0000% | $12140300.00       | $11291788.93       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $122034.49         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q09949 G | 2042-08-01      | 3.0000%  | 0.0000% | $159744.00         | $19723.63          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q12445 G | 2042-11-01      | 3.0000%  | 0.0000% | $5178.00           | $402.91            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6147 | 2054-09-01      | 6.5000%  | 0.0000% | $5909179.00        | $5336312.05        | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLZT1237 | 2043-04-01      | 3.5000%  | 0.0000% | $2000.00           | $344.70            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  | 0.0000% | $25642.00          | $19119.99          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  | 0.0000% | $299983.00         | $86900.05          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0483 | 2037-06-01      | 2.5000%  | 0.0000% | $492044.00         | $179771.51         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  | 0.0000% | $224050.00         | $148405.05         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2815 | 2038-01-01      | 2.5000%  | 0.0000% | $1758863.00        | $1332910.49        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  | 0.0000% | $389773.00         | $72670.22          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3224 | 2037-03-01      | 3.0000%  | 0.0000% | $78737.00          | $45047.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  | 0.0000% | $3272047.00        | $513194.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0281 | 2046-03-01      | 3.5000%  | 0.0000% | $163000.00         | $44522.99          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  | 0.0000% | $314591.00         | $207070.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889455 | 2038-05-01      | 6.0000%  | 0.0000% | $19058057.00       | $131628.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL981726 | 2038-07-01      | 6.0000%  | 0.0000% | $36270.00          | $2050.92           | Agency Mortgage-Backed Securities |
| FNMS 03.500 GLAB8675 | 2043-03-01      | 3.5000%  | 0.0000% | $2555608.00        | $161020.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP6242 | 2042-10-01      | 3.5000%  | 0.0000% | $4590000.00        | $437941.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0594 | 2055-06-01      | 6.5000%  | 0.0000% | $25431162.00       | $26260859.41       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995251 | 2038-11-01      | 6.0000%  | 0.0000% | $22862795.00       | $257134.54         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  | 0.0000% | $1735053.00        | $1158466.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $10608428.00       | $231201.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $1539200.00        | $141645.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3530 | 2048-10-01      | 3.0000%  | 0.0000% | $49763.00          | $5960.75           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3124 | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $289210.19         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3701 | 2035-07-01      | 2.5000%  | 0.0000% | $38000.00          | $14304.38          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $1659156.00        | $304833.99         | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $398253319.00      | $249225405.70      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM1865 | 2029-01-01      | 6.0000%  | 0.0000% | $1363400.00        | $48383.27          | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $16511990.00       | $11246306.86       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3112 | 2049-04-01      | 4.0000%  | 0.0000% | $1591723.00        | $380515.55         | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $2802663.00        | $827674.17         | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M     | 2052-05-20      | 2.5000%  | 0.0000% | $46754406.00       | $30715685.07       | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $21758.00          | $1744.58           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4439 | 2048-06-01      | 4.0000%  | 0.0000% | $5750000.00        | $1283119.77        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4197 | 2047-03-01      | 3.0000%  | 0.0000% | $39000000.00       | $7099607.03        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  | 0.0000% | $275000.00         | $34233.92          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5197 | 2046-07-01      | 4.5000%  | 0.0000% | $300000.00         | $74573.61          | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $3362762.00        | $1179662.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2396 | 2049-02-01      | 4.0000%  | 0.0000% | $980690.00         | $163318.72         | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $14923497.00       | $14032388.21       | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $113819592.00      | $111226677.89      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  | 0.0000% | $288762.00         | $123817.08         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G61761 G | 2046-01-01      | 4.0000%  | 0.0000% | $13822918.00       | $3907889.80        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4486 | 2037-08-01      | 3.0000%  | 0.0000% | $327822.00         | $259073.80         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  | 0.0000% | $254670.00         | $174439.77         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q44073 G | 2046-09-01      | 3.0000%  | 0.0000% | $48712237.00       | $8019455.44        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $455270.06         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFS4327 | 2052-04-01      | 1.5000%  | 0.0000% | $13782863.00       | $9238860.46        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5392 | 2053-07-01      | 6.5000%  | 0.0000% | $24513654.00       | $19168853.22       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  | 0.0000% | $213036.00         | $24130.34          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $337842.00         | $62842.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7965 | 2043-02-01      | 3.5000%  | 0.0000% | $265000.00         | $29783.47          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3776 | 2049-09-01      | 4.0000%  | 0.0000% | $32500000.00       | $3916589.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA1528 | 2028-07-01      | 2.5000%  | 0.0000% | $1050000.00        | $53851.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5372 | 2042-06-01      | 3.5000%  | 0.0000% | $720000.00         | $46779.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3800 | 2039-10-01      | 3.0000%  | 0.0000% | $1546449.00        | $207224.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2549 | 2046-03-01      | 3.5000%  | 0.0000% | $4191182.00        | $414728.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS3877 | 2044-11-01      | 4.5000%  | 0.0000% | $33477900.00       | $3854113.04        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB8447 | 2028-02-01      | 2.5000%  | 0.0000% | $1125000.00        | $45281.30          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | 0.0000% | $9172205.00        | $1265277.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB2130 | 2026-01-01      | 3.5000%  | 0.0000% | $1299846.00        | $863.54            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $4263416.00        | $2654712.65        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1486368.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7424 | 2055-07-01      | 6.5000%  | 0.0000% | $13636663.00       | $14260171.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  | 0.0000% | $1412969.00        | $213766.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1269360.00        | $216614.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $7724818.00        | $1015240.67        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $3102545.00        | $550288.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3831 | 2039-11-01      | 3.0000%  | 0.0000% | $641816.00         | $94836.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $1104138.00        | $193902.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $25497.00          | $3609.57           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  | 0.0000% | $503003.00         | $57248.20          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5331 | 2054-03-01      | 6.0000%  | 0.0000% | $10000000.00       | $8749904.79        | Agency Mortgage-Backed Securities |
| 06.500 FGPC G05580 G | 2039-04-01      | 6.5000%  | 0.0000% | $678637.00         | $6932.36           | Agency Mortgage-Backed Securities |
| 03.500 FGPC C03719 G | 2041-10-01      | 3.5000%  | 0.0000% | $500000.00         | $22279.80          | Agency Mortgage-Backed Securities |
| 06.500 FGPC G08066 G | 2035-06-01      | 6.5000%  | 0.0000% | $761000.00         | $10063.62          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0715 | 2048-09-01      | 3.0000%  | 0.0000% | $549904.00         | $76968.29          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $628526.00         | $65610.53          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4792 | 2048-09-01      | 5.0000%  | 0.0000% | $1424791.00        | $144188.73         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1703 | 2049-01-01      | 4.0000%  | 0.0000% | $26500000.00       | $4756693.41        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK5632 | 2028-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $43925.39          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8152 | 2037-05-01      | 1.5000%  | 0.0000% | $4650933.00        | $2903137.78        | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03551 G | 2037-11-01      | 6.0000%  | 0.0000% | $18276751.00       | $124756.43         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08554 G | 2043-10-01      | 3.5000%  | 0.0000% | $1524768.00        | $159698.55         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02648 G | 2036-12-01      | 5.5000%  | 0.0000% | $9468237.00        | $63894.68          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03812 G | 2038-02-01      | 5.5000%  | 0.0000% | $9315187.00        | $49617.74          | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58591 G | 2048-09-01      | 5.0000%  | 0.0000% | $2233722.00        | $256237.47         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G61985 G | 2047-10-01      | 3.0000%  | 0.0000% | $21281788.00       | $4957533.06        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60126 G | 2041-11-01      | 4.5000%  | 0.0000% | $179163.00         | $17942.32          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62886 G | 2049-04-01      | 4.0000%  | 0.0000% | $3609696.00        | $312177.12         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  | 0.0000% | $100000.00         | $12904.47          | Agency Mortgage-Backed Securities |
| 05.500 FGPC V80890 G | 2039-12-01      | 5.5000%  | 0.0000% | $1032642.00        | $116785.31         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61721 G | 2046-11-01      | 3.5000%  | 0.0000% | $380000.00         | $59860.10          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q31356 G | 2045-02-01      | 3.5000%  | 0.0000% | $30000.00          | $8243.69           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0800 | 2049-07-01      | 3.0000%  | 0.0000% | $1490144.00        | $179814.71         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q45219 G | 2045-01-01      | 3.5000%  | 0.0000% | $1250000.00        | $219570.61         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA9049 | 2050-04-01      | 3.0000%  | 0.0000% | $2316541.00        | $728146.11         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G62009 G | 2046-08-01      | 3.5000%  | 0.0000% | $389107.00         | $98184.73          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP3667 | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $131.36            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $35913.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6534 | 2046-01-01      | 3.5000%  | 0.0000% | $480000.00         | $52544.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  | 0.0000% | $386000.00         | $52197.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $336000.00         | $58066.46          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  | 0.0000% | $150000.00         | $24323.04          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6395 | 2045-12-01      | 3.5000%  | 0.0000% | $6130000.00        | $588733.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  | 0.0000% | $1506141.00        | $97937.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  | 0.0000% | $63437254.00       | $11224883.21       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  | 0.0000% | $1054536.00        | $185291.52         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7545 | 2046-07-01      | 3.5000%  | 0.0000% | $10750000.00       | $1155309.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9927 | 2047-07-01      | 4.5000%  | 0.0000% | $35327400.00       | $6937953.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  | 0.0000% | $303287.00         | $62647.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  | 0.0000% | $78000.00          | $8943.81           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  | 0.0000% | $2395000.00        | $257342.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  | 0.0000% | $112553131.00      | $628982.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0098 | 2055-06-01      | 6.0000%  | 0.0000% | $9742136.00        | $10137093.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0100 | 2055-06-01      | 6.0000%  | 0.0000% | $8704528.00        | $8846947.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6158 | 2055-04-01      | 6.0000%  | 0.0000% | $9318897.00        | $9575168.93        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU5159 | 2054-11-01      | 7.0000%  | 0.0000% | $8193684.00        | $7462629.36        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  | 0.0000% | $489846.00         | $307275.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4724 | 2054-07-01      | 5.5000%  | 0.0000% | $34713075.00       | $32235848.60       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  | 0.0000% | $1265000.00        | $118405.66         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $31000.00          | $2629.23           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP0038 | 2049-12-01      | 3.0000%  | 0.0000% | $420900.00         | $106775.71         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A89607 G | 2039-11-01      | 5.5000%  | 0.0000% | $1021426.00        | $80637.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4462 | 2054-04-01      | 5.5000%  | 0.0000% | $23263541.00       | $21040735.66       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1362 | 2055-05-01      | 6.5000%  | 0.0000% | $30131395.00       | $30277216.47       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0746 | 2055-04-01      | 6.5000%  | 0.0000% | $23269334.00       | $22703609.83       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1723 | 2054-06-01      | 6.5000%  | 0.0000% | $28001911.00       | $26036535.56       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1374 | 2055-05-01      | 6.5000%  | 0.0000% | $24651051.00       | $24682810.92       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1352 | 2055-05-01      | 6.0000%  | 0.0000% | $14685055.00       | $15012981.46       | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $6799.00           | $1130.09           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3199 | 2055-09-01      | 6.0000%  | 0.0000% | $10093243.00       | $10443770.37       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL0520 | 2054-09-01      | 7.0000%  | 0.0000% | $27101531.00       | $23690814.65       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  | 0.0000% | $367136.00         | $78920.30          | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $2643756.00        | $1399253.46        | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $154567029.00      | $112803184.82      | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $114590933.00      | $80297430.31       | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $366356507.00      | $234612133.05      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0079 | 2040-02-01      | 4.5000%  | 0.0000% | $403110719.00      | $12207017.48       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3271 | 2037-08-01      | 3.0000%  | 0.0000% | $3215783.00        | $2275270.57        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  | 0.0000% | $67466.00          | $1093.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  | 0.0000% | $10027586.00       | $611916.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  | 0.0000% | $551000.00         | $98197.22          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $1933190.00        | $47123.83          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  | 0.0000% | $41527.00          | $30140.48          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $203081.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  | 0.0000% | $2093181.00        | $121803.32         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $2425000.00        | $1486846.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $3250397.00        | $454169.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL796197 | 2034-11-01      | 5.5000%  | 0.0000% | $176471.00         | $1829.28           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $408000.00         | $32423.16          | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $72014170.00       | $68460730.06       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8526 | 2051-01-01      | 2.5000%  | 0.0000% | $60000000.00       | $28344688.01       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  | 0.0000% | $44100087.00       | $27052814.95       | Agency Mortgage-Backed Securities |
| 03.000 FGPC C04482 G | 2043-02-01      | 3.0000%  | 0.0000% | $402132.00         | $87481.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  | 0.0000% | $79046952.00       | $12638248.26       | Agency Mortgage-Backed Securities |
| 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  | 0.0000% | $28506.00          | $3136.46           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQN9907 | 2037-04-01      | 3.0000%  | 0.0000% | $136091.00         | $81545.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7475 | 2053-11-01      | 5.5000%  | 0.0000% | $7445111.00        | $6229675.73        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  | 0.0000% | $76354.00          | $53940.00          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2885 | 2050-04-01      | 3.0000%  | 0.0000% | $56960.00          | $10161.35          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  | 0.0000% | $17916450.00       | $14465479.81       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC3059 | 2038-10-01      | 2.5000%  | 0.0000% | $105450.00         | $69902.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW9441 | 2044-07-01      | 3.5000%  | 0.0000% | $125400920.00      | $11972579.82       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6879 | 2046-03-01      | 3.5000%  | 0.0000% | $995561.00         | $85853.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  | 0.0000% | $6130000.00        | $681345.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAZ4898 | 2030-08-01      | 2.5000%  | 0.0000% | $148879.00         | $11441.98          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7348 | 2042-03-01      | 3.5000%  | 0.0000% | $275000.00         | $24776.62          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  | 0.0000% | $593946.00         | $12515.42          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL2462 | 2027-10-01      | 2.5000%  | 0.0000% | $4691803.00        | $124225.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL782244 | 2034-07-01      | 5.5000%  | 0.0000% | $1177570.00        | $13779.84          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8948 | 2055-09-01      | 6.0000%  | 0.0000% | $9496696.00        | $9864047.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  | 0.0000% | $400000.00         | $63981.57          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07160 G | 2042-10-01      | 3.0000%  | 0.0000% | $22000000.00       | $2227801.66        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08820 G | 2048-05-01      | 4.5000%  | 0.0000% | $16250742.00       | $1396005.74        | Agency Mortgage-Backed Securities |
| 06.000 FGPC A62706 G | 2037-06-01      | 6.0000%  | 0.0000% | $10272321.00       | $18021.69          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18719 G | 2034-01-01      | 3.0000%  | 0.0000% | $13002261.00       | $1627553.22        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08499 G | 2042-07-01      | 3.0000%  | 0.0000% | $27667.00          | $2531.77           | Agency Mortgage-Backed Securities |
| 03.500 FGPC V83709 G | 2043-01-01      | 3.5000%  | 0.0000% | $4430091.00        | $1493046.16        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q04439 G | 2041-11-01      | 3.5000%  | 0.0000% | $500000.00         | $24124.21          | Agency Mortgage-Backed Securities |
| 06.000 FGPC G06534 G | 2038-12-01      | 6.0000%  | 0.0000% | $748357.00         | $12288.95          | Agency Mortgage-Backed Securities |
| 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  | 0.0000% | $326933.00         | $6042.23           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08818 G | 2048-06-01      | 4.5000%  | 0.0000% | $3148000.00        | $266718.05         | Agency Mortgage-Backed Securities |
| 06.500 FGPC A80793 G | 2038-08-01      | 6.5000%  | 0.0000% | $144824.00         | $3454.89           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07098 G | 2042-07-01      | 3.5000%  | 0.0000% | $3090043.00        | $234777.36         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08488 G | 2042-04-01      | 3.5000%  | 0.0000% | $3250000.00        | $258770.11         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2501 | 2038-04-01      | 3.0000%  | 0.0000% | $1803067.00        | $268363.42         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $9494420.00        | $1512635.66        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q17647 G | 2043-04-01      | 3.5000%  | 0.0000% | $4608244.00        | $316836.84         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $2031.36           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  | 0.0000% | $150000.00         | $14847.79          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0055 | 2049-06-01      | 3.0000%  | 0.0000% | $808840.00         | $86868.26          | Agency Mortgage-Backed Securities |
| 03.000 FGPC J40197 G | 2034-02-01      | 3.0000%  | 0.0000% | $146957.00         | $17490.02          | Agency Mortgage-Backed Securities |
| 05.500 FGPC C91165 G | 2028-03-01      | 5.5000%  | 0.0000% | $26458.00          | $65.72             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4881 | 2028-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $160994.19         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  | 0.0000% | $9445341.00        | $50244.09          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3883 | 2043-12-01      | 3.5000%  | 0.0000% | $500000.00         | $73531.62          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5947 | 2048-11-01      | 4.5000%  | 0.0000% | $1147416.00        | $86181.63          | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91075 G | 2027-08-01      | 6.0000%  | 0.0000% | $3025000.00        | $8995.48           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4725 | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $16641.47          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q19384 G | 2043-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $166693.61         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5027 | 2040-01-01      | 3.0000%  | 0.0000% | $975247.00         | $196466.57         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q15239 G | 2043-02-01      | 3.0000%  | 0.0000% | $4096518.00        | $624428.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2863 | 2052-11-01      | 5.5000%  | 0.0000% | $1947053.00        | $1624197.02        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0873 | 2037-09-01      | 3.0000%  | 0.0000% | $835831.00         | $386516.16         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  | 0.0000% | $8341331.00        | $1344210.72        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  | 0.0000% | $83266.00          | $40286.92          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX4510 | 2055-01-01      | 6.0000%  | 0.0000% | $7600742.00        | $7758325.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  | 0.0000% | $3900.00           | $2407.57           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9831 | 2055-08-01      | 6.5000%  | 0.0000% | $22203319.00       | $23239555.65       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | 0.0000% | $1906000.00        | $196493.19         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07664 G | 2043-08-01      | 3.5000%  | 0.0000% | $1260000.00        | $217893.77         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08521 G | 2043-01-01      | 3.0000%  | 0.0000% | $2412403.00        | $351847.89         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0948 | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $139576.25         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A82380 G | 2038-10-01      | 6.0000%  | 0.0000% | $2472559.00        | $4659.21           | Agency Mortgage-Backed Securities |
| 03.500 FGPC C09068 G | 2044-11-01      | 3.5000%  | 0.0000% | $15000.00          | $1445.21           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL8469 | 2044-09-01      | 3.5000%  | 0.0000% | $500000.00         | $84091.88          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK8095 | 2031-06-01      | 2.5000%  | 0.0000% | $745000.00         | $106514.61         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q28431 G | 2044-09-01      | 3.5000%  | 0.0000% | $1400000.00        | $204744.21         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4984 | 2049-04-01      | 3.0000%  | 0.0000% | $7219026.00        | $787065.49         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQB1361 | 2050-07-01      | 5.0000%  | 0.0000% | $127129.00         | $30062.09          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $290000.00         | $31505.35          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6448 | 2050-01-01      | 3.0000%  | 0.0000% | $56123.00          | $11696.57          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A80400 G | 2037-08-01      | 5.5000%  | 0.0000% | $1676450.00        | $27839.04          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  | 0.0000% | $1750000.00        | $186982.24         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $124078.53         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | 0.0000% | $10000000.00       | $253811.67         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3967 | 2047-08-01      | 3.5000%  | 0.0000% | $970000.00         | $92159.44          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB9274 | 2051-02-01      | 1.5000%  | 0.0000% | $2557720.00        | $1634261.52        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  | 0.0000% | $19000.00          | $2805.43           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61578 G | 2048-08-01      | 4.5000%  | 0.0000% | $22000000.00       | $1660137.80        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  | 0.0000% | $1129513.00        | $70256.28          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  | 0.0000% | $25000.00          | $4355.58           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1295 | 2048-11-01      | 4.0000%  | 0.0000% | $159745.00         | $21669.42          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G61876 G | 2049-02-01      | 5.5000%  | 0.0000% | $979534.00         | $101084.61         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  | 0.0000% | $100000.00         | $13848.42          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8866 | 2050-04-01      | 3.0000%  | 0.0000% | $2526285.00        | $707089.63         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  | 0.0000% | $13055551.00       | $796078.49         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4288 | 2049-03-01      | 3.0000%  | 0.0000% | $230330.00         | $24920.48          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $898290.00         | $64829.77          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1647.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  | 0.0000% | $251000.00         | $193.35            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL3197 | 2026-06-01      | 5.0000%  | 0.0000% | $1207009.00        | $1.03              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $281483.09         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0971 | 2037-10-01      | 3.0000%  | 0.0000% | $276231.00         | $177320.67         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA1217 | 2049-08-01      | 5.0000%  | 0.0000% | $656959.00         | $76161.26          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0309 | 2040-01-01      | 6.0000%  | 0.0000% | $341017.00         | $8186.56           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725943 | 2034-10-01      | 5.5000%  | 0.0000% | $422852.00         | $3304.59           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $111454.68         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $4963000.00        | $1021656.72        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAK7581 | 2042-08-01      | 3.0000%  | 0.0000% | $2375000.00        | $257983.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAJ9278 | 2041-12-01      | 3.5000%  | 0.0000% | $10325000.00       | $726641.40         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8841 | 2045-07-01      | 4.0000%  | 0.0000% | $450000.00         | $42025.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  | 0.0000% | $57418790.00       | $10014086.48       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7355 | 2045-11-01      | 3.5000%  | 0.0000% | $406641.00         | $43622.62          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1442 | 2046-07-01      | 3.5000%  | 0.0000% | $215000.00         | $27558.70          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBJ9175 | 2048-05-01      | 5.5000%  | 0.0000% | $482433.00         | $38627.90          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  | 0.0000% | $166000.00         | $30809.03          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  | 0.0000% | $126495.00         | $72029.20          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3526 | 2049-02-01      | 3.0000%  | 0.0000% | $1088255.00        | $87224.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | 0.0000% | $16500000.00       | $1823866.33        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  | 0.0000% | $91000.00          | $14611.02          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA1795 | 2048-05-01      | 5.0000%  | 0.0000% | $6692881.00        | $512881.00         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $21477995.00       | $16240013.31       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $46551.00          | $35804.84          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8481 | 2053-10-01      | 6.0000%  | 0.0000% | $10136997.00       | $9166272.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  | 0.0000% | $26116.00          | $772.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  | 0.0000% | $223874.00         | $159413.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  | 0.0000% | $484501.00         | $302439.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1191 | 2047-11-01      | 3.5000%  | 0.0000% | $11678260.00       | $1558960.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735178 | 2034-12-01      | 5.5000%  | 0.0000% | $398455.00         | $3432.14           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL949358 | 2037-08-01      | 6.5000%  | 0.0000% | $895378.00         | $22443.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  | 0.0000% | $27000.00          | $105.50            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1348 | 2055-05-01      | 6.0000%  | 0.0000% | $22193771.00       | $22272952.51       | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $265207933.00      | $248379719.28      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1100 | 2046-01-01      | 3.5000%  | 0.0000% | $632059.00         | $72159.28          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT8211 | 2037-06-01      | 2.5000%  | 0.0000% | $499950.00         | $339505.84         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  | 0.0000% | $190000.00         | $23238.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  | 0.0000% | $750000.00         | $175664.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6620 | 2046-02-01      | 3.5000%  | 0.0000% | $500000.00         | $68560.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | 0.0000% | $103500000.00      | $14698416.07       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8282 | 2046-11-01      | 3.5000%  | 0.0000% | $640569.00         | $78252.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5056 | 2045-05-01      | 3.5000%  | 0.0000% | $5051351.00        | $561648.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7242 | 2046-05-01      | 3.5000%  | 0.0000% | $580000.00         | $46051.38          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q27614 G | 2044-05-01      | 4.5000%  | 0.0000% | $863747.00         | $220395.92         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  | 0.0000% | $183182.00         | $152089.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  | 0.0000% | $10920000.00       | $1274169.30        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4719 | 2054-01-01      | 7.0000%  | 0.0000% | $7302585.00        | $5933724.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3681 | 2049-06-01      | 4.5000%  | 0.0000% | $55110477.00       | $9147492.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1233 | 2048-03-01      | 3.5000%  | 0.0000% | $41830842.00       | $7804922.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL9562 | 2041-07-01      | 6.0000%  | 0.0000% | $1710541.00        | $314461.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL966851 | 2037-12-01      | 6.0000%  | 0.0000% | $88557.00          | $1022.32           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A66740 G | 2037-10-01      | 6.5000%  | 0.0000% | $3302805.00        | $17179.86          | Agency Mortgage-Backed Securities |
| 06.500 FGPC G04955 G | 2038-11-01      | 6.5000%  | 0.0000% | $1625363.00        | $9186.13           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A79180 G | 2037-10-01      | 6.0000%  | 0.0000% | $4752815.00        | $45430.39          | Agency Mortgage-Backed Securities |
| 06.000 FGPC A69830 G | 2037-12-01      | 6.0000%  | 0.0000% | $4003599.00        | $12660.79          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  | 0.0000% | $350000.00         | $37689.96          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q07758 G | 2042-04-01      | 3.5000%  | 0.0000% | $6750000.00        | $834210.06         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $15771802.00       | $3960863.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAH2680 | 2041-01-01      | 3.5000%  | 0.0000% | $4000000.00        | $192362.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY6023 | 2045-09-01      | 3.5000%  | 0.0000% | $1828232.00        | $247777.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $276000.00         | $35902.27          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  | 0.0000% | $26798000.00       | $3461750.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBW1354 | 2037-11-01      | 3.5000%  | 0.0000% | $1709915.00        | $1081923.70        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAT2060 | 2028-04-01      | 2.5000%  | 0.0000% | $470000.00         | $16714.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $19339000.00       | $1480667.68        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD7425 | 2054-12-01      | 7.0000%  | 0.0000% | $15176307.00       | $13761176.54       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  | 0.0000% | $58000.00          | $4509.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $136825.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3741 | 2039-08-01      | 3.0000%  | 0.0000% | $2655329.00        | $312821.04         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN5108 | 2049-04-01      | 3.0000%  | 0.0000% | $895289.00         | $139839.40         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4883 | 2049-12-01      | 3.0000%  | 0.0000% | $25037623.00       | $5259403.43        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL256801 | 2037-06-01      | 6.5000%  | 0.0000% | $2230000.00        | $19896.79          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $841082.71         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q14276 G | 2043-01-01      | 3.0000%  | 0.0000% | $2519000.00        | $427373.75         | Agency Mortgage-Backed Securities |
| GNII SF MB0621 M     | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $979.27            | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $19255197.00       | $9385223.19        | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $14196908.00       | $9712197.88        | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $437496265.00      | $69905646.61       | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $463109475.00      | $230772680.38      | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08393 G | 2040-03-01      | 5.0000%  | 0.0000% | $1027416.00        | $28811.11          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A29948 G | 2035-02-01      | 5.5000%  | 0.0000% | $1079270.00        | $16983.46          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04359 G | 2038-06-01      | 5.5000%  | 0.0000% | $1666505.00        | $15102.21          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $45167.14          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90380 G | 2039-12-01      | 5.5000%  | 0.0000% | $3331416.00        | $274811.28         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G06886 G | 2042-01-01      | 4.0000%  | 0.0000% | $16629581.00       | $1547730.71        | Agency Mortgage-Backed Securities |
| 05.500 FGPC A83066 G | 2038-11-01      | 5.5000%  | 0.0000% | $3776120.00        | $10419.54          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $173.12            | Agency Mortgage-Backed Securities |
| 03.500 FGPC C04060 G | 2042-06-01      | 3.5000%  | 0.0000% | $4735000.00        | $392586.95         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03150 G | 2037-08-01      | 5.5000%  | 0.0000% | $16012676.00       | $77042.81          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  | 0.0000% | $825985.00         | $57841.78          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08827 G | 2048-07-01      | 4.5000%  | 0.0000% | $2767500.00        | $247450.99         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  | 0.0000% | $156000.00         | $2498.94           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03202 G | 2037-09-01      | 5.5000%  | 0.0000% | $3126597.00        | $20694.96          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07289 G | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.26            | Agency Mortgage-Backed Securities |
| 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  | 0.0000% | $1947730.00        | $4355.59           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91112 G | 2027-10-01      | 6.0000%  | 0.0000% | $2048309.00        | $2625.90           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05956 G | 2038-07-01      | 5.5000%  | 0.0000% | $7395477.00        | $88986.90          | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08589 G | 2044-05-01      | 5.0000%  | 0.0000% | $379035.00         | $26604.92          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  | 0.0000% | $2000000.00        | $6741.21           | Agency Mortgage-Backed Securities |
| 05.000 FGPC A91351 G | 2040-03-01      | 5.0000%  | 0.0000% | $1201282.00        | $17052.80          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03400 G | 2037-03-01      | 5.5000%  | 0.0000% | $3622490.00        | $19426.94          | Agency Mortgage-Backed Securities |
| 06.500 FGPC G06670 G | 2039-09-01      | 6.5000%  | 0.0000% | $175000.00         | $2844.52           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $142.46            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2184 | 2046-11-01      | 3.5000%  | 0.0000% | $770274.00         | $294253.19         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08681 G | 2045-12-01      | 3.5000%  | 0.0000% | $12558000.00       | $1364405.28        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  | 0.0000% | $180000.00         | $17581.25          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08650 G | 2045-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $129667.53         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08711 G | 2046-06-01      | 3.5000%  | 0.0000% | $18715000.00       | $2154697.57        | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91213 G | 2028-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $8306.76           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  | 0.0000% | $25132.00          | $2069.39           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0291 | 2050-03-01      | 5.0000%  | 0.0000% | $9180496.00        | $1334174.50        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q37204 G | 2045-11-01      | 3.5000%  | 0.0000% | $955630.00         | $93056.66          | Agency Mortgage-Backed Securities |
| 03.000 FGPC V82504 G | 2046-07-01      | 3.0000%  | 0.0000% | $10681.00          | $3477.29           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7216 | 2054-12-01      | 6.5000%  | 0.0000% | $7685219.00        | $7435581.50        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61301 G | 2049-02-01      | 4.0000%  | 0.0000% | $1105769.00        | $69471.57          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  | 0.0000% | $51042.00          | $36923.95          | Agency Mortgage-Backed Securities |
| 04.000 FGPC V83169 G | 2047-04-01      | 4.0000%  | 0.0000% | $62562572.00       | $4707271.38        | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q08511 G | 2042-05-01      | 3.0000%  | 0.0000% | $158320.00         | $13737.02          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61236 G | 2049-02-01      | 4.0000%  | 0.0000% | $3718992.00        | $814487.64         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q10378 G | 2042-08-01      | 3.0000%  | 0.0000% | $35389.00          | $4107.73           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  | 0.0000% | $1440781.00        | $46193.38          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  | 0.0000% | $166723.00         | $26037.04          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q36667 G | 2045-10-01      | 3.5000%  | 0.0000% | $2750000.00        | $424056.80         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $32777876.00       | $3599867.82        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  | 0.0000% | $3461000.00        | $824409.95         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60384 G | 2046-01-01      | 4.5000%  | 0.0000% | $352675.00         | $37197.93          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60018 G | 2043-12-01      | 4.5000%  | 0.0000% | $418000.00         | $40936.16          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61615 G | 2045-07-01      | 4.5000%  | 0.0000% | $9956295.00        | $2600297.08        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q60732 G | 2048-12-01      | 4.0000%  | 0.0000% | $1748541.00        | $707268.31         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q34980 G | 2045-07-01      | 3.5000%  | 0.0000% | $510000.00         | $89458.17          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAP1703 | 2042-08-01      | 4.5000%  | 0.0000% | $252000.00         | $29954.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $655000.00         | $127553.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5472 | 2042-07-01      | 3.5000%  | 0.0000% | $7737893.00        | $632785.71         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1176 | 2039-10-01      | 6.5000%  | 0.0000% | $1731147.00        | $46878.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4555 | 2045-03-01      | 3.5000%  | 0.0000% | $700000.00         | $125549.81         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  | 0.0000% | $575000.00         | $71878.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAO9573 | 2027-06-01      | 4.0000%  | 0.0000% | $912271.00         | $6295.62           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAR6885 | 2028-02-01      | 2.5000%  | 0.0000% | $2300000.00        | $82472.41          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  | 0.0000% | $92218741.00       | $10801295.60       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $600000.00         | $65268.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4992 | 2045-05-01      | 3.5000%  | 0.0000% | $1171000.00        | $161488.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4886 | 2045-05-01      | 3.5000%  | 0.0000% | $2300000.00        | $448818.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  | 0.0000% | $8160000.00        | $705260.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU9831 | 2043-11-01      | 3.5000%  | 0.0000% | $250000.00         | $18295.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  | 0.0000% | $232801.00         | $14119.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT1800 | 2043-04-01      | 3.5000%  | 0.0000% | $59014669.00       | $4424914.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2835 | 2055-06-01      | 6.5000%  | 0.0000% | $8868585.00        | $9291611.65        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3875 | 2048-04-01      | 4.0000%  | 0.0000% | $5127679.00        | $885631.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7660 | 2048-10-01      | 4.5000%  | 0.0000% | $356688.00         | $21544.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $497596.10         | Agency Mortgage-Backed Securities |
| 06.500 FGPC G04173 G | 2037-12-01      | 6.5000%  | 0.0000% | $603821.00         | $6073.09           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5042 | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $20281.98          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3197 | 2049-01-01      | 4.0000%  | 0.0000% | $6225454.00        | $1183933.10        | Agency Mortgage-Backed Securities |
| 06.500 FGPC A65070 G | 2037-09-01      | 6.5000%  | 0.0000% | $6437794.00        | $20794.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM5276 | 2029-09-01      | 6.0000%  | 0.0000% | $3079554.00        | $53378.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH1380 | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $1370240.46        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3474 | 2046-04-01      | 3.5000%  | 0.0000% | $13021075.00       | $3812892.74        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2641 | 2048-11-01      | 4.5000%  | 0.0000% | $11000000.00       | $953405.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  | 0.0000% | $787500.00         | $100585.69         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3791 | 2037-05-01      | 2.5000%  | 0.0000% | $6124522.00        | $3244216.29        | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q11553 G | 2042-10-01      | 3.0000%  | 0.0000% | $67827.00          | $12631.36          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q16644 G | 2043-03-01      | 3.5000%  | 0.0000% | $28000.00          | $4559.77           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  | 0.0000% | $657055.00         | $116701.54         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $30116000.00       | $3558182.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $62338.00          | $9283.49           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $97000.00          | $7171.64           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6228 | 2042-09-01      | 3.5000%  | 0.0000% | $183000.00         | $21675.88          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2812 | 2041-04-01      | 4.5000%  | 0.0000% | $67550592.00       | $1638763.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5469 | 2042-06-01      | 3.5000%  | 0.0000% | $692184.00         | $58116.91          | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $88005906.00       | $53735841.79       | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $203823211.00      | $115056673.10      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $18808790.00       | $134454.53         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL955791 | 2037-10-01      | 6.5000%  | 0.0000% | $462653.00         | $11664.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $3708906.00        | $482761.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $948692.00         | $605679.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $153065.62         | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $73177229.00       | $68481142.88       | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M     | 2054-10-20      | 4.0000%  | 0.0000% | $30373133.00       | $27896617.15       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $997405.00         | $98815.94          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $1455931.00        | $160755.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | 0.0000% | $9909701.00        | $1287899.23        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $50000.00          | $619.19            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  | 0.0000% | $329126.00         | $29308.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2899 | 2027-02-01      | 2.5000%  | 0.0000% | $52639.00          | $1523.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  | 0.0000% | $1600000.00        | $381463.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $3054168.00        | $273778.58         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888814 | 2037-08-01      | 6.5000%  | 0.0000% | $2364120.00        | $11424.18          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL968381 | 2038-10-01      | 6.5000%  | 0.0000% | $1107430.00        | $11260.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  | 0.0000% | $125000.00         | $20811.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5906 | 2045-10-01      | 3.5000%  | 0.0000% | $804109.00         | $75675.65          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $1198846.00        | $19268.47          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2216 | 2055-05-01      | 6.0000%  | 0.0000% | $14464858.00       | $14950239.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9429 | 2055-04-01      | 6.0000%  | 0.0000% | $10117959.00       | $10269866.75       | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $80795345.00       | $5517285.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5345 | 2049-11-01      | 3.0000%  | 0.0000% | $89091.00          | $20550.45          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5564 | 2037-07-01      | 2.5000%  | 0.0000% | $1740136.00        | $1341518.93        | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03969 G | 2038-02-01      | 6.0000%  | 0.0000% | $4311563.00        | $39052.32          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79390 G | 2038-07-01      | 5.5000%  | 0.0000% | $9724436.00        | $81863.39          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5970 | 2037-07-01      | 2.5000%  | 0.0000% | $621237.00         | $404849.73         | Agency Mortgage-Backed Securities |
| 06.500 FGPC D97671 G | 2028-03-01      | 6.5000%  | 0.0000% | $894040.00         | $1496.50           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  | 0.0000% | $18590513.00       | $2021280.26        | Agency Mortgage-Backed Securities |
| 06.500 FGPC A67394 G | 2037-11-01      | 6.5000%  | 0.0000% | $615384.00         | $5611.07           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G08271 G | 2038-05-01      | 6.0000%  | 0.0000% | $4024996.00        | $46794.36          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  | 0.0000% | $93000.00          | $26798.08          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  | 0.0000% | $210000.00         | $22126.17          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  | 0.0000% | $85000.00          | $6727.59           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $921000.00         | $91023.35          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  | 0.0000% | $110000.00         | $8457.39           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08716 G | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3670588.59        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G06784 G | 2041-10-01      | 3.5000%  | 0.0000% | $8000000.00        | $396384.87         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03927 G | 2038-01-01      | 5.5000%  | 0.0000% | $1474015.00        | $9271.43           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU5134 | 2054-11-01      | 7.0000%  | 0.0000% | $5800366.00        | $4757344.01        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $183.14            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3759 | 2037-03-01      | 2.5000%  | 0.0000% | $1301444.00        | $773374.20         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61195 G | 2044-08-01      | 3.5000%  | 0.0000% | $236000.00         | $58599.38          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $256218.00         | $155468.51         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60963 G | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $91252.95          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q13691 G | 2042-12-01      | 3.0000%  | 0.0000% | $2698267.00        | $481894.35         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q34990 G | 2045-08-01      | 3.0000%  | 0.0000% | $46397892.00       | $7319534.32        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q38492 G | 2046-01-01      | 4.0000%  | 0.0000% | $17000000.00       | $2200780.43        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  | 0.0000% | $61205.00          | $40382.75          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q20569 G | 2043-08-01      | 3.0000%  | 0.0000% | $5000.00           | $759.12            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3444 | 2037-04-01      | 2.5000%  | 0.0000% | $1698225.00        | $1130337.42        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4802 | 2037-07-01      | 2.5000%  | 0.0000% | $272164.00         | $155692.41         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  | 0.0000% | $1200000.00        | $32471.52          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ9362 | 2028-01-01      | 2.5000%  | 0.0000% | $1120000.00        | $38520.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  | 0.0000% | $3300000.00        | $325963.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5722 | 2045-09-01      | 3.5000%  | 0.0000% | $805852.00         | $78416.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  | 0.0000% | $1234816.00        | $125101.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  | 0.0000% | $473364.00         | $52558.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6007 | 2045-10-01      | 3.5000%  | 0.0000% | $808534.00         | $79121.29          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7170 | 2046-05-01      | 3.5000%  | 0.0000% | $595000.00         | $50555.21          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0097 | 2055-06-01      | 6.0000%  | 0.0000% | $11051491.00       | $11034603.43       | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18712 G | 2033-11-01      | 3.0000%  | 0.0000% | $792530.00         | $79014.85          | Agency Mortgage-Backed Securities |
| 06.500 FGPC C01151 G | 2031-03-01      | 6.5000%  | 0.0000% | $522991.00         | $275.86            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90726 G | 2040-01-01      | 5.5000%  | 0.0000% | $7112245.00        | $466392.01         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  | 0.0000% | $171936.00         | $31013.92          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $195000.00         | $16221.84          | Agency Mortgage-Backed Securities |
| 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | 0.0000% | $875000.00         | $97385.39          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04788 G | 2038-09-01      | 5.5000%  | 0.0000% | $8993829.00        | $55403.23          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18706 G | 2033-09-01      | 3.0000%  | 0.0000% | $6621196.00        | $410136.98         | Agency Mortgage-Backed Securities |
| 03.000 FGPC C09022 G | 2042-12-01      | 3.0000%  | 0.0000% | $4613265.00        | $700593.27         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  | 0.0000% | $165000.00         | $46880.90          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3068 | 2042-05-01      | 3.5000%  | 0.0000% | $44000.00          | $7021.67           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN6177 | 2049-06-01      | 3.0000%  | 0.0000% | $4910900.00        | $589108.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4788 | 2048-09-01      | 3.0000%  | 0.0000% | $961433.00         | $135822.54         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A88904 G | 2039-09-01      | 6.0000%  | 0.0000% | $1149418.00        | $29555.13          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $1055997.00        | $653982.09         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  | 0.0000% | $7041202.00        | $13209.10          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0316 | 2033-01-01      | 2.5000%  | 0.0000% | $985882.00         | $196272.72         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05073 G | 2039-01-01      | 5.5000%  | 0.0000% | $1346434.00        | $8317.90           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08676 G | 2045-11-01      | 3.5000%  | 0.0000% | $3851024.00        | $405857.38         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3214 | 2042-06-01      | 3.5000%  | 0.0000% | $25000.00          | $3322.97           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A91161 G | 2040-02-01      | 4.5000%  | 0.0000% | $12000000.00       | $290963.10         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08732 G | 2046-11-01      | 3.0000%  | 0.0000% | $5928000.00        | $991101.39         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  | 0.0000% | $1075000.00        | $151898.91         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  | 0.0000% | $890360.00         | $99328.54          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18736 G | 2034-06-01      | 3.0000%  | 0.0000% | $151506.00         | $13940.57          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G08046 G | 2035-03-01      | 5.5000%  | 0.0000% | $12768317.00       | $132182.55         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  | 0.0000% | $881287.00         | $131804.90         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q44663 G | 2046-11-01      | 3.0000%  | 0.0000% | $508840.00         | $105942.69         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q43733 G | 2046-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $240079.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5902 | 2050-01-01      | 3.0000%  | 0.0000% | $954968.00         | $194306.60         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G60344 G | 2045-12-01      | 4.0000%  | 0.0000% | $540000.00         | $92358.27          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q06884 G | 2042-03-01      | 3.5000%  | 0.0000% | $2314492.00        | $234078.45         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q32117 G | 2045-03-01      | 3.5000%  | 0.0000% | $5540806.00        | $504056.82         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18615 G | 2043-05-01      | 3.5000%  | 0.0000% | $3098106.00        | $469647.58         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  | 0.0000% | $1740000.00        | $403830.37         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61720 G | 2044-01-01      | 3.5000%  | 0.0000% | $90000.00          | $20574.72          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  | 0.0000% | $250000.00         | $36267.26          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ1224 | 2042-11-01      | 3.0000%  | 0.0000% | $5750000.00        | $1195263.46        | Agency Mortgage-Backed Securities |

### Security 717: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.160000%
- **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: ARP1C8PD6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C8PD6
- **C.18 - Value (incl. sponsor support):** $973335000.00
- **C.18.a - Value (excl. sponsor support):** $973335000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                                         | 2055-01-25      | 5.6328%  | 0.0000% | $113000000.00      | $91458935.85       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-06-25      | 5.2500%  | 0.0000% | $21241920.00       | $18213315.16       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.6828%  | 0.0000% | $6025992.00        | $3870409.18        | Agency Collateralized Mortgage Obligation |
| FNRM RC034AD R24F034                               | 2050-12-25      | 5.2500%  | 0.0000% | $57361664.00       | $28268400.89       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-06-25      | 4.9828%  | 0.0000% | $787244.00         | $753168.87         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-01-25      | 5.2828%  | 0.0000% | $15000000.00       | $6003128.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-061 FE                                   | 2055-04-20      | 5.2338%  | 0.0000% | $50000000.00       | $48695087.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-117 NC                                   | 2052-03-20      | 5.0000%  | 0.0000% | $154715000.00      | $154678126.01      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-200 FB                                   | 2054-12-20      | 5.2838%  | 0.0000% | $50000000.00       | $44755573.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 NF                                   | 2055-05-20      | 5.3338%  | 0.0000% | $50000000.00       | $49494390.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FA                                   | 2054-10-20      | 5.2038%  | 0.0000% | $31367500.00       | $26849995.02       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       B-1    20510125 FLT | 2051-01-25      | 11.9328% | 0.0000% | $26106000.00       | $28727195.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2018-4O FN                                    | 2068-02-20      | 4.9735%  | 0.0000% | $8821088.00        | $2405145.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O MF                                   | 2070-09-20      | 5.1870%  | 0.0000% | $5000000.00        | $2728973.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-02O FL                                   | 2073-01-20      | 5.0838%  | 0.0000% | $502869.00         | $475544.41         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 FA                                   | 2054-09-20      | 5.2938%  | 0.0000% | $22940200.00       | $20547091.48       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2017-SB32         A-10H  20370425 FLT | 2037-04-25      | 3.0300%  | 0.0000% | $5000000.00        | $2846789.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-4O FD                                    | 2066-11-20      | 4.8330%  | 0.0000% | $1862000.00        | $312543.32         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB77         A-7H   20400625 FLT | 2040-06-25      | 1.1200%  | 0.0000% | $1525000.00        | $1185591.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 FU                                   | 2054-12-20      | 5.4338%  | 0.0000% | $40000000.00       | $37190104.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-202 FB                                   | 2054-12-20      | 5.2438%  | 0.0000% | $39169000.00       | $35229321.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H22 FD                                   | 2063-08-20      | 6.0270%  | 0.0000% | $6000000.00        | $106899.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-09O FB                                   | 2070-04-20      | 5.2370%  | 0.0000% | $2657696.00        | $932737.19         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 AE                                   | 2051-09-20      | 5.5000%  | 0.0000% | $66571392.00       | $66649288.73       | Agency Collateralized Mortgage Obligation |
| FNRM CL128B R13F128                                | 2030-12-25      | 3.5000%  | 0.0000% | $383270.00         | $325293.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-131 FL                                   | 2053-09-20      | 5.4838%  | 0.0000% | $99986300.00       | $48170268.55       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 5.1328%  | 0.0000% | $83974272.00       | $76319385.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 AF                                   | 2055-05-20      | 5.5338%  | 0.0000% | $14683900.00       | $13977242.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FK                                    | 2066-07-20      | 5.2370%  | 0.0000% | $12000000.00       | $1982917.90        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.6328%  | 0.0000% | $136850000.00      | $107383144.61      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-07-25      | 5.5000%  | 0.0000% | $41494399.00       | $42270852.57       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT | 2052-05-28      | 10.6828% | 0.0000% | $4000000.00        | $4521843.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H06 FB                                   | 2062-01-20      | 4.8870%  | 0.0000% | $1572256.00        | $102.96            | Agency Collateralized Mortgage Obligation |
| GNRM 2025-166 A                                    | 2058-09-16      | 4.5000%  | 0.0000% | $35819456.00       | $35205694.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2003-25 T                                     | 2033-04-20      | 5.0000%  | 0.0000% | $12999.00          | $545.35            | Agency Collateralized Mortgage Obligation |

### Security 718: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PU8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8PU8
- **C.18 - Value (incl. sponsor support):** $4587000000.00
- **C.18.a - Value (excl. sponsor support):** $4587000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1034556800.00     | $1068949358.87     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $2909548200.00     | $2956053235.43     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $109465500.00      | $108549906.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $554193600.00      | $545187502.21      | U.S. Treasuries (including strips) |

### Security 719: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.150000%
- **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: ARP1C8QW3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1C8QW3
- **C.18 - Value (incl. sponsor support):** $1616900000.00
- **C.18.a - Value (excl. sponsor support):** $1616900000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2007-078 FA                                   | 2037-12-16      | 4.6163%  | 0.0000% | $46368420.00       | $1364150.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 FA                                   | 2054-02-20      | 5.3838%  | 0.0000% | $129480.00         | $60045.79          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3161108.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FA                                   | 2053-11-20      | 6.0838%  | 0.0000% | $57017747.00       | $21544088.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FB                                   | 2052-10-20      | 5.2838%  | 0.0000% | $25000000.00       | $18683495.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.1838%  | 0.0000% | $20907733.00       | $15784717.28       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMA5327                               | 2054-04-01      | 5.0000%  | 0.0000% | $154666.00         | $139010.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4686                               | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $692.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1952                               | 2055-04-01      | 5.5000%  | 0.0000% | $207873.00         | $210111.82         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4047                               | 2050-06-01      | 2.0000%  | 0.0000% | $1100000.00        | $477655.37         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631                               | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $871.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9405                               | 2047-07-01      | 4.0000%  | 0.0000% | $4566760.00        | $1876789.73        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK5923                               | 2048-05-01      | 5.0000%  | 0.0000% | $1355258.00        | $181730.36         | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 LF                                   | 2053-02-20      | 5.0938%  | 0.0000% | $5457347.00        | $4055799.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.2838%  | 0.0000% | $2826839.00        | $2284177.60        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBK7618                               | 2048-09-01      | 5.0000%  | 0.0000% | $305844.00         | $56124.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA4586 M                                   | 2047-07-20      | 3.5000%  | 0.0000% | $19796200.00       | $2421731.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA2560                               | 2039-04-01      | 6.0000%  | 0.0000% | $3797525.00        | $258802.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1336                               | 2055-07-01      | 5.5000%  | 0.0000% | $493171.00         | $502928.56         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8810                               | 2055-09-01      | 6.0000%  | 0.0000% | $526260.00         | $544818.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5429                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $973.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6624                               | 2055-09-01      | 6.5000%  | 0.0000% | $624025.00         | $653702.06         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8647                               | 2055-01-01      | 5.5000%  | 0.0000% | $7948800.00        | $7930857.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4358                               | 2055-09-01      | 5.5000%  | 0.0000% | $2346973.00        | $2399469.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3787                               | 2055-03-01      | 6.5000%  | 0.0000% | $352306.00         | $367922.63         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $452857.98         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4072                               | 2044-12-01      | 4.0000%  | 0.0000% | $438000.00         | $95308.50          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5145                               | 2052-11-01      | 6.0000%  | 0.0000% | $2582000.00        | $2095264.68        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5257                               | 2052-12-01      | 4.5000%  | 0.0000% | $24960.00          | $18362.72          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5153                               | 2052-11-01      | 6.5000%  | 0.0000% | $7605772.00        | $5737319.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE2376                               | 2052-05-01      | 5.0000%  | 0.0000% | $446424.00         | $308838.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN0856                               | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $208.35            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6528                               | 2032-09-01      | 3.6500%  | 0.0000% | $6765.00           | $6598.40           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ0228                               | 2050-08-01      | 2.5000%  | 0.0000% | $23525.00          | $10515.65          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5561                               | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2068.14           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $300621.00         | $269907.65         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0670                               | 2051-09-01      | 3.0000%  | 0.0000% | $640000.00         | $389793.79         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363                               | 2052-05-01      | 3.5000%  | 0.0000% | $11001.00          | $8200.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277                               | 2052-12-01      | 5.5000%  | 0.0000% | $83000.00          | $65222.55          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $37940.00          | $20614.03          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506                               | 2055-02-01      | 5.5000%  | 0.0000% | $44000.00          | $41407.19          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484                               | 2054-11-01      | 4.0000%  | 0.0000% | $774861.00         | $703715.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4372                               | 2053-11-01      | 6.0000%  | 0.0000% | $4196481.00        | $4003377.76        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183                               | 2051-12-01      | 2.5000%  | 0.0000% | $960998.00         | $619692.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7250                               | 2054-12-01      | 5.0000%  | 0.0000% | $797124.00         | $745277.98         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD5498                               | 2052-01-01      | 2.5000%  | 0.0000% | $290000.00         | $167360.94         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8167                               | 2038-09-01      | 5.5000%  | 0.0000% | $1645.00           | $5.29              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4821                               | 2047-11-01      | 3.5000%  | 0.0000% | $702370.00         | $188168.67         | Agency Mortgage-Backed Securities         |
| GNRA 2023-085 FA                                   | 2053-06-20      | 5.3838%  | 0.0000% | $21384807.00       | $12980151.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 DF                                   | 2053-01-20      | 5.1338%  | 0.0000% | $9821871.00        | $7554029.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.8338%  | 0.0000% | $1555670.00        | $1212951.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 5.1838%  | 0.0000% | $19920236.00       | $12965765.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | 0.0000% | $8757621.00        | $6173383.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA                                   | 2055-07-20      | 5.3338%  | 0.0000% | $10749000.00       | $10754706.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.7838%  | 0.0000% | $35452629.00       | $28970681.05       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0424 M                                   | 2055-05-20      | 5.5000%  | 0.0000% | $3745728.00        | $3756972.37        | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.2938%  | 0.0000% | $28633436.00       | $20662096.41       | Agency Collateralized Mortgage Obligation |
| GNII SF DM1117 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $7708.00           | $8001.42           | Agency Mortgage-Backed Securities         |
| GNII SF CT6580 C                                   | 2054-09-20      | 7.5000%  | 0.0000% | $5031670.00        | $5370408.76        | Agency Mortgage-Backed Securities         |
| GNMI SF CU0300 X                                   | 2053-05-15      | 7.0000%  | 0.0000% | $2293680.00        | $2262598.06        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM6965                               | 2051-04-01      | 2.5000%  | 0.0000% | $470000.00         | $297126.95         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0898                               | 2052-02-01      | 3.0000%  | 0.0000% | $33253382.00       | $21943022.06       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928593                               | 2037-07-01      | 6.5000%  | 0.0000% | $6645567.00        | $158351.21         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $769.80            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3902                               | 2050-01-01      | 2.5000%  | 0.0000% | $44240.00          | $10123.19          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255                               | 2051-02-01      | 2.0000%  | 0.0000% | $160000.00         | $89737.44          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA5876                               | 2039-07-01      | 6.0000%  | 0.0000% | $3032.00           | $218.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA3652                               | 2049-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $58488.94          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $69893.00          | $28510.54          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3279                               | 2038-02-01      | 3.0000%  | 0.0000% | $53000.00          | $8194.52           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8095                               | 2055-07-01      | 6.0000%  | 0.0000% | $1101267.00        | $1139696.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0602                               | 2054-12-01      | 6.0000%  | 0.0000% | $5241136.00        | $5109715.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4859                               | 2055-07-01      | 6.0000%  | 0.0000% | $53120.00          | $55040.61          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $17400992.00       | $16239591.17       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5689                               | 2055-06-01      | 5.5000%  | 0.0000% | $1101922.00        | $1092670.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0394                               | 2055-04-01      | 6.5000%  | 0.0000% | $1599703.00        | $1658905.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1223                               | 2055-04-01      | 5.5000%  | 0.0000% | $953238.00         | $967428.54         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3231                               | 2055-09-01      | 6.5000%  | 0.0000% | $4911304.00        | $4565717.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4768                               | 2055-05-01      | 6.0000%  | 0.0000% | $688380.00         | $695583.06         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1968                               | 2055-09-01      | 6.0000%  | 0.0000% | $1814350.00        | $1878810.70        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6070                               | 2030-05-01      | 2.1700%  | 0.0000% | $8783.00           | $8064.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4781                               | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $204.64            | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565727.00        | $132808.79         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8180                               | 2041-08-01      | 4.5000%  | 0.0000% | $1001.00           | $19.56             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555285                               | 2033-03-01      | 6.0000%  | 0.0000% | $5391.00           | $13.26             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD681869                               | 2033-03-01      | 6.3750%  | 0.0000% | $20611111.00       | $103857.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5206                               | 2054-06-01      | 6.5000%  | 0.0000% | $2003.00           | $1605.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAY4194                               | 2045-05-01      | 3.0000%  | 0.0000% | $1321276.00        | $303679.91         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7432                               | 2055-04-01      | 6.0000%  | 0.0000% | $1310827.00        | $1321343.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7896                               | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2035.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA5987                               | 2054-02-01      | 6.0000%  | 0.0000% | $7001.00           | $6016.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL766070                               | 2034-02-01      | 5.5000%  | 0.0000% | $1494736.00        | $16447.14          | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $2793704.00        | $2875574.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438                               | 2054-06-01      | 5.5000%  | 0.0000% | $192000.00         | $167072.84         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340                               | 2053-07-01      | 4.5000%  | 0.0000% | $9001.00           | $7757.20           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554                               | 2052-04-01      | 2.5000%  | 0.0000% | $225442.00         | $146881.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3977                               | 2053-04-01      | 5.0000%  | 0.0000% | $10000.00          | $8823.95           | Agency Mortgage-Backed Securities         |
| FMAR 848021 G                                      | 2033-10-01      | 6.4660%  | 0.0000% | $8092000.00        | $90391.70          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438                               | 2051-10-01      | 2.5000%  | 0.0000% | $51944.00          | $32281.06          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6183                               | 2045-11-01      | 3.5000%  | 0.0000% | $48014.00          | $10736.46          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFM6742                               | 2040-08-01      | 3.0000%  | 0.0000% | $300000.00         | $112734.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0110                               | 2048-11-01      | 3.5000%  | 0.0000% | $5648768.00        | $4933150.54        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $917160.00         | $695570.74         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR1154                               | 2050-12-01      | 2.0000%  | 0.0000% | $340000.00         | $192477.89         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7721                               | 2050-04-01      | 6.6180%  | 0.0000% | $17311700.00       | $16570473.25       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5096                               | 2053-01-01      | 6.5000%  | 0.0000% | $1300795.00        | $824307.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0045                               | 2052-07-01      | 5.0000%  | 0.0000% | $577000.00         | $440756.41         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $247152.90         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV9700                               | 2052-06-01      | 2.5000%  | 0.0000% | $203001.00         | $140176.87         | Agency Mortgage-Backed Securities         |
| FMAR 841840 G                                      | 2038-07-01      | 6.4370%  | 0.0000% | $3826540.00        | $3102512.79        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.5870%  | 0.0000% | $218000.00         | $43766.57          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3295                               | 2034-08-01      | 2.9100%  | 0.0000% | $50000.00          | $44980.75          | Agency Mortgage-Backed Securities         |
| FMAR 841951 G                                      | 2050-06-01      | 6.3150%  | 0.0000% | $903866.00         | $848101.60         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2232                               | 2036-11-01      | 2.0000%  | 0.0000% | $200000.00         | $115309.52         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8779                               | 2051-02-01      | 2.0000%  | 0.0000% | $2254536.00        | $1301585.00        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3609                               | 2052-04-01      | 2.5000%  | 0.0000% | $240000.00         | $178316.70         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113                               | 2052-07-01      | 3.5000%  | 0.0000% | $1359664.00        | $998607.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4418                               | 2052-08-01      | 5.5000%  | 0.0000% | $424032.00         | $293809.11         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8147                               | 2051-05-01      | 2.5000%  | 0.0000% | $7950000.00        | $4384492.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3651                               | 2052-05-01      | 5.0000%  | 0.0000% | $1002.00           | $702.48            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8255                               | 2052-10-01      | 3.5000%  | 0.0000% | $28889.00          | $22409.14          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1186                               | 2051-07-01      | 2.0000%  | 0.0000% | $2203932.00        | $1352373.47        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521                               | 2048-11-01      | 4.0000%  | 0.0000% | $11004.00          | $867.77            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0908                               | 2031-11-01      | 4.0000%  | 0.0000% | $270000.00         | $12908.45          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2963                               | 2050-02-01      | 3.0000%  | 0.0000% | $5500000.00        | $1791497.79        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5661                               | 2049-10-01      | 3.5000%  | 0.0000% | $141171.00         | $62673.61          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6943                               | 2052-06-01      | 3.0000%  | 0.0000% | $104002.00         | $82167.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA1689                               | 2033-12-01      | 4.0000%  | 0.0000% | $244000.00         | $24532.14          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1800                               | 2055-02-01      | 6.0000%  | 0.0000% | $806522.00         | $830684.21         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7509                               | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $344.66            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTCA7422                               | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $524.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6738                               | 2050-08-01      | 3.0000%  | 0.0000% | $3456544.00        | $1326413.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5556                               | 2055-02-01      | 5.5000%  | 0.0000% | $22447385.00       | $21934882.51       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.5100%  | 0.0000% | $149251.00         | $140101.42         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7720                               | 2050-11-01      | 6.3150%  | 0.0000% | $152069.00         | $145193.24         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV0894                               | 2052-01-01      | 2.0000%  | 0.0000% | $86530.00          | $56257.49          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $17125000.00       | $15354446.25       | Agency Mortgage-Backed Securities         |
| FMAR 841294 G                                      | 2051-08-01      | 1.8550%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0046                               | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $629.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129                               | 2052-07-01      | 4.5000%  | 0.0000% | $7000.00           | $5346.03           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM6599                               | 2031-04-01      | 1.7307%  | 0.0000% | $1725280.00        | $1228602.09        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5310                               | 2052-12-01      | 6.0000%  | 0.0000% | $2817540.00        | $2218379.62        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2208                               | 2048-08-01      | 4.5000%  | 0.0000% | $345000.00         | $36669.52          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4275                               | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $30939.43          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-11-25      | 5.4328%  | 0.0000% | $1000.00           | $857.78            | Agency Collateralized Mortgage Obligation |
| MNRA CL002A2 R25M002                               | 2030-04-25      | 4.6200%  | 0.0000% | $48012.00          | $49073.07          | Agency Collateralized Mortgage Obligation |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $298338.00         | $249182.64         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD2563                               | 2055-02-01      | 6.0000%  | 0.0000% | $2120877.00        | $2186710.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5913                               | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $934.35            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8274                               | 2052-12-01      | 4.0000%  | 0.0000% | $381920.00         | $309383.17         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2707                               | 2055-09-01      | 6.0000%  | 0.0000% | $1597509.00        | $1599078.47        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4466                               | 2051-11-01      | 2.5000%  | 0.0000% | $825061.00         | $523430.34         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7030                               | 2052-06-01      | 2.4710%  | 0.0000% | $75000.00          | $50524.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977                               | 2053-11-01      | 5.0000%  | 0.0000% | $3321325.00        | $2949278.52        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6139                               | 2054-08-01      | 6.0000%  | 0.0000% | $800000.00         | $679382.92         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3377                               | 2055-07-01      | 6.0000%  | 0.0000% | $2568960.00        | $2676817.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2484                               | 2045-12-01      | 4.0000%  | 0.0000% | $99995.00          | $10538.95          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ4779                               | 2045-10-01      | 4.0000%  | 0.0000% | $7164000.00        | $749621.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4577                               | 2052-04-01      | 2.0000%  | 0.0000% | $114841.00         | $77974.63          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307                               | 2051-04-01      | 3.0000%  | 0.0000% | $119000.00         | $55411.92          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.5320%  | 0.0000% | $55977209.00       | $115437.04         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1268                               | 2055-10-01      | 6.5000%  | 0.0000% | $1504.00           | $1582.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4077                               | 2050-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $437084.15         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2299                               | 2051-12-01      | 2.5000%  | 0.0000% | $438224.00         | $310120.26         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3760                               | 2052-05-01      | 3.5000%  | 0.0000% | $537737.00         | $381627.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0015                               | 2054-12-01      | 4.5000%  | 0.0000% | $221157.00         | $201157.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0689                               | 2055-03-01      | 6.0000%  | 0.0000% | $80589.00          | $76035.88          | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.2138%  | 0.0000% | $11414796.00       | $7584035.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 5.3338%  | 0.0000% | $70631000.00       | $52798324.62       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ4779 C                                   | 2055-03-20      | 7.5000%  | 0.0000% | $68405.00          | $73546.42          | Agency Mortgage-Backed Securities         |
| GNRA 2021-193 YF                                   | 2051-11-20      | 3.0000%  | 0.0000% | $199999000.00      | $122881309.85      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 5.1838%  | 0.0000% | $20783660.00       | $12212448.13       | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX WS224713                               | 2031-02-01      | 5.4970%  | 0.0000% | $14998255.00       | $13404.13          | Agency Mortgage-Backed Securities         |
| GNRA 2022-148 FA                                   | 2052-08-20      | 5.0000%  | 0.0000% | $35798947.00       | $26765887.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 KF                                   | 2053-02-20      | 5.0838%  | 0.0000% | $1275.00           | $943.77            | Agency Collateralized Mortgage Obligation |
| GNMI SP 783657 X                                   | 2041-10-15      | 4.0000%  | 0.0000% | $21889000.00       | $966152.48         | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 KF                                   | 2054-10-20      | 5.2038%  | 0.0000% | $97025943.00       | $85449861.06       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ4009                               | 2055-09-01      | 5.5000%  | 0.0000% | $4158681.00        | $4275686.95        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $243062.00         | $161753.98         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3941                               | 2053-02-01      | 5.0000%  | 0.0000% | $3627196.00        | $2819646.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7784                               | 2046-11-01      | 4.5000%  | 0.0000% | $145654.00         | $63582.74          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8295                               | 2051-07-01      | 2.5000%  | 0.0000% | $6822500.00        | $4291051.81        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM4133                               | 2050-07-01      | 3.0000%  | 0.0000% | $76089.00          | $22165.05          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6293                               | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6458.71           | Agency Mortgage-Backed Securities         |
| GNRA 2023-048 EF                                   | 2053-03-20      | 5.1838%  | 0.0000% | $16118855.00       | $6968652.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FE                                   | 2053-12-20      | 5.4338%  | 0.0000% | $3576362.00        | $1783190.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FA                                   | 2052-10-20      | 5.2838%  | 0.0000% | $35588871.00       | $26596980.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 5.0838%  | 0.0000% | $33329410.00       | $18979792.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-079 FG                                   | 2053-06-20      | 5.3338%  | 0.0000% | $2711049.00        | $1176206.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC                                   | 2054-08-20      | 5.2438%  | 0.0000% | $147339.00         | $117666.01         | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCB8508                               | 2054-05-01      | 6.5000%  | 0.0000% | $2053.00           | $1663.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8233                               | 2054-03-01      | 5.5000%  | 0.0000% | $14557.00          | $13817.09          | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-08-25      | 5.6328%  | 0.0000% | $221360.00         | $200565.71         | Agency Collateralized Mortgage Obligation |
| FMAR 781222 G                                      | 2034-02-01      | 6.5000%  | 0.0000% | $4650000.00        | $20563.64          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3621                               | 2051-11-01      | 2.5000%  | 0.0000% | $86942.00          | $60419.25          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5900%  | 0.0000% | $288402.00         | $14212.53          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5493                               | 2052-07-01      | 2.5000%  | 0.0000% | $910000.00         | $686138.79         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL890365                               | 2041-07-01      | 5.5000%  | 0.0000% | $380547.00         | $5672.76           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7594                               | 2052-09-01      | 2.5000%  | 0.0000% | $125000.00         | $97176.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW4908                               | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $678.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1161                               | 2053-04-01      | 5.5000%  | 0.0000% | $934935.00         | $909520.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2075                               | 2055-06-01      | 6.0000%  | 0.0000% | $5472822.00        | $5618641.74        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8442                               | 2055-08-01      | 6.5000%  | 0.0000% | $749561.00         | $787667.09         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE2909                               | 2055-07-01      | 6.5000%  | 0.0000% | $5103777.00        | $5145192.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861                               | 2055-07-01      | 5.5000%  | 0.0000% | $631835.00         | $643110.52         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $1003.00           | $710.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6539                               | 2054-05-01      | 5.5000%  | 0.0000% | $503277.00         | $430747.47         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4036                               | 2031-01-01      | 5.2600%  | 0.0000% | $1847000.00        | $1933792.99        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4763                               | 2035-08-01      | 4.7700%  | 0.0000% | $16504912.00       | $16889691.01       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5574                               | 2051-07-01      | 2.5000%  | 0.0000% | $126903.00         | $76723.90          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI3903                               | 2054-03-01      | 5.5000%  | 0.0000% | $1586420.00        | $1446057.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ1174                               | 2054-08-01      | 5.5000%  | 0.0000% | $4863152.00        | $3813687.38        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4718                               | 2051-03-01      | 2.0000%  | 0.0000% | $1326126.00        | $730663.70         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS745862                               | 2035-04-01      | 6.3940%  | 0.0000% | $2600000.00        | $23468.47          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 6.4920%  | 0.0000% | $2478312.00        | $21026.36          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1849251                               | 2036-01-01      | 6.0820%  | 0.0000% | $19415310.00       | $175132.10         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60713 G                               | 2046-09-01      | 3.5000%  | 0.0000% | $390000.00         | $64689.31          | Agency Mortgage-Backed Securities         |
| FKAR 03.700 WAWA2225                               | 2037-05-01      | 3.7000%  | 0.0000% | $1539787.00        | $1361357.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0840                               | 2031-12-01      | 6.5000%  | 0.0000% | $4867.00           | $35.57             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS2674                               | 2039-05-01      | 4.0000%  | 0.0000% | $1270498.00        | $15691.87          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6157                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7230                               | 2053-10-01      | 5.0000%  | 0.0000% | $151235.00         | $143180.34         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7279                               | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $776.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8870                               | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $934.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6364                               | 2037-08-01      | 6.5000%  | 0.0000% | $1000.00           | $10.97             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6056                               | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $821.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725610                               | 2034-07-01      | 5.5000%  | 0.0000% | $1095578.00        | $10264.97          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV5693                               | 2044-02-01      | 4.5000%  | 0.0000% | $1471934.00        | $335285.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3637                               | 2055-11-01      | 6.5000%  | 0.0000% | $1010.00           | $1055.46           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4267                               | 2053-11-01      | 6.0000%  | 0.0000% | $1728436.00        | $1407863.16        | Agency Mortgage-Backed Securities         |
| FMAR 841554 G                                      | 2053-03-01      | 4.6180%  | 0.0000% | $4379283.00        | $3382808.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495                               | 2054-12-01      | 6.0000%  | 0.0000% | $6000.00           | $5249.46           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0327                               | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $267355.25         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5891                               | 2043-09-01      | 4.5000%  | 0.0000% | $300000.00         | $66736.74          | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.2838%  | 0.0000% | $2730817.00        | $2192307.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.4838%  | 0.0000% | $720199.00         | $262298.07         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.1838%  | 0.0000% | $41906903.00       | $37737066.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-123 MF                                   | 2053-08-20      | 5.1838%  | 0.0000% | $19757626.00       | $12335429.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 5.1838%  | 0.0000% | $71784991.00       | $32503455.02       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0365 M                                   | 2055-05-20      | 5.0000%  | 0.0000% | $5372435.00        | $5324322.33        | Agency Mortgage-Backed Securities         |
| GNII SF DA8159 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $4963422.00        | $4552753.84        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBY1369                               | 2053-10-01      | 3.5000%  | 0.0000% | $27792.00          | $24496.00          | Agency Mortgage-Backed Securities         |
| GNII SF DI2248 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $21954.00          | $23233.30          | Agency Mortgage-Backed Securities         |
| GNMI SF 723240 X                                   | 2039-10-15      | 5.0000%  | 0.0000% | $2181641.00        | $36059.97          | Agency Mortgage-Backed Securities         |
| GNII SF CZ1150 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $758723.00         | $807733.76         | Agency Mortgage-Backed Securities         |
| GNII JM MA5321 M                                   | 2048-06-20      | 4.5000%  | 0.0000% | $697168.00         | $31042.97          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1700                               | 2055-03-01      | 6.5000%  | 0.0000% | $1051.00           | $951.22            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1278                               | 2055-08-01      | 5.5000%  | 0.0000% | $2282142.00        | $2312677.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9701                               | 2055-03-01      | 6.0000%  | 0.0000% | $3510250.00        | $3219106.14        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $5237472.00        | $4507727.75        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL3144                               | 2054-09-01      | 6.5000%  | 0.0000% | $28629038.00       | $30095207.39       | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $718136.00         | $706754.02         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3316                               | 2055-09-01      | 6.0000%  | 0.0000% | $8318372.00        | $8222554.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138                               | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $825.93            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6874                               | 2055-07-01      | 5.5000%  | 0.0000% | $4420448.00        | $4431378.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0791                               | 2054-06-01      | 5.5000%  | 0.0000% | $93999.00          | $88283.59          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1675                               | 2054-11-01      | 5.5000%  | 0.0000% | $184268.00         | $184742.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M                                   | 2048-11-20      | 4.0000%  | 0.0000% | $2558.00           | $237.57            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF0827                               | 2055-10-01      | 7.0000%  | 0.0000% | $2368472.00        | $2500259.31        | Agency Mortgage-Backed Securities         |
| GNII SF DA8867 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $4023661.00        | $3950108.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3925                               | 2053-03-01      | 5.5000%  | 0.0000% | $348042.00         | $290011.32         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $346.42            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6606                               | 2052-10-01      | 2.0000%  | 0.0000% | $48000.00          | $35022.34          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS7180                               | 2042-05-01      | 2.0000%  | 0.0000% | $600000.00         | $449579.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI5179                               | 2041-08-01      | 5.0000%  | 0.0000% | $20549855.00       | $584793.58         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127                               | 2050-09-01      | 3.5000%  | 0.0000% | $1060.00           | $248.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $201000.00         | $15973.17          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $456052.00         | $34286.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $939533.00         | $719966.46         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106                               | 2053-08-01      | 5.0000%  | 0.0000% | $400022.00         | $341392.28         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4598                               | 2052-05-01      | 2.5000%  | 0.0000% | $3460000.00        | $2431033.03        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5352                               | 2054-05-01      | 5.0000%  | 0.0000% | $101000.00         | $91169.76          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $817.69            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.5690%  | 0.0000% | $6022000.00        | $67350.28          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735415                               | 2032-12-01      | 6.5000%  | 0.0000% | $1009987.00        | $8647.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $20000.00          | $13451.95          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5008                               | 2053-05-01      | 4.5000%  | 0.0000% | $216549.00         | $180130.71         | Agency Mortgage-Backed Securities         |
| GNII SF BT3675 C                                   | 2050-04-20      | 4.0000%  | 0.0000% | $4764488.00        | $1444443.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5164                               | 2053-10-01      | 5.0000%  | 0.0000% | $477975.00         | $420121.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842                               | 2052-12-01      | 5.5000%  | 0.0000% | $3249255.00        | $2528773.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA3030                               | 2039-04-01      | 6.0000%  | 0.0000% | $1057.00           | $35.80             | Agency Mortgage-Backed Securities         |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.5838%  | 0.0000% | $66093883.00       | $23956175.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 5.0838%  | 0.0000% | $12994709.00       | $8661532.09        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0687 M                                   | 2055-10-20      | 6.0000%  | 0.0000% | $2770614.00        | $2839045.40        | Agency Mortgage-Backed Securities         |
| GNRA 2022-139 FB                                   | 2052-08-20      | 5.0000%  | 0.0000% | $4767448.00        | $3628731.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.2938%  | 0.0000% | $20956.00          | $10095.43          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 5.3138%  | 0.0000% | $27063952.00       | $18936437.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.4838%  | 0.0000% | $12352301.00       | $9312410.09        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0147 M                                   | 2055-01-20      | 5.5000%  | 0.0000% | $1900.00           | $1786.55           | Agency Mortgage-Backed Securities         |
| GNII SF CZ1712 C                                   | 2054-02-20      | 7.5000%  | 0.0000% | $164792.00         | $175089.53         | Agency Mortgage-Backed Securities         |
| GNII SF CU0261 C                                   | 2053-07-20      | 6.0000%  | 0.0000% | $31945.00          | $31894.20          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6053                               | 2053-04-01      | 5.0000%  | 0.0000% | $893928.00         | $650662.47         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5079                               | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $791.64            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ4696                               | 2054-09-01      | 7.0000%  | 0.0000% | $1267712.00        | $1015213.23        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD0957                               | 2051-11-01      | 3.0000%  | 0.0000% | $230000.00         | $156953.67         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4308                               | 2053-04-01      | 5.0000%  | 0.0000% | $95889.00          | $73586.99          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4815                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $760.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3045                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $795.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $523712.00         | $354119.71         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1782                               | 2046-03-01      | 4.0000%  | 0.0000% | $479452.00         | $149123.58         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2971                               | 2045-08-01      | 4.0000%  | 0.0000% | $2417740.00        | $771454.56         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2296                               | 2052-01-01      | 3.5000%  | 0.0000% | $664005.00         | $425302.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8716                               | 2041-08-01      | 4.5000%  | 0.0000% | $3557928.00        | $228745.62         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5708                               | 2053-06-01      | 5.0000%  | 0.0000% | $2351792.00        | $1805567.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4951                               | 2053-06-01      | 5.0000%  | 0.0000% | $829640.00         | $668143.09         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4849                               | 2042-01-01      | 6.0000%  | 0.0000% | $4006.00           | $2919.28           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM6688                               | 2051-04-01      | 2.5000%  | 0.0000% | $673967.00         | $332541.81         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5197                               | 2050-03-01      | 3.5000%  | 0.0000% | $9000.00           | $2545.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6887                               | 2055-06-01      | 6.0000%  | 0.0000% | $864706.00         | $861543.12         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7239                               | 2055-07-01      | 6.0000%  | 0.0000% | $736635.00         | $728991.29         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7499                               | 2055-09-01      | 6.0000%  | 0.0000% | $804749.00         | $832646.75         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                               | 2052-03-01      | 2.5000%  | 0.0000% | $417841.00         | $280299.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0130                               | 2054-12-01      | 5.5000%  | 0.0000% | $466274.00         | $450471.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5295                               | 2054-03-01      | 6.0000%  | 0.0000% | $33302009.00       | $25765203.37       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0878                               | 2031-10-01      | 4.0000%  | 0.0000% | $11153696.00       | $491029.41         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS6233                               | 2045-11-01      | 4.5000%  | 0.0000% | $293542.00         | $23240.07          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4160                               | 2050-10-01      | 3.0000%  | 0.0000% | $436993.00         | $143848.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA8646 M                                   | 2053-02-20      | 4.5000%  | 0.0000% | $238600.00         | $190858.58         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4379                               | 2051-07-01      | 2.5000%  | 0.0000% | $1726050.00        | $1015947.27        | Agency Mortgage-Backed Securities         |
| GNRA 2019-35 EF                                    | 2049-03-20      | 4.5000%  | 0.0000% | $75920.00          | $16878.61          | Agency Collateralized Mortgage Obligation |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.8750%  | 0.0000% | $316424.00         | $11469.46          | Agency Mortgage-Backed Securities         |
| GNAR AT 081385 M                                   | 2035-06-20      | 5.6250%  | 0.0000% | $1000000.00        | $7494.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2776                               | 2053-04-01      | 5.0000%  | 0.0000% | $108580.00         | $90061.96          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB5093                               | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $169703.30         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC0717                               | 2051-04-01      | 3.0000%  | 0.0000% | $14000.00          | $7876.57           | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WNWN1597                               | 2035-03-01      | 4.4500%  | 0.0000% | $25235450.00       | $25229376.66       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0522                               | 2048-09-01      | 4.5000%  | 0.0000% | $140000.00         | $16643.02          | Agency Mortgage-Backed Securities         |
| FMAR 842017 G                                      | 2043-10-01      | 6.6140%  | 0.0000% | $8882253.00        | $8893164.84        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548                               | 2051-11-01      | 2.5000%  | 0.0000% | $12629.00          | $7901.30           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0857                               | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $330456.89         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7530                               | 2052-05-01      | 3.5000%  | 0.0000% | $1374732.00        | $1190816.14        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $6451712.00        | $6461091.80        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1619                               | 2055-04-01      | 5.5000%  | 0.0000% | $1534492.00        | $1551996.13        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW4879                               | 2053-04-01      | 3.0000%  | 0.0000% | $8000.00           | $6028.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT8220                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $744.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1521                               | 2055-04-01      | 5.5000%  | 0.0000% | $1680298.00        | $1592766.56        | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8034279.29        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191                               | 2052-01-01      | 3.5000%  | 0.0000% | $15999.00          | $9533.42           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD0109                               | 2051-10-01      | 2.0000%  | 0.0000% | $179685.00         | $109998.48         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1880%  | 0.0000% | $3396941.00        | $65198.51          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV7104                               | 2044-03-01      | 4.0000%  | 0.0000% | $53000.00          | $5705.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0703                               | 2043-12-01      | 4.0000%  | 0.0000% | $12497983.00       | $754993.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY1357                               | 2045-04-01      | 3.5000%  | 0.0000% | $2857000.00        | $755437.61         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8824                               | 2047-02-01      | 4.0000%  | 0.0000% | $1876.00           | $577.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1280                               | 2055-08-01      | 6.0000%  | 0.0000% | $4720513.00        | $4913057.97        | Agency Mortgage-Backed Securities         |
| GNRA 2025-064 FG                                   | 2055-04-20      | 5.4838%  | 0.0000% | $32586988.00       | $32014717.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.6838%  | 0.0000% | $29129310.00       | $10971843.04       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCB2275                               | 2051-12-01      | 2.5000%  | 0.0000% | $1268320.00        | $826745.61         | Agency Mortgage-Backed Securities         |
| GNRA 2025-082 FB                                   | 2055-05-20      | 5.9338%  | 0.0000% | $76411520.00       | $76020477.68       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFS4377                               | 2052-04-01      | 3.0000%  | 0.0000% | $85000.00          | $65085.96          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4781                               | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $763.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3672                               | 2053-02-01      | 5.5000%  | 0.0000% | $39056.00          | $32604.30          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118                               | 2052-11-01      | 4.0000%  | 0.0000% | $10000.00          | $7747.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1717                               | 2054-06-01      | 6.0000%  | 0.0000% | $742503.00         | $581476.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4385                               | 2055-06-01      | 6.0000%  | 0.0000% | $2844749.00        | $2845022.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2349                               | 2055-09-01      | 6.5000%  | 0.0000% | $249083.00         | $259437.80         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4724                               | 2055-08-01      | 7.0000%  | 0.0000% | $1248.00           | $1268.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5191                               | 2053-11-01      | 6.0000%  | 0.0000% | $401260.00         | $309563.86         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $353039.00         | $218801.06         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325                               | 2051-05-01      | 2.0000%  | 0.0000% | $33270594.00       | $19923486.34       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5010                               | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $793.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939                               | 2050-02-01      | 3.5000%  | 0.0000% | $16033.00          | $2234.70           | Agency Mortgage-Backed Securities         |
| GNII SF DJ3026 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $2792197.00        | $2880085.69        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0378                               | 2039-01-01      | 4.8900%  | 0.0000% | $1329237.00        | $1346267.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4651                               | 2054-06-01      | 6.0000%  | 0.0000% | $811224.00         | $653426.88         | Agency Mortgage-Backed Securities         |
| GNII SF MA7312 M                                   | 2051-04-20      | 2.5000%  | 0.0000% | $2096256.00        | $1073858.24        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6131                               | 2032-07-01      | 3.8900%  | 0.0000% | $100000.00         | $97064.17          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9610%  | 0.0000% | $243953.00         | $166838.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3168                               | 2051-12-01      | 2.0000%  | 0.0000% | $400615.00         | $256530.55         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG2806                               | 2053-04-01      | 4.5000%  | 0.0000% | $1063634.00        | $503703.56         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE4038                               | 2052-06-01      | 3.0000%  | 0.0000% | $192000.00         | $141346.19         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS2760                               | 2038-11-01      | 7.0000%  | 0.0000% | $1100000.00        | $9546.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF1317                               | 2052-10-01      | 5.5000%  | 0.0000% | $1099902.00        | $860079.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2731                               | 2054-09-01      | 6.0000%  | 0.0000% | $1046000.00        | $1061701.05        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7128                               | 2052-04-01      | 3.5000%  | 0.0000% | $12643.00          | $9059.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8626                               | 2053-04-01      | 5.5000%  | 0.0000% | $1004.00           | $803.03            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $7305823.00        | $6659330.88        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3501                               | 2032-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $61817.45          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9552                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.15           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0661                               | 2041-04-01      | 5.1300%  | 0.0000% | $393584.00         | $394372.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3646                               | 2052-05-01      | 5.0000%  | 0.0000% | $10465172.00       | $7593710.42        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0549                               | 2047-10-01      | 4.0000%  | 0.0000% | $425416.00         | $30806.44          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4168                               | 2030-08-01      | 4.1800%  | 0.0000% | $28531415.00       | $28670429.55       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1518                               | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $743.66            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB735815                               | 2034-03-01      | 6.1880%  | 0.0000% | $4500000.00        | $35523.11          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7829                               | 2054-08-01      | 5.5000%  | 0.0000% | $46001.00          | $41116.10          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4424                               | 2054-10-01      | 5.0000%  | 0.0000% | $104330.00         | $95246.45          | Agency Mortgage-Backed Securities         |
| GNRA 2025-102 FL                                   | 2055-06-20      | 5.3338%  | 0.0000% | $91248821.00       | $90714544.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $3994160.54        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HXBZ3563                               | 2032-04-01      | 4.4000%  | 0.0000% | $64066.00          | $64655.19          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $6487361.00        | $6804910.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M                                   | 2053-12-20      | 5.5000%  | 0.0000% | $9990955.00        | $8388790.99        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4768                               | 2052-09-01      | 2.5000%  | 0.0000% | $182000.00         | $129394.33         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4562                               | 2052-03-01      | 2.0000%  | 0.0000% | $11000.00          | $7356.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM8843                               | 2048-03-01      | 4.5000%  | 0.0000% | $748680.00         | $352766.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0960                               | 2048-04-01      | 3.5000%  | 0.0000% | $10272.00          | $9098.95           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.5300%  | 0.0000% | $33404163.00       | $268653.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1866                               | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $76034.36          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $727.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2638                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $705.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4354                               | 2055-06-01      | 5.0000%  | 0.0000% | $46757.00          | $45738.98          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3188                               | 2055-09-01      | 6.0000%  | 0.0000% | $1970808.00        | $2033798.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7502                               | 2055-01-01      | 6.0000%  | 0.0000% | $93508.00          | $95708.23          | Agency Mortgage-Backed Securities         |
| FNMS 06.030 CL919117                               | 2036-08-01      | 6.0300%  | 0.0000% | $1222292.00        | $40890.89          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL952924                               | 2037-10-01      | 6.0000%  | 0.0000% | $4617120.00        | $17756.86          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0446                               | 2055-05-01      | 6.5000%  | 0.0000% | $166534.00         | $159139.51         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1840948.23        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760                               | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $987.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4376                               | 2055-05-01      | 6.0000%  | 0.0000% | $1027463.00        | $843085.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6491                               | 2055-02-01      | 5.0000%  | 0.0000% | $744770.00         | $699763.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5878                               | 2055-10-01      | 5.0000%  | 0.0000% | $1008.00           | $1008.37           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU7763                               | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $687.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1518                               | 2055-03-01      | 5.0000%  | 0.0000% | $1991770.00        | $1974411.56        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4783 C                                   | 2055-03-20      | 7.5000%  | 0.0000% | $7826.00           | $8414.66           | Agency Mortgage-Backed Securities         |
| GNII ET DJ1248 C                                   | 2065-05-20      | 7.0000%  | 0.0000% | $10520636.00       | $10150747.72       | Agency Mortgage-Backed Securities         |
| GNRA 2025-140 FB                                   | 2055-08-20      | 5.2638%  | 0.0000% | $40832788.00       | $40918555.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 AF                                   | 2055-06-20      | 5.5838%  | 0.0000% | $1063.00           | $1017.33           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 YF                                   | 2052-02-20      | 3.0000%  | 0.0000% | $201315315.00      | $123755480.30      | Agency Collateralized Mortgage Obligation |
| GNRA 2019-65 FA                                    | 2049-05-20      | 4.5000%  | 0.0000% | $3447216.00        | $649230.18         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAS6562                               | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16672.30          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAQ8314                               | 2042-12-01      | 6.3060%  | 0.0000% | $1000000.00        | $22355.06          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB830613                               | 2035-06-01      | 6.1520%  | 0.0000% | $63892636.00       | $546305.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7701                               | 2054-12-01      | 6.5000%  | 0.0000% | $1001.00           | $870.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5406                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $835.69            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $100171.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBM3196                               | 2044-05-01      | 5.5000%  | 0.0000% | $29000.00          | $6425.57           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $48268.00          | $43390.82          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2641                               | 2055-11-01      | 5.0000%  | 0.0000% | $1003.00           | $1006.16           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS5055                               | 2029-03-01      | 2.4000%  | 0.0000% | $103310.00         | $92303.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA7196                               | 2045-12-01      | 4.0000%  | 0.0000% | $8700000.00        | $1290523.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8687                               | 2054-06-01      | 5.5000%  | 0.0000% | $19000.00          | $16894.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $3008.00           | $1019.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9162                               | 2054-09-01      | 6.5000%  | 0.0000% | $310354.00         | $291102.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL935668                               | 2039-10-01      | 6.0000%  | 0.0000% | $2706.00           | $112.49            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1572                               | 2048-09-01      | 3.0000%  | 0.0000% | $48700.00          | $12587.52          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8456                               | 2054-05-01      | 6.5000%  | 0.0000% | $20000.00          | $16988.90          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT0717                               | 2033-10-01      | 3.5000%  | 0.0000% | $745996.00         | $58629.50          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237                               | 2052-08-01      | 4.0000%  | 0.0000% | $120989.00         | $94835.74          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189                               | 2052-01-01      | 2.5000%  | 0.0000% | $14000.00          | $9111.26           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7559                               | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $710.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8251                               | 2052-08-01      | 5.5000%  | 0.0000% | $23000.00          | $16787.56          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $191736.00         | $151875.20         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB1815                               | 2054-04-01      | 6.0000%  | 0.0000% | $512212.00         | $524031.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2138                               | 2055-04-01      | 5.5000%  | 0.0000% | $187263.00         | $189428.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL256022                               | 2035-12-01      | 5.5000%  | 0.0000% | $557021.00         | $5063.12           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $21858.00          | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 ZLSI2106                               | 2051-05-25      | 2.5000%  | 0.0000% | $36071.00          | $27881.15          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6836                               | 2053-10-01      | 2.5000%  | 0.0000% | $785000.00         | $620509.72         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1076                               | 2052-01-01      | 3.0000%  | 0.0000% | $5380942.00        | $3479999.82        | Agency Mortgage-Backed Securities         |
| GNRA 2023-101 LF                                   | 2053-07-20      | 5.2038%  | 0.0000% | $5125548.00        | $4294479.19        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB6862                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $857.35            | Agency Mortgage-Backed Securities         |
| GNII SF DM3388 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $1900293.00        | $1993705.55        | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 FA                                   | 2053-05-20      | 5.1838%  | 0.0000% | $71540461.00       | $30142058.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 5.0938%  | 0.0000% | $40000000.00       | $28134767.41       | Agency Collateralized Mortgage Obligation |

### Security 720: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QX1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8QX1
- **C.18 - Value (incl. sponsor support):** $8821000000.00
- **C.18.a - Value (excl. sponsor support):** $8821000000.00
- **C.19 - Percentage of Net Assets:** 2.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | 0.0000% | $12452500.00       | $12385455.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $274900.00         | $279777.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $767383500.00      | $726922867.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $2158069500.00     | $2168565110.05     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $117733200.00      | $117934523.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $313000.00         | $305249.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $1137014400.00     | $1144350891.71     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $1145129600.00     | $1159697900.81     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $4754300.00        | $4698118.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $725100.00         | $740200.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $5127500.00        | $5040793.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $2314080000.00     | $2299288400.64     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $1289056000.00     | $1217309721.15     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $427800.00         | $422776.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $142530400.00      | $139478182.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $97.94             | U.S. Treasuries (including strips) |

### Security 721: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QY9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8QY9
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $1003600.00        | $1019984.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $99.80             | U.S. Treasuries (including strips) |

### Security 722: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.150000%
- **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: ARP1C8QZ6, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1C8QZ6
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $139200.00         | $140370.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $254600.00         | $267714.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $3516500.00        | $3609450.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $13858900.00       | $13694011.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100929800.00      | $100393737.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $52000.00          | $50021.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $289900.00         | $296010.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $802700.00         | $809567.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $8328500.00        | $8295918.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $72600.00          | $72724.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $76717800.00       | $76166628.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $89500.00          | $81592.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $81526300.00       | $81012621.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $1406200.00        | $1426665.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $32464700.00       | $32877714.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $59980100.00       | $60204798.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $104000.00         | $97891.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $2517100.00        | $2362467.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $94600.00          | $96615.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $19601300.00       | $25724801.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $10136500.00       | $6485783.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $10400.00          | $10263.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $3000.00           | $1826.88           | U.S. Treasuries (including strips) |

### Security 723: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8R28, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1C8R28
- **C.18 - Value (incl. sponsor support):** $1764000000.00
- **C.18.a - Value (excl. sponsor support):** $1764000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $2583800.00        | $2418290.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $35035000.00       | $33996334.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $31541800.00       | $31113639.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $43479200.00       | $42765440.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $20848700.00       | $11524611.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $15388200.00       | $15791722.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $114600.00         | $114114.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $3924900.00        | $3892821.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $8429300.00        | $8746796.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $4594000.00        | $4786481.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $13057200.00       | $13121811.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $14359800.00       | $13598587.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $371000.00         | $367798.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $5531300.00        | $5286557.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $6600000.00        | $4451382.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $65900.00          | $63842.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $1067900.00        | $1018792.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $2248000.00        | $2218452.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $10982700.00       | $10358857.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $252191500.00      | $249999955.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $707900.00         | $669508.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $110000000.00      | $110482726.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $1512000.00        | $1480562.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $5817200.00        | $5717464.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $1537100.00        | $1441342.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $723600.00         | $582632.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $1000.00           | $713.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $124000.00         | $124016.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $488400.00         | $487983.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $5996400.00        | $6313538.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $3050400.00        | $2444450.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $1147800.00        | $863232.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $150000.00         | $97340.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $55200.00          | $40297.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $22722400.00       | $13605895.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $1148900.00        | $782088.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $8006800.00        | $6943127.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1011800.00        | $728274.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $200.00            | $148.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $500.00            | $511.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $319500.00         | $323558.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $70361100.00       | $44949480.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $12459600.00       | $9385024.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $8948900.00        | $8267272.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $193000.00         | $197007.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $8047700.00        | $7931790.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $951300.00         | $832426.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $191000.00         | $186095.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $26200800.00       | $22815433.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $10000000.00       | $9855185.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $250200.00         | $198927.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $769900.00         | $766322.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $26400.00          | $24993.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $314700.00         | $309154.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $581600.00         | $577884.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $16067300.00       | $15732078.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $343600.00         | $336168.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $3468500.00        | $3244260.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $24179500.00       | $22820563.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $1879100.00        | $1856539.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $1427900.00        | $1348547.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $7572300.00        | $7447252.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $3423000.00        | $3218824.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $13000.00          | $9850.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1178000.00        | $1035759.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $5505000.00        | $5846850.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $3428700.00        | $3401638.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $7000100.00        | $6630679.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $29048000.00       | $27438464.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $73369500.00       | $71618389.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $859300.00         | $820075.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $41546100.00       | $39066960.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $970100.00         | $912348.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $426500.00         | $413308.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $7374700.00        | $7254179.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $2391000.00        | $2329544.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $25023000.00       | $23691640.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $3591800.00        | $3824522.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $4917500.00        | $5410508.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $74900.00          | $77684.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $1008700.00        | $1032823.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $8663000.00        | $8791712.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $26200.00          | $24795.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $850000.00         | $655952.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $8358900.00        | $5450302.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $3540800.00        | $3529620.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $14275100.00       | $13534843.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $695000.00         | $718911.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1867600.00        | $1658533.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $506200.00         | $260185.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $257570400.00      | $132390680.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $936900.00         | $979682.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1976400.00        | $1780227.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $25700.00          | $26914.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $17249700.00       | $18284863.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $986000.00         | $981362.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $91500.00          | $91804.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $234500.00         | $232800.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $32495200.00       | $29058287.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $50203400.00       | $49191878.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $13625800.00       | $12457013.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $60762200.00       | $58428485.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $7379200.00        | $5716700.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $458800.00         | $447345.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $200.00            | $168.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $1040200.00        | $1083424.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $245407600.00      | $249999924.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $59811300.00       | $58694916.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $3642800.00        | $3659749.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $17680400.00       | $15106632.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $300.00            | $293.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $1654800.00        | $1197639.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $3653400.00        | $3774087.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $533900.00         | $498926.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $3062800.00        | $3089145.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $3955900.00        | $3919203.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1128500.00        | $1146076.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $15764000.00       | $14708602.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $19546600.00       | $19216520.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $41072800.00       | $40036410.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $630000.00         | $621731.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $11011800.00       | $10858010.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $15106400.00       | $14725220.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $56800.00          | $52098.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $3293800.00        | $3133646.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $100300.00         | $98772.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $199700.00         | $204785.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $228300.00         | $227203.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $9595000.00        | $7951379.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $999300.00         | $744412.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $1400.00           | $706.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $667800.00         | $520608.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1524000.00        | $1511495.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $18426400.00       | $11771520.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $12115500.00       | $9888304.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $800.00            | $632.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $4799300.00        | $4884940.38        | U.S. Treasuries (including strips) |

### Security 724: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8R51, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8R51
- **C.18 - Value (incl. sponsor support):** $8395000000.00
- **C.18.a - Value (excl. sponsor support):** $8395000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-30      | 3.9155%  | 0.0000% | $723167200.00      | $722966882.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $1993300.00        | $1963866.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $219651200.00      | $233330011.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $278786400.00      | $275905700.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $1629891200.00     | $1556094616.14     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $356720300.00      | $350995507.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $149821400.00      | $146015786.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $491268300.00      | $489117097.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $505900.00         | $490633.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $4763400.00        | $4703128.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $94220900.00       | $96466042.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $188575200.00      | $184248683.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $981772800.00      | $963851422.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $392500.00         | $389853.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $113868000.00      | $114631345.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $383412000.00      | $377914096.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1787331200.00     | $1805262541.98     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $81628700.00       | $79127328.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $378708000.00      | $384452292.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $101889200.00      | $102769937.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $81420000.00       | $82228256.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $514600.00         | $550822.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $6145100.00        | $6116875.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $305900.00         | $324495.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $587552800.00      | $582982814.32      | U.S. Treasuries (including strips) |

### Security 725: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8R69, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1C8R69
- **C.18 - Value (incl. sponsor support):** $828000000.00
- **C.18.a - Value (excl. sponsor support):** $828000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $92307500.00       | $93601753.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $94720000.00       | $99204512.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $80440000.00       | $82104992.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1400.00           | $1446.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $881900.00         | $835358.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $26001000.00       | $25230161.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $68232500.00       | $71399969.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $15236200.00       | $14428529.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $183100.00         | $190460.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $120901000.00      | $119857718.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $82852800.00       | $84473298.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $126254800.00      | $128370830.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $17373000.00       | $17923183.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $8737000.00        | $8765911.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $101637500.00      | $98463760.24       | U.S. Treasuries (including strips) |

### Security 726: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.140000%
- **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: ARP1C8R77, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C8R77
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DJ5170 C | 2065-06-20      | 7.0000%  | 0.0000% | $2708344.00        | $2794650.68        | Agency Mortgage-Backed Securities |
| GNII SF DL5035 C | 2055-10-20      | 6.5000%  | 0.0000% | $4034600.00        | $4227811.62        | Agency Mortgage-Backed Securities |
| GNII SF DN2297 C | 2055-10-20      | 7.0000%  | 0.0000% | $4048384.00        | $4314347.98        | Agency Mortgage-Backed Securities |
| GNAR AT MA7901 M | 2051-11-20      | 3.0000%  | 0.0000% | $233923.00         | $218322.58         | Agency Mortgage-Backed Securities |
| GNII SF DE4860 C | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1378694.26        | Agency Mortgage-Backed Securities |
| GNII SF MA9724 M | 2054-06-20      | 5.0000%  | 0.0000% | $4751424.00        | $4469358.59        | Agency Mortgage-Backed Securities |
| GNII SF MA7881 M | 2052-02-20      | 2.5000%  | 0.0000% | $66343936.00       | $42627366.34       | Agency Mortgage-Backed Securities |
| GNII SF MA8981 M | 2028-05-20      | 2.5000%  | 0.0000% | $1349510.00        | $795414.19         | Agency Mortgage-Backed Securities |
| GNII SF MA8128 M | 2037-07-20      | 5.0000%  | 0.0000% | $414696.00         | $241504.15         | Agency Mortgage-Backed Securities |
| GNII SF DG9275 C | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $1210382.23        | Agency Mortgage-Backed Securities |
| GNII ET DK2993 C | 2065-06-20      | 6.5000%  | 0.0000% | $2543936.00        | $2442456.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ3198 C | 2055-08-20      | 6.5000%  | 0.0000% | $8913648.00        | $9389486.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ3140 C | 2055-08-20      | 6.5000%  | 0.0000% | $1441728.00        | $1509189.05        | Agency Mortgage-Backed Securities |
| GNII BD DH9428 C | 2055-05-20      | 6.0000%  | 0.0000% | $1354902.00        | $1415123.38        | Agency Mortgage-Backed Securities |
| GNII SF DK5354 C | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $5466089.20        | Agency Mortgage-Backed Securities |
| GNII ET DL6727 C | 2065-07-20      | 2.0000%  | 0.0000% | $273063.00         | $214958.90         | Agency Mortgage-Backed Securities |
| GNII SF BX4959 C | 2050-09-20      | 2.5000%  | 0.0000% | $66560.00          | $40160.95          | Agency Mortgage-Backed Securities |
| GNII SF MA9364 M | 2053-11-20      | 6.5000%  | 0.0000% | $122231.00         | $57573.96          | Agency Mortgage-Backed Securities |
| GNII SF BX4932 C | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $1028116.33        | Agency Mortgage-Backed Securities |
| GNII ET CV6001 C | 2063-06-20      | 6.0000%  | 0.0000% | $477027.00         | $317161.64         | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $215345920.00      | $58817385.99       | Agency Mortgage-Backed Securities |
| GNII SF DI0837 C | 2055-04-20      | 6.5000%  | 0.0000% | $812796.00         | $852371.74         | Agency Mortgage-Backed Securities |
| GNII SF DL8788 C | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3292927.57        | Agency Mortgage-Backed Securities |
| GNII SF CT4983 C | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $574355.77         | Agency Mortgage-Backed Securities |
| GNMI SF BE0204 X | 2048-01-15      | 4.0000%  | 0.0000% | $71000.00          | $33032.40          | Agency Mortgage-Backed Securities |
| GNII SF MA8724 M | 2053-03-20      | 4.5000%  | 0.0000% | $3363164.00        | $2712147.91        | Agency Mortgage-Backed Securities |
| GNII SF DB8685 C | 2054-05-20      | 6.0000%  | 0.0000% | $2120352.00        | $2164493.08        | Agency Mortgage-Backed Securities |
| GNII SF DE5639 C | 2054-09-20      | 5.0000%  | 0.0000% | $1544622.00        | $1250578.81        | Agency Mortgage-Backed Securities |
| GNII SF DG7291 C | 2055-01-20      | 5.5000%  | 0.0000% | $1023418.00        | $926163.25         | Agency Mortgage-Backed Securities |
| GNII SF DA9707 C | 2054-05-20      | 6.5000%  | 0.0000% | $1027972.00        | $487870.26         | Agency Mortgage-Backed Securities |
| GNII SF BP5506 C | 2049-09-20      | 5.5000%  | 0.0000% | $2153700.00        | $727498.47         | Agency Mortgage-Backed Securities |
| GNII SP 786726 C | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $404526.16         | Agency Mortgage-Backed Securities |
| GNII SF MA7232 M | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $46173.29          | Agency Mortgage-Backed Securities |
| GNMI SF 736553 X | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8553.66           | Agency Mortgage-Backed Securities |
| GNII SF MA7052 M | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2685552.17        | Agency Mortgage-Backed Securities |
| GNII SF AS9196 C | 2046-04-20      | 3.5000%  | 0.0000% | $200000.00         | $61594.25          | Agency Mortgage-Backed Securities |
| GNII SF DL8042 C | 2055-09-20      | 6.5000%  | 0.0000% | $824490.00         | $866255.45         | Agency Mortgage-Backed Securities |
| GNMI SF AN6559 X | 2045-07-15      | 4.5000%  | 0.0000% | $7503128.00        | $165701.97         | Agency Mortgage-Backed Securities |
| GNII SF CU5097 C | 2053-05-20      | 6.0000%  | 0.0000% | $2235150.00        | $1880529.23        | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M | 2038-11-20      | 7.0000%  | 0.0000% | $499953.00         | $21625.32          | Agency Mortgage-Backed Securities |
| GNII SF DK4128 C | 2055-06-20      | 7.0000%  | 0.0000% | $1483138.00        | $1546563.50        | Agency Mortgage-Backed Securities |
| GNII SF DK4955 C | 2055-08-20      | 7.0000%  | 0.0000% | $1258024.00        | $1320093.91        | Agency Mortgage-Backed Securities |
| GNII SF DM4443 C | 2055-10-20      | 6.0000%  | 0.0000% | $1699250.00        | $1756293.82        | Agency Mortgage-Backed Securities |
| GNII SF DM1860 C | 2055-08-20      | 5.5000%  | 0.0000% | $10104592.00       | $10201136.48       | Agency Mortgage-Backed Securities |
| GNII SP 785575 C | 2051-08-20      | 2.5000%  | 0.0000% | $325000.00         | $191828.31         | Agency Mortgage-Backed Securities |
| GNII SF DI9557 C | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1180973.60        | Agency Mortgage-Backed Securities |
| GNII SF DL6440 C | 2055-08-20      | 6.5000%  | 0.0000% | $3969816.00        | $4169112.51        | Agency Mortgage-Backed Securities |
| GNII SF DL2500 C | 2055-07-20      | 6.5000%  | 0.0000% | $5274040.00        | $5507323.81        | Agency Mortgage-Backed Securities |
| GNII SP 785566 C | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $74933.61          | Agency Mortgage-Backed Securities |
| GNII SF BD0384 C | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $38564.52          | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $570173.64         | Agency Mortgage-Backed Securities |
| GNII SF DN1333 C | 2055-10-20      | 6.0000%  | 0.0000% | $9178400.00        | $9486500.53        | Agency Mortgage-Backed Securities |
| GNII JM MA5923 M | 2049-04-20      | 4.5000%  | 0.0000% | $495009.00         | $20201.43          | Agency Mortgage-Backed Securities |
| GNII SF DB0867 C | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $891867.21         | Agency Mortgage-Backed Securities |
| GNII SF DM0223 C | 2055-08-20      | 5.5000%  | 0.0000% | $6022370.00        | $6071775.09        | Agency Mortgage-Backed Securities |
| GNII SF CT4982 C | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $761580.96         | Agency Mortgage-Backed Securities |
| GNII SF CT6723 C | 2053-06-20      | 6.5000%  | 0.0000% | $1007992.00        | $1064251.14        | Agency Mortgage-Backed Securities |
| GNII SF CU5081 C | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2099322.07        | Agency Mortgage-Backed Securities |

### Security 727: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8R85, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C8R85
- **C.18 - Value (incl. sponsor support):** $354000000.00
- **C.18.a - Value (excl. sponsor support):** $354000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $189514200.00      | $195219867.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $147150400.00      | $165860231.36      | U.S. Treasuries (including strips) |

### Security 728: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.140000%
- **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: ARP1C8R93, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1C8R93
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLCB6546   | 2053-06-01      | 6.5000%  | 0.0000% | $44940165.00       | $34538120.92       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS8097   | 2052-03-01      | 2.0000%  | 0.0000% | $1920348.00        | $1438825.80        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $548.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7076   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.38           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $1849.00           | $1540.11           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2361   | 2030-01-01      | 4.4700%  | 0.0000% | $1000.00           | $1017.54           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4023   | 2030-06-01      | 4.2450%  | 0.0000% | $365760.00         | $367331.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8326   | 2054-04-01      | 5.5000%  | 0.0000% | $35251700.00       | $32083636.52       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5915   | 2046-11-01      | 3.0000%  | 0.0000% | $1984.00           | $438.83            | Agency Mortgage-Backed Securities  |
| GNII SF MB0094 M       | 2054-11-20      | 6.5000%  | 0.0000% | $4873532.00        | $3487746.34        | Agency Mortgage-Backed Securities  |
| GNII RG CJ9358 C       | 2041-06-20      | 5.0000%  | 0.0000% | $57171.00          | $31059.33          | Agency Mortgage-Backed Securities  |
| GNII RG CH7265 C       | 2044-11-20      | 4.0000%  | 0.0000% | $2003.00           | $906.35            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1002.00           | $620.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW8783   | 2052-09-01      | 5.5000%  | 0.0000% | $1163190.00        | $837251.30         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ0614   | 2034-03-01      | 4.6300%  | 0.0000% | $5000.00           | $5034.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY5220   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $30835072.00       | $28584245.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7431   | 2053-11-01      | 5.5000%  | 0.0000% | $7244608.00        | $6041507.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7117   | 2054-07-01      | 5.5000%  | 0.0000% | $307815.00         | $279454.90         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670   | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $668.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912   | 2046-09-01      | 3.0000%  | 0.0000% | $2986.00           | $454.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2468   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $790.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $41113654.00       | $31315157.25       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7635   | 2053-12-01      | 7.0000%  | 0.0000% | $38418229.00       | $36301278.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2485   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4208   | 2050-12-01      | 2.0000%  | 0.0000% | $1998.00           | $1077.29           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6178   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.88           | Agency Mortgage-Backed Securities  |
| GNII SF CE3629 C       | 2051-07-20      | 3.5000%  | 0.0000% | $1022.00           | $750.28            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $371700.00         | $374997.56         | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL2983   | 2055-10-01      | 5.5000%  | 0.0000% | $18335.00          | $18896.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2252   | 2050-07-01      | 3.0000%  | 0.0000% | $48965138.00       | $33477595.25       | Agency Mortgage-Backed Securities  |
| GNII ET DI5903 C       | 2064-09-20      | 6.5000%  | 0.0000% | $144087.00         | $148617.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1194.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $47537803.00       | $22292801.80       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ1844   | 2050-09-01      | 2.5000%  | 0.0000% | $5121.00           | $2234.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $795.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688   | 2054-10-01      | 6.5000%  | 0.0000% | $2399.00           | $2266.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5687   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $894.90            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933   | 2053-11-01      | 7.0000%  | 0.0000% | $11000.00          | $8665.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3132   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $756.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $777.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6314   | 2050-07-01      | 3.0000%  | 0.0000% | $1782.00           | $739.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $1025.00           | $719.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $2001.00           | $946.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1205.00           | $911.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $447061.00         | $334914.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0528   | 2055-06-01      | 6.5000%  | 0.0000% | $2239.00           | $2249.48           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA8506   | 2054-01-01      | 7.0000%  | 0.0000% | $4079.00           | $2503.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2771   | 2046-10-01      | 3.0000%  | 0.0000% | $1809.00           | $300.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $978.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7782   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $884.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388   | 2054-06-01      | 5.5000%  | 0.0000% | $3591271.00        | $3162594.88        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $39881.00          | $30156.97          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2496   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $981.55            | Agency Mortgage-Backed Securities  |
| GNMI SF BY2839 X       | 2051-01-15      | 2.5000%  | 0.0000% | $4053.00           | $2772.86           | Agency Mortgage-Backed Securities  |
| GNII SF CD3283 C       | 2051-09-20      | 4.0000%  | 0.0000% | $4000.00           | $3274.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566   | 2061-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2589.56           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU4257   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $663.07            | Agency Mortgage-Backed Securities  |
| GNII SF CK2930 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1000.00           | $606.49            | Agency Mortgage-Backed Securities  |
| GNII SF CI0282 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1000.00           | $580.35            | Agency Mortgage-Backed Securities  |
| GNII RG CJ3356 C       | 2049-06-20      | 5.0000%  | 0.0000% | $1001.00           | $402.11            | Agency Mortgage-Backed Securities  |
| GNII RG CI4407 C       | 2043-10-20      | 3.5000%  | 0.0000% | $1006.00           | $720.13            | Agency Mortgage-Backed Securities  |
| GNII SF BS9243 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1001.00           | $598.15            | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C       | 2053-06-20      | 6.0000%  | 0.0000% | $5000.00           | $5254.55           | Agency Mortgage-Backed Securities  |
| GNII SF BW0562 C       | 2050-07-20      | 3.0000%  | 0.0000% | $1002.00           | $333.56            | Agency Mortgage-Backed Securities  |
| GNII RG CJ6672 C       | 2046-10-20      | 3.5000%  | 0.0000% | $2056064.00        | $943563.45         | Agency Mortgage-Backed Securities  |
| GNII RG CJ9373 C       | 2046-02-20      | 4.5000%  | 0.0000% | $1001.00           | $633.24            | Agency Mortgage-Backed Securities  |
| GNII SF BX5490 C       | 2050-09-20      | 3.0000%  | 0.0000% | $4993.00           | $1328.37           | Agency Mortgage-Backed Securities  |
| GNII SF CE3764 C       | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $579.40            | Agency Mortgage-Backed Securities  |
| GNII SF CI6924 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1001.00           | $697.52            | Agency Mortgage-Backed Securities  |
| GNII RG CJ9368 C       | 2046-06-20      | 4.0000%  | 0.0000% | $1002.00           | $594.13            | Agency Mortgage-Backed Securities  |
| GNII SF CU9025 C       | 2053-06-20      | 6.5000%  | 0.0000% | $3000.00           | $2835.30           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4292   | 2029-11-01      | 2.3300%  | 0.0000% | $1357262.00        | $1174249.04        | Agency Mortgage-Backed Securities  |
| GNMI SF CR2389 X       | 2053-04-15      | 6.5000%  | 0.0000% | $4000.00           | $4252.11           | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $834.51            | Agency Mortgage-Backed Securities  |
| GNII RG CJ3389 C       | 2050-02-20      | 5.0000%  | 0.0000% | $1000.00           | $509.75            | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C       | 2053-06-20      | 6.5000%  | 0.0000% | $5000.00           | $2379.71           | Agency Mortgage-Backed Securities  |
| GNII SF CV9373 C       | 2053-07-20      | 6.5000%  | 0.0000% | $5000.00           | $4580.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6734   | 2055-08-01      | 5.5000%  | 0.0000% | $3854957.00        | $3931792.67        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7159   | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.02           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM7037   | 2032-08-01      | 1.7546%  | 0.0000% | $1104.00           | $960.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2620   | 2051-02-01      | 2.0000%  | 0.0000% | $14336.00          | $8788.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1994   | 2055-04-01      | 6.5000%  | 0.0000% | $44017368.00       | $44924933.75       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $695700.00         | $712002.32         | U.S. Treasuries (including strips) |
| FNMS 05.500 CLDE6692   | 2055-08-01      | 5.5000%  | 0.0000% | $2164590.00        | $2204816.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU9879   | 2052-01-01      | 2.5000%  | 0.0000% | $1345726.00        | $798618.34         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0099   | 2050-06-01      | 2.5000%  | 0.0000% | $10298.00          | $4737.48           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847   | 2052-05-01      | 4.5000%  | 0.0000% | $6001.00           | $4689.92           | Agency Mortgage-Backed Securities  |
| FKAR 04.260 WNWN2707   | 2032-07-01      | 4.2600%  | 0.0000% | $1304.00           | $1299.15           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN1260   | 2031-04-01      | 3.0200%  | 0.0000% | $708558.00         | $672001.84         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8387   | 2054-11-01      | 4.5000%  | 0.0000% | $4042.00           | $3884.78           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ4047   | 2054-09-01      | 7.0000%  | 0.0000% | $1195221.00        | $1227595.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7512   | 2051-04-01      | 2.0000%  | 0.0000% | $5079224.00        | $3194425.37        | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C       | 2051-02-20      | 3.5000%  | 0.0000% | $3000.00           | $1569.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $916.98            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790   | 2050-06-01      | 2.5000%  | 0.0000% | $1001.00           | $379.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $6176.00           | $5876.08           | Agency Mortgage-Backed Securities  |
| GNII SF DI4922 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1492830.00        | $1551866.89        | Agency Mortgage-Backed Securities  |
| GNII SF CE3711 C       | 2051-08-20      | 3.5000%  | 0.0000% | $1007.00           | $759.92            | Agency Mortgage-Backed Securities  |
| GNII ET DI3201 C       | 2065-03-20      | 6.5000%  | 0.0000% | $1419061.00        | $1297013.37        | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $859.61            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9974   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.07           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6850   | 2055-07-01      | 7.0000%  | 0.0000% | $2888180.00        | $2740495.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $16735407.00       | $12549557.09       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7656   | 2053-12-01      | 7.0000%  | 0.0000% | $1562000.00        | $1133632.22        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7529   | 2053-11-01      | 7.0000%  | 0.0000% | $6844472.00        | $5054179.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277   | 2055-04-01      | 6.5000%  | 0.0000% | $1004.00           | $1029.72           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6959   | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1612.43           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB1310   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $477.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9847   | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1936.98           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2032   | 2051-06-01      | 2.5000%  | 0.0000% | $8000.00           | $5583.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867   | 2049-06-01      | 3.5000%  | 0.0000% | $894322.00         | $273141.40         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954   | 2054-07-01      | 5.5000%  | 0.0000% | $3437057.00        | $3281344.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ8204   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7716   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $797.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $14254479.00       | $11715793.82       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $1024.00           | $834.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4528   | 2051-02-01      | 2.5000%  | 0.0000% | $12323.00          | $6895.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1001.00           | $804.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9574   | 2052-11-01      | 4.5000%  | 0.0000% | $2293.00           | $1758.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6982   | 2046-10-01      | 3.0000%  | 0.0000% | $464666.00         | $68070.71          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1666   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.39           | Agency Mortgage-Backed Securities  |

### Security 729: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8RS1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C8RS1
- **C.18 - Value (incl. sponsor support):** $1408000000.00
- **C.18.a - Value (excl. sponsor support):** $1408000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $19643600.00       | $24975079.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $238869600.00      | $249989649.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $6195200.00        | $5801504.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $128701600.00      | $138163932.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $178839800.00      | $189939222.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $207640800.00      | $219008751.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $34116500.00       | $31965181.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $12899200.00       | $16535743.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $35924700.00       | $43075234.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $878300.00         | $989031.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $7721200.00        | $15717400.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $214376400.00      | $249999655.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $242706400.00      | $249999696.96      | U.S. Treasuries (including strips) |

### Security 730: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.160000%
- **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: ARP1C8S76, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C8S76
- **C.18 - Value (incl. sponsor support):** $1423000000.00
- **C.18.a - Value (excl. sponsor support):** $1423000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLCB9820   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $907.14            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $31000.00          | $29306.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $25066.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $232.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $1025.00           | $277.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9418   | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516   | 2052-09-01      | 4.5000%  | 0.0000% | $48571379.00       | $42799472.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9878   | 2053-04-01      | 5.0000%  | 0.0000% | $123764.00         | $111961.38         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $193000.00         | $137796.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $197000.00         | $166802.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3950.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92119551.00       | $11335696.29       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $500.00            | $522.17            | U.S. Treasuries (including strips) |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270179.00        | $1444587.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6903   | 2053-08-01      | 5.0000%  | 0.0000% | $29763478.00       | $26175595.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7726   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $997.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $26461.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC7366   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $940.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5480   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3952.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3126.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6401   | 2054-11-01      | 5.0000%  | 0.0000% | $24943.00          | $24516.23          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $3716135.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $319999.00         | $35717.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $19269112.00       | $16452546.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8327   | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $9051.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $164678.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694635.00        | $955702.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3889   | 2050-07-01      | 3.0000%  | 0.0000% | $72000.00          | $25791.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0969   | 2055-03-01      | 5.0000%  | 0.0000% | $1052.00           | $1048.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $47206.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1124   | 2054-07-01      | 5.5000%  | 0.0000% | $3864654.00        | $3728580.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244   | 2054-12-01      | 5.0000%  | 0.0000% | $18912875.00       | $18300163.14       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $29460021.00       | $28903088.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $814.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $15000000.00       | $14839759.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448069.00        | $3118091.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4526   | 2037-09-01      | 5.0000%  | 0.0000% | $77971.00          | $48430.89          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3743.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5364406.25        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4751   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $127.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1066   | 2051-07-01      | 2.5000%  | 0.0000% | $775000.00         | $494752.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $98851.35          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $988.64            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9579   | 2053-08-01      | 6.0000%  | 0.0000% | $1041.00           | $888.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1353   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $714.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $102978.00         | $80718.04          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480000.00         | $205844.93         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $19116227.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $23981.97          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $767.54            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5154   | 2042-04-01      | 2.5000%  | 0.0000% | $1000.00           | $681.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3279   | 2053-07-01      | 5.5000%  | 0.0000% | $2356863.00        | $2034073.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3362   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $214.60            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $997.72            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4215   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $569.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7303   | 2053-07-01      | 5.0000%  | 0.0000% | $7317763.00        | $6709316.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $435000.00         | $304333.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2649   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $722.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6974   | 2050-09-01      | 2.0000%  | 0.0000% | $110000.00         | $79235.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1112   | 2043-12-01      | 5.5000%  | 0.0000% | $13123805.00       | $11825329.50       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24208320.00       | $22796116.82       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $23651416.86       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA1610   | 2038-03-01      | 4.5000%  | 0.0000% | $1172655.00        | $1035597.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0354   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $780.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $2646999.00        | $1701423.64        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0028   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $629.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8613   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $413.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5518.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2822   | 2034-11-01      | 4.0000%  | 0.0000% | $465173.00         | $264153.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701   | 2051-12-01      | 3.0000%  | 0.0000% | $504000.00         | $316492.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL5759   | 2029-07-01      | 3.5000%  | 0.0000% | $1000.00           | $49.90             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5420   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3415.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1739286.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS8846   | 2032-04-01      | 3.0000%  | 0.0000% | $2797851.00        | $2208838.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8394   | 2054-07-01      | 5.5000%  | 0.0000% | $250000.00         | $227179.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2914   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $766.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA4413   | 2045-11-01      | 3.5000%  | 0.0000% | $175000.00         | $41446.99          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $622.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $677.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0821   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $612.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7556   | 2053-12-01      | 6.0000%  | 0.0000% | $1013.00           | $772.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3126.03           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6132   | 2051-10-01      | 2.5000%  | 0.0000% | $57000.00          | $35770.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $135.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U3BF0194   | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $185.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1243   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1037.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2838   | 2052-02-01      | 2.0000%  | 0.0000% | $1165910.00        | $750146.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914   | 2052-06-01      | 4.0000%  | 0.0000% | $183000.00         | $135143.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3232245.00        | $2364664.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $179.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $835.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM1068   | 2032-01-01      | 3.5000%  | 0.0000% | $1000.00           | $123.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5081   | 2050-10-01      | 2.0000%  | 0.0000% | $14679294.00       | $7718749.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $300.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $51068.45          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $300.00            | $303.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1432900.00        | $1420319.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $62000.00          | $63328.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $211800.00         | $210778.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $1500.00           | $1446.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $59.69             | U.S. Treasuries (including strips) |
| FEPC 06.000 CLRJ5127   | 2055-10-01      | 6.0000%  | 0.0000% | $58975731.00       | $60659370.17       | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $182817135.00      | $108597978.43      | Agency Mortgage-Backed Securities  |
| GNII SF MA8492 M       | 2052-12-20      | 6.0000%  | 0.0000% | $79169.00          | $44715.76          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $167000.00         | $127874.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4132   | 2053-03-01      | 6.0000%  | 0.0000% | $80596.00          | $67269.16          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $5751.00           | $4470.61           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037   | 2037-05-01      | 1.5000%  | 0.0000% | $86226.00          | $53477.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452   | 2052-06-01      | 3.5000%  | 0.0000% | $1005.00           | $771.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1661   | 2052-03-01      | 2.5000%  | 0.0000% | $577034.00         | $367307.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228   | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2348.40           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $900.00            | $713.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $66.15             | U.S. Treasuries (including strips) |
| FNMS 04.000 CIFS4802   | 2038-05-01      | 4.0000%  | 0.0000% | $49000.00          | $33128.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $36766.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $480080.00         | $367028.21         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15561938.00       | $13332268.40       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $573.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4295   | 2053-03-01      | 4.5000%  | 0.0000% | $365184.00         | $266148.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2821   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $773.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1352.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3275   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $726.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0835   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $668.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $548.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $5298462.00        | $4350695.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6636   | 2052-09-01      | 4.0000%  | 0.0000% | $313423.00         | $237679.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $634156.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $1216030.00        | $982252.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4251   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $713.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $3001164.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1432896.00        | $1169220.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8012   | 2054-02-01      | 6.5000%  | 0.0000% | $23337072.00       | $19984724.30       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1555989.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046710.00        | $895819.66         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $720.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761006.00        | $4228105.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5296.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753   | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $80103.69          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2734.53           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $72.20             | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFM8104   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $598.73            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $103.96            | U.S. Treasuries (including strips) |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $219000.00         | $49162.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $412189.49         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $300.00            | $296.68            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD3000   | 2053-06-01      | 5.5000%  | 0.0000% | $1426.00           | $1127.76           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7105   | 2054-11-01      | 6.0000%  | 0.0000% | $14902222.00       | $13109158.72       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $23151757.00       | $14484830.55       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2536   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $712.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8378   | 2040-04-01      | 5.0000%  | 0.0000% | $1000.00           | $864.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $2067.00           | $1517.00           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8114   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $457.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $107034.63         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1775   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $826.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $14565774.00       | $14461038.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $905.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5855   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $572.82            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1254   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $658.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $942.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4057061.00        | $3000138.43        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB4948   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $536.76            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $11999.00          | $8083.43           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4260   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $811.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $882.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $43031.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185715.00         | $36676.83          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU6743   | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $198701.00         | $31612.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $5192247.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2616   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $683.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667   | 2050-12-01      | 2.5000%  | 0.0000% | $1024.00           | $569.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100648.00       | $22729807.78       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $507500.00         | $518982.17         | U.S. Treasuries (including strips) |
| FNMS 06.000 CLFA1451   | 2054-10-01      | 6.0000%  | 0.0000% | $37947776.00       | $37395589.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2419   | 2050-02-01      | 3.0000%  | 0.0000% | $381557.00         | $189778.96         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3315   | 2055-01-01      | 6.5000%  | 0.0000% | $114570876.00      | $102121290.37      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $232.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1620.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635   | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $832.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5510   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $571.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3800   | 2050-01-01      | 4.5000%  | 0.0000% | $400000.00         | $299319.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $5745077.00        | $2528199.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $25693334.00       | $18815085.81       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $383451.00         | $295258.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $817.35            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159   | 2052-10-01      | 4.5000%  | 0.0000% | $337800.00         | $272848.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $617090.00         | $482795.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4480   | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $742.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $159023.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2473672.00        | $2204361.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $614.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $16211217.00       | $8554537.37        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $842.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8066   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $864.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $17869557.07       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $532.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7097   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $704.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1295   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $657.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6760   | 2054-11-01      | 5.0000%  | 0.0000% | $5248250.00        | $5010828.47        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7552   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $642.90            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8139   | 2051-04-01      | 1.5000%  | 0.0000% | $97868.00          | $56518.61          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $62000.00          | $56667.07          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $741.49            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $885.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2482   | 2042-09-01      | 4.5000%  | 0.0000% | $1027388.00        | $37911.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4667   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1034.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $253000.00         | $192073.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8018   | 2054-02-01      | 6.5000%  | 0.0000% | $279104.00         | $213840.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627519.00        | $2263638.36        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7186   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $710.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $33375096.00       | $27423942.42       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $35821.84          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1549.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7328   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $589.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $606.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807   | 2052-09-01      | 5.0000%  | 0.0000% | $314629.00         | $260058.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1858   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1401.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2939   | 2052-09-01      | 4.5000%  | 0.0000% | $99000.00          | $79056.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $367859.00         | $233966.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0532   | 2052-01-01      | 3.5000%  | 0.0000% | $3070000.00        | $1917025.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4532009.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM5714   | 2035-11-01      | 4.0000%  | 0.0000% | $185000.00         | $47560.81          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $600.00            | $488.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $500.00            | $492.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $2010400.00        | $1992230.00        | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $18624602.06       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $640.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1901   | 2054-08-01      | 5.5000%  | 0.0000% | $13289024.00       | $13384188.16       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167619049.00      | $12916887.81       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8486   | 2028-05-01      | 2.5000%  | 0.0000% | $1550.00           | $62.57             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35342645.00       | $8427343.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $376000.00         | $323793.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153718.00         | $71637.02          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $218695.00         | $141154.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6955   | 2050-09-01      | 3.0000%  | 0.0000% | $1655000.00        | $655728.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67002.00          | $40820.85          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3155   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $156.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $708.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6841   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $894.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $501226.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8355   | 2054-04-01      | 6.5000%  | 0.0000% | $235000.00         | $209907.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $202918.00         | $132845.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $821.67            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE9661   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.48           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8708   | 2055-09-01      | 7.0000%  | 0.0000% | $889462.00         | $946757.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $20593.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805   | 2053-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $1272458.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $653.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $782.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8508   | 2040-09-01      | 6.5000%  | 0.0000% | $675000.00         | $567943.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $835545.00         | $693153.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4872   | 2053-06-01      | 5.5000%  | 0.0000% | $594209.00         | $478888.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1457.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0564   | 2054-05-01      | 5.5000%  | 0.0000% | $1607880.00        | $1521934.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8364   | 2054-04-01      | 6.5000%  | 0.0000% | $9100.00           | $7550.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $890730.00         | $689409.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $8411.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $900.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9630   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $943.63            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $367.03            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $3243500.00        | $3306450.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $200.00            | $197.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $204.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $85300.00          | $88094.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $25228100.00       | $25737989.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $103.48            | U.S. Treasuries (including strips) |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $623.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $101957.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1896647.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5977   | 2054-11-01      | 5.0000%  | 0.0000% | $55543.00          | $54824.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126440.00         | $26524.08          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $8797064.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $24244.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8658028.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL3322   | 2043-02-01      | 4.0000%  | 0.0000% | $409000.00         | $29924.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328987.00         | $23292.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $37167.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9631   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $273.90            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB2616   | 2050-08-01      | 2.0000%  | 0.0000% | $650000.00         | $314497.85         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $41755.00          | $36333.99          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $20065.00          | $18800.68          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219   | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $704.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $6190.00           | $5134.40           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1751   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $664.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $576184.00         | $465493.81         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8017   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $133.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $160068.00         | $55844.92          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0644   | 2055-02-01      | 5.5000%  | 0.0000% | $48640564.00       | $47703926.26       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $29129950.00       | $27811823.00       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6831   | 2037-01-01      | 3.0000%  | 0.0000% | $356285.00         | $143747.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS2500   | 2037-03-01      | 3.0000%  | 0.0000% | $170297.00         | $95271.08          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $59200.00          | $46170.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $90988.00          | $64107.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9833   | 2054-05-01      | 5.5000%  | 0.0000% | $12031951.00       | $11175092.15       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3090   | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $202.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9798   | 2054-11-01      | 5.0000%  | 0.0000% | $40000.00          | $37971.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761   | 2054-07-01      | 6.5000%  | 0.0000% | $1029.00           | $814.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1578   | 2045-02-01      | 3.5000%  | 0.0000% | $1600000.00        | $331058.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $1574.00           | $14.04             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7231   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $435.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3499   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $725.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7909.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4562   | 2052-09-01      | 5.0000%  | 0.0000% | $145000.00         | $111300.02         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U49046 G   | 2029-02-01      | 4.0000%  | 0.0000% | $1004.00           | $23.62             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $1550654.00        | $1209397.95        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190   | 2052-01-01      | 3.0000%  | 0.0000% | $160000.00         | $101421.90         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $271815.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA6862   | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $403.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $907.22            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $298311.87         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $721.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $1023.00           | $794.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL254548   | 2032-12-01      | 5.5000%  | 0.0000% | $1000.00           | $3.06              | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13083831.00       | $35381.25          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1807   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $733.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000000.00       | $19793668.67       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1093.00           | $565.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $732.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3672   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $692.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113   | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $654.28            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0941   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $668.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $105792.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3311783.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $369000.00         | $273021.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7531   | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $483.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $15969548.00       | $8632619.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0995   | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $652.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8483   | 2054-05-01      | 5.5000%  | 0.0000% | $824746.00         | $741102.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $637.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1343952.00        | $1215696.84        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6519   | 2036-03-01      | 2.0000%  | 0.0000% | $650000.00         | $292393.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $39669301.00       | $10353307.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0597   | 2055-06-01      | 6.5000%  | 0.0000% | $55763711.00       | $54003691.33       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $785.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3108   | 2054-10-01      | 6.0000%  | 0.0000% | $20635988.00       | $21291696.52       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5492.42           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $668.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $60000.00          | $52943.72          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6636   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $958.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $96.31             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $5105745.00        | $4266055.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $4277004.00        | $3967240.73        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945245.00         | $229148.80         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $103053.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1297.00           | $1057.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7152   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $936.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3382   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $888.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT1859   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $198.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5070   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $908.02            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $41557.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $54766.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $31226.43          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1069005.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9832   | 2053-07-01      | 5.5000%  | 0.0000% | $65116009.00       | $59612333.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8371   | 2050-03-01      | 3.5000%  | 0.0000% | $1013.00           | $832.59            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4236   | 2051-01-01      | 1.5000%  | 0.0000% | $119235120.00      | $67572673.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2313615.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $167.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $52077.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM4151   | 2032-06-01      | 2.5000%  | 0.0000% | $1000.00           | $181.38            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $986100.00         | $1019932.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $76.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $21400.00          | $22396.91          | U.S. Treasuries (including strips) |
| FNMS 05.000 CLCB9476   | 2054-11-01      | 5.0000%  | 0.0000% | $19111959.00       | $18382946.24       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $298000.00         | $297293.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $86800.00          | $86466.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $300.00            | $294.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $100.00            | $98.82             | U.S. Treasuries (including strips) |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $264515.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089   | 2046-10-01      | 3.5000%  | 0.0000% | $237680.00         | $62115.85          | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $119881021.00      | $75203470.41       | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G16352 G   | 2032-09-01      | 2.5000%  | 0.0000% | $1000.00           | $172.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7504   | 2050-01-01      | 3.0000%  | 0.0000% | $4001.00           | $1341.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $28653.92          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $802.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $218303.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $110000.00         | $75148.98          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4309644.00        | $3315608.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $15788157.19       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $51000.00          | $40583.95          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $66485.20          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $856.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $808.59            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNSA0069   | 2032-05-01      | 1.5000%  | 0.0000% | $1000.00           | $720.64            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2355   | 2052-12-01      | 4.5000%  | 0.0000% | $1576.00           | $1182.24           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD5573   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $784.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $837.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173   | 2051-10-01      | 2.5000%  | 0.0000% | $1008.00           | $628.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8397   | 2054-01-01      | 6.5000%  | 0.0000% | $835665.00         | $485143.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1045.00           | $1008.38           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8183   | 2051-12-01      | 2.5000%  | 0.0000% | $71072.00          | $45830.23          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2796179.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4698   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $893.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $785.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8063   | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $223.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $789.09            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0734   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $663.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555   | 2052-08-01      | 3.0000%  | 0.0000% | $11967366.00       | $8135167.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1663579.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $199995.00         | $30073.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $9086745.28        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3575   | 2052-09-01      | 4.5000%  | 0.0000% | $63200.00          | $48472.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $440000.00         | $306414.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8122   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $440.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $88001.00          | $62476.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $12679679.00       | $12557965.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0392   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $699.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2931   | 2037-03-01      | 2.0000%  | 0.0000% | $108000.00         | $67371.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $48443361.00       | $38193978.43       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0893   | 2052-02-01      | 3.0000%  | 0.0000% | $310000.00         | $209200.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $708.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3686   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $769.80            | Agency Mortgage-Backed Securities  |

### Security 731: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8SD3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1C8SD3
- **C.18 - Value (incl. sponsor support):** $697000000.00
- **C.18.a - Value (excl. sponsor support):** $697000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $165300.00         | $163873.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $99994800.00       | $129432159.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1045.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $378.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $492300.00         | $491580.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $84249300.00       | $85316153.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $500.00            | $743.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $33300.00          | $35061.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $74.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $795600.00         | $795257.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $700.00            | $688.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $900.00            | $972.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $280.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $158553500.00      | $162698342.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $28548000.00       | $28727909.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $3835500.00        | $3352216.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $200.00            | $239.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1000.00           | $1051.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $161918500.00      | $170622583.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $663300.00         | $646251.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $25824100.00       | $24484953.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $109486300.00      | $102953032.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $800.00            | $848.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $173800.00         | $173944.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $200.00            | $199.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $82100.00          | $166977.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $1078400.00        | $1118488.05        | U.S. Treasuries (including strips) |

### Security 732: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.160000%
- **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: ARP1C8SF8, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1C8SF8
- **C.18 - Value (incl. sponsor support):** $6496000000.00
- **C.18.a - Value (excl. sponsor support):** $6496000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2024-159 GL     | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24588516.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 CB     | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $50958816.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PK     | 2054-07-20      | 4.5000%  | 0.0000% | $13104000.00       | $12635167.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-064 FA     | 2052-04-20      | 4.5000%  | 0.0000% | $10667117.00       | $6057121.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA      | 2046-09-20      | 4.5455%  | 0.0000% | $30000000.00       | $6749621.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-020 FE     | 2040-02-20      | 4.8955%  | 0.0000% | $131000000.00      | $4485116.92        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GA     | 2048-05-20      | 5.5000%  | 0.0000% | $8825000.00        | $3807536.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 MF     | 2054-04-20      | 5.2838%  | 0.0000% | $40000000.00       | $33348008.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 KW     | 2055-08-20      | 4.5000%  | 0.0000% | $887755.00         | $789921.74         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM     | 2054-04-20      | 5.5000%  | 0.0000% | $20000000.00       | $20394746.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 UC     | 2049-02-20      | 2.5000%  | 0.0000% | $9400000.00        | $2411552.08        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 GT     | 2055-10-20      | 5.5000%  | 0.0000% | $34527068.00       | $34869967.82       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-107 A      | 2035-05-20      | 3.0000%  | 0.0000% | $3600000.00        | $227217.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FD     | 2054-08-20      | 5.2838%  | 0.0000% | $99397000.00       | $88148907.02       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $730124.00         | $735914.36         | Agency Mortgage-Backed Securities         |
| GNII SF DL8205 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2884990.00        | $2941012.82        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $70000000.00       | $66420401.72       | Agency Mortgage-Backed Securities         |
| GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $57622149.00       | $57296103.22       | Agency Mortgage-Backed Securities         |
| GNII SF MB0684 M     | 2055-09-20      | 4.5000%  | 0.0000% | $120000000.00      | $117681360.00      | Agency Mortgage-Backed Securities         |
| GNII SF DI3687 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1523472.00        | $1543821.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547 | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $13643268.35       | Agency Mortgage-Backed Securities         |
| GNRM 2025-136 PJ     | 2055-05-20      | 5.0000%  | 0.0000% | $22188856.00       | $22051500.21       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-077 KV     | 2048-05-20      | 2.5000%  | 0.0000% | $9465316.00        | $6778694.88        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 PC     | 2053-04-20      | 5.0000%  | 0.0000% | $5967000.00        | $5999729.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 FE     | 2055-07-20      | 5.3338%  | 0.0000% | $181548000.00      | $181532977.83      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 UF     | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $63295588.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-151 FB     | 2055-09-20      | 5.2538%  | 0.0000% | $120700249.00      | $120539545.39      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 GC     | 2053-01-20      | 4.5000%  | 0.0000% | $63500000.00       | $62888474.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-147 JB     | 2044-10-20      | 3.0000%  | 0.0000% | $5076000.00        | $4443220.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2004-018 WD     | 2034-02-20      | 5.5000%  | 0.0000% | $6000.00           | $995.95            | Agency Collateralized Mortgage Obligation |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $50000000.00       | $37213121.40       | Agency Mortgage-Backed Securities         |
| GNRM 2024-097 D      | 2050-12-20      | 4.5000%  | 0.0000% | $32704752.00       | $24498963.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FA     | 2055-03-20      | 5.2338%  | 0.0000% | $100000000.00      | $92525219.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-097 JF     | 2042-08-16      | 4.3963%  | 0.0000% | $506000.00         | $18389.81          | Agency Collateralized Mortgage Obligation |
| GNRM 2017-148 AK     | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3841821.13        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-119 BP     | 2052-12-20      | 5.0000%  | 0.0000% | $30770000.00       | $30671803.98       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9542 M     | 2054-03-20      | 6.0000%  | 0.0000% | $25000000.00       | $16629711.79       | Agency Mortgage-Backed Securities         |
| GNRA 2024-064 FC     | 2054-04-20      | 5.1838%  | 0.0000% | $50000000.00       | $44424070.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FD     | 2055-05-20      | 5.9038%  | 0.0000% | $272199422.00      | $249999999.96      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-177 DL     | 2054-09-20      | 5.2500%  | 0.0000% | $25000000.00       | $24771800.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FD     | 2055-09-20      | 5.2538%  | 0.0000% | $100000000.00      | $100310189.13      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE     | 2050-05-20      | 4.5000%  | 0.0000% | $7000000.00        | $6751015.05        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-079 PB     | 2053-07-20      | 4.5000%  | 0.0000% | $15000000.00       | $12292315.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 KF     | 2055-04-20      | 5.2338%  | 0.0000% | $150000000.00      | $145427770.50      | Agency Collateralized Mortgage Obligation |
| GNII SF DF0570 C     | 2054-10-20      | 6.0000%  | 0.0000% | $2258285.00        | $1958942.40        | Agency Mortgage-Backed Securities         |
| GNII SF DH3511 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1128060.00        | $985585.01         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5804 | 2055-06-01      | 6.0000%  | 0.0000% | $120352858.00      | $120006941.10      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0662 | 2055-03-01      | 6.0000%  | 0.0000% | $20663038.00       | $19069539.37       | Agency Mortgage-Backed Securities         |
| GNRA 2024-078 QF     | 2054-05-20      | 5.2838%  | 0.0000% | $4500000.00        | $3479566.63        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQJ0957 | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $11074357.91       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5025 | 2055-09-01      | 6.0000%  | 0.0000% | $10712097.00       | $11154839.15       | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $25000000.00       | $14769958.87       | Agency Mortgage-Backed Securities         |
| GNRA 2025-051 FK     | 2055-03-20      | 5.2338%  | 0.0000% | $30597000.00       | $29099841.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 FA     | 2055-06-20      | 5.9838%  | 0.0000% | $100000000.00      | $99726852.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 FH     | 2055-03-20      | 5.2538%  | 0.0000% | $100000000.00      | $96965800.17       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 BL     | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24508366.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 FA     | 2054-01-20      | 5.2838%  | 0.0000% | $100000000.00      | $46208582.93       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 A      | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $63301848.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FG     | 2054-10-20      | 5.2338%  | 0.0000% | $100000000.00      | $75093622.78       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB     | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $75567999.97       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AY     | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51196483.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB     | 2054-05-20      | 5.3838%  | 0.0000% | $100000000.00      | $49375231.29       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD     | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $48872583.35       | Agency Collateralized Mortgage Obligation |
| GNII SF DM4054 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2122443.00        | $2191313.16        | Agency Mortgage-Backed Securities         |
| GNII SF DM6229 C     | 2055-09-20      | 5.5000%  | 0.0000% | $6910660.00        | $7039487.21        | Agency Mortgage-Backed Securities         |
| GNII SF DM6277 C     | 2055-09-20      | 5.5000%  | 0.0000% | $8383511.00        | $8559461.70        | Agency Mortgage-Backed Securities         |
| GNII SF 005280 M     | 2042-01-20      | 4.0000%  | 0.0000% | $6115000.00        | $328942.21         | Agency Mortgage-Backed Securities         |
| GNII SF DH6252 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2366370.00        | $1726274.73        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9559 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1117191.00        | $1160722.85        | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 FG     | 2053-05-20      | 5.2338%  | 0.0000% | $100000000.00      | $42177263.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 FA     | 2053-04-20      | 5.0338%  | 0.0000% | $100000000.00      | $55463209.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD     | 2053-12-20      | 5.4338%  | 0.0000% | $100000000.00      | $45608535.95       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-177 PL     | 2051-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $203545.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH     | 2052-03-20      | 3.5000%  | 0.0000% | $150000000.00      | $98049808.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-078 BA     | 2049-06-20      | 3.0000%  | 0.0000% | $9606678.00        | $2064544.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-119 BF     | 2055-07-20      | 5.2838%  | 0.0000% | $100000000.00      | $99366229.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 CF     | 2055-07-20      | 5.2338%  | 0.0000% | $50000000.00       | $49838664.34       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 DP     | 2054-10-20      | 5.0000%  | 0.0000% | $27721000.00       | $27416528.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-160 NF     | 2052-09-20      | 4.6838%  | 0.0000% | $8006953.00        | $5775217.09        | Agency Collateralized Mortgage Obligation |
| GNII SF DJ1865 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1630320.00        | $1151932.91        | Agency Mortgage-Backed Securities         |
| GNRA 2025-116 FB     | 2055-07-20      | 5.3338%  | 0.0000% | $50000000.00       | $49781860.41       | Agency Collateralized Mortgage Obligation |
| GNII SF DM1122 C     | 2055-08-20      | 5.5000%  | 0.0000% | $4961334.00        | $5052135.75        | Agency Mortgage-Backed Securities         |
| GNII SF DM4058 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4619419.00        | $4834001.40        | Agency Mortgage-Backed Securities         |
| GNII SF DK1726 C     | 2055-08-20      | 6.0000%  | 0.0000% | $896010.00         | $926202.33         | Agency Mortgage-Backed Securities         |
| GNRM 2024-041 BL     | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $60736579.98       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 C      | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $64743135.37       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ1915 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2055002.00        | $2142374.67        | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA     | 2052-03-20      | 3.5000%  | 0.0000% | $200000000.00      | $130360264.58      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB     | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50365116.65       | Agency Collateralized Mortgage Obligation |
| GNII SF DL9287 C     | 2055-09-20      | 5.5000%  | 0.0000% | $3972699.00        | $4064902.80        | Agency Mortgage-Backed Securities         |
| GNII SF DK9358 C     | 2055-07-20      | 6.0000%  | 0.0000% | $7953130.00        | $8154910.86        | Agency Mortgage-Backed Securities         |
| GNII SF DK7858 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1181697.00        | $1235980.11        | Agency Mortgage-Backed Securities         |
| GNII SF DM1916 C     | 2055-08-20      | 5.5000%  | 0.0000% | $5726366.00        | $5839722.22        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663 | 2055-03-01      | 6.0000%  | 0.0000% | $20715748.00       | $19187173.18       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3630 | 2055-09-01      | 6.0000%  | 0.0000% | $3887713.00        | $4052246.55        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $697889661.00      | $63743591.62       | Agency Mortgage-Backed Securities         |
| GNII SF DL7844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2966930.00        | $3101720.86        | Agency Mortgage-Backed Securities         |
| GNII SF DI6221 C     | 2055-04-20      | 5.5000%  | 0.0000% | $2845845.00        | $2885710.62        | Agency Mortgage-Backed Securities         |
| GNII SF DI6211 C     | 2055-04-20      | 6.0000%  | 0.0000% | $228821.00         | $228926.77         | Agency Mortgage-Backed Securities         |
| GNRA 2011-070 QF     | 2041-05-16      | 4.7563%  | 0.0000% | $100000000.00      | $6093878.80        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 HC     | 2055-02-20      | 4.0000%  | 0.0000% | $4500000.00        | $4391926.21        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EY     | 2055-10-20      | 4.5000%  | 0.0000% | $4375274.00        | $4111764.37        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 BE     | 2051-07-20      | 4.5000%  | 0.0000% | $116667000.00      | $115367189.67      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 LA     | 2049-08-20      | 5.0000%  | 0.0000% | $40947000.00       | $41198032.41       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-115 YA     | 2050-08-20      | 1.0000%  | 0.0000% | $4070959.00        | $1934505.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  | 0.0000% | $25185000.00       | $14957484.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $50000000.00       | $29959054.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-132 FC     | 2055-08-20      | 5.2838%  | 0.0000% | $97352748.00       | $97610771.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 DW     | 2055-09-16      | 4.0000%  | 0.0000% | $1270000.00        | $1116858.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-012 FA     | 2052-01-20      | 3.0000%  | 0.0000% | $100000000.00      | $60397073.09       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML     | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24502116.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FG     | 2052-01-20      | 3.0000%  | 0.0000% | $43632000.00       | $26352693.42       | Agency Collateralized Mortgage Obligation |
| GNII SF DL3421 C     | 2055-08-20      | 6.0000%  | 0.0000% | $612679.00         | $636249.60         | Agency Mortgage-Backed Securities         |
| GNII SF DM1080 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2719711.00        | $2845256.20        | Agency Mortgage-Backed Securities         |
| GNRA 2025-004 FC     | 2055-01-20      | 5.2838%  | 0.0000% | $100000000.00      | $89498594.45       | Agency Collateralized Mortgage Obligation |
| GNII SF DM6768 C     | 2055-10-20      | 5.5000%  | 0.0000% | $12829659.00       | $13087808.84       | Agency Mortgage-Backed Securities         |
| GNII SF DM6766 C     | 2055-10-20      | 5.5000%  | 0.0000% | $7059927.00        | $7222590.07        | Agency Mortgage-Backed Securities         |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $288693.00         | $289775.87         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $62504088.00       | $57345931.48       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $33895156.00       | $28399257.02       | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $50000000.00       | $31210331.19       | Agency Mortgage-Backed Securities         |
| GNII SF DM1548 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1047112.00        | $1079278.13        | Agency Mortgage-Backed Securities         |
| GNII SF DL3470 C     | 2055-08-20      | 6.0000%  | 0.0000% | $991321.00         | $1029809.51        | Agency Mortgage-Backed Securities         |
| GNII SF DK9606 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1546198.00        | $1598340.37        | Agency Mortgage-Backed Securities         |
| GNRM 2024-003 DY     | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50617416.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 D      | 2051-06-20      | 4.5000%  | 0.0000% | $1900000.00        | $1506450.70        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MB     | 2051-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $43686186.08       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL     | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $51129016.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 DB     | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $19775253.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2007-051 FN     | 2037-08-20      | 4.5655%  | 0.0000% | $3522973.00        | $1254769.29        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MW     | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24536716.65       | Agency Collateralized Mortgage Obligation |
| GNII SF DM1917 C     | 2055-08-20      | 5.5000%  | 0.0000% | $5804721.00        | $5923485.54        | Agency Mortgage-Backed Securities         |
| GNRM 2024-051 KB     | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51062916.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-127 FC     | 2054-08-20      | 5.4338%  | 0.0000% | $50000000.00       | $37659807.83       | Agency Collateralized Mortgage Obligation |
| GNII SF DK9605 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1177526.00        | $1214360.47        | Agency Mortgage-Backed Securities         |
| GNII SF DK9446 C     | 2055-07-20      | 6.0000%  | 0.0000% | $5602987.00        | $5765459.01        | Agency Mortgage-Backed Securities         |
| GNRM 2024-076 KB     | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $51726400.00       | Agency Collateralized Mortgage Obligation |
| GNII SF DK9275 C     | 2055-07-20      | 6.0000%  | 0.0000% | $3060884.00        | $3138957.40        | Agency Mortgage-Backed Securities         |
| GNII SF DK9448 C     | 2055-07-20      | 6.0000%  | 0.0000% | $4994578.00        | $5152483.70        | Agency Mortgage-Backed Securities         |
| GNRA 2022-168 FE     | 2052-09-20      | 4.6338%  | 0.0000% | $15188000.00       | $10482774.49       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD     | 2054-04-20      | 5.7500%  | 0.0000% | $45000000.00       | $45926534.97       | Agency Collateralized Mortgage Obligation |
| GNII SF DK9359 C     | 2055-07-20      | 6.0000%  | 0.0000% | $6683186.00        | $6872541.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1691 | 2055-08-01      | 6.0000%  | 0.0000% | $1142196.00        | $1153875.47        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9197 | 2055-03-01      | 6.0000%  | 0.0000% | $7411165.00        | $7157737.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $322106834.00      | $249999999.85      | Agency Mortgage-Backed Securities         |
| GNII SF DH3490 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1767668.00        | $1795996.12        | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M     | 2054-08-20      | 4.5000%  | 0.0000% | $100000000.00      | $94938779.03       | Agency Mortgage-Backed Securities         |
| GNII SF DJ1863 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1338428.00        | $1393996.63        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3114 C     | 2055-08-20      | 6.0000%  | 0.0000% | $5460019.00        | $5632563.98        | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $357781192.00      | $249999999.72      | Agency Mortgage-Backed Securities         |
| GNII SF DL8372 C     | 2055-07-20      | 6.0000%  | 0.0000% | $658366.00         | $683320.12         | Agency Mortgage-Backed Securities         |
| GNII SF DL8200 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2907756.00        | $2962537.10        | Agency Mortgage-Backed Securities         |
| GNII SF DL2135 C     | 2055-08-20      | 6.0000%  | 0.0000% | $448540.00         | $462947.42         | Agency Mortgage-Backed Securities         |
| GNII SF DH3504 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1159559.00        | $1179567.24        | Agency Mortgage-Backed Securities         |
| GNII SF DL5161 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2940568.00        | $2999736.15        | Agency Mortgage-Backed Securities         |
| GNII SF DK7354 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1027754.00        | $1060726.57        | Agency Mortgage-Backed Securities         |
| GNII SF DG4767 C     | 2055-09-20      | 6.0000%  | 0.0000% | $867577.00         | $893946.57         | Agency Mortgage-Backed Securities         |
| GNII SF DL9276 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2755616.00        | $2821147.18        | Agency Mortgage-Backed Securities         |
| GNII SF DL2137 C     | 2055-08-20      | 6.0000%  | 0.0000% | $478741.00         | $494833.37         | Agency Mortgage-Backed Securities         |
| GNRM 2013-071 GA     | 2041-07-20      | 2.5000%  | 0.0000% | $1375000.00        | $80274.71          | Agency Collateralized Mortgage Obligation |
| GNII SF DM3855 C     | 2055-08-20      | 6.0000%  | 0.0000% | $493278.00         | $512831.52         | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $2621000.00        | $1977702.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $391670520.00      | $249999999.78      | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $25000000.00       | $14326122.14       | Agency Mortgage-Backed Securities         |
| GNII SF DE4879 C     | 2055-07-20      | 6.0000%  | 0.0000% | $482926.00         | $501773.63         | Agency Mortgage-Backed Securities         |
| GNII SF DI6213 C     | 2055-04-20      | 6.0000%  | 0.0000% | $166515.00         | $170730.75         | Agency Mortgage-Backed Securities         |
| GNII SF DI8961 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1121369.00        | $1180675.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2196 | 2054-08-01      | 5.5000%  | 0.0000% | $132586098.00      | $125965573.71      | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $577000.00         | $404321.84         | Agency Mortgage-Backed Securities         |
| GNII SF DI9402 C     | 2055-04-20      | 6.5000%  | 0.0000% | $9240224.00        | $9631164.24        | Agency Mortgage-Backed Securities         |
| GNII SF DM6769 C     | 2055-10-20      | 5.5000%  | 0.0000% | $11561718.00       | $11794355.18       | Agency Mortgage-Backed Securities         |
| GNII SF DI6212 C     | 2055-04-20      | 6.0000%  | 0.0000% | $161563.00         | $165636.79         | Agency Mortgage-Backed Securities         |
| GNII SF DI8900 C     | 2055-08-20      | 6.0000%  | 0.0000% | $462638.00         | $480592.69         | Agency Mortgage-Backed Securities         |
| GNRM 2024-084 BL     | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $84356406.61       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-082 A      | 2048-04-20      | 3.5000%  | 0.0000% | $31931000.00       | $28940468.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 FH     | 2055-05-20      | 5.8838%  | 0.0000% | $251494595.00      | $249999999.60      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL     | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51072516.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BA     | 2052-08-20      | 5.0000%  | 0.0000% | $9923000.00        | $9155047.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 YH     | 2055-04-20      | 5.4338%  | 0.0000% | $5000000.00        | $4935772.85        | Agency Collateralized Mortgage Obligation |
| GNII SF DJ4644 C     | 2055-04-20      | 6.5000%  | 0.0000% | $9927481.00        | $10348418.61       | Agency Mortgage-Backed Securities         |
| GNII SF DK6220 C     | 2055-08-20      | 6.0000%  | 0.0000% | $578098.00         | $601396.71         | Agency Mortgage-Backed Securities         |
| GNII SF DL9280 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7722272.00        | $7970520.16        | Agency Mortgage-Backed Securities         |
| GNII SF DL7966 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1438842.00        | $1505212.33        | Agency Mortgage-Backed Securities         |
| GNRA 2025-044 FB     | 2055-03-20      | 5.2338%  | 0.0000% | $100000000.00      | $90819015.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW     | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $49655333.35       | Agency Collateralized Mortgage Obligation |
| GNII SF DL3580 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2060325.00        | $2155421.62        | Agency Mortgage-Backed Securities         |
| GNII SF DL5162 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1052986.00        | $1074174.54        | Agency Mortgage-Backed Securities         |
| GNRM 2024-025 CL     | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $72341837.98       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $24902930.15       | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $351416506.00      | $249999999.58      | Agency Mortgage-Backed Securities         |
| GNII SF DL1895 C     | 2055-08-20      | 5.5000%  | 0.0000% | $10052381.00       | $10241820.39       | Agency Mortgage-Backed Securities         |
| GNII SF DL8207 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1862613.00        | $1900469.74        | Agency Mortgage-Backed Securities         |
| GNII SF DH4082 C     | 2055-03-20      | 5.5000%  | 0.0000% | $2029127.00        | $2054892.78        | Agency Mortgage-Backed Securities         |
| GNII SF DL7973 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1624051.00        | $1704039.39        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9560 C     | 2055-08-20      | 6.0000%  | 0.0000% | $459830.00         | $478293.36         | Agency Mortgage-Backed Securities         |
| GNII SF DL8057 C     | 2055-09-20      | 6.0000%  | 0.0000% | $818188.00         | $843780.90         | Agency Mortgage-Backed Securities         |
| GNRA 2015-170 AF     | 2045-11-20      | 4.4255%  | 0.0000% | $48093505.00       | $8037701.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 H      | 2055-02-20      | 5.0000%  | 0.0000% | $26279146.00       | $26235015.74       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-095 KA     | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $506074.52         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EB     | 2055-05-20      | 4.5000%  | 0.0000% | $95016000.00       | $94673087.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-052 FD     | 2039-07-16      | 5.0963%  | 0.0000% | $63000000.00       | $528393.02         | Agency Collateralized Mortgage Obligation |
| GNII SF DL9277 C     | 2055-09-20      | 6.0000%  | 0.0000% | $4959376.00        | $5134887.50        | Agency Mortgage-Backed Securities         |
| GNRA 2013-150 FT     | 2040-02-20      | 4.5855%  | 0.0000% | $200000000.00      | $6571830.21        | Agency Collateralized Mortgage Obligation |
| GNRM 2014-091 CB     | 2040-01-16      | 2.2500%  | 0.0000% | $325000.00         | $12815.64          | Agency Collateralized Mortgage Obligation |

### Security 733: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.150000%
- **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: ARP1C8SU5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8SU5
- **C.18 - Value (incl. sponsor support):** $2033000000.00
- **C.18.a - Value (excl. sponsor support):** $2033000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1101984.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ1696 C     | 2055-04-20      | 7.0000%  | 0.0000% | $3211688.00        | $2969632.83        | Agency Mortgage-Backed Securities |
| GNII BD DH9717 C     | 2055-01-20      | 4.5000%  | 0.0000% | $6827288.00        | $6346629.62        | Agency Mortgage-Backed Securities |
| GNII SP 784479 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $380526.46         | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $27190.08          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRJ4657 | 2055-08-01      | 4.0000%  | 0.0000% | $2768540.00        | $2637023.37        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL3067 | 2050-02-01      | 3.0000%  | 0.0000% | $16904032.00       | $15477297.89       | Agency Mortgage-Backed Securities |
| GNII SF MA5690 M     | 2031-08-20      | 7.0000%  | 0.0000% | $53730.00          | $12265.45          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0668 | 2055-04-01      | 5.5000%  | 0.0000% | $37445120.00       | $37291121.64       | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $4916000.00        | $394159.31         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2898 | 2055-08-01      | 4.5000%  | 0.0000% | $16796704.00       | $16609034.43       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0027 | 2040-09-01      | 6.0000%  | 0.0000% | $84697600.00       | $84209768.88       | Agency Mortgage-Backed Securities |
| GNII SF DI0177 C     | 2055-04-20      | 5.5000%  | 0.0000% | $117743.00         | $120033.98         | Agency Mortgage-Backed Securities |
| GNMI SF 590213 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $8185.69           | Agency Mortgage-Backed Securities |
| GNII SP 785764 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1283133.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ3200 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12005072.00       | $12624465.67       | Agency Mortgage-Backed Securities |
| GNII SP 787154 C     | 2053-11-20      | 6.5000%  | 0.0000% | $3295460.00        | $2208377.18        | Agency Mortgage-Backed Securities |
| GNII ET CZ9537 C     | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $294230.64         | Agency Mortgage-Backed Securities |
| GNII SF DK5707 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1619320.00        | $1692344.79        | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $143478.87         | Agency Mortgage-Backed Securities |
| GNMI SF 658218 X     | 2036-12-15      | 6.0000%  | 0.0000% | $2214968.00        | $10803.42          | Agency Mortgage-Backed Securities |
| GNII SF DK6656 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2108452.00        | $2220462.24        | Agency Mortgage-Backed Securities |
| GNII SF DB8715 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1957082.00        | $1691680.08        | Agency Mortgage-Backed Securities |
| GNII SF DJ1986 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1523344.00        | $1518761.16        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $1414412.00        | $1160086.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3587 | 2053-08-01      | 5.0000%  | 0.0000% | $12885120.00       | $11662661.82       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1519 | 2036-02-01      | 1.5000%  | 0.0000% | $53399488.00       | $45666297.01       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB1577 | 2040-07-01      | 4.5000%  | 0.0000% | $2996464.00        | $2891048.19        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8295 | 2039-04-01      | 6.0000%  | 0.0000% | $8869728.00        | $5124998.12        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE1094 | 2052-04-01      | 3.5000%  | 0.0000% | $934327.00         | $701176.55         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9064 | 2053-08-01      | 5.5000%  | 0.0000% | $2570500.00        | $2168886.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRC3560 | 2040-08-01      | 6.0000%  | 0.0000% | $3795484.00        | $3929554.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4120 | 2040-08-01      | 6.0000%  | 0.0000% | $1261162.00        | $1303451.41        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2530 | 2037-03-01      | 2.5000%  | 0.0000% | $13032688.00       | $7816565.02        | Agency Mortgage-Backed Securities |
| GNII SF DE9387 C     | 2054-09-20      | 5.0000%  | 0.0000% | $5357672.00        | $4354558.37        | Agency Mortgage-Backed Securities |
| GNII SF DL3542 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1585669.33        | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $404118.89         | Agency Mortgage-Backed Securities |
| GNII SF DK6523 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1128058.00        | $1183714.83        | Agency Mortgage-Backed Securities |
| GNMI SF 705956 X     | 2027-11-15      | 2.5000%  | 0.0000% | $1130604.00        | $119006.06         | Agency Mortgage-Backed Securities |
| GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $75516.00          | $75604.03          | Agency Mortgage-Backed Securities |
| GNII JM MA7579 M     | 2051-09-20      | 2.5000%  | 0.0000% | $115000.00         | $72235.17          | Agency Mortgage-Backed Securities |
| GNII SF MA7568 M     | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $324930.90         | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $101875584.00      | $77305235.31       | Agency Mortgage-Backed Securities |
| GNII JM MA7246 M     | 2051-03-20      | 2.0000%  | 0.0000% | $35000000.00       | $19275475.54       | Agency Mortgage-Backed Securities |
| GNII SF DK2651 C     | 2055-05-20      | 6.0000%  | 0.0000% | $35033024.00       | $36039615.78       | Agency Mortgage-Backed Securities |
| GNII SF DJ1828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $1394176.93        | Agency Mortgage-Backed Securities |
| GNII SF DG9280 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1130128.00        | $1171263.05        | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1446578.00        | $1163647.10        | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $2982988.00        | $2097999.09        | Agency Mortgage-Backed Securities |
| GNMI SF 712415 X     | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8977.43           | Agency Mortgage-Backed Securities |
| GNMI SF 722016 X     | 2028-12-15      | 2.5000%  | 0.0000% | $1331238.00        | $141022.93         | Agency Mortgage-Backed Securities |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $175000.00         | $83373.05          | Agency Mortgage-Backed Securities |
| GNII SF DM6247 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4688030.00        | $4922386.75        | Agency Mortgage-Backed Securities |
| GNII SF DN5964 C     | 2055-10-20      | 5.5000%  | 0.0000% | $20896672.00       | $21317140.90       | Agency Mortgage-Backed Securities |
| GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $5000000.00        | $597759.86         | Agency Mortgage-Backed Securities |
| GNII SF MB0530 M     | 2040-07-20      | 6.0000%  | 0.0000% | $1276288.00        | $1308957.56        | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $595326.94         | Agency Mortgage-Backed Securities |
| GNII SF MA8691 M     | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $43631.56          | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M     | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $206231.02         | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $209153.91         | Agency Mortgage-Backed Securities |
| GNII SF MA9383 M     | 2031-10-20      | 2.5000%  | 0.0000% | $48928.00          | $35687.03          | Agency Mortgage-Backed Securities |
| GNII ET DG9073 C     | 2062-05-20      | 2.5000%  | 0.0000% | $237612.00         | $194153.42         | Agency Mortgage-Backed Securities |
| GNII SF DM1543 C     | 2055-08-20      | 5.5000%  | 0.0000% | $4112432.00        | $4213077.95        | Agency Mortgage-Backed Securities |
| GNII SF DM7305 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745699.00         | $785466.98         | Agency Mortgage-Backed Securities |
| GNII SF DM4381 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1266258.00        | $1297185.51        | Agency Mortgage-Backed Securities |
| GNII ET DK8685 C     | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $427534.08         | Agency Mortgage-Backed Securities |
| GNII SF DM6756 C     | 2055-10-20      | 6.0000%  | 0.0000% | $6411768.00        | $6653485.24        | Agency Mortgage-Backed Securities |
| GNII SF DM8489 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3763408.00        | $3882245.24        | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $298044.99         | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $500000.00         | $60452.55          | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $6897232.00        | $470113.88         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0528 | 2055-03-01      | 6.0000%  | 0.0000% | $1965000.00        | $1852333.99        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3313 | 2055-01-01      | 6.5000%  | 0.0000% | $39197056.00       | $35614530.34       | Agency Mortgage-Backed Securities |
| GNII ET DI6471 C     | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $587223.75         | Agency Mortgage-Backed Securities |
| GNMI SF 651901 X     | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $13536.50          | Agency Mortgage-Backed Securities |
| GNPL PN DJ0343       | 2060-10-15      | 5.7000%  | 0.0000% | $5478000.00        | $5775811.47        | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $327319.25         | Agency Mortgage-Backed Securities |
| GNII SF DJ5777 C     | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $15381669.74       | Agency Mortgage-Backed Securities |
| GNII SF DH4973 C     | 2055-07-20      | 6.5000%  | 0.0000% | $820793.00         | $860779.87         | Agency Mortgage-Backed Securities |
| GNII ET DJ5106 C     | 2065-04-20      | 5.5000%  | 0.0000% | $163115.00         | $164195.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $21504352.00       | $18086069.16       | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C     | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $90012.67          | Agency Mortgage-Backed Securities |
| GNMI SF BC3009 X     | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $275197.76         | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $858636.53         | Agency Mortgage-Backed Securities |
| GNII SF AC0282 C     | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $400865.71         | Agency Mortgage-Backed Securities |
| GNII SF MA0602 M     | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $5019.53           | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1213157.92        | Agency Mortgage-Backed Securities |
| GNII SF DL3132 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1332066.00        | $1366160.50        | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $32800.68          | Agency Mortgage-Backed Securities |
| GNII SF DK4957 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1173431.28        | Agency Mortgage-Backed Securities |
| GNII SF DK7267 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $3432244.09        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $622521.54         | Agency Mortgage-Backed Securities |
| GNMI SF CL4396 X     | 2052-03-15      | 4.0000%  | 0.0000% | $60571.00          | $48998.77          | Agency Mortgage-Backed Securities |
| GNII ET DK6047 C     | 2065-08-20      | 6.5000%  | 0.0000% | $1566946.00        | $1618720.41        | Agency Mortgage-Backed Securities |
| GNII ET DL1374 C     | 2064-11-20      | 6.5000%  | 0.0000% | $122400.00         | $126455.02         | Agency Mortgage-Backed Securities |
| GNII SF DL0854 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10998128.00       | $11207154.08       | Agency Mortgage-Backed Securities |
| GNII ET DK9812 C     | 2065-06-20      | 7.0000%  | 0.0000% | $327103.00         | $337855.60         | Agency Mortgage-Backed Securities |
| GNII SF DL9031 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1813924.00        | $1862131.45        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8507 | 2036-02-01      | 2.0000%  | 0.0000% | $3339948.00        | $1528637.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2598 | 2053-03-01      | 6.0000%  | 0.0000% | $1547620.00        | $1088136.48        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB0544 | 2041-06-01      | 2.0000%  | 0.0000% | $1226000.00        | $724215.42         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4990 | 2053-10-01      | 5.0000%  | 0.0000% | $16261632.00       | $13832699.94       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2876 | 2039-12-01      | 5.5000%  | 0.0000% | $1137986.00        | $1110549.91        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3553 | 2040-07-01      | 6.5000%  | 0.0000% | $1730566.00        | $1797668.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $11748384.00       | $9789563.68        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7263 | 2054-11-01      | 6.5000%  | 0.0000% | $12015600.00       | $11602681.97       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  | 0.0000% | $5068000.00        | $2502799.14        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  | 0.0000% | $200000.00         | $69705.63          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8341 | 2039-10-01      | 6.0000%  | 0.0000% | $6680680.00        | $4632807.86        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $3165304.00        | $2420183.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9430 | 2053-07-01      | 5.5000%  | 0.0000% | $121973504.00      | $105887376.00      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8751 | 2055-07-01      | 5.0000%  | 0.0000% | $950024.00         | $947322.38         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0658 | 2055-03-01      | 6.5000%  | 0.0000% | $1017666.00        | $1044564.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0457 | 2054-11-01      | 5.0000%  | 0.0000% | $1495266.00        | $1389353.55        | Agency Mortgage-Backed Securities |
| GNII SF DH4938 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1330788.00        | $1391113.73        | Agency Mortgage-Backed Securities |
| GNII ET DF3627 C     | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $749682.24         | Agency Mortgage-Backed Securities |
| GNII SF CZ0104 C     | 2054-01-20      | 7.0000%  | 0.0000% | $5256720.00        | $5498816.71        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7930 | 2052-09-01      | 4.5000%  | 0.0000% | $1841740.00        | $1473380.84        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC1975 | 2036-05-01      | 1.5000%  | 0.0000% | $2245396.00        | $1111074.50        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3324 | 2052-08-01      | 3.5000%  | 0.0000% | $1774158.00        | $1459034.54        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4404 | 2049-11-01      | 3.0000%  | 0.0000% | $6560000.00        | $1939071.06        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE0181 | 2052-04-01      | 3.0000%  | 0.0000% | $320981.00         | $228284.97         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9324 | 2053-08-01      | 5.5000%  | 0.0000% | $3034064.00        | $2981603.30        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH9446 | 2054-02-01      | 6.0000%  | 0.0000% | $1162404.00        | $941630.17         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO2983 | 2040-01-01      | 4.0000%  | 0.0000% | $3634724.00        | $3404541.27        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  | 0.0000% | $20877080.00       | $15466024.74       | Agency Mortgage-Backed Securities |
| GNII ET DF3028 C     | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $110797.86         | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $938149.00         | $939847.89         | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2159588.50        | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $50452.00          | $52931.26          | Agency Mortgage-Backed Securities |
| GNII SF 004580 M     | 2039-11-20      | 6.0000%  | 0.0000% | $674291.00         | $23626.96          | Agency Mortgage-Backed Securities |
| GNMI SF 570019 X     | 2032-07-15      | 6.5000%  | 0.0000% | $17186075.00       | $29016.84          | Agency Mortgage-Backed Securities |
| GNII ET DJ6634 C     | 2065-03-20      | 6.5000%  | 0.0000% | $344889.00         | $239359.41         | Agency Mortgage-Backed Securities |
| GNAR AS 082775 M     | 2041-03-20      | 5.7500%  | 0.0000% | $1969426.00        | $102891.76         | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $300141.90         | Agency Mortgage-Backed Securities |
| GNII ET DI3223 C     | 2065-07-20      | 6.0000%  | 0.0000% | $2161988.00        | $2205569.86        | Agency Mortgage-Backed Securities |
| GNII SF MB0461 M     | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $282675.31         | Agency Mortgage-Backed Securities |
| GNII ET DO2119 C     | 2062-04-20      | 3.5000%  | 0.0000% | $169592.00         | $154818.78         | Agency Mortgage-Backed Securities |
| GNII SF DN5227 C     | 2055-10-20      | 5.5000%  | 0.0000% | $41107520.00       | $41934658.10       | Agency Mortgage-Backed Securities |
| GNAR AF MB0565 M     | 2055-08-20      | 4.5000%  | 0.0000% | $681227.00         | $679365.50         | Agency Mortgage-Backed Securities |
| GNII SF 543534 C     | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $19224.26          | Agency Mortgage-Backed Securities |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $72531.57          | Agency Mortgage-Backed Securities |
| GNII ET DN9903 C     | 2065-09-20      | 3.5000%  | 0.0000% | $615502.00         | $555863.96         | Agency Mortgage-Backed Securities |
| GNII ET DM3123 C     | 2065-08-20      | 7.0000%  | 0.0000% | $709933.00         | $733809.25         | Agency Mortgage-Backed Securities |
| GNII SF MA8916 M     | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $92170.51          | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $151886.21         | Agency Mortgage-Backed Securities |
| GNII SF MA6444 M     | 2030-01-20      | 2.0000%  | 0.0000% | $459544.00         | $97350.33          | Agency Mortgage-Backed Securities |
| GNII SF MA8263 M     | 2052-09-20      | 2.0000%  | 0.0000% | $3591816.00        | $2257378.67        | Agency Mortgage-Backed Securities |
| GNII SF DG1073 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1447300.00        | $992623.61         | Agency Mortgage-Backed Securities |
| GNII SF MA6432 M     | 2034-10-20      | 2.0000%  | 0.0000% | $729480.00         | $71440.91          | Agency Mortgage-Backed Securities |
| GNII SF MA7972 M     | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $17395.64          | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $423385.62         | Agency Mortgage-Backed Securities |
| GNII SF MA7912 M     | 2037-03-20      | 3.5000%  | 0.0000% | $647991.00         | $196147.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7508 | 2055-11-01      | 5.5000%  | 0.0000% | $11025984.00       | $11341452.10       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4458 | 2055-09-01      | 6.0000%  | 0.0000% | $2381600.00        | $2447909.22        | Agency Mortgage-Backed Securities |
| GNII SF MA6016 M     | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $93036.99          | Agency Mortgage-Backed Securities |
| GNII JM MA6646 M     | 2050-05-20      | 3.0000%  | 0.0000% | $1500000.00        | $260040.16         | Agency Mortgage-Backed Securities |
| GNII SF MA6318 M     | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $8475.19           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2148 | 2055-07-01      | 5.5000%  | 0.0000% | $14668384.00       | $14309014.15       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8782 | 2055-07-01      | 5.5000%  | 0.0000% | $10628608.00       | $10351799.62       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ1065 | 2055-08-01      | 7.0000%  | 0.0000% | $12707856.00       | $13169423.73       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5342 | 2055-10-01      | 6.0000%  | 0.0000% | $24609280.00       | $25216010.69       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6319 | 2055-10-01      | 5.5000%  | 0.0000% | $1200476.00        | $1229382.66        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1721 | 2055-06-01      | 5.5000%  | 0.0000% | $54963776.00       | $54473162.42       | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M     | 2047-05-20      | 3.5000%  | 0.0000% | $1126842.00        | $131099.07         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7105 | 2055-11-01      | 5.5000%  | 0.0000% | $12116000.00       | $12423374.84       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC8423 | 2051-10-01      | 3.5000%  | 0.0000% | $289205.00         | $160513.43         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6521 | 2051-12-01      | 3.0000%  | 0.0000% | $220000.00         | $125439.82         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF5585 | 2052-11-01      | 4.5000%  | 0.0000% | $4500000.00        | $3552285.66        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2379 | 2054-08-01      | 7.0000%  | 0.0000% | $4888008.00        | $4928693.10        | Agency Mortgage-Backed Securities |
| GNII SF BZ4586 C     | 2035-09-20      | 5.0000%  | 0.0000% | $1431324.00        | $248671.76         | Agency Mortgage-Backed Securities |
| GNII SF CI1296 C     | 2052-02-20      | 2.5000%  | 0.0000% | $10686800.00       | $5517055.17        | Agency Mortgage-Backed Securities |
| GNII SF BY9474 C     | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $736656.32         | Agency Mortgage-Backed Securities |
| GNII RG CL3466 C     | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1571860.26        | Agency Mortgage-Backed Securities |
| GNPL PN CV1946       | 2065-04-15      | 5.5000%  | 0.0000% | $19588580.00       | $20334396.34       | Agency Mortgage-Backed Securities |
| GNII SF CV9457 C     | 2053-07-20      | 5.5000%  | 0.0000% | $1845430.00        | $1608277.64        | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M     | 2038-08-20      | 5.5000%  | 0.0000% | $2288452.00        | $99081.09          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0272 | 2055-08-01      | 6.5000%  | 0.0000% | $1117868.00        | $1183942.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8860 | 2055-07-01      | 6.0000%  | 0.0000% | $4124680.00        | $4190278.59        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY0247 | 2055-03-01      | 5.0000%  | 0.0000% | $1491244.00        | $1490053.54        | Agency Mortgage-Backed Securities |
| GNII SF DM7294 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1543362.00        | $1579825.09        | Agency Mortgage-Backed Securities |
| GNII SF DN0011 C     | 2055-09-20      | 6.5000%  | 0.0000% | $922730.00         | $969425.92         | Agency Mortgage-Backed Securities |
| GNII SF DM7901 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1163936.00        | $1194867.99        | Agency Mortgage-Backed Securities |
| GNII SF DL2624 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1398396.00        | $1467632.10        | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $548394.00         | $231712.62         | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1140766.00        | $1217541.75        | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $80752640.00       | $81743533.77       | Agency Mortgage-Backed Securities |
| GNII SF DI3374 C     | 2050-03-20      | 6.5000%  | 0.0000% | $3270136.00        | $3397581.41        | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $189298688.00      | $190450643.46      | Agency Mortgage-Backed Securities |
| GNII RG CI8172 C     | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2697877.18        | Agency Mortgage-Backed Securities |
| GNII SF MA9392 M     | 2039-01-20      | 7.0000%  | 0.0000% | $53054.00          | $47057.29          | Agency Mortgage-Backed Securities |
| GNII SF MA8775 M     | 2032-04-20      | 7.5000%  | 0.0000% | $35255.00          | $27804.34          | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $453500.28         | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $179831.95         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0187 | 2049-06-01      | 3.5000%  | 0.0000% | $25136320.00       | $4525371.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD1229 | 2051-11-01      | 2.5000%  | 0.0000% | $400000.00         | $221760.22         | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $700359.24         | Agency Mortgage-Backed Securities |
| GNII SF MA8025 M     | 2032-04-20      | 6.5000%  | 0.0000% | $823474.00         | $298013.30         | Agency Mortgage-Backed Securities |
| GNII SF AC0185 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $452580.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6320 M     | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $9016.19           | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $2969820.00        | $278320.54         | Agency Mortgage-Backed Securities |
| GNII SF DI8419 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2349917.95        | Agency Mortgage-Backed Securities |
| GNII SP 785532 C     | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $115544.37         | Agency Mortgage-Backed Securities |
| GNII SF 003297 M     | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $10138.12          | Agency Mortgage-Backed Securities |
| GNII SF MB0462 M     | 2040-06-20      | 7.0000%  | 0.0000% | $139180.00         | $143586.01         | Agency Mortgage-Backed Securities |
| GNII SF 518955 C     | 2029-09-20      | 3.5000%  | 0.0000% | $1127130.00        | $41744.90          | Agency Mortgage-Backed Securities |
| GNII SP 787228 C     | 2054-01-20      | 6.0000%  | 0.0000% | $500000.00         | $399797.13         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4154 | 2040-09-01      | 5.5000%  | 0.0000% | $1352876.00        | $1385564.91        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7272 | 2054-08-01      | 6.0000%  | 0.0000% | $16868280.00       | $15906681.90       | Agency Mortgage-Backed Securities |
| GNMI SF 767026 X     | 2028-02-15      | 2.5000%  | 0.0000% | $1201152.00        | $95109.04          | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $66946.13          | Agency Mortgage-Backed Securities |
| GNII JM MA9159 M     | 2053-09-20      | 5.5000%  | 0.0000% | $300000.00         | $190125.26         | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $1031531.53        | Agency Mortgage-Backed Securities |
| GNII SF DL3773 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1034120.00        | $1055516.29        | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $1643000.00        | $1027154.69        | Agency Mortgage-Backed Securities |
| GNMI SF BK5544 X     | 2049-09-15      | 3.0000%  | 0.0000% | $25000.00          | $6107.07           | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M     | 2053-04-20      | 3.5000%  | 0.0000% | $85000.00          | $61655.11          | Agency Mortgage-Backed Securities |
| GNII SF 796478 C     | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $359060.41         | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $101820.71         | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $26254.84          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0326 | 2055-02-01      | 5.0000%  | 0.0000% | $1565000.00        | $1515005.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0325 | 2055-04-01      | 5.5000%  | 0.0000% | $2547192.00        | $2577940.50        | Agency Mortgage-Backed Securities |
| GNII SP 786502 C     | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $287156.90         | Agency Mortgage-Backed Securities |
| GNMI SP 783632 X     | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $9015.43           | Agency Mortgage-Backed Securities |
| GNII SP 786723 C     | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $5964097.78        | Agency Mortgage-Backed Securities |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $611503.19         | Agency Mortgage-Backed Securities |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $583883.09         | Agency Mortgage-Backed Securities |
| GNII SF DK0399 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $1248393.59        | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $826713.00         | $869020.91         | Agency Mortgage-Backed Securities |
| GNII SF DM4291 C     | 2055-09-20      | 6.5000%  | 0.0000% | $877760.00         | $930449.96         | Agency Mortgage-Backed Securities |
| GNII SF DK0845 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1369457.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3629 | 2040-05-01      | 6.0000%  | 0.0000% | $1164702.00        | $1189341.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2768 | 2039-11-01      | 6.0000%  | 0.0000% | $1275512.00        | $1084200.21        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI8711 | 2054-07-01      | 7.0000%  | 0.0000% | $1475710.00        | $952306.36         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  | 0.0000% | $9681120.00        | $7657081.54        | Agency Mortgage-Backed Securities |
| GNII SP 788100 C     | 2055-08-20      | 5.5000%  | 0.0000% | $110502912.00      | $111080779.39      | Agency Mortgage-Backed Securities |
| GNII SF DL6442 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1494188.00        | $1574824.63        | Agency Mortgage-Backed Securities |
| GNII SF DL3556 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1322714.00        | $1384105.89        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $416505.00         | $382518.61         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1671 | 2054-12-01      | 5.0000%  | 0.0000% | $2391416.00        | $2374450.85        | Agency Mortgage-Backed Securities |
| GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $1334692.00        | $137946.99         | Agency Mortgage-Backed Securities |
| GNII SF MA2797 M     | 2030-05-20      | 3.0000%  | 0.0000% | $1491780.00        | $75482.20          | Agency Mortgage-Backed Securities |
| GNMI SF BY2848 X     | 2051-02-15      | 2.5000%  | 0.0000% | $4802472.00        | $3541965.44        | Agency Mortgage-Backed Securities |
| GNII RG CO9606 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $720759.49         | Agency Mortgage-Backed Securities |
| GNII ET CV9346 C     | 2063-06-20      | 6.0000%  | 0.0000% | $493541.00         | $158301.23         | Agency Mortgage-Backed Securities |
| GNII SF DM7915 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1103692.00        | $1131327.71        | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $92370048.00       | $76545870.73       | Agency Mortgage-Backed Securities |
| GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $584552.60         | Agency Mortgage-Backed Securities |
| GNII SF DL2614 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1422210.00        | $1449372.74        | Agency Mortgage-Backed Securities |
| GNPL PN DK6736       | 2060-06-15      | 5.8400%  | 0.0000% | $1640000.00        | $1741627.38        | Agency Mortgage-Backed Securities |
| GNMI SF BQ7388 X     | 2049-11-15      | 3.5000%  | 0.0000% | $1702166.00        | $160713.70         | Agency Mortgage-Backed Securities |
| GNMI SF AF0251 X     | 2043-08-15      | 2.5000%  | 0.0000% | $503527.00         | $40635.40          | Agency Mortgage-Backed Securities |
| GNMI SF AE3296 X     | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $416108.05         | Agency Mortgage-Backed Securities |
| GNII SF CC6421 C     | 2051-05-20      | 2.5000%  | 0.0000% | $1456414.00        | $875927.30         | Agency Mortgage-Backed Securities |
| GNII RG CU1344 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $651963.11         | Agency Mortgage-Backed Securities |
| GNII ET DM8628 C     | 2065-10-20      | 6.5000%  | 0.0000% | $7500000.00        | $7758537.50        | Agency Mortgage-Backed Securities |
| GNII RG CF0263 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1051452.00        | $372202.29         | Agency Mortgage-Backed Securities |
| GNII SF DM6983 C     | 2055-09-20      | 6.0000%  | 0.0000% | $5590864.00        | $5771877.60        | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2322892.46        | Agency Mortgage-Backed Securities |
| GNMI SF AE0391 X     | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6862.55           | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M     | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $323544.69         | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | 0.0000% | $273482880.00      | $183535146.12      | Agency Mortgage-Backed Securities |
| GNII SF MA8914 M     | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $128524.82         | Agency Mortgage-Backed Securities |
| GNII SF MA8568 M     | 2052-06-20      | 4.5000%  | 0.0000% | $1000000.00        | $802473.04         | Agency Mortgage-Backed Securities |
| GNII EP 788078 C     | 2065-06-20      | 5.0000%  | 0.0000% | $113283200.00      | $104847213.86      | Agency Mortgage-Backed Securities |
| GNII SP 786928 C     | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $68402.51          | Agency Mortgage-Backed Securities |
| GNII SF DN3061 C     | 2055-10-20      | 6.5000%  | 0.0000% | $10794288.00       | $11284863.21       | Agency Mortgage-Backed Securities |
| GNII SF DM2837 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4054640.00        | $4136224.76        | Agency Mortgage-Backed Securities |
| GNII SF DM3435 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6610664.00        | $6933127.21        | Agency Mortgage-Backed Securities |
| GNII ET DM7154 C     | 2065-10-20      | 6.5000%  | 0.0000% | $8000000.00        | $8275781.34        | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1107662.00        | $1155359.48        | Agency Mortgage-Backed Securities |
| GNII SF DL0803 C     | 2055-09-20      | 6.0000%  | 0.0000% | $15244736.00       | $15739148.47       | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $385846.00         | $341603.21         | Agency Mortgage-Backed Securities |
| GNII ET DM3124 C     | 2065-08-20      | 6.5000%  | 0.0000% | $739454.00         | $764635.99         | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C     | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $138092.65         | Agency Mortgage-Backed Securities |
| GNII SF DN4042 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1092218.00        | $1132559.07        | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $1038173.71        | Agency Mortgage-Backed Securities |
| GNII SF CR5904 C     | 2053-01-20      | 4.5000%  | 0.0000% | $1481136.00        | $1180035.62        | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C     | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $457638.35         | Agency Mortgage-Backed Securities |
| GNII ET CW9144 C     | 2063-07-20      | 6.5000%  | 0.0000% | $4746856.00        | $1449746.73        | Agency Mortgage-Backed Securities |
| GNII ET DN6002 C     | 2065-10-20      | 6.5000%  | 0.0000% | $1900000.00        | $1965496.17        | Agency Mortgage-Backed Securities |
| GNII SF DN5229 C     | 2055-10-20      | 6.0000%  | 0.0000% | $567546.00         | $588578.12         | Agency Mortgage-Backed Securities |
| GNII SF CY8234 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1333922.00        | $551540.86         | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C     | 2051-05-20      | 3.0000%  | 0.0000% | $6312976.00        | $4101351.13        | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1166112.71        | Agency Mortgage-Backed Securities |
| GNII RG CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1174855.76        | Agency Mortgage-Backed Securities |
| GNII SF MA6064 M     | 2034-08-20      | 3.0000%  | 0.0000% | $100000.00         | $12202.81          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX0987 | 2054-11-01      | 4.5000%  | 0.0000% | $1611594.00        | $1559695.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY9948 | 2055-08-01      | 6.5000%  | 0.0000% | $3223244.00        | $3417222.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8799 | 2055-07-01      | 5.5000%  | 0.0000% | $1533934.00        | $1558209.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4191 | 2055-06-01      | 5.5000%  | 0.0000% | $6878192.00        | $6916199.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9315 | 2055-08-01      | 6.0000%  | 0.0000% | $13710720.00       | $14158035.42       | Agency Mortgage-Backed Securities |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $101154240.00      | $37873312.99       | Agency Mortgage-Backed Securities |
| GNII SF AM1139 C     | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1878696.47        | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $279876.00         | $27724.18          | Agency Mortgage-Backed Securities |
| GNAR AF MA6166 M     | 2049-09-20      | 4.5000%  | 0.0000% | $1057290.00        | $125313.47         | Agency Mortgage-Backed Securities |
| GNII SF CT8321 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1117136.00        | $798232.54         | Agency Mortgage-Backed Securities |
| GNII ET DC0018 C     | 2064-07-20      | 2.5000%  | 0.0000% | $198668.00         | $161772.01         | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C     | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $457539.44         | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $555379.57         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $6879140.00        | $5122817.50        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8530 | 2055-05-01      | 4.0000%  | 0.0000% | $87918720.00       | $82048105.81       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6972 | 2054-11-01      | 5.0000%  | 0.0000% | $1936068.00        | $1744999.04        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8390 | 2053-11-01      | 4.0000%  | 0.0000% | $2417924.00        | $2092233.61        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZJ0940 | 2039-09-01      | 5.0000%  | 0.0000% | $10131680.00       | $1111890.66        | Agency Mortgage-Backed Securities |

### Security 734: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8T75, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1C8T75
- **C.18 - Value (incl. sponsor support):** $1410000000.00
- **C.18.a - Value (excl. sponsor support):** $1410000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $22509200.00       | $22583684.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $6027800.00        | $6007383.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $13118000.00       | $13335726.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $1770000.00        | $1807583.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $88752500.00       | $91586709.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $9416900.00        | $9551881.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $6758900.00        | $6872179.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $193510400.00      | $197704350.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $1600000.00        | $2049806.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $42800.00          | $42999.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $893900.00         | $936221.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $9068100.00        | $9140010.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $800.00            | $807.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $800.00            | $756.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $27113400.00       | $27190158.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $21400.00          | $22530.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $166170600.00      | $168261186.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $144200.00         | $152962.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $14000.00          | $13898.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $157194000.00      | $160705865.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $91378000.00       | $96053881.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $110107300.00      | $96348351.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $201963000.00      | $206190701.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $199.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $90264400.00       | $93724376.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $1416300.00        | $1620783.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $96010600.00       | $103729105.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $1801200.00        | $1824008.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $956600.00         | $1025720.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $275300.00         | $264022.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $10954200.00       | $10774374.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $102384400.00      | $104048146.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $4982200.00        | $5125805.01        | U.S. Treasuries (including strips) |

### Security 735: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.180000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8T91, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1C8T91
- **C.18 - Value (incl. sponsor support):** $2248859894.00
- **C.18.a - Value (excl. sponsor support):** $2248859894.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $1000000.00        | $1026180.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $4268300.00        | $4295840.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $4000000.00        | $4000418.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $21500000.00       | $22214740.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $6000000.00        | $6179878.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $17687000.00       | $18788460.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $2700000.00        | $2763535.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $86000000.00       | $84812866.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $13900000.00       | $14116484.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $6500000.00        | $7003466.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $10600000.00       | $10734852.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.9255%  | 0.0000% | $60000000.00       | $59976840.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $46100000.00       | $46175604.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $43000000.00       | $43290348.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $1100000.00        | $1095470.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $24500000.00       | $23053275.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $20200000.00       | $19285404.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $12500000.00       | $11765817.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $5600000.00        | $5628388.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $3000000.00        | $3077996.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.8635%  | 0.0000% | $50000000.00       | $49940100.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $4900000.00        | $5060996.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $31500000.00       | $31614282.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $22000000.00       | $21481591.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $40600000.00       | $38196520.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $6783000.00        | $6425363.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $10200000.00       | $10036306.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $47851200.00       | $49177838.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $42375000.00       | $43042986.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $29200000.00       | $29072136.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $5000000.00        | $5098858.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $105800000.00      | $124375448.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $999900.00         | $1008158.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $48800000.00       | $49962830.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $51000000.00       | $51336600.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $8000000.00        | $8081351.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $5000000.00        | $5024243.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $1300000.00        | $1267809.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $35000000.00       | $47047479.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $62200000.00       | $79735431.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $31300000.00       | $31729968.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $12300000.00       | $11501016.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $8136000.00        | $13327475.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $14200000.00       | $14017047.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $28500000.00       | $28938828.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $43400000.00       | $44339855.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.9245%  | 0.0000% | $50000000.00       | $49988350.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $4900000.00        | $5014821.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $21100000.00       | $21393764.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $4700000.00        | $4729323.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $23500000.00       | $23393553.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $20000000.00       | $24535634.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $5400000.00        | $5139910.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $17700000.00       | $18069814.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $72041000.00       | $72969684.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $23000000.00       | $22821106.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $50000000.00       | $65620141.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $3000000.00        | $3182366.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $1200000.00        | $1199107.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $12000000.00       | $12300308.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $849800.00         | $795274.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $50600000.00       | $49556952.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $12000000.00       | $11366564.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $59300000.00       | $57944817.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $11200000.00       | $10583932.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $5180000.00        | $5330881.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $15000000.00       | $14691645.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $2800000.00        | $2864488.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $3100000.00        | $2916579.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $61500000.00       | $68084658.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $7400000.00        | $7473459.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $58400000.00       | $77545292.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $3800000.00        | $3585941.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $10500000.00       | $9935210.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $25450000.00       | $24292385.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $30000000.00       | $29615372.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $22400000.00       | $22347494.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $4100000.00        | $5308437.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $67200000.00       | $65933943.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $83600.00          | $84322.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $27500000.00       | $27603021.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $1600.00           | $1599.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $42100000.00       | $41747866.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $8000000.00        | $8125170.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $22600000.00       | $22826733.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $55000000.00       | $52765640.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $8700000.00        | $8568447.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1600000.00        | $1594540.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $7997200.00        | $7891154.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $37400000.00       | $37104200.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $1200000.00        | $1163228.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $20000000.00       | $20097660.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $8999000.00        | $9194357.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $40000000.00       | $43202887.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $1000000.00        | $1015168.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $19931000.00       | $20193462.42       | U.S. Treasuries (including strips) |

### Security 736: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.160000%
- **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: ARP1C8TA8, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1C8TA8
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-151 MA | 2050-10-20      | 1.0000%  | 0.0000% | $368696410.00      | $162369812.91      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC | 2050-10-20      | 1.2500%  | 0.0000% | $216365642.00      | $98813351.61       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-101 AG | 2050-07-20      | 1.5000%  | 0.0000% | $424020318.00      | $161056835.50      | Agency Collateralized Mortgage Obligation |

### Security 737: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.170000%
- **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: ARP1C8TB6, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1C8TB6
- **C.18 - Value (incl. sponsor support):** $1057000000.00
- **C.18.a - Value (excl. sponsor support):** $1057000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac      | 2050-12-25      | 5.5000%  | 0.0000% | $35723207.00       | $35501903.72       | Agency Collateralized Mortgage Obligation |
| GNII SF CZ0782 C | 2054-01-20      | 7.0000%  | 0.0000% | $4341140.00        | $2554440.77        | Agency Mortgage-Backed Securities         |
| GNRM 2019-085 GE | 2048-02-20      | 3.0000%  | 0.0000% | $3008250.00        | $653957.06         | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $30556683.87       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5529 M | 2048-10-20      | 4.5000%  | 0.0000% | $4000000.00        | $311519.73         | Agency Mortgage-Backed Securities         |
| GNII SF MA5764 M | 2049-02-20      | 4.5000%  | 0.0000% | $5000000.00        | $370102.42         | Agency Mortgage-Backed Securities         |
| GNII SF MA7986 M | 2052-03-20      | 2.0000%  | 0.0000% | $190061.00         | $121416.58         | Agency Mortgage-Backed Securities         |
| GNII SF MA6819 M | 2050-08-20      | 2.5000%  | 0.0000% | $155000.00         | $54374.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA6864 M | 2050-09-20      | 2.0000%  | 0.0000% | $170000.00         | $77818.97          | Agency Mortgage-Backed Securities         |
| GNII SF MA5933 M | 2049-05-20      | 5.0000%  | 0.0000% | $334408.00         | $30150.07          | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M | 2050-01-20      | 4.5000%  | 0.0000% | $96999.00          | $12671.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA5136 M | 2048-04-20      | 3.5000%  | 0.0000% | $625000.00         | $75280.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M | 2051-09-20      | 2.5000%  | 0.0000% | $25744.00          | $15327.46          | Agency Mortgage-Backed Securities         |
| GNII SF MA8197 M | 2052-07-20      | 2.5000%  | 0.0000% | $337105.00         | $211131.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $3939744.00        | $961633.02         | Agency Mortgage-Backed Securities         |
| GNII SF 003555 M | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $536.98            | Agency Mortgage-Backed Securities         |
| GNMI SF 577470 X | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $373.69            | Agency Mortgage-Backed Securities         |
| GNII SF 004559 M | 2039-10-20      | 5.0000%  | 0.0000% | $3759001.00        | $104062.20         | Agency Mortgage-Backed Securities         |
| GNII SF DN4026 C | 2055-10-20      | 5.5000%  | 0.0000% | $1309595.00        | $1344396.61        | Agency Mortgage-Backed Securities         |
| GNII SP 787405 C | 2052-02-20      | 2.5000%  | 0.0000% | $60000.00          | $45532.50          | Agency Mortgage-Backed Securities         |
| GNMI SF AZ3490 X | 2049-02-15      | 4.5000%  | 0.0000% | $1601348.00        | $127880.14         | Agency Mortgage-Backed Securities         |
| GNII SF DN1132 C | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.88           | Agency Mortgage-Backed Securities         |
| GNII SP 785587 M | 2044-12-20      | 3.5000%  | 0.0000% | $1043065.00        | $521295.50         | Agency Mortgage-Backed Securities         |
| GNII SF AW2406 C | 2046-10-20      | 3.0000%  | 0.0000% | $1225067.00        | $109713.32         | Agency Mortgage-Backed Securities         |
| GNII SF DN8039 C | 2055-10-20      | 6.0000%  | 0.0000% | $3001.00           | $3111.84           | Agency Mortgage-Backed Securities         |
| GNII SF DN1375 C | 2055-10-20      | 5.5000%  | 0.0000% | $2770792.00        | $2826544.03        | Agency Mortgage-Backed Securities         |
| GNII SF DM3654 C | 2055-10-20      | 6.0000%  | 0.0000% | $1432236.00        | $1480317.59        | Agency Mortgage-Backed Securities         |
| GNII SF AX4344 C | 2046-10-20      | 3.5000%  | 0.0000% | $26592.00          | $6212.35           | Agency Mortgage-Backed Securities         |
| GNII SF DM4056 C | 2055-09-20      | 6.0000%  | 0.0000% | $18630833.00       | $19232774.91       | Agency Mortgage-Backed Securities         |
| GNII SF AQ8311 C | 2045-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $174818.16         | Agency Mortgage-Backed Securities         |
| GNII SF DN0107 C | 2055-10-20      | 5.5000%  | 0.0000% | $1909116.00        | $1947529.96        | Agency Mortgage-Backed Securities         |
| GNII SF DM9588 C | 2055-10-20      | 5.5000%  | 0.0000% | $5463975.00        | $5573922.92        | Agency Mortgage-Backed Securities         |
| GNII SP 786594 M | 2050-03-20      | 3.5000%  | 0.0000% | $154000.00         | $112231.68         | Agency Mortgage-Backed Securities         |
| GNII SF 003284 M | 2032-09-20      | 5.5000%  | 0.0000% | $46143654.00       | $166184.66         | Agency Mortgage-Backed Securities         |
| GNII SF 003841 M | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1355.63           | Agency Mortgage-Backed Securities         |
| GNMI SF 609093 X | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $61214.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 454197 X | 2028-08-15      | 7.0000%  | 0.0000% | $660000.00         | $442.25            | Agency Mortgage-Backed Securities         |
| GNMI SF 487238 X | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $78.13             | Agency Mortgage-Backed Securities         |
| GNII SF DJ2966 C | 2055-06-20      | 6.0000%  | 0.0000% | $1295088.00        | $1338885.22        | Agency Mortgage-Backed Securities         |
| GNII SF AX4342 C | 2046-10-20      | 3.5000%  | 0.0000% | $10444.00          | $3147.89           | Agency Mortgage-Backed Securities         |
| GNMI SF 474821 X | 2028-12-15      | 6.5000%  | 0.0000% | $245000.00         | $1189.85           | Agency Mortgage-Backed Securities         |
| GNII SF 004837 M | 2040-10-20      | 6.0000%  | 0.0000% | $2873501.00        | $55570.32          | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M | 2050-06-20      | 3.0000%  | 0.0000% | $20794000.00       | $5271965.17        | Agency Mortgage-Backed Securities         |
| GNII SF MA7588 M | 2051-09-20      | 2.0000%  | 0.0000% | $6922478.00        | $4051456.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA7312 M | 2051-04-20      | 2.5000%  | 0.0000% | $26000.00          | $13319.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA7372 M | 2051-05-20      | 5.0000%  | 0.0000% | $5103235.00        | $2016807.32        | Agency Mortgage-Backed Securities         |
| GNMI SP 782939 X | 2036-09-15      | 5.0000%  | 0.0000% | $2000000.00        | $65005.74          | Agency Mortgage-Backed Securities         |
| GNMI SP 782365 X | 2038-07-15      | 6.0000%  | 0.0000% | $2392116.00        | $17602.46          | Agency Mortgage-Backed Securities         |
| GNRM 2024-022 EL | 2054-02-20      | 3.0000%  | 0.0000% | $500000.00         | $373501.50         | Agency Collateralized Mortgage Obligation |
| GNMI SF BE4664 X | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $24221.83          | Agency Mortgage-Backed Securities         |
| GNII SF MA7647 M | 2051-10-20      | 1.5000%  | 0.0000% | $825000.00         | $488390.36         | Agency Mortgage-Backed Securities         |
| GNII SF BG0317 C | 2048-02-20      | 3.0000%  | 0.0000% | $1015828.00        | $50509.45          | Agency Mortgage-Backed Securities         |
| GNMI SP 782962 X | 2040-05-15      | 5.0000%  | 0.0000% | $1473485.00        | $54928.30          | Agency Mortgage-Backed Securities         |
| GNMI SF 668415 X | 2037-04-15      | 6.0000%  | 0.0000% | $2458014.00        | $96358.61          | Agency Mortgage-Backed Securities         |
| GNMI SF 698465 X | 2039-08-15      | 6.0000%  | 0.0000% | $729734.00         | $16014.75          | Agency Mortgage-Backed Securities         |
| GNMI SP 783065 X | 2040-06-15      | 5.0000%  | 0.0000% | $80077.00          | $2417.96           | Agency Mortgage-Backed Securities         |
| GNMI SP 781904 X | 2035-04-15      | 5.0000%  | 0.0000% | $4077839.00        | $62504.42          | Agency Mortgage-Backed Securities         |
| GNMI SF 689876 X | 2038-09-15      | 6.5000%  | 0.0000% | $497597.00         | $4082.11           | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2035-12-25      | 5.5000%  | 0.0000% | $13118000.00       | $12778875.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2051-05-25      | 5.0000%  | 0.0000% | $1400000.00        | $1156608.05        | Agency Collateralized Mortgage Obligation |
| GNII SF CC2989 C | 2051-01-20      | 2.0000%  | 0.0000% | $1196624.00        | $637678.72         | Agency Mortgage-Backed Securities         |
| GNII SF BP8086 C | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $215173.05         | Agency Mortgage-Backed Securities         |
| GNII SF BX4966 C | 2050-09-20      | 3.5000%  | 0.0000% | $11760.00          | $5301.63           | Agency Mortgage-Backed Securities         |
| GNII SF BZ6216 C | 2050-12-20      | 2.5000%  | 0.0000% | $3500000.00        | $1685989.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA7935 M | 2052-02-20      | 2.0000%  | 0.0000% | $500000.00         | $319994.56         | Agency Mortgage-Backed Securities         |
| GNMI SF AQ0562 X | 2046-12-15      | 4.0000%  | 0.0000% | $15781516.00       | $1451911.45        | Agency Mortgage-Backed Securities         |
| GNMI SF 618677 X | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $2027.98           | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M | 2048-11-20      | 4.0000%  | 0.0000% | $1700000.00        | $157882.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M | 2046-01-20      | 3.5000%  | 0.0000% | $1002000.00        | $98978.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA5465 M | 2048-09-20      | 3.5000%  | 0.0000% | $900000.00         | $97736.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA5021 M | 2048-02-20      | 4.5000%  | 0.0000% | $528676.00         | $44367.04          | Agency Mortgage-Backed Securities         |
| GNII SF MA5264 M | 2048-06-20      | 4.0000%  | 0.0000% | $1800000.00        | $161867.64         | Agency Mortgage-Backed Securities         |
| GNII SF MA3526 M | 2038-11-20      | 6.0000%  | 0.0000% | $10000000.00       | $1173859.37        | Agency Mortgage-Backed Securities         |
| GNII SF AL5503 C | 2045-03-20      | 3.5000%  | 0.0000% | $4818193.00        | $335665.59         | Agency Mortgage-Backed Securities         |
| GNII SF AS9217 C | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $7170.33           | Agency Mortgage-Backed Securities         |
| GNII SF CW1889 C | 2054-02-20      | 7.0000%  | 0.0000% | $1141745.00        | $837363.85         | Agency Mortgage-Backed Securities         |
| GNMI SF 411081 X | 2038-11-15      | 6.0000%  | 0.0000% | $1122965.00        | $6573.60           | Agency Mortgage-Backed Securities         |
| GNII SF DN8137 C | 2055-10-20      | 6.0000%  | 0.0000% | $1444379.00        | $1494721.39        | Agency Mortgage-Backed Securities         |
| GNII SF DI0109 C | 2055-04-20      | 5.5000%  | 0.0000% | $3491455.00        | $3342974.57        | Agency Mortgage-Backed Securities         |
| GNII SF DN3356 C | 2055-10-20      | 5.5000%  | 0.0000% | $3605249.00        | $3677791.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $273.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M | 2049-04-20      | 4.5000%  | 0.0000% | $2617000.00        | $226518.67         | Agency Mortgage-Backed Securities         |
| GNII SF MA4903 M | 2047-11-20      | 5.0000%  | 0.0000% | $1619160.00        | $183734.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA6221 M | 2049-08-20      | 4.5000%  | 0.0000% | $327417.00         | $39654.74          | Agency Mortgage-Backed Securities         |
| GNII SF MA6820 M | 2050-08-20      | 3.0000%  | 0.0000% | $145384.00         | $42934.37          | Agency Mortgage-Backed Securities         |
| GNII SF MA4588 M | 2047-07-20      | 4.5000%  | 0.0000% | $16971000.00       | $1529081.23        | Agency Mortgage-Backed Securities         |
| GNII SF MA4383 M | 2047-04-20      | 4.0000%  | 0.0000% | $939000.00         | $84456.89          | Agency Mortgage-Backed Securities         |
| GNII SF CZ3707 C | 2054-01-20      | 7.0000%  | 0.0000% | $2770878.00        | $1643125.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA5713 M | 2049-01-20      | 5.5000%  | 0.0000% | $1800000.00        | $139037.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA5986 M | 2049-06-20      | 4.0000%  | 0.0000% | $2563584.00        | $221836.13         | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M | 2055-07-20      | 5.5000%  | 0.0000% | $54217.00          | $54603.88          | Agency Mortgage-Backed Securities         |
| GNRM 2025-157 P  | 2055-09-20      | 5.0000%  | 0.0000% | $2000000.00        | $2003431.77        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-140 PL | 2055-08-20      | 5.0000%  | 0.0000% | $3673929.00        | $3536662.44        | Agency Collateralized Mortgage Obligation |
| GNII SF 003185 M | 2032-01-20      | 5.5000%  | 0.0000% | $1864168.00        | $8315.28           | Agency Mortgage-Backed Securities         |
| GNII SF AU0334 C | 2046-07-20      | 3.0000%  | 0.0000% | $1114203.00        | $96947.19          | Agency Mortgage-Backed Securities         |
| GNMI SF 733210 X | 2040-06-15      | 5.0000%  | 0.0000% | $126341.00         | $11519.59          | Agency Mortgage-Backed Securities         |
| GNII SF DM3528 C | 2055-09-20      | 6.0000%  | 0.0000% | $1709180.00        | $1778474.06        | Agency Mortgage-Backed Securities         |
| GNII SF DM0554 C | 2055-10-20      | 5.5000%  | 0.0000% | $1082027.00        | $1103798.83        | Agency Mortgage-Backed Securities         |
| GNMI SF 474223 X | 2028-05-15      | 6.0000%  | 0.0000% | $40000.00          | $338.82            | Agency Mortgage-Backed Securities         |
| GNMI SF AT2378 X | 2046-09-15      | 2.5000%  | 0.0000% | $45690.00          | $9164.80           | Agency Mortgage-Backed Securities         |
| GNII SF MB0619 M | 2046-09-20      | 3.5000%  | 0.0000% | $5127335.00        | $4704478.34        | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M | 2055-01-20      | 5.5000%  | 0.0000% | $116301.00         | $109356.46         | Agency Mortgage-Backed Securities         |
| GNII SF MB0203 M | 2055-02-20      | 4.5000%  | 0.0000% | $6000000.00        | $5783436.85        | Agency Mortgage-Backed Securities         |
| GNII SF DN1386 C | 2055-10-20      | 6.5000%  | 0.0000% | $1150475.00        | $1221372.64        | Agency Mortgage-Backed Securities         |
| GNII SF DN0441 C | 2055-10-20      | 6.0000%  | 0.0000% | $3055246.00        | $3157810.61        | Agency Mortgage-Backed Securities         |
| GNII SF DF3292 C | 2054-11-20      | 5.5000%  | 0.0000% | $1736033.00        | $1745464.68        | Agency Mortgage-Backed Securities         |
| GNII SF 004832 M | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3639.63           | Agency Mortgage-Backed Securities         |
| GNII SF DN0088 C | 2055-10-20      | 5.5000%  | 0.0000% | $1841873.00        | $1880632.15        | Agency Mortgage-Backed Securities         |
| GNII SF MB0553 M | 2055-07-20      | 4.0000%  | 0.0000% | $375444.00         | $355512.93         | Agency Mortgage-Backed Securities         |
| GNMI SF 485528 X | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $62.37             | Agency Mortgage-Backed Securities         |
| GNMI SF 617572 X | 2037-06-15      | 6.5000%  | 0.0000% | $150000.00         | $2237.78           | Agency Mortgage-Backed Securities         |
| GNII SF 003251 M | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $327.18            | Agency Mortgage-Backed Securities         |
| GNII SF AT4176 C | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $4904.82           | Agency Mortgage-Backed Securities         |
| GNII SF 002713 M | 2029-02-20      | 6.0000%  | 0.0000% | $25000.00          | $31.85             | Agency Mortgage-Backed Securities         |
| GNII SF 004541 M | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $472.52            | Agency Mortgage-Backed Securities         |
| GNII SF 003736 M | 2035-07-20      | 5.5000%  | 0.0000% | $35000.00          | $538.02            | Agency Mortgage-Backed Securities         |
| GNMI SF 608989 X | 2036-07-15      | 6.5000%  | 0.0000% | $5168630.00        | $74805.11          | Agency Mortgage-Backed Securities         |
| GNII SF MA7418 M | 2051-06-20      | 2.5000%  | 0.0000% | $26000.00          | $14378.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA7311 M | 2051-04-20      | 2.0000%  | 0.0000% | $2400000.00        | $1269140.31        | Agency Mortgage-Backed Securities         |
| GNII SF MA5881 M | 2038-11-20      | 6.5000%  | 0.0000% | $1000000.00        | $146004.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA6994 M | 2050-11-20      | 2.0000%  | 0.0000% | $602000.00         | $289514.33         | Agency Mortgage-Backed Securities         |
| GNII SF 003474 M | 2033-11-20      | 6.0000%  | 0.0000% | $900000.00         | $8003.04           | Agency Mortgage-Backed Securities         |
| GNII SF 002631 M | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $6613.37           | Agency Mortgage-Backed Securities         |
| GNMI SF AY4224 X | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $915.66            | Agency Mortgage-Backed Securities         |
| GNMI SP 780931 X | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $4468.97           | Agency Mortgage-Backed Securities         |
| GNII SF MB0149 M | 2055-01-20      | 6.5000%  | 0.0000% | $2082565.00        | $1560592.98        | Agency Mortgage-Backed Securities         |
| GNMI SF AZ8592 X | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $36088.79          | Agency Mortgage-Backed Securities         |
| GNII SP 787732 C | 2054-12-20      | 5.5000%  | 0.0000% | $12296710.00       | $12090646.84       | Agency Mortgage-Backed Securities         |
| GNII SP 785805 C | 2051-12-20      | 2.5000%  | 0.0000% | $130000.00         | $82513.65          | Agency Mortgage-Backed Securities         |
| GNMI SF 673101 X | 2038-09-15      | 6.0000%  | 0.0000% | $6002.00           | $375.03            | Agency Mortgage-Backed Securities         |
| GNII SF 004422 M | 2039-04-20      | 4.0000%  | 0.0000% | $164000.00         | $5261.17           | Agency Mortgage-Backed Securities         |
| GNII SF 003171 M | 2031-12-20      | 5.5000%  | 0.0000% | $17452897.00       | $78101.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M | 2051-10-20      | 2.5000%  | 0.0000% | $4503500.00        | $2749808.22        | Agency Mortgage-Backed Securities         |
| GNII SF MA8097 M | 2052-05-20      | 2.5000%  | 0.0000% | $90154.00          | $58285.12          | Agency Mortgage-Backed Securities         |
| GNII SF MA7648 M | 2051-10-20      | 2.0000%  | 0.0000% | $2599017.00        | $1553870.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA7051 M | 2050-12-20      | 2.0000%  | 0.0000% | $144346.00         | $70804.07          | Agency Mortgage-Backed Securities         |
| GNII SF MA7991 M | 2052-04-20      | 4.5000%  | 0.0000% | $83210735.00       | $59996371.46       | Agency Mortgage-Backed Securities         |
| GNII SF 005238 M | 2041-11-20      | 5.5000%  | 0.0000% | $3912000.00        | $139471.42         | Agency Mortgage-Backed Securities         |
| GNII SP 787299 C | 2049-08-20      | 5.5000%  | 0.0000% | $3988466.00        | $3238437.63        | Agency Mortgage-Backed Securities         |
| GNII SP 784789 M | 2046-02-20      | 3.0000%  | 0.0000% | $500000.00         | $124016.66         | Agency Mortgage-Backed Securities         |
| GNMI SP 781607 X | 2033-03-15      | 6.0000%  | 0.0000% | $308503.00         | $1480.62           | Agency Mortgage-Backed Securities         |
| GNII SF DM1517 C | 2055-08-20      | 6.0000%  | 0.0000% | $49288.00          | $50787.38          | Agency Mortgage-Backed Securities         |
| GNII SF DM0552 C | 2055-10-20      | 5.5000%  | 0.0000% | $1421076.00        | $1453162.95        | Agency Mortgage-Backed Securities         |
| GNII SF DL6495 C | 2055-08-20      | 6.0000%  | 0.0000% | $2059860.00        | $2119831.39        | Agency Mortgage-Backed Securities         |
| GNII SF DM1778 C | 2055-10-20      | 5.5000%  | 0.0000% | $7442956.00        | $7592725.64        | Agency Mortgage-Backed Securities         |
| GNMI SF 697489 X | 2038-09-15      | 6.0000%  | 0.0000% | $50099.00          | $897.03            | Agency Mortgage-Backed Securities         |
| GNMI SF 656202 X | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $758.98            | Agency Mortgage-Backed Securities         |
| GNMI SP 782615 X | 2035-06-15      | 7.0000%  | 0.0000% | $350000.00         | $10333.22          | Agency Mortgage-Backed Securities         |
| GNMI SF 655321 X | 2036-04-15      | 6.5000%  | 0.0000% | $2212600.00        | $38838.00          | Agency Mortgage-Backed Securities         |
| GNMI SF 643705 X | 2035-07-15      | 5.0000%  | 0.0000% | $273482.00         | $4251.85           | Agency Mortgage-Backed Securities         |
| GNMI SF 701568 X | 2039-01-15      | 6.0000%  | 0.0000% | $42017.00          | $1216.32           | Agency Mortgage-Backed Securities         |
| GNMI SF 700933 X | 2038-11-15      | 6.0000%  | 0.0000% | $127499.00         | $1911.45           | Agency Mortgage-Backed Securities         |
| GNMI SF 660623 X | 2036-09-15      | 6.5000%  | 0.0000% | $27351.00          | $309.12            | Agency Mortgage-Backed Securities         |
| GNRM 2025-140 PD | 2055-08-20      | 4.5000%  | 0.0000% | $4000000.00        | $3931362.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AN | 2053-05-20      | 5.0000%  | 0.0000% | $191607.00         | $191233.69         | Agency Collateralized Mortgage Obligation |
| GNII SF MA1011 M | 2043-05-20      | 3.0000%  | 0.0000% | $1845464.00        | $201517.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA1759 M | 2044-03-20      | 3.0000%  | 0.0000% | $1750000.00        | $214676.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA4512 M | 2047-06-20      | 4.5000%  | 0.0000% | $1322808.00        | $117188.18         | Agency Mortgage-Backed Securities         |
| GNII SF 763450 C | 2031-05-20      | 5.0000%  | 0.0000% | $481964.00         | $17207.82          | Agency Mortgage-Backed Securities         |
| GNII SF CF5487 C | 2051-07-20      | 2.0000%  | 0.0000% | $420000.00         | $309449.94         | Agency Mortgage-Backed Securities         |
| GNII SF CA4755 C | 2051-01-20      | 2.0000%  | 0.0000% | $1877366.00        | $1091695.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA3802 M | 2046-07-20      | 3.0000%  | 0.0000% | $7900000.00        | $947738.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA1012 M | 2043-05-20      | 3.5000%  | 0.0000% | $2828500.00        | $286317.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA1158 M | 2043-07-20      | 4.0000%  | 0.0000% | $1106832.00        | $98732.66          | Agency Mortgage-Backed Securities         |
| GNII SF CG6223 C | 2051-10-20      | 2.0000%  | 0.0000% | $740000.00         | $484450.78         | Agency Mortgage-Backed Securities         |
| GNII SF DM5629 C | 2055-10-20      | 6.0000%  | 0.0000% | $1513739.00        | $1568257.82        | Agency Mortgage-Backed Securities         |
| GNII SF DM3666 C | 2055-10-20      | 6.5000%  | 0.0000% | $1023.00           | $1073.80           | Agency Mortgage-Backed Securities         |
| GNII SF MA3453 M | 2046-02-20      | 3.0000%  | 0.0000% | $1600000.00        | $198174.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA4004 M | 2046-10-20      | 3.5000%  | 0.0000% | $3875334.00        | $480376.60         | Agency Mortgage-Backed Securities         |
| GNII SF DM0989 C | 2055-08-20      | 6.0000%  | 0.0000% | $3122194.00        | $3225097.81        | Agency Mortgage-Backed Securities         |
| GNII SF DM1939 C | 2055-08-20      | 6.0000%  | 0.0000% | $10047593.00       | $10361480.87       | Agency Mortgage-Backed Securities         |
| GNII SF DM1056 C | 2055-08-20      | 5.5000%  | 0.0000% | $3030.00           | $3084.99           | Agency Mortgage-Backed Securities         |
| GNII SF DK3127 C | 2055-08-20      | 6.0000%  | 0.0000% | $1123266.00        | $1163112.45        | Agency Mortgage-Backed Securities         |
| GNII SF DK7496 C | 2055-08-20      | 6.0000%  | 0.0000% | $2167391.00        | $2256588.60        | Agency Mortgage-Backed Securities         |
| GNMI SF BO1629 X | 2049-07-15      | 4.0000%  | 0.0000% | $50224.00          | $6405.76           | Agency Mortgage-Backed Securities         |
| GNII SF BV9801 C | 2036-03-20      | 5.5000%  | 0.0000% | $3300000.00        | $1337729.12        | Agency Mortgage-Backed Securities         |
| GNII SF DN0442 C | 2055-10-20      | 6.0000%  | 0.0000% | $1713757.00        | $1771287.82        | Agency Mortgage-Backed Securities         |
| GNII SF DK7501 C | 2055-08-20      | 6.0000%  | 0.0000% | $3400409.00        | $3513258.90        | Agency Mortgage-Backed Securities         |
| GNRM 2024-134 CL | 2054-08-20      | 5.0000%  | 0.0000% | $553515.00         | $542443.41         | Agency Collateralized Mortgage Obligation |
| GNMI SF 699281 X | 2038-09-15      | 6.5000%  | 0.0000% | $676166.00         | $21938.09          | Agency Mortgage-Backed Securities         |
| GNII SF DM9585 C | 2055-10-20      | 6.0000%  | 0.0000% | $2903500.00        | $2998307.99        | Agency Mortgage-Backed Securities         |
| GNII SF AG4152 C | 2043-10-20      | 4.0000%  | 0.0000% | $1025719.00        | $111337.15         | Agency Mortgage-Backed Securities         |
| GNII SF DN0089 C | 2055-10-20      | 5.5000%  | 0.0000% | $1419016.00        | $1447568.49        | Agency Mortgage-Backed Securities         |
| GNMI SF BR6606 X | 2050-02-15      | 3.0000%  | 0.0000% | $2896450.00        | $538813.55         | Agency Mortgage-Backed Securities         |
| GNII SF DN0098 C | 2052-10-20      | 6.0000%  | 0.0000% | $1042259.00        | $1080739.20        | Agency Mortgage-Backed Securities         |
| GNII SF CG0780 C | 2051-09-20      | 2.0000%  | 0.0000% | $412000.00         | $259181.31         | Agency Mortgage-Backed Securities         |
| GNII SF DN0096 C | 2055-10-20      | 6.0000%  | 0.0000% | $1797281.00        | $1873550.42        | Agency Mortgage-Backed Securities         |
| GNII SF DL7977 C | 2055-08-20      | 5.5000%  | 0.0000% | $1432496.00        | $1459440.84        | Agency Mortgage-Backed Securities         |
| GNII SF CB2606 C | 2051-02-20      | 2.5000%  | 0.0000% | $4052542.00        | $2623626.89        | Agency Mortgage-Backed Securities         |
| GNII SF AH6627 C | 2044-05-20      | 4.0000%  | 0.0000% | $1096810.00        | $115775.91         | Agency Mortgage-Backed Securities         |
| GNII SF DK9832 C | 2055-08-20      | 6.0000%  | 0.0000% | $3265665.00        | $3368954.07        | Agency Mortgage-Backed Securities         |
| GNII SF DL9935 C | 2055-08-20      | 6.0000%  | 0.0000% | $1191606.00        | $1232629.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA3661 M | 2046-05-20      | 2.5000%  | 0.0000% | $581568.00         | $100079.08         | Agency Mortgage-Backed Securities         |
| GNII SF MA4003 M | 2046-10-20      | 3.0000%  | 0.0000% | $1990000.00        | $259683.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M | 2051-02-20      | 3.0000%  | 0.0000% | $62000.00          | $23213.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA5710 M | 2049-01-20      | 4.0000%  | 0.0000% | $1770000.00        | $142172.82         | Agency Mortgage-Backed Securities         |
| GNII SF MA2892 M | 2045-06-20      | 3.5000%  | 0.0000% | $2194000.00        | $190185.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA5934 M | 2049-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $240448.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA4722 M | 2047-09-20      | 5.0000%  | 0.0000% | $570000.00         | $51326.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA1376 M | 2043-10-20      | 4.0000%  | 0.0000% | $1250000.00        | $70046.80          | Agency Mortgage-Backed Securities         |
| GNII SF MA6544 M | 2049-07-20      | 4.5000%  | 0.0000% | $1800000.00        | $247072.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA5763 M | 2049-02-20      | 4.0000%  | 0.0000% | $80000.00          | $6387.93           | Agency Mortgage-Backed Securities         |
| GNII SF MA2445 M | 2044-12-20      | 3.5000%  | 0.0000% | $7500000.00        | $542912.70         | Agency Mortgage-Backed Securities         |
| GNMI SF 777247 X | 2043-02-15      | 2.5000%  | 0.0000% | $49183.00          | $12519.00          | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2055-03-25      | 5.1828%  | 0.0000% | $32902856.00       | $32459161.64       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2052-11-25      | 4.0000%  | 0.0000% | $58521745.00       | $57822839.31       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $29092945.97       | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2049-05-25      | 2.5000%  | 0.0000% | $13514000.00       | $8479406.19        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2050-02-25      | 5.5000%  | 0.0000% | $3800000.00        | $2311470.10        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2039-11-25      | 4.0000%  | 0.0000% | $1325000.00        | $553024.78         | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2050-12-25      | 5.5000%  | 0.0000% | $4000000.00        | $3953700.10        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-178 Q  | 2055-10-20      | 5.0000%  | 0.0000% | $21376553.00       | $21534924.76       | Agency Collateralized Mortgage Obligation |
| GNII SF DM4511 C | 2055-10-20      | 6.0000%  | 0.0000% | $1032100.00        | $1073848.45        | Agency Mortgage-Backed Securities         |
| GNII SF BX4959 C | 2050-09-20      | 2.5000%  | 0.0000% | $7115.00           | $4293.05           | Agency Mortgage-Backed Securities         |
| GNMI SF BC5919 X | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $18687.98          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3111 C | 2055-08-20      | 5.5000%  | 0.0000% | $3577816.00        | $3657870.53        | Agency Mortgage-Backed Securities         |
| GNRM 2025-157 PM | 2055-09-20      | 5.0000%  | 0.0000% | $130935.00         | $120681.31         | Agency Collateralized Mortgage Obligation |
| GNII SF DK3193 C | 2055-08-20      | 6.0000%  | 0.0000% | $1441945.00        | $1487224.10        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3110 C | 2055-08-20      | 5.5000%  | 0.0000% | $9716177.00        | $9902640.39        | Agency Mortgage-Backed Securities         |
| GNII SP 787313 C | 2051-09-20      | 2.5000%  | 0.0000% | $900000.00         | $679981.63         | Agency Mortgage-Backed Securities         |
| GNMI SP 784315 X | 2036-06-15      | 6.0000%  | 0.0000% | $951247.00         | $23155.63          | Agency Mortgage-Backed Securities         |
| GNMI SF 661590 X | 2037-01-15      | 6.0000%  | 0.0000% | $2027000.00        | $14395.37          | Agency Mortgage-Backed Securities         |
| GNII SP 787406 C | 2052-03-20      | 2.5000%  | 0.0000% | $50000.00          | $37815.78          | Agency Mortgage-Backed Securities         |
| GNMI SF 651861 X | 2036-06-15      | 6.0000%  | 0.0000% | $2396314.00        | $15341.78          | Agency Mortgage-Backed Securities         |
| GNMI SP 783748 X | 2043-04-15      | 3.5000%  | 0.0000% | $367258.00         | $46841.21          | Agency Mortgage-Backed Securities         |
| GNII SF 003691 M | 2035-03-20      | 5.5000%  | 0.0000% | $77000.00          | $1223.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 660070 X | 2037-01-15      | 6.5000%  | 0.0000% | $3473166.00        | $102524.75         | Agency Mortgage-Backed Securities         |
| GNII SF DN0097 C | 2055-10-20      | 6.0000%  | 0.0000% | $1236638.00        | $1282311.99        | Agency Mortgage-Backed Securities         |
| GNII SF DM9008 C | 2055-10-20      | 5.5000%  | 0.0000% | $1439354.00        | $1468315.72        | Agency Mortgage-Backed Securities         |
| GNMI SF BA7886 X | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23926.26          | Agency Mortgage-Backed Securities         |
| GNII SF BF4034 C | 2048-02-20      | 3.5000%  | 0.0000% | $1702920.00        | $365929.04         | Agency Mortgage-Backed Securities         |
| GNMI SF BC1137 X | 2047-08-15      | 4.0000%  | 0.0000% | $511692.00         | $218317.33         | Agency Mortgage-Backed Securities         |
| GNII SF AD8811 C | 2043-03-20      | 3.0000%  | 0.0000% | $400000.00         | $64984.47          | Agency Mortgage-Backed Securities         |
| GNII SF MA9326 M | 2038-11-20      | 4.5000%  | 0.0000% | $151769.00         | $113913.21         | Agency Mortgage-Backed Securities         |
| GNII SF BD2035 C | 2047-11-20      | 3.0000%  | 0.0000% | $1264886.00        | $162214.52         | Agency Mortgage-Backed Securities         |
| GNII SF MA3035 M | 2045-08-20      | 4.0000%  | 0.0000% | $1625000.00        | $113950.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA0851 M | 2043-03-20      | 3.0000%  | 0.0000% | $175000.00         | $19365.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA3804 M | 2046-07-20      | 4.0000%  | 0.0000% | $816292.00         | $77476.55          | Agency Mortgage-Backed Securities         |
| GNMI SF AA2431 X | 2043-03-15      | 2.5000%  | 0.0000% | $950540.00         | $271355.03         | Agency Mortgage-Backed Securities         |
| GNII SF MA4324 M | 2047-03-20      | 5.0000%  | 0.0000% | $347077.00         | $31027.98          | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X | 2041-03-15      | 4.0000%  | 0.0000% | $1502806.00        | $61074.21          | Agency Mortgage-Backed Securities         |
| GNII SF MA0391 M | 2042-09-20      | 3.0000%  | 0.0000% | $1050000.00        | $110440.82         | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M | 2046-07-20      | 4.0000%  | 0.0000% | $9100000.00        | $905641.00         | Agency Mortgage-Backed Securities         |
| GNII SF BS7613 C | 2050-05-20      | 4.5000%  | 0.0000% | $1403686.00        | $272176.71         | Agency Mortgage-Backed Securities         |
| GNII SF BR4602 C | 2050-01-20      | 4.5000%  | 0.0000% | $1267713.00        | $156319.25         | Agency Mortgage-Backed Securities         |
| GNII SF MA2827 M | 2045-05-20      | 4.0000%  | 0.0000% | $1225000.00        | $107058.01         | Agency Mortgage-Backed Securities         |
| GNII SF MA1447 M | 2043-11-20      | 3.0000%  | 0.0000% | $513300.00         | $71385.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA4194 M | 2047-01-20      | 2.5000%  | 0.0000% | $1828000.00        | $302983.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA0023 M | 2042-04-20      | 4.0000%  | 0.0000% | $3000.00           | $161.66            | Agency Mortgage-Backed Securities         |
| GNMI SF BE1031 X | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $26058.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA0850 M | 2043-03-20      | 2.5000%  | 0.0000% | $307119.00         | $42927.26          | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2873 X | 2048-11-15      | 5.5000%  | 0.0000% | $508192.00         | $60826.80          | Agency Mortgage-Backed Securities         |
| GNII SF BM1222 C | 2049-05-20      | 3.5000%  | 0.0000% | $1159573.00        | $415221.02         | Agency Mortgage-Backed Securities         |
| GNMI SF BP6229 X | 2049-11-15      | 3.0000%  | 0.0000% | $1027812.00        | $179179.98         | Agency Mortgage-Backed Securities         |
| GNII SF MA7881 M | 2052-02-20      | 2.5000%  | 0.0000% | $32197.00          | $20687.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA8796 M | 2053-04-20      | 3.0000%  | 0.0000% | $300000.00         | $202091.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA0087 M | 2042-05-20      | 3.0000%  | 0.0000% | $90000.00          | $7502.33           | Agency Mortgage-Backed Securities         |
| GNII SF MA2961 M | 2045-07-20      | 3.5000%  | 0.0000% | $2900000.00        | $255423.54         | Agency Mortgage-Backed Securities         |
| GNII SF MA3034 M | 2045-08-20      | 3.5000%  | 0.0000% | $2255352.00        | $209697.49         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2051-12-25      | 2.0000%  | 0.0000% | $1400000.00        | $1144120.13        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2040-10-25      | 2.0000%  | 0.0000% | $2600000.00        | $1906859.93        | Agency Collateralized Mortgage Obligation |
| GNII SF AI4167 C | 2044-08-20      | 4.0000%  | 0.0000% | $107610.00         | $16145.48          | Agency Mortgage-Backed Securities         |
| GNII SF DM9583 C | 2055-10-20      | 5.5000%  | 0.0000% | $6680963.00        | $6815392.88        | Agency Mortgage-Backed Securities         |
| GNII SF MB0419 M | 2055-04-20      | 3.0000%  | 0.0000% | $72703.00          | $64699.14          | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M | 2055-09-20      | 6.5000%  | 0.0000% | $3682745.00        | $3823118.96        | Agency Mortgage-Backed Securities         |
| GNII SF DN7833 C | 2055-10-20      | 6.0000%  | 0.0000% | $1024838.00        | $1073390.73        | Agency Mortgage-Backed Securities         |
| GNII SF AU0271 C | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $8217.53           | Agency Mortgage-Backed Securities         |
| GNMI SF 433804 X | 2028-06-15      | 6.5000%  | 0.0000% | $475000.00         | $171.71            | Agency Mortgage-Backed Securities         |
| GNII SF MA0532 M | 2042-11-20      | 2.5000%  | 0.0000% | $77566.00          | $10261.39          | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M | 2048-06-20      | 5.0000%  | 0.0000% | $1200000.00        | $91029.10          | Agency Mortgage-Backed Securities         |
| GNII SF MA4778 M | 2047-10-20      | 3.5000%  | 0.0000% | $2135000.00        | $258132.39         | Agency Mortgage-Backed Securities         |
| GNII SF MA7191 M | 2051-02-20      | 1.5000%  | 0.0000% | $1102744.00        | $583142.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $17318148.00       | $11847458.64       | Agency Mortgage-Backed Securities         |
| GNII SF MA6543 M | 2050-03-20      | 4.0000%  | 0.0000% | $770000.00         | $113010.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-07-25      | 2.0000%  | 0.0000% | $1250000.00        | $348248.85         | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2050-12-25      | 1.5000%  | 0.0000% | $2394000.00        | $848150.34         | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2054-07-25      | 5.5000%  | 0.0000% | $675000.00         | $685221.75         | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1854870.04        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2036-07-25      | 5.5000%  | 0.0000% | $1203877.00        | $1227963.32        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2036-08-25      | 5.0000%  | 0.0000% | $7465000.00        | $7493158.41        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2055-10-25      | 4.5000%  | 0.0000% | $8240000.00        | $8056782.13        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2036-05-25      | 5.0000%  | 0.0000% | $11060000.00       | $10900937.44       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-184 LE | 2044-09-20      | 3.5000%  | 0.0000% | $1489937.00        | $422077.71         | Agency Collateralized Mortgage Obligation |
| GNII SP 783637 M | 2042-06-20      | 3.0000%  | 0.0000% | $1105000.00        | $106730.70         | Agency Mortgage-Backed Securities         |
| GNII SF 737730 C | 2040-12-20      | 4.0000%  | 0.0000% | $1459492.00        | $182391.75         | Agency Mortgage-Backed Securities         |
| GNII SP 784295 C | 2047-03-20      | 3.5000%  | 0.0000% | $2500000.00        | $494816.55         | Agency Mortgage-Backed Securities         |
| GNII SF 002549 M | 2028-02-20      | 7.5000%  | 0.0000% | $70000.00          | $13.04             | Agency Mortgage-Backed Securities         |
| GNMI SP 783657 X | 2041-10-15      | 4.0000%  | 0.0000% | $69736000.00       | $3078057.89        | Agency Mortgage-Backed Securities         |
| GNMI SF 697713 X | 2038-12-15      | 6.5000%  | 0.0000% | $28697.00          | $306.90            | Agency Mortgage-Backed Securities         |
| GNII SF 004679 M | 2040-04-20      | 5.0000%  | 0.0000% | $95000.00          | $3100.33           | Agency Mortgage-Backed Securities         |
| GNMI SF 480004 X | 2028-12-15      | 6.0000%  | 0.0000% | $30000.00          | $434.21            | Agency Mortgage-Backed Securities         |
| GNMI SF 716461 X | 2039-07-15      | 5.0000%  | 0.0000% | $75000.00          | $2230.24           | Agency Mortgage-Backed Securities         |
| GNRM 2025-157 PA | 2055-09-20      | 4.7500%  | 0.0000% | $5000000.00        | $4968626.85        | Agency Collateralized Mortgage Obligation |
| GNMI SP 785690 X | 2050-04-15      | 4.5000%  | 0.0000% | $589267.00         | $224466.19         | Agency Mortgage-Backed Securities         |
| GNRM 2025-157 PG | 2055-08-20      | 4.5000%  | 0.0000% | $2961065.00        | $2926550.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-178 P  | 2055-10-20      | 5.0000%  | 0.0000% | $16384667.00       | $16547475.97       | Agency Collateralized Mortgage Obligation |
| GNMI SP 783353 X | 2041-04-15      | 5.0000%  | 0.0000% | $456384.00         | $14730.66          | Agency Mortgage-Backed Securities         |
| GNMI SP 780994 X | 2029-03-15      | 6.0000%  | 0.0000% | $100000.00         | $106.95            | Agency Mortgage-Backed Securities         |
| GNMI SF 699306 X | 2038-10-15      | 6.0000%  | 0.0000% | $10998000.00       | $29633.59          | Agency Mortgage-Backed Securities         |
| GNMI SF 723434 X | 2039-11-15      | 5.0000%  | 0.0000% | $69102.00          | $1245.43           | Agency Mortgage-Backed Securities         |
| GNMI SF 556280 X | 2031-11-15      | 7.5000%  | 0.0000% | $1176388.00        | $19973.59          | Agency Mortgage-Backed Securities         |
| GNII SF 003998 M | 2037-06-20      | 6.0000%  | 0.0000% | $100000.00         | $1095.61           | Agency Mortgage-Backed Securities         |
| GNII SF 003080 M | 2031-05-20      | 6.5000%  | 0.0000% | $27000.00          | $46.98             | Agency Mortgage-Backed Securities         |
| GNMI SF 617332 X | 2036-12-15      | 6.5000%  | 0.0000% | $252451.00         | $2810.37           | Agency Mortgage-Backed Securities         |
| GNII SF DM3564 C | 2055-10-20      | 6.0000%  | 0.0000% | $1690120.00        | $1769089.17        | Agency Mortgage-Backed Securities         |
| GNII SF DL6687 C | 2055-10-20      | 5.5000%  | 0.0000% | $2422549.00        | $2473379.73        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7744 C | 2055-04-20      | 5.5000%  | 0.0000% | $1110461.00        | $1124731.70        | Agency Mortgage-Backed Securities         |
| GNII SF DM3527 C | 2055-09-20      | 6.0000%  | 0.0000% | $2266203.00        | $2354151.20        | Agency Mortgage-Backed Securities         |
| GNII SF DM1055 C | 2055-08-20      | 6.0000%  | 0.0000% | $2581608.00        | $2669334.69        | Agency Mortgage-Backed Securities         |
| GNII SF DM3665 C | 2055-10-20      | 6.5000%  | 0.0000% | $5233943.00        | $5496899.79        | Agency Mortgage-Backed Securities         |
| GNII SF 003295 M | 2032-10-20      | 5.5000%  | 0.0000% | $5557951.00        | $28793.38          | Agency Mortgage-Backed Securities         |
| GNMI SF 717242 X | 2039-04-15      | 5.0000%  | 0.0000% | $627519.00         | $31060.64          | Agency Mortgage-Backed Securities         |
| GNII SF 003797 M | 2035-12-20      | 6.0000%  | 0.0000% | $57322.00          | $983.71            | Agency Mortgage-Backed Securities         |
| GNII SF DI2430 C | 2055-04-20      | 5.5000%  | 0.0000% | $8011742.00        | $8123938.70        | Agency Mortgage-Backed Securities         |
| GNMI SP 781043 X | 2029-05-15      | 6.0000%  | 0.0000% | $38000.00          | $80.95             | Agency Mortgage-Backed Securities         |
| GNII SF DM3669 C | 2055-10-20      | 6.5000%  | 0.0000% | $6653231.00        | $6971858.67        | Agency Mortgage-Backed Securities         |
| GNRM 2023-084 MW | 2053-06-20      | 6.0000%  | 0.0000% | $6000000.00        | $6279636.00        | Agency Collateralized Mortgage Obligation |
| GNII SF DM3664 C | 2055-10-20      | 6.5000%  | 0.0000% | $2452389.00        | $2577023.50        | Agency Mortgage-Backed Securities         |
| GNII SF DM0553 C | 2055-10-20      | 5.5000%  | 0.0000% | $1125243.00        | $1149268.44        | Agency Mortgage-Backed Securities         |
| GNII SF DL8986 C | 2055-08-20      | 5.5000%  | 0.0000% | $1033803.00        | $1052341.20        | Agency Mortgage-Backed Securities         |
| GNII SF DK9988 C | 2055-07-20      | 6.0000%  | 0.0000% | $1262086.00        | $1303556.39        | Agency Mortgage-Backed Securities         |
| GNII SF MB0259 M | 2055-03-20      | 5.5000%  | 0.0000% | $197284762.00      | $195619251.99      | Agency Mortgage-Backed Securities         |
| GNII SF MB0208 M | 2055-02-20      | 7.0000%  | 0.0000% | $11263.00          | $9396.32           | Agency Mortgage-Backed Securities         |
| GNII SF DM2503 C | 2055-10-20      | 5.5000%  | 0.0000% | $1192031.00        | $1216016.25        | Agency Mortgage-Backed Securities         |
| GNII SF DN1388 C | 2055-10-20      | 6.5000%  | 0.0000% | $1005254.00        | $1061369.96        | Agency Mortgage-Backed Securities         |
| GNII SF DN3362 C | 2055-10-20      | 6.0000%  | 0.0000% | $1152553.00        | $1191245.36        | Agency Mortgage-Backed Securities         |
| GNII SF DN6811 C | 2055-10-20      | 5.5000%  | 0.0000% | $1585658.00        | $1617563.55        | Agency Mortgage-Backed Securities         |
| GNII SF DL6261 C | 2055-10-20      | 6.0000%  | 0.0000% | $2004.00           | $2065.21           | Agency Mortgage-Backed Securities         |
| GNII SF DM1023 C | 2055-08-20      | 6.0000%  | 0.0000% | $6152255.00        | $6375850.81        | Agency Mortgage-Backed Securities         |
| GNII SF DM2507 C | 2055-10-20      | 6.0000%  | 0.0000% | $4054367.00        | $4190476.15        | Agency Mortgage-Backed Securities         |
| GNII SF DM3567 C | 2055-10-20      | 6.0000%  | 0.0000% | $1956988.00        | $2042169.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA2753 M | 2045-04-20      | 3.0000%  | 0.0000% | $385529578.00      | $34746106.88       | Agency Mortgage-Backed Securities         |
| GNII SF AB9233 C | 2042-11-20      | 4.0000%  | 0.0000% | $1180000.00        | $147380.28         | Agency Mortgage-Backed Securities         |
| GNII SF MA4260 M | 2047-02-20      | 2.5000%  | 0.0000% | $325000.00         | $70946.65          | Agency Mortgage-Backed Securities         |
| GNII SF MA3803 M | 2046-07-20      | 3.5000%  | 0.0000% | $375000.00         | $40668.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA0461 M | 2042-10-20      | 3.0000%  | 0.0000% | $70000.00          | $7527.57           | Agency Mortgage-Backed Securities         |
| GNII SF MA3662 M | 2046-05-20      | 3.0000%  | 0.0000% | $180000.00         | $20255.91          | Agency Mortgage-Backed Securities         |
| GNII SF MA3603 M | 2039-10-20      | 6.5000%  | 0.0000% | $1000000.00        | $67145.38          | Agency Mortgage-Backed Securities         |
| GNII SF DL6245 C | 2055-10-20      | 5.5000%  | 0.0000% | $5562364.00        | $5674291.74        | Agency Mortgage-Backed Securities         |
| GNII SF DM1054 C | 2055-08-20      | 5.5000%  | 0.0000% | $8612605.00        | $8775825.55        | Agency Mortgage-Backed Securities         |
| GNRM 2025-027 BN | 2052-08-20      | 5.0000%  | 0.0000% | $7042407.00        | $6985593.55        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2045-01-25      | 5.5000%  | 0.0000% | $4465000.00        | $3316628.33        | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2049-08-25      | 3.0000%  | 0.0000% | $1054604.00        | $790053.42         | Agency Collateralized Mortgage Obligation |
| Freddie Mac      | 2051-06-25      | 5.5000%  | 0.0000% | $3000000.00        | $1967362.90        | Agency Collateralized Mortgage Obligation |
| GNII SF DG2922 C | 2054-12-20      | 5.5000%  | 0.0000% | $1000000.00        | $1009483.69        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2656 C | 2055-08-20      | 5.5000%  | 0.0000% | $1353542.00        | $1383586.94        | Agency Mortgage-Backed Securities         |
| GNMI SF 697656 X | 2038-10-15      | 6.5000%  | 0.0000% | $6502819.00        | $11655.24          | Agency Mortgage-Backed Securities         |
| GNMI SF 570456 X | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $114.54            | Agency Mortgage-Backed Securities         |
| GNMI SP 783346 X | 2040-12-15      | 6.0000%  | 0.0000% | $4106459.00        | $115998.16         | Agency Mortgage-Backed Securities         |
| GNII SF MB0689 M | 2054-05-20      | 7.0000%  | 0.0000% | $3473482.00        | $3625388.94        | Agency Mortgage-Backed Securities         |
| GNII SF DO3405 C | 2055-10-20      | 6.0000%  | 0.0000% | $8461795.00        | $8830314.63        | Agency Mortgage-Backed Securities         |
| GNMI SP 783292 X | 2040-12-15      | 6.0000%  | 0.0000% | $660554.00         | $17023.86          | Agency Mortgage-Backed Securities         |
| GNII SF MB0681 M | 2055-09-20      | 3.0000%  | 0.0000% | $3511205.00        | $3168922.20        | Agency Mortgage-Backed Securities         |
| GNII SF DO3409 C | 2055-10-20      | 6.0000%  | 0.0000% | $27466003.00       | $28569724.33       | Agency Mortgage-Backed Securities         |
| GNII SF 003796 M | 2035-12-20      | 5.5000%  | 0.0000% | $55075.00          | $814.33            | Agency Mortgage-Backed Securities         |
| GNII SF 003610 M | 2034-09-20      | 5.5000%  | 0.0000% | $77000.00          | $889.04            | Agency Mortgage-Backed Securities         |
| GNII SF DN0438 C | 2055-10-20      | 6.0000%  | 0.0000% | $1403324.00        | $1454040.13        | Agency Mortgage-Backed Securities         |
| GNMI SP 781445 X | 2031-11-15      | 8.0000%  | 0.0000% | $385000.00         | $624.86            | Agency Mortgage-Backed Securities         |
| GNMI SP 782539 X | 2038-11-15      | 5.5000%  | 0.0000% | $3500000.00        | $49219.25          | Agency Mortgage-Backed Securities         |
| GNMI SF 705406 X | 2039-01-15      | 6.5000%  | 0.0000% | $589817.00         | $2125.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 624207 X | 2034-01-15      | 5.5000%  | 0.0000% | $72260.00          | $852.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 697488 X | 2038-09-15      | 6.0000%  | 0.0000% | $449085.00         | $3196.96           | Agency Mortgage-Backed Securities         |
| GNMI SP 782451 X | 2038-10-15      | 6.5000%  | 0.0000% | $1250000.00        | $8130.48           | Agency Mortgage-Backed Securities         |
| GNII SF 003829 M | 2036-03-20      | 5.0000%  | 0.0000% | $58000.00          | $778.95            | Agency Mortgage-Backed Securities         |
| GNRM 2024-046 CL | 2053-11-20      | 6.0000%  | 0.0000% | $17891708.00       | $18660747.28       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7193 M | 2051-02-20      | 2.5000%  | 0.0000% | $34314000.00       | $15591495.30       | Agency Mortgage-Backed Securities         |
| GNII SF MA7703 M | 2051-11-20      | 1.5000%  | 0.0000% | $23234.00          | $14045.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA7253 M | 2051-03-20      | 1.5000%  | 0.0000% | $70771.00          | $38656.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA7366 M | 2051-05-20      | 2.0000%  | 0.0000% | $2675064.00        | $1447898.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA6153 M | 2049-08-20      | 3.0000%  | 0.0000% | $4500000.00        | $646593.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA6413 M | 2050-01-20      | 5.0000%  | 0.0000% | $4300000.00        | $618613.21         | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M | 2052-01-20      | 2.0000%  | 0.0000% | $1000000.00        | $625079.18         | Agency Mortgage-Backed Securities         |
| GNII SF MA7053 M | 2050-12-20      | 3.0000%  | 0.0000% | $45000.00          | $15654.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA7587 M | 2051-09-20      | 1.5000%  | 0.0000% | $50000.00          | $29102.96          | Agency Mortgage-Backed Securities         |
| GNII SF MA5878 M | 2049-03-20      | 5.0000%  | 0.0000% | $8530248.00        | $645237.55         | Agency Mortgage-Backed Securities         |
| GNII SF MA7192 M | 2051-02-20      | 2.0000%  | 0.0000% | $30000000.00       | $15216720.29       | Agency Mortgage-Backed Securities         |
| GNII SF MA6341 M | 2049-11-20      | 4.5000%  | 0.0000% | $1152396.00        | $150446.66         | Agency Mortgage-Backed Securities         |
| GNII SP 783356 C | 2041-06-20      | 6.0000%  | 0.0000% | $45000.00          | $1775.53           | Agency Mortgage-Backed Securities         |
| GNII SF DK7423 C | 2055-07-20      | 6.0000%  | 0.0000% | $4741636.00        | $4875968.74        | Agency Mortgage-Backed Securities         |
| GNMI SF 485850 X | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $300.97            | Agency Mortgage-Backed Securities         |
| GNII SF 003093 M | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $3259.35           | Agency Mortgage-Backed Securities         |
| GNII SP 784119 M | 2046-02-20      | 3.0000%  | 0.0000% | $79539.00          | $9871.57           | Agency Mortgage-Backed Securities         |
| GNMI SP 781846 X | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $437.35            | Agency Mortgage-Backed Securities         |
| GNMI SP 781969 X | 2035-08-15      | 5.0000%  | 0.0000% | $541613.00         | $10441.60          | Agency Mortgage-Backed Securities         |
| GNII SF DF3291 C | 2054-11-20      | 5.5000%  | 0.0000% | $3974545.00        | $4000702.62        | Agency Mortgage-Backed Securities         |
| GNMI SF 737193 X | 2040-04-15      | 5.0000%  | 0.0000% | $1536894.00        | $48111.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA7534 M | 2051-08-20      | 2.5000%  | 0.0000% | $60790534.00       | $35523628.99       | Agency Mortgage-Backed Securities         |
| GNII SF MA7940 M | 2052-03-20      | 4.5000%  | 0.0000% | $140000.00         | $90985.89          | Agency Mortgage-Backed Securities         |
| GNII SF BA7567 C | 2048-05-20      | 4.5000%  | 0.0000% | $380000.00         | $50830.79          | Agency Mortgage-Backed Securities         |
| GNII SF MA9304 M | 2053-10-20      | 5.0000%  | 0.0000% | $190000.00         | $170734.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA8431 M | 2052-11-20      | 6.5000%  | 0.0000% | $3622.00           | $1532.25           | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $76836.14          | Agency Mortgage-Backed Securities         |
| GNII SF DJ2899 C | 2055-07-20      | 5.5000%  | 0.0000% | $1323060.00        | $1344587.68        | Agency Mortgage-Backed Securities         |
| GNII SF BG7731 C | 2048-04-20      | 4.5000%  | 0.0000% | $6000000.00        | $219832.17         | Agency Mortgage-Backed Securities         |
| GNII SF BH3672 C | 2048-05-20      | 4.5000%  | 0.0000% | $27545.00          | $2704.07           | Agency Mortgage-Backed Securities         |
| GNMI SF BQ8599 X | 2050-01-15      | 3.0000%  | 0.0000% | $616097.00         | $124319.27         | Agency Mortgage-Backed Securities         |
| GNMI SF BK0829 X | 2048-12-15      | 5.5000%  | 0.0000% | $4899128.00        | $172683.83         | Agency Mortgage-Backed Securities         |
| GNMI SF BN9283 X | 2049-07-15      | 4.5000%  | 0.0000% | $3327956.00        | $175249.20         | Agency Mortgage-Backed Securities         |
| GNMI SF BU5340 X | 2050-04-15      | 3.0000%  | 0.0000% | $526999.00         | $89696.45          | Agency Mortgage-Backed Securities         |
| GNMI SF CF8177 X | 2051-08-15      | 3.5000%  | 0.0000% | $870188.00         | $739439.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA9239 M | 2053-10-20      | 4.5000%  | 0.0000% | $247162.00         | $220805.54         | Agency Mortgage-Backed Securities         |
| GNII SF CA4754 C | 2051-01-20      | 2.0000%  | 0.0000% | $2061547.00        | $1383736.59        | Agency Mortgage-Backed Securities         |
| GNII SF DF7412 C | 2054-12-20      | 5.5000%  | 0.0000% | $1255542.00        | $1270613.58        | Agency Mortgage-Backed Securities         |
| GNMI SF 704098 X | 2038-12-15      | 6.0000%  | 0.0000% | $2216037.00        | $10016.47          | Agency Mortgage-Backed Securities         |
| GNII SF DL6497 C | 2055-08-20      | 6.0000%  | 0.0000% | $1523294.00        | $1574902.37        | Agency Mortgage-Backed Securities         |
| GNMI SF 615294 X | 2033-07-15      | 6.5000%  | 0.0000% | $742098.00         | $48060.91          | Agency Mortgage-Backed Securities         |
| GNII SF DL5926 C | 2055-08-20      | 5.5000%  | 0.0000% | $1136747.00        | $1157173.19        | Agency Mortgage-Backed Securities         |
| GNII SF DH0569 C | 2055-08-20      | 6.0000%  | 0.0000% | $1035560.00        | $1070149.89        | Agency Mortgage-Backed Securities         |
| GNII SF DL8007 C | 2055-08-20      | 5.5000%  | 0.0000% | $1657888.00        | $1695756.58        | Agency Mortgage-Backed Securities         |
| GNII SF DH6622 C | 2055-04-20      | 5.5000%  | 0.0000% | $1223306.00        | $1245652.30        | Agency Mortgage-Backed Securities         |
| GNMI SF 430355 X | 2041-08-15      | 5.0000%  | 0.0000% | $755848.00         | $143097.37         | Agency Mortgage-Backed Securities         |
| GNII SF 005312 M | 2041-11-20      | 3.0000%  | 0.0000% | $25000.00          | $1796.95           | Agency Mortgage-Backed Securities         |
| GNII SF DO3401 C | 2055-10-20      | 6.0000%  | 0.0000% | $1202857.00        | $1262553.59        | Agency Mortgage-Backed Securities         |
| GNII SF 002592 M | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $37.50             | Agency Mortgage-Backed Securities         |
| GNMI SP 780498 X | 2027-01-15      | 7.5000%  | 0.0000% | $50000.00          | $4.01              | Agency Mortgage-Backed Securities         |
| GNII SF 002935 M | 2030-06-20      | 8.0000%  | 0.0000% | $11547786.00       | $7899.25           | Agency Mortgage-Backed Securities         |
| GNII SF 005124 M | 2039-01-20      | 6.0000%  | 0.0000% | $107845.00         | $4562.52           | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 AY | 2055-04-20      | 5.0000%  | 0.0000% | $4680867.00        | $4515111.26        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8198 M | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1304.26           | Agency Mortgage-Backed Securities         |
| GNII SF MA9305 M | 2053-11-20      | 5.5000%  | 0.0000% | $1000000.00        | $814187.12         | Agency Mortgage-Backed Securities         |
| GNII SF MA9778 M | 2054-07-20      | 5.0000%  | 0.0000% | $275000.00         | $261370.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA9362 M | 2053-12-20      | 5.5000%  | 0.0000% | $825000.00         | $692701.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA9777 M | 2054-06-20      | 4.5000%  | 0.0000% | $668000.00         | $631977.26         | Agency Mortgage-Backed Securities         |
| Freddie Mac      | 2050-12-25      | 1.0000%  | 0.0000% | $8195000.00        | $3511349.59        | Agency Collateralized Mortgage Obligation |

### Security 738: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8TC4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1C8TC4
- **C.18 - Value (incl. sponsor support):** $2596372000.00
- **C.18.a - Value (excl. sponsor support):** $2596372000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| LEIDOS INC                     SR GLBL NT 33       | 2033-03-15      | 5.7500%  | 0.0000% | $257000.00         | $273724.85         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR NT 4.375%33      | 2033-12-05      | 4.3750%  | 0.0000% | $11000.00          | $11377.00          | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38       | 2038-03-11      | 6.8750%  | 0.0000% | $23000.00          | $26295.39          | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38       | 2038-03-11      | 6.8750%  | 0.0000% | $375000.00         | $428729.11         | Corporate Debt Securities                         |
| LAM RESEARCH CORP              SR GLBL NT1.9%30    | 2030-06-15      | 1.9000%  | 0.0000% | $498000.00         | $454931.85         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%47    | 2047-05-11      | 4.1000%  | 0.0000% | $200000.00         | $160530.22         | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM1            A-3    20640625 FLT | 2064-06-25      | 6.2300%  | 0.0000% | $2380000.00        | $1691253.62        | Private Label Collateralized Mortgage Obligations |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $24104000.00       | $25274751.37       | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT4.1%26    | 2026-01-26      | 4.1000%  | 0.0000% | $84000.00          | $84893.71          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 28       | 2028-09-15      | 4.2500%  | 0.0000% | $65000.00          | $65866.22          | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 1.9%31      | 2031-09-01      | 1.9000%  | 0.0000% | $92000.00          | $80737.05          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR GLBL NT 51       | 2051-11-02      | 2.7500%  | 0.0000% | $200000.00         | $129793.44         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $132000.00         | $136522.61         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $2000.00           | $2066.10           | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR NT 4.15%43       | 2043-02-15      | 4.1500%  | 0.0000% | $131000.00         | $111785.07         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT2.5%32    | 2032-11-15      | 2.5000%  | 0.0000% | $100000.00         | $84278.78          | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 35       | 2035-03-01      | 4.8500%  | 0.0000% | $1407000.00        | $1414532.14        | Corporate Debt Securities                         |
| GS MTG SECS CORP TR 2018-TWR   A      20310715 FLT | 2031-07-15      | 5.2300%  | 0.0000% | $910000.00         | $698274.34         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS4        D      20491115 FLT | 2049-11-15      | 3.2330%  | 0.0000% | $711689.00         | $603369.34         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $4000.00           | $4530.40           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $2676000.00        | $3030837.60        | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 35       | 2035-03-01      | 4.8500%  | 0.0000% | $2060000.00        | $2071027.87        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.25%31     | 2031-03-15      | 4.2500%  | 0.0000% | $7247000.00        | $7326151.33        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37      | 2037-10-01      | 6.7500%  | 0.0000% | $1235000.00        | $1393827.18        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 36       | 2036-01-24      | 5.5020%  | 0.0000% | $1700000.00        | $1811868.22        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4184.70           | Corporate Debt Securities                         |
| JBS USA HOLDING LUX            SR GLBL 144A 66     | 2066-04-15      | 6.3750%  | 0.0000% | $276000.00         | $287147.29         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 26       | 2026-03-01      | 2.4500%  | 0.0000% | $2383000.00        | $2380863.24        | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2013-C15 D      20451117 FLT | 2045-11-17      | 4.5948%  | 0.0000% | $6170000.00        | $3177966.07        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $18420000.00       | $19674555.50       | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 32       | 2032-04-15      | 3.2500%  | 0.0000% | $84000.00          | $78949.45          | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT4.3%48    | 2048-02-21      | 4.3000%  | 0.0000% | $295000.00         | $254558.78         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-INV6     B-5    20520425 FLT | 2052-04-25      | 3.3441%  | 0.0000% | $505000.00         | $341367.19         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE BK N A          SR GLBL FL NT 26    | 2026-12-08      | 5.2757%  | 0.0000% | $905000.00         | $920391.76         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 30       | 2030-09-26      | 4.4500%  | 0.0000% | $14601000.00       | $14566196.89       | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.5%38    | 2038-04-15      | 4.5000%  | 0.0000% | $100000.00         | $91105.00          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          GLBL NT 5%29        | 2029-02-01      | 5.0000%  | 0.0000% | $42000.00          | $43473.78          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR NT 6.625%43      | 2043-10-23      | 6.6250%  | 0.0000% | $404000.00         | $419781.14         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.2%47    | 2047-03-01      | 5.2000%  | 0.0000% | $551000.00         | $502625.87         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.2%47    | 2047-03-01      | 5.2000%  | 0.0000% | $1000000.00        | $912206.67         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $2042000.00        | $2086290.98        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.4%44    | 2044-09-01      | 5.4000%  | 0.0000% | $858000.00         | $831196.08         | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            3.5%27              | 2027-11-15      | 3.5000%  | 0.0000% | $1001000.00        | $997044.94         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 29       | 2029-07-27      | 6.3390%  | 0.0000% | $2618000.00        | $2796316.78        | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2024-DNA2 A-1    20440525 FLT | 2044-05-25      | 5.4328%  | 0.0000% | $1000000.00        | $865186.94         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2024-DNA1 M-1    20440225 FLT | 2044-02-25      | 5.5328%  | 0.0000% | $385606.00         | $190043.00         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA7          B-2    20411125 FLT | 2041-11-25      | 11.9828% | 0.0000% | $3900000.00        | $4140475.64        | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT34    | 2034-01-25      | 5.8750%  | 0.0000% | $600000.00         | $631486.00         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT34    | 2034-01-25      | 5.8750%  | 0.0000% | $633000.00         | $666217.73         | Corporate Debt Securities                         |
| ORANGE S A                     SR NT 5.375%42      | 2042-01-13      | 5.3750%  | 0.0000% | $238000.00         | $241618.96         | Corporate Debt Securities                         |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.3132%  | 0.0000% | $1600000.00        | $1281282.24        | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 50       | 2050-07-01      | 3.1250%  | 0.0000% | $34000.00          | $23849.53          | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 011924-011927    | 2027-01-19      | 5.2368%  | 0.0000% | $279000.00         | $281337.28         | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $1638000.00        | $1767505.74        | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $6172000.00        | $6659978.89        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $2497000.00        | $2690281.67        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 26       | 2026-03-20      | 1.4500%  | 0.0000% | $124000.00         | $122874.25         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $5037000.00        | $5015987.31        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 31    | 2031-10-21      | 5.3664%  | 0.0000% | $1617000.00        | $1617119.39        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 45       | 2045-07-15      | 4.7500%  | 0.0000% | $124000.00         | $115548.92         | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT 27       | 2027-06-02      | 3.5500%  | 0.0000% | $697000.00         | $700264.09         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT4.5%33    | 2033-08-10      | 4.5000%  | 0.0000% | $100000.00         | $99645.50          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38    | 2038-11-15      | 8.8750%  | 0.0000% | $1403000.00        | $1955787.07        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $100000.00         | $118149.17         | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT4.5%30    | 2030-08-15      | 4.5000%  | 0.0000% | $98000.00          | $99362.20          | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-6 A-3    20690725 FLT | 2069-07-25      | 6.1540%  | 0.0000% | $250000.00         | $188036.09         | Asset-Backed Securities                           |
| GENERAL DYNAMICS CORP          SR GLBL NT 40       | 2040-04-01      | 4.2500%  | 0.0000% | $43000.00          | $39817.64          | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    4.875%49            | 2049-04-15      | 4.8750%  | 0.0000% | $400000.00         | $358082.67         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 26    | 2026-12-09      | 5.0642%  | 0.0000% | $598000.00         | $602630.48         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT6.4%54    | 2054-06-28      | 6.4000%  | 0.0000% | $893000.00         | $952660.34         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 50       | 2050-05-20      | 3.2500%  | 0.0000% | $3000.00           | $2181.82           | Corporate Debt Securities                         |
| GCC SAB DE CV                  SR GLBL REGS 32     | 2032-04-20      | 3.6140%  | 0.0000% | $847000.00         | $778591.10         | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT1.8%28    | 2028-08-12      | 1.8000%  | 0.0000% | $35000.00          | $32949.70          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 28     | 2028-03-17      | 2.2500%  | 0.0000% | $783000.00         | $745578.47         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 34       | 2034-02-13      | 5.2500%  | 0.0000% | $1100000.00        | $1149318.50        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL -49TH 52    | 2052-06-15      | 2.9000%  | 0.0000% | $36000.00          | $22374.20          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43     | 2043-05-19      | 5.1100%  | 0.0000% | $1651000.00        | $1652111.21        | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43     | 2043-05-19      | 5.1100%  | 0.0000% | $5223000.00        | $5226515.37        | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $2600000.00        | $2166635.39        | Corporate Debt Securities                         |
| RELIANCE INDS LTD              GLBL REGS NT 32     | 2032-01-12      | 2.8750%  | 0.0000% | $1003000.00        | $921591.51         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 47       | 2047-05-04      | 4.0500%  | 0.0000% | $131000.00         | $110666.51         | Corporate Debt Securities                         |
| DAYTON PWR & LT CO             1M GLBL REGS 30     | 2030-08-15      | 4.5500%  | 0.0000% | $12999000.00       | $13045926.39       | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 27       | 2027-05-04      | 3.1250%  | 0.0000% | $432000.00         | $432736.38         | Corporate Debt Securities                         |
| RTX CORPORATION                4.625%48            | 2048-11-16      | 4.6250%  | 0.0000% | $100000.00         | $91213.79          | Corporate Debt Securities                         |
| VERUS SECUR TR 2021-R1         B-2    20631025 FLT | 2063-10-25      | 4.1990%  | 0.0000% | $1125000.00        | $1010719.31        | Private Label Collateralized Mortgage Obligations |
| VISA INC                       SR GLBL NT1.9%27    | 2027-04-15      | 1.9000%  | 0.0000% | $1189000.00        | $1158388.53        | Corporate Debt Securities                         |
| WORD FIN NT CR MS NT TR 2024-B A      20310515 4.6 | 2031-05-15      | 4.6200%  | 0.0000% | $1100000.00        | $1112046.47        | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC     SR NT 4.75%41       | 2041-11-01      | 4.7500%  | 0.0000% | $213000.00         | $201046.44         | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT 30       | 2030-07-08      | 3.7500%  | 0.0000% | $400000.00         | $390638.67         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 47       | 2047-05-04      | 4.0500%  | 0.0000% | $434000.00         | $366635.60         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-AGLN C      20370715 FLT | 2037-07-15      | 6.3237%  | 0.0000% | $4479000.00        | $4491588.38        | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 37       | 2037-03-16      | 5.2500%  | 0.0000% | $3696000.00        | $3759395.64        | Corporate Debt Securities                         |
| BWAY CMMRCIAL MTG TR 2022-26BW E      20440212 FLT | 2044-02-12      | 4.8664%  | 0.0000% | $1000000.00        | $546618.30         | Private Label Collateralized Mortgage Obligations |
| THE CAMPBELLS COMPANY          SR GLBL NT 50       | 2050-04-24      | 3.1250%  | 0.0000% | $464000.00         | $312911.22         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.8%36    | 2036-02-15      | 4.8000%  | 0.0000% | $800000.00         | $800461.33         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 40       | 2040-04-01      | 4.1250%  | 0.0000% | $107000.00         | $92060.39          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52    | 2052-03-17      | 3.0010%  | 0.0000% | $95000.00          | $63399.00          | Corporate Debt Securities                         |
| CSMC TR 2021-NQM6              B-3    20660725 FLT | 2066-07-25      | 4.2570%  | 0.0000% | $960000.00         | $398579.03         | Private Label Collateralized Mortgage Obligations |
| BUNGE LTD FIN CORP             SR GLBL NT 32       | 2032-04-21      | 5.2500%  | 0.0000% | $1349000.00        | $1391572.19        | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 28       | 2028-10-15      | 4.3750%  | 0.0000% | $284000.00         | $286429.46         | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2018-CX12    A-S    20510817 FLT | 2051-08-17      | 4.4634%  | 0.0000% | $1500000.00        | $1485605.25        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2023-NQM7    B-2    20630925 FLT | 2063-09-25      | 7.8989%  | 0.0000% | $2483257.00        | $2502294.63        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-COR3          C      20510512 FLT | 2051-05-12      | 4.5634%  | 0.0000% | $13567000.00       | $9491212.77        | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      CR SEN SR GLBL26    | 2026-02-04      | 2.1960%  | 0.0000% | $19692000.00       | $19686427.16       | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SUB GLBL COCO 55    | 2055-01-15      | 6.3000%  | 0.0000% | $369000.00         | $373677.08         | Corporate Debt Securities                         |
| CWALT INC 2005-56              1-A-2  20351125 FLT | 2035-11-25      | 5.2655%  | 0.0000% | $745000.00         | $20327.12          | Private Label Collateralized Mortgage Obligations |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $3604000.00        | $3571071.45        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 48       | 2048-02-20      | 4.5500%  | 0.0000% | $3128000.00        | $2784275.38        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 26       | 2026-09-15      | 3.4590%  | 0.0000% | $842000.00         | $842100.90         | Corporate Debt Securities                         |
| CGI INC                        SR GLBL NT 26       | 2026-09-14      | 1.4500%  | 0.0000% | $15000.00          | $14692.69          | Corporate Debt Securities                         |
| CIM TRUST 2023-R4              A1     20620525 FLT | 2062-05-25      | 5.0000%  | 0.0000% | $1000000.00        | $714206.59         | Private Label Collateralized Mortgage Obligations |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT4.9%27    | 2027-02-22      | 4.9000%  | 0.0000% | $7978000.00        | $8153130.40        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 66       | 2066-11-01      | 4.2500%  | 0.0000% | $1500000.00        | $1222095.00        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 5.227%34    | 2034-11-17      | 5.2270%  | 0.0000% | $12000.00          | $12715.58          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 50       | 2050-05-01      | 3.9500%  | 0.0000% | $1198000.00        | $985055.50         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 32       | 2032-03-15      | 2.8750%  | 0.0000% | $54000.00          | $50660.29          | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.7%54      | 2054-11-01      | 5.7000%  | 0.0000% | $4237000.00        | $4212757.30        | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47    | 2047-12-01      | 3.7500%  | 0.0000% | $2744000.00        | $2193375.24        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 32       | 2032-04-21      | 5.2500%  | 0.0000% | $151000.00         | $155765.31         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 49       | 2049-10-26      | 4.2500%  | 0.0000% | $9340000.00        | $7851019.79        | Corporate Debt Securities                         |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.5655%  | 0.0000% | $29750759.00       | $2279922.75        | Private Label Collateralized Mortgage Obligations |
| CSX CORP                       SR NT 4.1%44        | 2044-03-15      | 4.1000%  | 0.0000% | $3395000.00        | $2919628.33        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 5.017%27    | 2027-11-17      | 5.0170%  | 0.0000% | $400000.00         | $416946.09         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $535000.00         | $579785.44         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT 5%35     | 2035-08-17      | 5.0000%  | 0.0000% | $498000.00         | $509119.79         | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SUB GLBL NT 35      | 2035-09-11      | 5.7840%  | 0.0000% | $6175000.00        | $6226026.08        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1000000.00        | $861854.17         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $952000.00         | $820485.17         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-1 A-3    20690125 6.1 | 2069-01-25      | 6.1180%  | 0.0000% | $2650000.00        | $1527300.86        | Private Label Collateralized Mortgage Obligations |
| TRUST 1401                     SR REGS NT 37       | 2037-01-23      | 8.2500%  | 0.0000% | $390000.00         | $450480.88         | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM3           A-3    20680725 FLT | 2068-07-25      | 7.3410%  | 0.0000% | $3006584.00        | $1898907.22        | Private Label Collateralized Mortgage Obligations |
| AT&T INC                       SR GLBL NT 41       | 2041-03-01      | 6.3750%  | 0.0000% | $6263000.00        | $6818872.57        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 35       | 2035-08-15      | 5.3750%  | 0.0000% | $540000.00         | $566701.50         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 42       | 2042-03-15      | 5.1500%  | 0.0000% | $606000.00         | $588535.42         | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     144A NT 4.85%30     | 2030-06-06      | 4.8500%  | 0.0000% | $145000.00         | $150288.83         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM6   B-2    20700125 FLT | 2070-01-25      | 7.2821%  | 0.0000% | $2040000.00        | $1970779.62        | Private Label Collateralized Mortgage Obligations |
| AIA GROUP LTD HONG KONG        FR 4.5%031646       | 2046-03-16      | 4.5000%  | 0.0000% | $2015000.00        | $1860449.50        | Corporate Debt Securities                         |
| APTIV PLC / APTIV CORP         SR GLBL NT 32       | 2032-03-01      | 3.2500%  | 0.0000% | $185000.00         | $172380.48         | Corporate Debt Securities                         |
| APTIV PLC / APTIV CORP         SR GLBL NT 32       | 2032-03-01      | 3.2500%  | 0.0000% | $188000.00         | $175175.84         | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 34       | 2034-04-04      | 4.9500%  | 0.0000% | $190000.00         | $197513.08         | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.05%34     | 2034-03-15      | 5.0500%  | 0.0000% | $23000.00          | $23894.99          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 35       | 2035-03-15      | 4.5500%  | 0.0000% | $12000.00          | $11969.33          | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.4%54      | 2054-03-15      | 5.4000%  | 0.0000% | $500000.00         | $504910.00         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $809000.00         | $859071.26         | Corporate Debt Securities                         |
| ABPCI DIRECT 6.24792 30OCT36 144A F                | 2036-10-30      | 5.6383%  | 0.0000% | $694000.00         | $696731.32         | Asset-Backed Securities                           |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 2.7%40      | 2040-05-15      | 2.7000%  | 0.0000% | $304000.00         | $232772.80         | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 47     | 2047-07-26      | 4.5000%  | 0.0000% | $50000.00          | $43902.50          | Corporate Debt Securities                         |
| A&D MTG TR 2023-NQM3           B-2    20680725 FLT | 2068-07-25      | 8.1187%  | 0.0000% | $452852.00         | $454362.51         | Private Label Collateralized Mortgage Obligations |
| ABBVIE INC                     SR GLBL NT 35       | 2035-03-15      | 4.5500%  | 0.0000% | $291000.00         | $290256.17         | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 29       | 2029-09-15      | 2.7500%  | 0.0000% | $3159000.00        | $3005958.74        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 5.3%40        | 2040-05-27      | 5.3000%  | 0.0000% | $2000.00           | $2131.24           | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $8200000.00        | $7530150.20        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $5581000.00        | $5392659.85        | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 28       | 2028-01-15      | 4.7500%  | 0.0000% | $5000.00           | $5132.23           | Corporate Debt Securities                         |
| GILDAN ACTIVEWEAR INC          SR GLBL 144A 30     | 2030-10-07      | 4.7000%  | 0.0000% | $1142000.00        | $1141397.91        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 35       | 2035-10-15      | 4.8500%  | 0.0000% | $4199000.00        | $4173729.02        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL NT 26      | 2026-11-23      | 4.3750%  | 0.0000% | $2651000.00        | $2704258.22        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL NT 26      | 2026-11-23      | 4.3750%  | 0.0000% | $821000.00         | $837493.78         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-09-10      | 1.5420%  | 0.0000% | $3647000.00        | $3571851.74        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $5204000.00        | $4733890.16        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 37       | 2037-03-15      | 5.5500%  | 0.0000% | $867000.00         | $940410.34         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 60       | 2060-09-01      | 2.4500%  | 0.0000% | $1372000.00        | $794173.05         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $21709000.00       | $23187563.81       | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  2010C BD4.875%40    | 2040-10-15      | 4.8750%  | 0.0000% | $3000.00           | $3000.71           | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          SR GLBL -E BD 16    | 2116-07-01      | 3.8850%  | 0.0000% | $1000.00           | $741.77            | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          SR GLBL -E BD 16    | 2116-07-01      | 3.8850%  | 0.0000% | $170000.00         | $126100.90         | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR 144A NT 26       | 2026-12-07      | 5.3910%  | 0.0000% | $7000000.00        | $7257979.75        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $635000.00         | $688460.65         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -A 56    | 2056-03-15      | 5.8750%  | 0.0000% | $2000.00           | $2002.99           | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39       | 2039-01-26      | 6.8750%  | 0.0000% | $1516000.00        | $1726575.98        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 55       | 2055-10-15      | 5.5500%  | 0.0000% | $1000.00           | $1045.14           | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 44       | 2044-11-15      | 4.8750%  | 0.0000% | $138000.00         | $126583.15         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL COCO 25    | 2025-12-10      | 4.5820%  | 0.0000% | $983000.00         | $1000525.80        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49       | 2049-10-01      | 4.8750%  | 0.0000% | $200000.00         | $177722.50         | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.6%36    | 2036-01-15      | 5.6000%  | 0.0000% | $1156000.00        | $1179425.70        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $1037000.00        | $1056502.51        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT5.7%54    | 2054-11-15      | 5.7000%  | 0.0000% | $96000.00          | $102548.48         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $4350000.00        | $3740952.88        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $5883000.00        | $5059316.27        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $3487000.00        | $2998782.22        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $2444000.00        | $2319958.85        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $5001000.00        | $4747182.58        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            -2012 SINK BD 42    | 2042-11-01      | 4.3500%  | 0.0000% | $1000.00           | $899.17            | Corporate Debt Securities                         |
| CHASE HOME LENDING MTG TR 2023 A-1    20620625 FLT | 2062-06-25      | 3.5000%  | 0.0000% | $2000000.00        | $1494722.50        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $280000.00         | $282230.18         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 31       | 2031-09-11      | 4.4930%  | 0.0000% | $2142000.00        | $2142536.10        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $332000.00         | $334614.32         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $2187000.00        | $2135419.60        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 64       | 2064-02-26      | 5.3500%  | 0.0000% | $53000.00          | $52510.27          | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 29       | 2029-11-15      | 2.8750%  | 0.0000% | $2773000.00        | $2670862.32        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46    | 2046-08-01      | 3.9000%  | 0.0000% | $712000.00         | $589756.72         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 37       | 2037-05-15      | 5.9500%  | 0.0000% | $1287000.00        | $1422676.61        | Corporate Debt Securities                         |
| CSMC TRUST 2021-RPL3           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $4800000.00        | $2036323.43        | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC                   SR GLBL NT 34       | 2034-04-15      | 3.4690%  | 0.0000% | $833000.00         | $764803.77         | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT5.9%55    | 2055-02-15      | 5.9000%  | 0.0000% | $8159000.00        | $7985421.81        | Corporate Debt Securities                         |
| CFE FIBRA E BANCO CITI MEXICO  SR GLBL 144A 40     | 2040-09-23      | 5.8750%  | 0.0000% | $2305000.00        | $2332323.85        | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 5.05%29     | 2029-07-12      | 5.0500%  | 0.0000% | $143000.00         | $149539.43         | Corporate Debt Securities                         |
| COLT MTG LN TR 2021-6          B-2    20661227 FLT | 2066-12-27      | 4.1082%  | 0.0000% | $3250000.00        | $2858522.98        | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $711000.00         | $720801.92         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 29       | 2029-11-15      | 2.8750%  | 0.0000% | $28000.00          | $26968.68          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 40       | 2040-04-30      | 6.2200%  | 0.0000% | $1815000.00        | $2007952.65        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      GLBL COCO 31        | 2031-01-13      | 5.2450%  | 0.0000% | $322000.00         | $337355.96         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT5.4%34    | 2034-05-21      | 5.4000%  | 0.0000% | $1610000.00        | $1711639.30        | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT5.4%34    | 2034-05-21      | 5.4000%  | 0.0000% | $4000000.00        | $4252520.00        | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 3.577%50    | 2050-04-05      | 3.5770%  | 0.0000% | $47000.00          | $35786.90          | Corporate Debt Securities                         |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30    | 2030-12-15      | 9.6250%  | 0.0000% | $867000.00         | $1092683.35        | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT2.6%30    | 2030-04-09      | 2.6000%  | 0.0000% | $50000.00          | $47256.94          | Corporate Debt Securities                         |
| COMM MTG TR 2017-COR2          D      20500912 3.0 | 2050-09-12      | 3.0000%  | 0.0000% | $11131000.00       | $9980010.08        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-6CB             1-A-1  20360525 5.5 | 2036-05-25      | 5.5000%  | 0.0000% | $46000000.00       | $1686713.00        | Private Label Collateralized Mortgage Obligations |
| CAIXABANK S A                  FR 6.84%091334      | 2034-09-13      | 6.8400%  | 0.0000% | $200000.00         | $225078.00         | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2024-2     A-3    20690425 FLT | 2069-04-25      | 6.4290%  | 0.0000% | $580000.00         | $353765.86         | Private Label Collateralized Mortgage Obligations |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36      | 2036-01-30      | 6.1830%  | 0.0000% | $301000.00         | $319014.10         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 35       | 2035-07-26      | 6.1840%  | 0.0000% | $377000.00         | $397387.74         | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.8%33      | 2033-03-03      | 4.8000%  | 0.0000% | $3000.00           | $3085.45           | Corporate Debt Securities                         |
| ADJUSTABLE RATE MTG 2005-7     7-M-1  20351025 FLT | 2035-10-25      | 5.1055%  | 0.0000% | $2355936.00        | $1031053.88        | Private Label Collateralized Mortgage Obligations |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $4000.00           | $4019.76           | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT 34       | 2034-06-15      | 5.6250%  | 0.0000% | $91000.00          | $97101.55          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $14730000.00       | $15641680.62       | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $13233000.00       | $13159027.53       | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 27       | 2027-01-15      | 3.9500%  | 0.0000% | $557000.00         | $561500.87         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 27       | 2027-10-15      | 4.6250%  | 0.0000% | $517000.00         | $521698.02         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 1%26     | 2026-05-12      | 1.0000%  | 0.0000% | $17583000.00       | $17387731.02       | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $3000.00           | $3109.31           | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LTD         SR GLBL NT4.5%34    | 2034-11-28      | 4.5000%  | 0.0000% | $5726000.00        | $5827808.28        | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 31       | 2031-08-15      | 3.3750%  | 0.0000% | $380000.00         | $357844.10         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%30    | 2030-05-06      | 3.4000%  | 0.0000% | $74000.00          | $72460.64          | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC   SR GLBL 144A 27     | 2027-07-26      | 3.5500%  | 0.0000% | $4876000.00        | $4877265.05        | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.875%011532     | 2032-01-15      | 2.8750%  | 0.0000% | $233000.00         | $210752.06         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 4.25%42       | 2042-08-09      | 4.2500%  | 0.0000% | $60000.00          | $51293.43          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 1.875%081526     | 2026-08-15      | 1.8750%  | 0.0000% | $270000.00         | $265965.75         | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT4.8%32    | 2032-10-01      | 4.8000%  | 0.0000% | $60000.00          | $60969.00          | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 33       | 2033-07-31      | 5.5480%  | 0.0000% | $1134000.00        | $1156793.40        | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 34     | 2034-10-01      | 5.1250%  | 0.0000% | $1024000.00        | $1012068.84        | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 30       | 2030-12-15      | 1.4500%  | 0.0000% | $3000.00           | $2615.39           | Corporate Debt Securities                         |
| EXPRESS SCRIPTS HLDG CO        SR GLBL NT4.5%26    | 2026-02-25      | 4.5000%  | 0.0000% | $15000.00          | $15118.35          | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 28       | 2028-10-12      | 3.1250%  | 0.0000% | $328000.00         | $303386.65         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36       | 2036-03-15      | 5.6500%  | 0.0000% | $548000.00         | $555512.01         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT7.5%27    | 2027-06-01      | 7.5000%  | 0.0000% | $3000.00           | $3144.90           | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL A NT5%30    | 2030-06-15      | 5.0000%  | 0.0000% | $135000.00         | $142872.45         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-11-15      | 3.3750%  | 0.0000% | $47000.00          | $47487.98          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 30       | 2030-06-01      | 2.4500%  | 0.0000% | $73000.00          | $68160.71          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $800000.00         | $713423.11         | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT 30       | 2030-02-15      | 3.2500%  | 0.0000% | $285000.00         | $274355.57         | Corporate Debt Securities                         |
| ENI SPA                        GLBL B 144A NT40    | 2040-10-01      | 5.7000%  | 0.0000% | $1305000.00        | $1292565.53        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD5.4%54    | 2054-01-15      | 5.4000%  | 0.0000% | $26000.00          | $26492.70          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.9%38    | 2038-02-15      | 4.9000%  | 0.0000% | $200000.00         | $199463.11         | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.55%32     | 2032-02-15      | 4.5500%  | 0.0000% | $578000.00         | $588054.63         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.2%34    | 2034-02-22      | 5.2000%  | 0.0000% | $2000.00           | $2101.13           | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 26       | 2026-03-15      | 1.2500%  | 0.0000% | $252000.00         | $249597.74         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT6.5%34    | 2034-01-15      | 6.5000%  | 0.0000% | $23000.00          | $25257.42          | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT3.2%31    | 2031-04-21      | 3.2000%  | 0.0000% | $3469000.00        | $3260058.28        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 25       | 2025-11-15      | 3.1500%  | 0.0000% | $296000.00         | $300038.92         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $297000.00         | $218792.48         | Corporate Debt Securities                         |
| COCA COLA CONS INC             SR GLBL NT 34       | 2034-06-01      | 5.4500%  | 0.0000% | $36000.00          | $38667.18          | Corporate Debt Securities                         |
| COCA COLA CONS INC             SR GLBL NT 34       | 2034-06-01      | 5.4500%  | 0.0000% | $137000.00         | $147150.10         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.987%63    | 2063-11-01      | 2.9870%  | 0.0000% | $16000.00          | $9310.16           | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27    | 2027-02-26      | 4.8000%  | 0.0000% | $816000.00         | $832219.36         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-1510      A-3    20340125 3.7 | 2034-01-25      | 3.7940%  | 0.0000% | $59165.00          | $57064.45          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-146       A-2    20320625 FLT | 2032-06-25      | 2.9200%  | 0.0000% | $70000.00          | $65016.79          | Agency Collateralized Mortgage Obligation         |
| COCA COLA CO                   SR GLBL NT2.5%51    | 2051-03-15      | 2.5000%  | 0.0000% | $487000.00         | $303222.97         | Corporate Debt Securities                         |
| COBANK ACB                     PERP GLBL -L NT     | 2079-12-31      | 7.2500%  | 0.0000% | $994000.00         | $1022678.56        | Corporate Debt Securities                         |
| COBANK ACB                     PERP GLBL -L NT     | 2079-12-31      | 7.2500%  | 0.0000% | $4950000.00        | $5092815.75        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               LW TIER II 36       | 2036-06-10      | 5.0430%  | 0.0000% | $310000.00         | $309951.69         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 28       | 2028-09-10      | 3.9500%  | 0.0000% | $1000.00           | $1005.05           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT2.4%26    | 2026-11-15      | 2.4000%  | 0.0000% | $71000.00          | $70705.82          | Corporate Debt Securities                         |
| UBS-BARCLY COML MTG TR 2013-C5 F      20460312 FLT | 2046-03-12      | 3.7200%  | 0.0000% | $10988000.00       | $1490016.42        | Private Label Collateralized Mortgage Obligations |
| NEVADA POWER CO                SR SEC -CC NT 29    | 2029-05-01      | 3.7000%  | 0.0000% | $25000.00          | $25056.50          | Corporate Debt Securities                         |
| TYSON FOODS INC                4.35%29             | 2029-03-01      | 4.3500%  | 0.0000% | $51000.00          | $51437.58          | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR 144A NT 35       | 2035-08-15      | 5.0500%  | 0.0000% | $1384000.00        | $1411338.61        | Corporate Debt Securities                         |
| UDR INC                        FR 3%081531         | 2031-08-15      | 3.0000%  | 0.0000% | $80000.00          | $74596.27          | Corporate Debt Securities                         |
| TOWD POINT MTR TR 2024-CES3    A2     20640525 FLT | 2064-05-25      | 6.4130%  | 0.0000% | $617215.00         | $630015.52         | Asset-Backed Securities                           |
| CARLYLE SECURED LENDING INC    SR GLBL NT 30       | 2030-02-18      | 6.7500%  | 0.0000% | $2766000.00        | $2882192.75        | Corporate Debt Securities                         |
| THAIOIL TREAS CTR CO LTD       FR 2.5%061830       | 2030-06-18      | 2.5000%  | 0.0000% | $1847000.00        | $1684402.43        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 5%28     | 2028-06-04      | 5.0000%  | 0.0000% | $985000.00         | $1019550.52        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 5%28     | 2028-06-04      | 5.0000%  | 0.0000% | $1100000.00        | $1138584.33        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 29 BD 30    | 2030-07-01      | 4.5500%  | 0.0000% | $4554000.00        | $4589779.26        | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        SR GLBL NT 26       | 2026-05-19      | 4.4500%  | 0.0000% | $6437000.00        | $6574889.48        | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $811000.00         | $853768.08         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -N NT 48    | 2048-04-01      | 4.1500%  | 0.0000% | $305000.00         | $245323.19         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $976000.00         | $841169.67         | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1M GLBL BD5.2%34    | 2034-03-15      | 5.2000%  | 0.0000% | $33000.00          | $34328.07          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $1238000.00        | $1302004.60        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 3%27     | 2027-10-15      | 3.0000%  | 0.0000% | $268000.00         | $264519.57         | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1ST MTG BD7.9%38    | 2038-12-15      | 7.9000%  | 0.0000% | $431000.00         | $565866.13         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 4.35%43       | 2043-05-15      | 4.3500%  | 0.0000% | $1048000.00        | $949957.85         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $302000.00         | $325376.48         | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 26       | 2026-01-15      | 1.1250%  | 0.0000% | $1464000.00        | $1459626.30        | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $608000.00         | $740057.60         | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 30       | 2030-05-01      | 4.0500%  | 0.0000% | $96000.00          | $98403.84          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 30       | 2030-05-01      | 4.0500%  | 0.0000% | $1851000.00        | $1897349.04        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 36       | 2036-07-15      | 3.8500%  | 0.0000% | $442000.00         | $394244.60         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 35       | 2035-10-29      | 4.6250%  | 0.0000% | $1000.00           | $977.36            | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33    | 2033-06-30      | 5.3000%  | 0.0000% | $145000.00         | $152084.22         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $1398000.00        | $1471723.53        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37       | 2037-01-15      | 6.6500%  | 0.0000% | $2000.00           | $2214.86           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.5%44    | 2044-07-15      | 5.5000%  | 0.0000% | $23000.00          | $23567.51          | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 6.625%062033     | 2033-06-20      | 6.6250%  | 0.0000% | $2920000.00        | $3288193.34        | Corporate Debt Securities                         |
| FREDDIE SCRT SERIES 2021-2     M      20601125 FLT | 2060-11-25      | 4.2500%  | 0.0000% | $1200000.00        | $1153251.20        | Private Label Collateralized Mortgage Obligations |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.1%45    | 2045-09-15      | 5.1000%  | 0.0000% | $100000.00         | $93709.67          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 28     | 2028-01-15      | 4.9500%  | 0.0000% | $65000.00          | $66587.14          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT 6%35     | 2035-05-19      | 6.0000%  | 0.0000% | $2921000.00        | $3137046.90        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-2    20641025 FLT | 2064-10-25      | 7.6438%  | 0.0000% | $852000.00         | $645838.83         | Private Label Collateralized Mortgage Obligations |
| QUALCOMM INC                   SR NT 4.65%35       | 2035-05-20      | 4.6500%  | 0.0000% | $19000.00          | $19504.37          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32       | 2032-11-09      | 6.2500%  | 0.0000% | $574000.00         | $633972.16         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%32    | 2032-06-15      | 5.9000%  | 0.0000% | $24000.00          | $25693.65          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 28       | 2028-02-07      | 4.4500%  | 0.0000% | $905000.00         | $926189.07         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%32    | 2032-09-26      | 4.8000%  | 0.0000% | $4353000.00        | $4334746.42        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%32    | 2032-09-26      | 4.8000%  | 0.0000% | $161000.00         | $160324.87         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%32    | 2032-09-26      | 4.8000%  | 0.0000% | $289000.00         | $287788.13         | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     GLBL NT 4.7%27      | 2027-02-19      | 4.7000%  | 0.0000% | $10000.00          | $10162.20          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT 6%35     | 2035-05-19      | 6.0000%  | 0.0000% | $3090000.00        | $3318546.70        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19652000.00       | $20042419.73       | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19816000.00       | $20209677.87       | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT49    | 2049-09-15      | 3.1000%  | 0.0000% | $211000.00         | $145244.19         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 2.25%31     | 2031-03-15      | 2.2500%  | 0.0000% | $3648000.00        | $3245789.76        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $25000.00          | $19388.86          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $2070000.00        | $2056117.20        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-01-23      | 5.0120%  | 0.0000% | $11609000.00       | $12058196.07       | Corporate Debt Securities                         |
| XL GROUP LTD                   SR GLBL NT 43       | 2043-12-15      | 5.2500%  | 0.0000% | $575000.00         | $572336.31         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.393%060228     | 2028-06-02      | 2.3930%  | 0.0000% | $224000.00         | $220179.54         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $50000.00          | $40471.42          | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 55       | 2055-08-15      | 5.8500%  | 0.0000% | $50000.00          | $52528.75          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.3%34      | 2034-03-15      | 5.3000%  | 0.0000% | $260000.00         | $266542.18         | Corporate Debt Securities                         |
| JONES LANG LASALLE INC         SR GLBL NT 28       | 2028-12-01      | 6.8750%  | 0.0000% | $19000.00          | $20919.30          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%33     | 2033-04-15      | 5.0000%  | 0.0000% | $2000.00           | $2051.24           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%33     | 2033-04-15      | 5.0000%  | 0.0000% | $5000.00           | $5128.11           | Corporate Debt Securities                         |
| JPMORGAN CHASE BK N A          SR NT 5.11%26       | 2026-12-08      | 5.1100%  | 0.0000% | $1716000.00        | $1771337.66        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.5%36    | 2036-05-15      | 4.5000%  | 0.0000% | $165000.00         | $166125.30         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.2%29      | 2029-08-14      | 4.2000%  | 0.0000% | $401000.00         | $407826.36         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-01-23      | 4.1500%  | 0.0000% | $13000.00          | $12889.07          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67    | 2067-06-15      | 6.4244%  | 0.0000% | $999000.00         | $940097.94         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 5%34     | 2034-02-14      | 5.0000%  | 0.0000% | $57000.00          | $58554.07          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-08-04      | 5.6068%  | 0.0000% | $7199000.00        | $7297662.81        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $140000.00         | $174433.00         | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $25000.00          | $26512.69          | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT3.5%27    | 2027-08-15      | 3.5000%  | 0.0000% | $495000.00         | $496207.25         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT3.5%27    | 2027-08-15      | 3.5000%  | 0.0000% | $13086000.00       | $13117915.30       | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT5.1%45    | 2045-06-15      | 5.1000%  | 0.0000% | $200000.00         | $192545.33         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 50       | 2050-05-20      | 3.7940%  | 0.0000% | $47000.00          | $36925.91          | Corporate Debt Securities                         |
| BAYPORT POLYMERS LLC           SR GLBL 144A 32     | 2032-04-14      | 5.1400%  | 0.0000% | $20000.00          | $19747.94          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64    | 2064-04-18      | 5.9000%  | 0.0000% | $1738000.00        | $1682367.59        | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 30       | 2030-07-10      | 5.2500%  | 0.0000% | $270000.00         | $281737.58         | Corporate Debt Securities                         |
| FWD GROUP HLDGS LTD            FR 5.252%092230     | 2030-09-22      | 5.2520%  | 0.0000% | $1000.00           | $1015.58           | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $1234000.00        | $939928.20         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT4.5%30    | 2030-09-03      | 4.5000%  | 0.0000% | $981000.00         | $1004146.69        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT4.5%30    | 2030-09-03      | 4.5000%  | 0.0000% | $2058000.00        | $2106558.51        | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $18168000.00       | $19620486.18       | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.6%31    | 2031-05-10      | 2.6000%  | 0.0000% | $1730000.00        | $1598104.80        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 29       | 2029-02-15      | 4.1500%  | 0.0000% | $420000.00         | $420244.42         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $704000.00         | $536231.32         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 53       | 2053-05-15      | 5.1500%  | 0.0000% | $400000.00         | $394066.89         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 33       | 2033-12-01      | 6.5500%  | 0.0000% | $65000.00          | $72997.06          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 35       | 2035-04-01      | 5.3750%  | 0.0000% | $2000.00           | $2085.02           | Corporate Debt Securities                         |
| DXC TECHNOLOGY CO              SR GLBL NT 28       | 2028-09-15      | 2.3750%  | 0.0000% | $362000.00         | $342612.99         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.5%31    | 2031-07-15      | 2.5000%  | 0.0000% | $12000.00          | $10790.41          | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT 35       | 2035-02-11      | 5.9800%  | 0.0000% | $210000.00         | $228232.78         | Corporate Debt Securities                         |
| DAVINCIRE HLDGS LTD            SR 144A NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $78000.00          | $80495.94          | Corporate Debt Securities                         |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $186000.00         | $196441.73         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 30       | 2030-05-15      | 3.7500%  | 0.0000% | $7000.00           | $6926.16           | Corporate Debt Securities                         |
| DH EUROPE FIN II S A R L       SR GLBL NT2.6%29    | 2029-11-15      | 2.6000%  | 0.0000% | $20000.00          | $19143.93          | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR 144A NT 42       | 2042-02-15      | 4.4870%  | 0.0000% | $318000.00         | $279640.47         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT4.9%29    | 2029-02-22      | 4.9000%  | 0.0000% | $734000.00         | $760572.02         | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2023-NQM4     B-1    20630525 FLT | 2063-05-25      | 7.0483%  | 0.0000% | $109167.00         | $109710.93         | Private Label Collateralized Mortgage Obligations |
| BECTON DICKINSON & CO          SR GLBL NT 32       | 2032-08-22      | 4.2980%  | 0.0000% | $1000.00           | $993.21            | Corporate Debt Securities                         |
| BERRY GLOBAL INC               SR SEC GLBL NT34    | 2034-01-15      | 5.6500%  | 0.0000% | $167000.00         | $177695.70         | Corporate Debt Securities                         |
| BERRY GLOBAL INC               SR SEC GLBL NT34    | 2034-01-15      | 5.6500%  | 0.0000% | $279000.00         | $296868.86         | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2004-10     M-2    20340925 FLT | 2034-09-25      | 5.7555%  | 0.0000% | $25000.00          | $9772.21           | Private Label Collateralized Mortgage Obligations |
| BIOGEN INC                     SR GLBL NT5.2%45    | 2045-09-15      | 5.2000%  | 0.0000% | $116000.00         | $109095.04         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT5.3%34    | 2034-12-01      | 5.3000%  | 0.0000% | $5000.00           | $5221.42           | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.1%27      | 2027-03-15      | 5.1000%  | 0.0000% | $201000.00         | $204237.44         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 2.95%26       | 2026-10-01      | 2.9500%  | 0.0000% | $33738000.00       | $33515272.97       | Corporate Debt Securities                         |
| GSAA HEQ TR 2006-16            A-1    20361027 FLT | 2036-10-27      | 4.2255%  | 0.0000% | $106818125.00      | $1763883.93        | Private Label Collateralized Mortgage Obligations |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 35       | 2035-04-15      | 4.8750%  | 0.0000% | $520000.00         | $529472.67         | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $3297000.00        | $3303650.78        | Corporate Debt Securities                         |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $6995000.00        | $5193920.41        | Private Label Collateralized Mortgage Obligations |
| MONDELEZ INTL INC              SR GLBL NT 7%37     | 2037-08-11      | 7.0000%  | 0.0000% | $2558000.00        | $2960106.23        | Corporate Debt Securities                         |
| KEYCORP                        FR 4.1%043028       | 2028-04-30      | 4.1000%  | 0.0000% | $2000.00           | $1994.30           | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $391000.00         | $391788.73         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.255%31      | 2031-10-22      | 4.2550%  | 0.0000% | $863000.00         | $861475.73         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 30     | 2030-04-01      | 5.1860%  | 0.0000% | $13000.00          | $13440.07          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 30       | 2030-04-15      | 5.6250%  | 0.0000% | $281000.00         | $293383.67         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR NT 5.3%44        | 2044-02-01      | 5.3000%  | 0.0000% | $15000.00          | $15239.55          | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-1     M3     20581125 FLT | 2058-11-25      | 3.2500%  | 0.0000% | $120000.00         | $116865.76         | Private Label Collateralized Mortgage Obligations |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $4159000.00        | $3992464.40        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.892%102236     | 2036-10-22      | 4.8920%  | 0.0000% | $2000.00           | $1997.09           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.892%102236     | 2036-10-22      | 4.8920%  | 0.0000% | $2139000.00        | $2135883.48        | Corporate Debt Securities                         |
| MS RES MTG LN TR 2025-SPL1     B-1    20650225 FLT | 2065-02-25      | 4.2500%  | 0.0000% | $1750000.00        | $1546201.42        | Private Label Collateralized Mortgage Obligations |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30    | 2030-11-15      | 2.3000%  | 0.0000% | $54000.00          | $49450.80          | Corporate Debt Securities                         |
| NVENT FIN S A R L              CR SEN SR GLBL31    | 2031-11-15      | 2.7500%  | 0.0000% | $1009000.00        | $916882.50         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.3%012745       | 2045-01-27      | 4.3000%  | 0.0000% | $4325000.00        | $3866107.89        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              A-3    20641025 FLT | 2064-10-25      | 5.7220%  | 0.0000% | $2909000.00        | $2344755.05        | Private Label Collateralized Mortgage Obligations |
| TRUIST FINL CORP               FR 5.122%012634     | 2034-01-26      | 5.1220%  | 0.0000% | $18000.00          | $18511.86          | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2014-150E F      20320913 FLT | 2032-09-13      | 4.2950%  | 0.0000% | $5360000.00        | $3181755.99        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-3    20641025 FLT | 2064-10-25      | 5.7220%  | 0.0000% | $630000.00         | $507801.88         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              SUB BD    6.8%28    | 2028-03-15      | 6.8000%  | 0.0000% | $3000.00           | $3195.78           | Corporate Debt Securities                         |
| NORTHWESTERN MUTUAL GLOBAL FDG GLBL REGS 28        | 2028-08-25      | 4.1250%  | 0.0000% | $690000.00         | $698150.62         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM11           A-1    20650525 FLT | 2065-05-25      | 5.4180%  | 0.0000% | $9051577.00        | $8749836.75        | Private Label Collateralized Mortgage Obligations |
| NEW YORK ST ELEC & GAS CORP    SR GLBL 144A 49     | 2049-09-15      | 3.3000%  | 0.0000% | $697000.00         | $482579.57         | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $1500000.00        | $1572856.25        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.05%012827      | 2027-01-28      | 5.0500%  | 0.0000% | $483000.00         | $490059.45         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT2.8%32    | 2032-02-14      | 2.8000%  | 0.0000% | $9913000.00        | $9137495.00        | Corporate Debt Securities                         |
| TRINITAS CLO XXXIII LTD        A      20380722 FLT | 2038-07-22      | 5.6395%  | 0.0000% | $27796582.00       | $28260221.76       | Asset-Backed Securities                           |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $981000.00         | $978391.77         | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $7647000.00        | $8033819.25        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.6%41        | 2041-07-15      | 5.6000%  | 0.0000% | $482000.00         | $514765.82         | Corporate Debt Securities                         |
| PFS FINANCING CORP 2025-D      A      20300515 4.4 | 2030-05-15      | 4.4700%  | 0.0000% | $11803000.00       | $11899450.19       | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-11-08      | 2.5450%  | 0.0000% | $422000.00         | $384986.44         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-01-25      | 2.9630%  | 0.0000% | $4778000.00        | $4418939.67        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $14525000.00       | $15514273.54       | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 31    | 2031-03-03      | 2.2000%  | 0.0000% | $100000.00         | $89947.44          | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $322000.00         | $331879.68         | Corporate Debt Securities                         |
| ILLINOIS TOOL WKS INC          SR NT 3.9%42        | 2042-09-01      | 3.9000%  | 0.0000% | $2000.00           | $1728.68           | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C4  D      20491217 FLT | 2049-12-17      | 3.0189%  | 0.0000% | $8687428.00        | $6027760.89        | Private Label Collateralized Mortgage Obligations |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29      | 2029-04-19      | 5.5000%  | 0.0000% | $1331000.00        | $1386077.52        | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            A-1    20550225 FLT | 2055-02-25      | 5.4000%  | 0.0000% | $5591928.00        | $4837527.65        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 40       | 2040-07-15      | 5.3750%  | 0.0000% | $5353000.00        | $5224241.02        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-22      | 4.9790%  | 0.0000% | $2506000.00        | $2576925.44        | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT | 2033-07-08      | 5.5950%  | 0.0000% | $3000000.00        | $2622121.98        | Private Label Collateralized Mortgage Obligations |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33    | 2033-03-15      | 4.7000%  | 0.0000% | $1784000.00        | $1814623.35        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-03-24      | 4.4930%  | 0.0000% | $1000000.00        | $1015257.81        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-01-24      | 5.1400%  | 0.0000% | $62000.00          | $64952.41          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            SR GLBL NT 35       | 2035-09-04      | 5.1310%  | 0.0000% | $1000.00           | $1023.85           | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 41       | 2041-02-01      | 5.2500%  | 0.0000% | $1000.00           | $1024.02           | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA3 M-1B   20420425 FLT | 2042-04-25      | 7.0828%  | 0.0000% | $1680000.00        | $1728839.24        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-2 M      20620425 FLT | 2062-04-25      | 5.0000%  | 0.0000% | $8700000.00        | $8021788.59        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA3 A-1    20431125 FLT | 2043-11-25      | 6.0328%  | 0.0000% | $1357598.00        | $1208138.48        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $874000.00         | $832471.89         | Private Label Collateralized Mortgage Obligations |
| FORTITUDE GROUP HOLDI          SR 144A NT 30       | 2030-04-01      | 6.2500%  | 0.0000% | $768000.00         | $801529.60         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA2 B-2    20420225 FLT | 2042-02-25      | 12.6828% | 0.0000% | $1200000.00        | $1298569.44        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-1     M      20600925 FLT | 2060-09-25      | 4.2500%  | 0.0000% | $8820000.00        | $7244237.12        | Private Label Collateralized Mortgage Obligations |
| FRANKLIN BSP CAPITAL CORPORATI SR GLBL 144A 30     | 2030-10-02      | 6.0000%  | 0.0000% | $684000.00         | $674843.52         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 37       | 2037-09-15      | 6.3500%  | 0.0000% | $2071000.00        | $2342019.11        | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR NT 4.75%44       | 2044-08-01      | 4.7500%  | 0.0000% | $2991000.00        | $2828095.19        | Corporate Debt Securities                         |
| BARCLAYS PLC                   GLBL NT 5.69%30     | 2030-03-12      | 5.6900%  | 0.0000% | $3919000.00        | $4100201.50        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%45       | 2045-03-15      | 5.1500%  | 0.0000% | $400000.00         | $361052.22         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL50    | 2050-05-01      | 5.8050%  | 0.0000% | $1307000.00        | $1349797.72        | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30    | 2030-03-15      | 5.8000%  | 0.0000% | $674000.00         | $683059.31         | Corporate Debt Securities                         |
| BENCHMARK MTG  2021-B27 TR     A-5    20540717 2.3 | 2054-07-17      | 2.3900%  | 0.0000% | $530000.00         | $472135.48         | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 5.75%40       | 2040-01-15      | 5.7500%  | 0.0000% | $26000.00          | $28895.89          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 35       | 2035-01-15      | 5.6750%  | 0.0000% | $2000.00           | $2113.78           | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 28     | 2028-01-10      | 4.3370%  | 0.0000% | $426000.00         | $431841.29         | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $121000.00         | $89137.68          | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 55       | 2055-05-15      | 6.4500%  | 0.0000% | $1058000.00        | $1169872.04        | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT6.5%33    | 2033-11-21      | 6.5000%  | 0.0000% | $4897000.00        | $5440659.50        | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41        | 2041-05-30      | 5.7000%  | 0.0000% | $36000.00          | $38106.36          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 44     | 2044-06-15      | 5.0000%  | 0.0000% | $199000.00         | $193137.24         | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT 53       | 2053-11-21      | 6.8750%  | 0.0000% | $4373000.00        | $4915932.24        | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-5      I-A-1  20360825 FLT | 2036-08-25      | 4.4455%  | 0.0000% | $154565101.00      | $5859781.75        | Private Label Collateralized Mortgage Obligations |
| CHENIERE CORPUS CHRISTI HLDGS  SR SEC GLBL NT29    | 2029-11-15      | 3.7000%  | 0.0000% | $159000.00         | $157580.31         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.2%26    | 2026-10-21      | 3.2000%  | 0.0000% | $208000.00         | $206572.89         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $2000.00           | $1845.81           | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $330000.00         | $304558.65         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 55       | 2055-09-30      | 5.7500%  | 0.0000% | $9887000.00        | $9801889.41        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.6%28    | 2028-06-20      | 4.6000%  | 0.0000% | $700000.00         | $718438.78         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $1036000.00        | $1029619.39        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 55       | 2055-09-30      | 5.7500%  | 0.0000% | $1484000.00        | $1471225.23        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 28       | 2028-06-15      | 4.9500%  | 0.0000% | $20000.00          | $20682.80          | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $6595000.00        | $6625600.80        | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT2.2%31    | 2031-12-21      | 2.2000%  | 0.0000% | $226000.00         | $202720.74         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.2%30    | 2030-10-15      | 4.2000%  | 0.0000% | $5126000.00        | $5139088.39        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 26       | 2026-09-15      | 3.4590%  | 0.0000% | $326000.00         | $326039.07         | Corporate Debt Securities                         |
| BANK 2020-BNK29                A-4    20531118 FLT | 2053-11-18      | 1.9970%  | 0.0000% | $400000.00         | $350323.67         | Private Label Collateralized Mortgage Obligations |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26       | 2026-10-01      | 2.7500%  | 0.0000% | $1596000.00        | $1577648.66        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%32    | 2032-11-15      | 4.3000%  | 0.0000% | $598000.00         | $604564.71         | Corporate Debt Securities                         |
| BANK OZK LITTLE ROCK ARK       LW TIER II 31       | 2031-10-01      | 2.7500%  | 0.0000% | $239000.00         | $223130.80         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26       | 2026-10-01      | 2.7500%  | 0.0000% | $1000.00           | $988.50            | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A II 2007-1   I-A-1  20470925 FLT | 2047-09-25      | 4.2193%  | 0.0000% | $10400000.00       | $806851.40         | Private Label Collateralized Mortgage Obligations |
| BOSTON SCIENTIFIC CORP         SR GLBL NT 4%29     | 2029-03-01      | 4.0000%  | 0.0000% | $479000.00         | $481704.75         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $6000.00           | $6072.24           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43      | 2043-09-01      | 5.1500%  | 0.0000% | $1344000.00        | $1337620.48        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51     | 2051-09-15      | 3.3000%  | 0.0000% | $67000.00          | $47989.20          | Corporate Debt Securities                         |
| CBOE GLOBAL MKTS INC           SR GLBL NT 30       | 2030-12-15      | 1.6250%  | 0.0000% | $6000.00           | $5310.17           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51     | 2051-09-15      | 3.3000%  | 0.0000% | $33000.00          | $23636.47          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $52000.00          | $52626.11          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $3490000.00        | $3602866.60        | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $191000.00         | $206988.82         | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $88000.00          | $58756.13          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $100000.00         | $66768.33          | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-P3    G      20490416 FLT | 2049-04-16      | 4.9068%  | 0.0000% | $29518163.00       | $998696.12         | Private Label Collateralized Mortgage Obligations |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50     | 2050-10-01      | 2.9500%  | 0.0000% | $100000.00         | $59080.83          | Corporate Debt Securities                         |
| FMR CORP                       SR 144A NT 43       | 2043-02-01      | 5.1500%  | 0.0000% | $1950000.00        | $1903872.75        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 35       | 2035-03-15      | 5.2500%  | 0.0000% | $48000.00          | $50193.52          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.4%52    | 2052-02-15      | 3.4000%  | 0.0000% | $100000.00         | $71092.78          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $13856000.00       | $14841421.40       | Corporate Debt Securities                         |
| EFMT 2025-NQM2                 A-2    20700625 FLT | 2070-06-25      | 5.7990%  | 0.0000% | $5000000.00        | $4637741.40        | Private Label Collateralized Mortgage Obligations |
| EATON CAP UNLIMITED CO DISC    SR GLBL NT 30       | 2030-05-09      | 4.4500%  | 0.0000% | $1863000.00        | $1920263.96        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 34       | 2034-05-15      | 5.5500%  | 0.0000% | $15842000.00       | $16682444.50       | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $2000.00           | $2009.28           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   8.5%31              | 2031-01-18      | 8.5000%  | 0.0000% | $93000.00          | $113000.89         | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $3191000.00        | $3338466.75        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   8.5%31              | 2031-01-18      | 8.5000%  | 0.0000% | $281000.00         | $341432.80         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            ALT TIER I PERP     | 2099-12-31      | 8.1250%  | 0.0000% | $6210000.00        | $6283965.41        | Corporate Debt Securities                         |
| BEST BUY INC                   SR GLBL NT 30       | 2030-10-01      | 1.9500%  | 0.0000% | $1214000.00        | $1082991.19        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.9%33    | 2033-11-15      | 5.9000%  | 0.0000% | $2000.00           | $2235.15           | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 2%26     | 2026-04-21      | 2.0000%  | 0.0000% | $2000.00           | $1980.31           | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 32       | 2032-06-23      | 5.2500%  | 0.0000% | $174000.00         | $181624.10         | Corporate Debt Securities                         |
| BERKLEY W R CORP               SR GLBL NT 4%50     | 2050-05-12      | 4.0000%  | 0.0000% | $3396000.00        | $2756446.41        | Corporate Debt Securities                         |
| BSST MORTGAGE TRUST 2021-1818  A      20360317 FLT | 2036-03-17      | 5.1975%  | 0.0000% | $6034000.00        | $4969588.99        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-8      II-A-1 20460825 FLT | 2046-08-25      | 4.5988%  | 0.0000% | $27500000.00       | $1513460.00        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CORP NEW           SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $400000.00         | $404938.67         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $303000.00         | $301133.86         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $25000.00          | $26491.99          | Corporate Debt Securities                         |
| BEST BUY INC                   SR GLBL NT 30       | 2030-10-01      | 1.9500%  | 0.0000% | $2103000.00        | $1876054.75        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT6.4%35    | 2035-12-15      | 6.4000%  | 0.0000% | $15000.00          | $17464.17          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $42000.00          | $44986.99          | Corporate Debt Securities                         |
| EVERGY INC                     SR GLBL NT2.9%29    | 2029-09-15      | 2.9000%  | 0.0000% | $1473000.00        | $1405809.92        | Corporate Debt Securities                         |
| ENBRIDGE ENERGY PARTNERS L P   SR NT 7.375%45      | 2045-10-15      | 7.3750%  | 0.0000% | $48000.00          | $57124.21          | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 52       | 2052-10-14      | 7.7500%  | 0.0000% | $200000.00         | $249032.89         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-J51       A-2    20320125 4.6 | 2032-01-25      | 4.6960%  | 0.0000% | $323600.00         | $331412.46         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SEREIES K-102      A-2    20291025 2.5 | 2029-10-25      | 2.5370%  | 0.0000% | $40000.00          | $38042.17          | Agency Collateralized Mortgage Obligation         |
| BOEING CO                      3.6%34              | 2034-05-01      | 3.6000%  | 0.0000% | $1211000.00        | $1126072.57        | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR 144A NT 42       | 2042-02-15      | 4.4870%  | 0.0000% | $295000.00         | $259414.90         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT5.1%45    | 2045-06-15      | 5.1000%  | 0.0000% | $10000.00          | $9627.27           | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 30       | 2030-01-15      | 6.1250%  | 0.0000% | $1124000.00        | $1131401.23        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            ALT TIER I PERP     | 2079-12-31      | 5.0000%  | 0.0000% | $1000.00           | $999.87            | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $51000.00          | $50797.36          | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $998000.00         | $994034.61         | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR GLBL 2025B 35    | 2035-10-01      | 4.9000%  | 0.0000% | $2000000.00        | $1992053.33        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.1%041333       | 2033-04-13      | 6.1000%  | 0.0000% | $2350000.00        | $2486865.31        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     GLBL NT 2.875%41    | 2041-11-26      | 2.8750%  | 0.0000% | $387000.00         | $293716.98         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 1.488%121426     | 2026-12-14      | 1.4880%  | 0.0000% | $2000000.00        | $2003542.67        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 GLBL 144A NT 26     | 2026-08-17      | 6.1250%  | 0.0000% | $15777000.00       | $16246999.02       | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $1185000.00        | $1161925.09        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT3.3%50    | 2050-05-15      | 3.3000%  | 0.0000% | $2880000.00        | $2067513.60        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $6998000.00        | $7333911.78        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $7125000.00        | $7467007.92        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 29       | 2029-11-21      | 5.6840%  | 0.0000% | $36000.00          | $38602.88          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019A 29    | 2029-03-01      | 4.2000%  | 0.0000% | $200000.00         | $199268.00         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55    | 2055-06-15      | 6.0000%  | 0.0000% | $297000.00         | $321754.95         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $1000.00           | $995.26            | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $9076000.00        | $9352293.61        | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT 35       | 2035-08-15      | 4.2500%  | 0.0000% | $1353000.00        | $1274880.79        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 30       | 2030-02-15      | 7.5500%  | 0.0000% | $1000.00           | $1157.48           | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49     | 2049-08-08      | 3.6800%  | 0.0000% | $950000.00         | $810219.11         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 26     | 2026-10-15      | 1.9000%  | 0.0000% | $210000.00         | $205720.55         | Corporate Debt Securities                         |
| WYNNTON FDG TR                 SR 144A NT 35       | 2035-08-15      | 5.2510%  | 0.0000% | $1059000.00        | $1081223.23        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $742000.00         | $738089.25         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -P NT 30    | 2030-04-01      | 2.6000%  | 0.0000% | $39000.00          | $36395.84          | Corporate Debt Securities                         |
| OBX TR 2024-NQM10              A-3    20640525 FLT | 2064-05-25      | 6.4330%  | 0.0000% | $690000.00         | $478798.81         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 7.9882%  | 0.0000% | $103776.00         | $104804.30         | Private Label Collateralized Mortgage Obligations |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $400000.00         | $419252.00         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             SR GLBL NT 31       | 2031-11-15      | 5.1250%  | 0.0000% | $349000.00         | $361962.54         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-03-22      | 3.1500%  | 0.0000% | $43000.00          | $41260.76          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $14286000.00       | $13854570.74       | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 53       | 2053-02-15      | 5.8750%  | 0.0000% | $200000.00         | $210618.56         | Corporate Debt Securities                         |
| VERUS SECURITIZ TR 2024-INV2   A-1    20690825 FLT | 2069-08-25      | 5.3320%  | 0.0000% | $500000.00         | $425597.68         | Private Label Collateralized Mortgage Obligations |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1735000.00        | $1818505.55        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%47     | 2047-11-15      | 4.0000%  | 0.0000% | $3000000.00        | $2319133.33        | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT2.4%31    | 2031-02-01      | 2.4000%  | 0.0000% | $100000.00         | $90506.00          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $577000.00         | $408036.13         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 27     | 2027-02-15      | 3.7500%  | 0.0000% | $676000.00         | $674889.11         | Corporate Debt Securities                         |
| VMWARE LLC                     SR GLBL NT2.2%31    | 2031-08-15      | 2.2000%  | 0.0000% | $3000.00           | $2669.32           | Corporate Debt Securities                         |
| VERUS SECURIT TR 2024-INV1     B-1    20690325 FLT | 2069-03-25      | 8.0870%  | 0.0000% | $1592784.00        | $1629316.36        | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     4.812%39            | 2039-03-15      | 4.8120%  | 0.0000% | $12000.00          | $11539.06          | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              A-1    20641025 5.3 | 2064-10-25      | 5.3160%  | 0.0000% | $23206000.00       | $18711760.08       | Private Label Collateralized Mortgage Obligations |
| NVIDIA CORPORATION             SR GLBL NT3.2%26    | 2026-09-16      | 3.2000%  | 0.0000% | $6024000.00        | $6013819.44        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52    | 2052-09-15      | 4.9500%  | 0.0000% | $1069000.00        | $990252.11         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $88000.00          | $62230.81          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $337000.00         | $238315.73         | Corporate Debt Securities                         |
| OCHSNER LSU HEALTH SYS NORTH   SR -2021 BD 31      | 2031-05-15      | 2.5100%  | 0.0000% | $1181000.00        | $1018983.20        | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           GLBL NT 5.488%54    | 2054-04-05      | 5.4880%  | 0.0000% | $5000000.00        | $4979605.56        | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 32     | 2032-09-12      | 6.3750%  | 0.0000% | $313000.00         | $331901.16         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 26       | 2026-10-19      | 3.0100%  | 0.0000% | $3000.00           | $2975.64           | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          CR SEN SR GLBL31    | 2031-08-09      | 2.6500%  | 0.0000% | $574000.00         | $515323.49         | Corporate Debt Securities                         |
| UBS COML MTG TR 2017-C4        D      20501017 FLT | 2050-10-17      | 2.9000%  | 0.0000% | $13455000.00       | $11031480.91       | Private Label Collateralized Mortgage Obligations |
| UBS AG LONDON BRANCH           SR GLBL 20232 26    | 2026-06-01      | 1.2500%  | 0.0000% | $300000.00         | $296464.08         | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT5.6%34    | 2034-03-23      | 5.6000%  | 0.0000% | $147000.00         | $154182.58         | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26    | 2026-09-23      | 3.2000%  | 0.0000% | $2000.00           | $1991.90           | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 5.808%33    | 2033-09-14      | 5.8080%  | 0.0000% | $2468000.00        | $2672304.33        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -J NT     | 2500-12-31      | 6.7000%  | 0.0000% | $3183000.00        | $3367522.05        | Corporate Debt Securities                         |
| STRUCTURED ASSET ADJ 2004-18   M      20341225 FLT | 2034-12-25      | 4.6355%  | 0.0000% | $10180000.00       | $2378545.38        | Private Label Collateralized Mortgage Obligations |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL 29      | 2029-12-15      | 6.0000%  | 0.0000% | $647000.00         | $678888.47         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 30       | 2030-04-01      | 4.4500%  | 0.0000% | $3000.00           | $3063.77           | Corporate Debt Securities                         |
| STRUCTURED ASSET SECS 2004-4   B1     20340425 FLT | 2034-04-25      | 5.8980%  | 0.0000% | $6500000.00        | $1354369.16        | Private Label Collateralized Mortgage Obligations |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL REGS NT 27     | 2027-08-12      | 4.3000%  | 0.0000% | $1000.00           | $1011.61           | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35     | 2035-01-17      | 5.7000%  | 0.0000% | $600000.00         | $493565.00         | Corporate Debt Securities                         |
| NEWCASTLE COAL INFRASTRUCTURE  SR SEC REGS NT27    | 2027-09-29      | 4.4000%  | 0.0000% | $161000.00         | $155613.32         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34       | 2034-07-01      | 5.6250%  | 0.0000% | $1580000.00        | $1681894.20        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.3%30    | 2030-02-15      | 5.3000%  | 0.0000% | $60000.00          | $63203.93          | Corporate Debt Securities                         |
| AVISTA CORP                    1M BD 4.35%48       | 2048-06-01      | 4.3500%  | 0.0000% | $267000.00         | $230085.92         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $26000.00          | $28821.85          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 6%34        | 2034-02-20      | 6.0000%  | 0.0000% | $1544000.00        | $1669980.11        | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2005-2       I-A-1  20450925 FLT | 2045-09-25      | 4.7055%  | 0.0000% | $49903000.00       | $1784768.87        | Private Label Collateralized Mortgage Obligations |
| EQUITABLE HLDGS INC            SR 144A NT 29       | 2029-02-15      | 4.5720%  | 0.0000% | $2000000.00        | $2027424.00        | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT4.5%44    | 2044-07-16      | 4.5000%  | 0.0000% | $2665000.00        | $2418767.33        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $5001000.00        | $4785356.88        | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              144A NT 5.543%35    | 2035-08-22      | 5.5430%  | 0.0000% | $1654000.00        | $1695472.53        | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR NT 4.5%49        | 2049-03-15      | 4.5000%  | 0.0000% | $45000.00          | $39942.00          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 5%32     | 2032-02-15      | 5.0000%  | 0.0000% | $687000.00         | $708135.94         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.1%31    | 2031-01-15      | 5.1000%  | 0.0000% | $1000.00           | $993.25            | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 55    | 2055-06-28      | 6.8750%  | 0.0000% | $800000.00         | $823120.44         | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT 56       | 2056-01-15      | 5.4500%  | 0.0000% | $1050000.00        | $1051051.75        | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $145000.00         | $142817.43         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 28       | 2028-01-12      | 4.1250%  | 0.0000% | $275000.00         | $277536.88         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $50000.00          | $30853.83          | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT 30       | 2030-06-01      | 1.7500%  | 0.0000% | $1578000.00        | $1433536.73        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 51       | 2051-01-15      | 2.9500%  | 0.0000% | $230000.00         | $151888.81         | Corporate Debt Securities                         |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 5.2975%  | 0.0000% | $12000000.00       | $9306914.66        | Private Label Collateralized Mortgage Obligations |
| AUTONATION INC                 SR GLBL NT 32       | 2032-03-01      | 3.8500%  | 0.0000% | $4000.00           | $3765.99           | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $3000.00           | $3149.02           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 30       | 2030-06-01      | 1.6500%  | 0.0000% | $4130000.00        | $3754273.25        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $1035000.00        | $1073073.34        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2016C 56    | 2056-12-01      | 4.3000%  | 0.0000% | $1000.00           | $836.33            | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.7%26    | 2026-01-12      | 3.7000%  | 0.0000% | $392000.00         | $395909.33         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 28    | 2028-05-07      | 5.4440%  | 0.0000% | $300000.00         | $305757.71         | Corporate Debt Securities                         |
| CONN AVN SEC TR 2022-R07       1M-2   20420625 FLT | 2042-06-25      | 8.8328%  | 0.0000% | $712100.00         | $752711.36         | Private Label Collateralized Mortgage Obligations |
| CONN AVN SEC TR 2022-R07       1M-2   20420625 FLT | 2042-06-25      | 8.8328%  | 0.0000% | $2809281.00        | $2969495.48        | Private Label Collateralized Mortgage Obligations |
| EXPAND ENERGY CORPORATION      SR GLBL NT5.7%35    | 2035-01-15      | 5.7000%  | 0.0000% | $22000.00          | $23030.99          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-10-27      | 3.5200%  | 0.0000% | $1000.00           | $987.69            | Corporate Debt Securities                         |
| COBANK ACB                     PERP JR GLBL NT     | 2079-12-31      | 4.2500%  | 0.0000% | $270000.00         | $264111.75         | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $2315000.00        | $2280154.11        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $741000.00         | $660571.86         | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2014-GC25   D      20471011 3.5 | 2047-10-11      | 3.5480%  | 0.0000% | $373575.00         | $200963.43         | Private Label Collateralized Mortgage Obligations |
| CONSTELLATION BRANDS INC       SR NT 4.8%30        | 2030-05-01      | 4.8000%  | 0.0000% | $19000.00          | $19748.79          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 53       | 2053-06-01      | 5.8750%  | 0.0000% | $10000.00          | $10171.39          | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT6.5%39    | 2039-02-01      | 6.5000%  | 0.0000% | $815000.00         | $934364.90         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $280000.00         | $268730.00         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 130 BD51    | 2051-03-15      | 3.1250%  | 0.0000% | $465000.00         | $320195.77         | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 26       | 2026-04-30      | 5.4380%  | 0.0000% | $9136000.00        | $9188806.08        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $167000.00         | $172174.78         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2005A 35    | 2035-03-01      | 5.3000%  | 0.0000% | $299000.00         | $312728.09         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 32     | 2032-05-14      | 3.0910%  | 0.0000% | $1970000.00        | $1854406.20        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 29     | 2029-12-23      | 4.1510%  | 0.0000% | $624000.00         | $624964.89         | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $2026000.00        | $2126639.30        | Corporate Debt Securities                         |
| CIM TR 2023-R2                 A1     20640825 FLT | 2064-08-25      | 5.5000%  | 0.0000% | $2000000.00        | $1431213.20        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $124000.00         | $127842.35         | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT 26       | 2026-02-15      | 4.4500%  | 0.0000% | $236000.00         | $238042.45         | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R04   1M-2   20420325 FLT | 2042-03-25      | 7.2828%  | 0.0000% | $983590.00         | $1011908.73        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE TR 2025-R06    1A-1   20450925 FLT | 2045-09-25      | 5.0828%  | 0.0000% | $480000.00         | $472205.81         | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON CO         1M GLBL 129 BD50    | 2050-03-01      | 3.0000%  | 0.0000% | $197000.00         | $133818.16         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 32       | 2032-10-06      | 4.7500%  | 0.0000% | $936000.00         | $937795.82         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 32       | 2032-10-06      | 4.7500%  | 0.0000% | $1041000.00        | $1042997.27        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 32       | 2032-10-06      | 4.7500%  | 0.0000% | $1613000.00        | $1616094.72        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 135 BD53    | 2053-02-01      | 5.3000%  | 0.0000% | $2647000.00        | $2631647.40        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.514%070533     | 2033-07-05      | 5.5140%  | 0.0000% | $2811000.00        | $3015933.61        | Corporate Debt Securities                         |
| DBUBS MTG TR 2011-LC3          PM-1   20440812 4.4 | 2044-08-12      | 4.4520%  | 0.0000% | $13300000.00       | $8986634.43        | Private Label Collateralized Mortgage Obligations |
| CREDIT AGRICOLE S A            FR 7.125%           | 2500-12-31      | 7.1250%  | 0.0000% | $781000.00         | $813144.33         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT6.5%27    | 2027-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.94           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.1%43    | 2043-04-15      | 4.1000%  | 0.0000% | $10000.00          | $8098.72           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $1221000.00        | $1158287.40        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 33       | 2033-03-01      | 5.8750%  | 0.0000% | $40000.00          | $42611.27          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 41       | 2041-02-01      | 6.7500%  | 0.0000% | $1529000.00        | $1726478.00        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB NT 5.25%44      | 2044-03-14      | 5.2500%  | 0.0000% | $3738000.00        | $3713771.53        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 4.8%26      | 2026-11-13      | 4.8000%  | 0.0000% | $8750000.00        | $9014687.50        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 102225-101829    | 2029-10-18      | 5.2083%  | 0.0000% | $3335000.00        | $3342217.18        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $204000.00         | $205583.89         | Corporate Debt Securities                         |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $1187248.00        | $1000317.98        | Private Label Collateralized Mortgage Obligations |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $1358000.00        | $1266908.75        | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT4.5%27    | 2027-02-11      | 4.5000%  | 0.0000% | $380000.00         | $382120.40         | Corporate Debt Securities                         |
| MERCK & CO INC                 4%49                | 2049-03-07      | 4.0000%  | 0.0000% | $210000.00         | $173554.50         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     B1     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $113000.00         | $98296.06          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $1000.00           | $1007.76           | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 36       | 2036-08-08      | 3.4500%  | 0.0000% | $3826000.00        | $3534819.08        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT4.5%34    | 2034-01-15      | 4.5000%  | 0.0000% | $436000.00         | $439174.08         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $100000.00         | $108769.83         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 36       | 2036-08-08      | 3.4500%  | 0.0000% | $3000.00           | $2771.68           | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      LW TIER II 36       | 2036-08-15      | 2.4870%  | 0.0000% | $796000.00         | $686820.91         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $258000.00         | $240694.01         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT5.1%35    | 2035-09-15      | 5.1000%  | 0.0000% | $16008000.00       | $16343394.28       | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $3000.00           | $2959.52           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $7000.00           | $6905.54           | Corporate Debt Securities                         |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.4767%  | 0.0000% | $1113561.00        | $601927.88         | Private Label Collateralized Mortgage Obligations |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $3595000.00        | $3396903.52        | Corporate Debt Securities                         |
| SG RESDTL MRTG TR 2022-2       A-1    20620825 FLT | 2062-08-25      | 5.3530%  | 0.0000% | $1516392.00        | $1143977.20        | Private Label Collateralized Mortgage Obligations |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $65000.00          | $72516.38          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $70000.00          | $78094.57          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $1167000.00        | $1301947.99        | Corporate Debt Securities                         |
| RALI TRUST 2005-QO5            A-1    20460125 FLT | 2046-01-25      | 5.1087%  | 0.0000% | $36271000.00       | $1803096.09        | Private Label Collateralized Mortgage Obligations |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.2%32    | 2032-03-15      | 5.2000%  | 0.0000% | $391000.00         | $404205.81         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL QQQ BD26    | 2026-05-15      | 2.5000%  | 0.0000% | $7918000.00        | $7939202.64        | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 5%54     | 2054-09-15      | 5.0000%  | 0.0000% | $2374000.00        | $2065662.24        | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 36       | 2036-01-15      | 6.2500%  | 0.0000% | $708000.00         | $745894.13         | Corporate Debt Securities                         |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2021 BD 51      | 2051-06-01      | 3.0020%  | 0.0000% | $1000.00           | $685.89            | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-09-15      | 5.4000%  | 0.0000% | $232000.00         | $236250.24         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD    SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $3985000.00        | $4048161.70        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $4533000.00        | $4914633.27        | Corporate Debt Securities                         |
| SABAL TRAIL TRANSMISSION LLC   SR GLBL 144A 48     | 2048-05-01      | 4.8320%  | 0.0000% | $490000.00         | $442117.20         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $1839000.00        | $1933647.20        | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 2.691%062332     | 2032-06-23      | 2.6910%  | 0.0000% | $3460000.00        | $3166741.65        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM3    B-2    20641125 FLT | 2064-11-25      | 7.1446%  | 0.0000% | $1650000.00        | $1626609.29        | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $958000.00         | $1062479.48        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $1934000.00        | $2144922.04        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $85000.00          | $88608.07          | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $1186000.00        | $1323145.09        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 35       | 2035-05-15      | 5.1500%  | 0.0000% | $100000.00         | $102683.78         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.831%041935     | 2035-04-19      | 5.8310%  | 0.0000% | $69000.00          | $73824.73          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.133%101829     | 2029-10-18      | 4.1330%  | 0.0000% | $2972000.00        | $2968383.82        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231     | 2031-10-22      | 4.3560%  | 0.0000% | $6001000.00        | $5990372.23        | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 32       | 2032-04-01      | 4.5500%  | 0.0000% | $35000.00          | $35023.86          | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 32       | 2032-04-01      | 4.5500%  | 0.0000% | $193000.00         | $193131.56         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-1509      A-1    20291225 3.9 | 2029-12-25      | 3.9500%  | 0.0000% | $1252131.00        | $303035.50         | Agency Collateralized Mortgage Obligation         |
| CSX CORP                       SR GLBL NT 48       | 2048-11-15      | 4.7500%  | 0.0000% | $529000.00         | $492727.94         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 35       | 2035-06-15      | 5.0500%  | 0.0000% | $6502000.00        | $6757904.27        | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT2.1%31    | 2031-10-01      | 2.1000%  | 0.0000% | $9000.00           | $7975.35           | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 35       | 2035-08-12      | 5.1500%  | 0.0000% | $1788000.00        | $1821849.32        | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT4.7%50    | 2050-04-15      | 4.7000%  | 0.0000% | $2861000.00        | $2509379.92        | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 30       | 2030-07-15      | 2.1500%  | 0.0000% | $100000.00         | $91096.06          | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 62       | 2062-08-15      | 4.6500%  | 0.0000% | $7000.00           | $5980.92           | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 34       | 2034-01-15      | 5.8750%  | 0.0000% | $410000.00         | $434591.23         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 33       | 2033-02-28      | 5.3500%  | 0.0000% | $688000.00         | $723495.64         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             4.25%49             | 2049-03-01      | 4.2500%  | 0.0000% | $36000.00          | $29985.96          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 32       | 2032-08-15      | 5.3500%  | 0.0000% | $4037000.00        | $4229461.73        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33     | 2033-05-02      | 5.5000%  | 0.0000% | $200000.00         | $213092.89         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               4.39%37             | 2037-08-15      | 4.3900%  | 0.0000% | $516000.00         | $480198.77         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 32       | 2032-07-23      | 5.7180%  | 0.0000% | $665000.00         | $704006.02         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2024-CMI1  A-11   20540625 FLT | 2054-06-25      | 5.5000%  | 0.0000% | $164408.00         | $97035.61          | Private Label Collateralized Mortgage Obligations |
| CANADIAN NATL RY CO            SR DEB 6.25%34      | 2034-08-01      | 6.2500%  | 0.0000% | $539000.00         | $607583.11         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31    | 2031-02-09      | 4.4000%  | 0.0000% | $1000000.00        | $1002788.89        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $320000.00         | $353211.20         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $2326000.00        | $2567403.91        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.1%62    | 2062-08-08      | 4.1000%  | 0.0000% | $2926000.00        | $2410329.89        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT4.1%62    | 2062-08-08      | 4.1000%  | 0.0000% | $8857000.00        | $7296066.92        | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $16000.00          | $16330.54          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $470000.00         | $479709.68         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.1%31    | 2031-05-12      | 2.1000%  | 0.0000% | $2666000.00        | $2427388.56        | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR FR 5.816%061836     | 2036-06-18      | 5.8160%  | 0.0000% | $522000.00         | $554956.64         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT4.2%48    | 2048-09-01      | 4.2000%  | 0.0000% | $199000.00         | $167072.44         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031329       | 2029-03-13      | 4.9000%  | 0.0000% | $1469000.00        | $1511179.89        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.6%26    | 2026-08-19      | 2.6000%  | 0.0000% | $504000.00         | $500698.80         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 49       | 2049-01-23      | 5.5500%  | 0.0000% | $2019000.00        | $2097253.07        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 32       | 2032-02-04      | 2.4500%  | 0.0000% | $232000.00         | $205853.79         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 54       | 2054-04-01      | 6.2500%  | 0.0000% | $667000.00         | $676016.73         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.3%31    | 2031-02-25      | 2.3000%  | 0.0000% | $8000.00           | $7266.53           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 27       | 2027-02-09      | 3.3500%  | 0.0000% | $9000.00           | $9019.63           | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $700000.00         | $723879.18         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 5%34        | 2034-02-26      | 5.0000%  | 0.0000% | $95000.00          | $99260.54          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.6%43    | 2043-03-02      | 5.6000%  | 0.0000% | $1192000.00        | $1225981.27        | Corporate Debt Securities                         |
| APPLE INC                      3%27                | 2027-06-20      | 3.0000%  | 0.0000% | $777000.00         | $776259.26         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-02-23      | 3.2500%  | 0.0000% | $916000.00         | $918829.42         | Corporate Debt Securities                         |
| AMERN CR ACCEP REC TR 2023-2   D      20290813 6.4 | 2029-08-13      | 6.4700%  | 0.0000% | $140000.00         | $141938.54         | Asset-Backed Securities                           |
| APPLE INC                      SR GLBL NT0.7%26    | 2026-02-08      | 0.7000%  | 0.0000% | $819000.00         | $813130.96         | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD 30       | 2030-11-15      | 1.5500%  | 0.0000% | $459000.00         | $406672.72         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 36       | 2036-05-01      | 6.2500%  | 0.0000% | $500000.00         | $554780.00         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            3.566%29            | 2029-05-01      | 3.5660%  | 0.0000% | $199000.00         | $198178.13         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.2%52    | 2052-02-22      | 4.2000%  | 0.0000% | $77000.00          | $63080.71          | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR NT 5.9%27        | 2027-02-01      | 5.9000%  | 0.0000% | $155000.00         | $160632.70         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.25%100129      | 2029-10-01      | 3.2500%  | 0.0000% | $100000.00         | $95262.83          | Corporate Debt Securities                         |
| CWALT INC 2007-OA4             A-2    20470525 FLT | 2047-05-25      | 4.5455%  | 0.0000% | $63095200.00       | $2434067.84        | Private Label Collateralized Mortgage Obligations |
| ALPHABET INC                   SR GLBL NT 4%30     | 2030-05-15      | 4.0000%  | 0.0000% | $5560000.00        | $5700445.60        | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL DEB 42      | 2042-03-26      | 4.5350%  | 0.0000% | $1000.00           | $920.61            | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $291000.00         | $306167.28         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $235000.00         | $250934.76         | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 29     | 2029-01-15      | 4.8500%  | 0.0000% | $1000.00           | $991.34            | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-08-04      | 2.4500%  | 0.0000% | $2000.00           | $1990.30           | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 35       | 2035-05-07      | 5.4500%  | 0.0000% | $5000.00           | $5341.56           | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT2.8%30    | 2030-05-15      | 2.8000%  | 0.0000% | $115000.00         | $109566.38         | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.85%29     | 2029-02-26      | 4.8500%  | 0.0000% | $503000.00         | $520276.51         | Corporate Debt Securities                         |
| ASSURANT INC                   SR GLBL NT 36       | 2036-02-15      | 5.5500%  | 0.0000% | $4678000.00        | $4796934.25        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 30       | 2030-10-01      | 1.7500%  | 0.0000% | $99000.00          | $87975.19          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $23000.00          | $19767.08          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $1000.00           | $1019.52           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 32       | 2032-07-23      | 5.7180%  | 0.0000% | $1522000.00        | $1611273.92        | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 39      | 2039-09-19      | 5.4110%  | 0.0000% | $1000.00           | $1012.07           | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 39      | 2039-09-19      | 5.4110%  | 0.0000% | $570000.00         | $576881.51         | Corporate Debt Securities                         |
| COMM MTG TR 2015-CCRE22        C      20480312 FLT | 2048-03-12      | 3.7003%  | 0.0000% | $4000000.00        | $3754374.21        | Private Label Collateralized Mortgage Obligations |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $6000.00           | $6726.68           | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             GLBL NT 3.75%52     | 2052-02-15      | 3.7500%  | 0.0000% | $90000.00          | $65286.22          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT6.5%35    | 2035-11-15      | 6.5000%  | 0.0000% | $200000.00         | $228754.44         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT5.6%56    | 2056-02-09      | 5.6000%  | 0.0000% | $1000.00           | $1012.68           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 31    | 2031-09-11      | 5.4388%  | 0.0000% | $1000.00           | $1012.33           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 36       | 2036-09-11      | 5.1970%  | 0.0000% | $8693000.00        | $8721061.49        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-01-25      | 3.0570%  | 0.0000% | $52000.00          | $47985.70          | Corporate Debt Securities                         |
| CHURCH & DWIGHT CO INC         SR GLBL NT 5%52     | 2052-06-15      | 5.0000%  | 0.0000% | $615000.00         | $586198.87         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 31     | 2031-09-23      | 4.3980%  | 0.0000% | $3000.00           | $3004.23           | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $620000.00         | $695090.68         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 31     | 2031-09-23      | 4.3980%  | 0.0000% | $1000.00           | $1001.41           | Corporate Debt Securities                         |
| CAIXABANK S A                  SNR NPF 144A 35     | 2035-06-15      | 6.0370%  | 0.0000% | $260000.00         | $283163.08         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $299000.00         | $335213.09         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR SEC 144A NT29    | 2029-08-15      | 7.0000%  | 0.0000% | $82000.00          | $87452.45          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $130000.00         | $111726.98         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $2608000.00        | $2241415.17        | Corporate Debt Securities                         |
| CRH AMER INC                   GLBL 144A NT 45     | 2045-05-18      | 5.1250%  | 0.0000% | $745000.00         | $728412.47         | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 7.05%33       | 2033-03-15      | 7.0500%  | 0.0000% | $284000.00         | $327866.17         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT5.3%54    | 2054-05-13      | 5.3000%  | 0.0000% | $11000.00          | $11333.78          | Corporate Debt Securities                         |
| COBANK ACB                     PERP JR GLBL -K     | 2500-12-31      | 6.4500%  | 0.0000% | $10624000.00       | $10712019.84       | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 30       | 2030-10-15      | 4.8500%  | 0.0000% | $163000.00         | $166601.58         | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $3000.00           | $3149.92           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 38       | 2038-09-21      | 4.8750%  | 0.0000% | $2060000.00        | $1949771.98        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $1205000.00        | $1126693.07        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 39     | 2039-03-01      | 8.3750%  | 0.0000% | $6350000.00        | $7666217.42        | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $3005000.00        | $2898684.77        | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 34       | 2034-01-15      | 6.1250%  | 0.0000% | $2000.00           | $2215.73           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52     | 2052-08-15      | 4.0500%  | 0.0000% | $356000.00         | $289228.64         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 47       | 2047-03-03      | 3.7500%  | 0.0000% | $8000.00           | $6645.85           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%101537       | 2037-10-15      | 6.3000%  | 0.0000% | $36000.00          | $40218.84          | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   144A NT 5%34        | 2034-01-11      | 5.0000%  | 0.0000% | $568000.00         | $582823.54         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 47       | 2047-05-03      | 4.0500%  | 0.0000% | $3707000.00        | $3069266.25        | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32      | 2032-12-01      | 4.9000%  | 0.0000% | $897000.00         | $932728.01         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49       | 2049-10-01      | 4.8750%  | 0.0000% | $100000.00         | $88861.25          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL VV NT 35    | 2035-10-15      | 5.2500%  | 0.0000% | $2871000.00        | $2943188.90        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT1.7%27    | 2027-06-10      | 1.7000%  | 0.0000% | $2300000.00        | $2241852.17        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.9%35      | 2035-10-15      | 4.9000%  | 0.0000% | $8583000.00        | $8824044.02        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-04-22      | 1.5780%  | 0.0000% | $924000.00         | $913027.04         | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 3.03%52     | 2052-03-15      | 3.0300%  | 0.0000% | $30000.00          | $20156.75          | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL NT 48      | 2048-01-09      | 4.3440%  | 0.0000% | $364000.00         | $306012.62         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $1100000.00        | $867248.86         | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 64       | 2064-07-02      | 4.9500%  | 0.0000% | $1701000.00        | $1535178.01        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT4.2%35    | 2035-11-03      | 4.2000%  | 0.0000% | $94000.00          | $96332.77          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.5%32    | 2032-10-15      | 4.5000%  | 0.0000% | $2611000.00        | $2603715.31        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.81%36       | 2036-10-22      | 4.8100%  | 0.0000% | $23124000.00       | $23141632.05       | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 5.882%26      | 2026-10-30      | 5.8820%  | 0.0000% | $7978000.00        | $8118333.02        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT2.9%61    | 2061-12-10      | 2.9000%  | 0.0000% | $15000.00          | $9246.42           | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 31       | 2031-03-08      | 4.9090%  | 0.0000% | $4285000.00        | $4454116.69        | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 55       | 2055-09-25      | 5.9500%  | 0.0000% | $778000.00         | $794137.45         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FXD/FLTG 29         | 2029-01-24      | 3.7720%  | 0.0000% | $835000.00         | $836363.93         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.7%30    | 2030-10-15      | 1.7000%  | 0.0000% | $725000.00         | $641107.03         | Corporate Debt Securities                         |
| SALESFORCE INC                 GLBL NT 2.9%51      | 2051-07-15      | 2.9000%  | 0.0000% | $16980000.00       | $11304755.73       | Corporate Debt Securities                         |
| SIERRA PAC PWR CO              JR SB GLBL 55       | 2055-12-15      | 6.2000%  | 0.0000% | $47000.00          | $47442.17          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL YY BD 52    | 2052-11-15      | 6.3500%  | 0.0000% | $299000.00         | $339012.35         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 34       | 2034-04-15      | 6.8750%  | 0.0000% | $500000.00         | $552797.78         | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 45       | 2045-08-01      | 4.5500%  | 0.0000% | $2402000.00        | $2139761.65        | Corporate Debt Securities                         |
| SEMPRA                         SR NT 6%39          | 2039-10-15      | 6.0000%  | 0.0000% | $282000.00         | $295991.90         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M -OO BD4.45%44    | 2044-03-15      | 4.4500%  | 0.0000% | $526000.00         | $458601.57         | Corporate Debt Securities                         |
| MERITAGE HOMES CORP            SR GLBL NT 35       | 2035-03-15      | 5.6500%  | 0.0000% | $3000.00           | $3066.90           | Corporate Debt Securities                         |
| VMWARE LLC                     SR GLBL NT1.4%26    | 2026-08-15      | 1.4000%  | 0.0000% | $5000.00           | $4909.68           | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 30       | 2030-09-11      | 4.8500%  | 0.0000% | $588000.00         | $596018.03         | Corporate Debt Securities                         |
| GENERATE CLO LTD 2022-10R      C-R    20380122 FLT | 2038-01-22      | 5.6574%  | 0.0000% | $501056.00         | $501128.32         | Asset-Backed Securities                           |
| NORINCHUKIN BANK LTD           SR 144A NT 30       | 2030-09-09      | 4.6740%  | 0.0000% | $683000.00         | $691804.89         | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 35       | 2035-10-15      | 5.4070%  | 0.0000% | $3000000.00        | $3008293.42        | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 35       | 2035-10-15      | 5.4070%  | 0.0000% | $348000.00         | $348962.04         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79          | 2079-05-01      | 5.6500%  | 0.0000% | $32000.00          | $33203.52          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 40       | 2040-06-24      | 2.3500%  | 0.0000% | $99000.00          | $72681.87          | Corporate Debt Securities                         |
| NORTHWELL HEALTHCARE INC       TAX BD-2016A 46     | 2046-11-01      | 3.9790%  | 0.0000% | $1122000.00        | $923254.53         | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $3406000.00        | $3179058.22        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $350000.00         | $366878.75         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 4%55          | 2055-02-12      | 4.0000%  | 0.0000% | $2000.00           | $1675.86           | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME DU LAC   -2017 BD3.394%48    | 2048-02-15      | 3.3940%  | 0.0000% | $3000.00           | $2296.85           | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.2%26    | 2026-09-16      | 3.2000%  | 0.0000% | $354000.00         | $353401.74         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28       | 2028-02-15      | 5.2500%  | 0.0000% | $10000.00          | $10378.43          | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $197000.00         | $183873.89         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29    | 2029-01-15      | 4.4000%  | 0.0000% | $4262000.00        | $4328340.40        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-09-15      | 5.8500%  | 0.0000% | $3000.00           | $3219.43           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 0.985%121026     | 2026-12-10      | 0.9850%  | 0.0000% | $3000.00           | $3000.95           | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $200000.00         | $202373.39         | Corporate Debt Securities                         |
| NEW ENGLAND POWER CO           SR GLBL 144A 50     | 2050-10-06      | 2.8070%  | 0.0000% | $957000.00         | $611512.77         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 48       | 2048-12-15      | 4.4500%  | 0.0000% | $100000.00         | $87487.11          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $1854000.00        | $1946112.90        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.654%101830     | 2030-10-18      | 4.6540%  | 0.0000% | $722000.00         | $731971.26         | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $30000.00          | $28001.10          | Corporate Debt Securities                         |
| NORTHWELL HEALTHCARE INC       -2017A BD4.26%47    | 2047-11-01      | 4.2600%  | 0.0000% | $3238000.00        | $2764345.36        | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 4.7%040226       | 2026-04-02      | 4.7000%  | 0.0000% | $272000.00         | $273641.82         | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28      | 2028-10-20      | 4.7500%  | 0.0000% | $16145.00          | $16282.55          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2025B 35    | 2035-09-15      | 5.1000%  | 0.0000% | $500000.00         | $508584.17         | Corporate Debt Securities                         |
| SANOFI SA                      SR GLBL NT 28       | 2028-06-19      | 3.6250%  | 0.0000% | $1008000.00        | $1015833.14        | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $505000.00         | $494211.52         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2020B 30    | 2030-06-01      | 2.2500%  | 0.0000% | $7000.00           | $6379.20           | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 1.792%060927     | 2027-06-09      | 1.7920%  | 0.0000% | $1787000.00        | $1770700.18        | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $35000.00          | $33901.18          | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $191000.00         | $150616.87         | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 34       | 2034-09-11      | 4.6250%  | 0.0000% | $430000.00         | $431786.05         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-09-15      | 3.7500%  | 0.0000% | $4162000.00        | $4125839.16        | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR GLBL 144A 27     | 2027-05-12      | 4.4500%  | 0.0000% | $94000.00          | $95797.31          | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO              GLBL NT 1.75%30     | 2030-11-01      | 1.7500%  | 0.0000% | $50000.00          | $44525.50          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-02-15      | 2.5500%  | 0.0000% | $3200000.00        | $2929642.67        | Corporate Debt Securities                         |
| STARWOOD MTG RES TRUST 2021-6  B-2    20661125 FLT | 2066-11-25      | 3.9350%  | 0.0000% | $1722000.00        | $1306827.81        | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-09-15      | 5.8500%  | 0.0000% | $126000.00         | $135216.27         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55    | 2055-03-01      | 5.9000%  | 0.0000% | $1000000.00        | $995133.33         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $12065000.00       | $12026955.03       | Corporate Debt Securities                         |
| TARGET CORP                    SR NT 4%42          | 2042-07-01      | 4.0000%  | 0.0000% | $1053000.00        | $922389.39         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 43       | 2043-08-10      | 5.4040%  | 0.0000% | $2000.00           | $2062.06           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46       | 2046-08-21      | 4.8620%  | 0.0000% | $74000.00          | $68081.77          | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 6.125%54    | 2054-04-01      | 6.1250%  | 0.0000% | $280000.00         | $285659.97         | Corporate Debt Securities                         |
| WELLS FARGO COML TR 2016-C33   D      20590317 3.1 | 2059-03-17      | 3.1230%  | 0.0000% | $5078000.00        | $4678709.24        | Private Label Collateralized Mortgage Obligations |
| WASTE MGMT INC DEL             SR GLBL NT 32       | 2032-04-15      | 4.1500%  | 0.0000% | $298000.00         | $295742.48         | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $500000.00         | $336072.08         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46       | 2046-08-21      | 4.8620%  | 0.0000% | $453000.00         | $416770.82         | Corporate Debt Securities                         |
| RTX CORPORATION                NT 6.05%36          | 2036-06-01      | 6.0500%  | 0.0000% | $1619000.00        | $1819769.49        | Corporate Debt Securities                         |
| VALERO ENERGY PARTNERS LP      SR GLBL NT4.5%28    | 2028-03-15      | 4.5000%  | 0.0000% | $13299000.00       | $13460848.83       | Corporate Debt Securities                         |
| ANTOFAGASTA PLC                SR GLBL REGS 30     | 2030-10-14      | 2.3750%  | 0.0000% | $3641000.00        | $3319884.03        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $1296000.00        | $1387108.80        | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT5.6%32    | 2032-11-16      | 5.6000%  | 0.0000% | $2000.00           | $2182.81           | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL REGS 35     | 2035-07-30      | 5.5000%  | 0.0000% | $16000.00          | $16455.68          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-05-05      | 2.5500%  | 0.0000% | $5100000.00        | $5045056.00        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 36       | 2036-12-16      | 5.8750%  | 0.0000% | $100000.00         | $111518.12         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 32       | 2032-11-22      | 2.8710%  | 0.0000% | $200000.00         | $183322.10         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 30       | 2030-03-01      | 2.9200%  | 0.0000% | $4269000.00        | $4048662.68        | Corporate Debt Securities                         |
| HELMERICH & PAYNE INC          SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $431000.00         | $434959.45         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 45       | 2045-10-15      | 6.3500%  | 0.0000% | $339000.00         | $356015.16         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT4.3%30    | 2030-05-17      | 4.3000%  | 0.0000% | $1000000.00        | $1028118.89        | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 4.5%33      | 2033-05-04      | 4.5000%  | 0.0000% | $1002000.00        | $1031173.23        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 55       | 2055-04-01      | 5.9500%  | 0.0000% | $54000.00          | $53226.09          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $5345000.00        | $5608579.77        | Corporate Debt Securities                         |
| HORMEL FOODS CORP              SR GLBL NT 51       | 2051-06-03      | 3.0500%  | 0.0000% | $600000.00         | $416843.33         | Corporate Debt Securities                         |
| HERSHEY CO                     SR GLBL NT 32       | 2032-02-24      | 4.9500%  | 0.0000% | $577000.00         | $602499.07         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-03-15      | 4.2500%  | 0.0000% | $9066000.00        | $9039089.09        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $133000.00         | $139558.67         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 36    | 2036-05-02      | 6.5000%  | 0.0000% | $150000.00         | $166973.83         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $4993000.00        | $5052366.77        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 34       | 2034-03-15      | 5.5500%  | 0.0000% | $100000.00         | $106739.17         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT5.1%35    | 2035-05-01      | 5.1000%  | 0.0000% | $1827000.00        | $1916903.62        | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34       | 2034-03-15      | 5.3500%  | 0.0000% | $1015000.00        | $1067694.85        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33    | 2033-06-30      | 5.3000%  | 0.0000% | $2138000.00        | $2242455.55        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $600000.00         | $624518.00         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $2879000.00        | $3027844.30        | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40        | 2040-11-02      | 5.2000%  | 0.0000% | $40000.00          | $41297.64          | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 31       | 2031-02-15      | 1.4500%  | 0.0000% | $21000.00          | $18318.95          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 31       | 2031-02-15      | 1.7500%  | 0.0000% | $60000.00          | $52664.07          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL WWW BD51    | 2051-08-15      | 2.9500%  | 0.0000% | $3000.00           | $1992.47           | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-11-24      | 6.3500%  | 0.0000% | $1667000.00        | $1668603.10        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-3    20641025 FLT | 2064-10-25      | 7.6438%  | 0.0000% | $210000.00         | $139209.59         | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 27       | 2027-11-15      | 3.2500%  | 0.0000% | $12989000.00       | $12937253.27       | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M -2011 A BD 50    | 2050-09-01      | 5.2500%  | 0.0000% | $1000.00           | $930.84            | Corporate Debt Securities                         |
| ORIX CORP                      NT 2.25%31          | 2031-03-09      | 2.2500%  | 0.0000% | $17000.00          | $15286.02          | Corporate Debt Securities                         |
| UNILEVER CAP CORP              GLBL NT 4.25%27     | 2027-08-12      | 4.2500%  | 0.0000% | $177000.00         | $179930.48         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 33       | 2033-09-01      | 6.0500%  | 0.0000% | $8000.00           | $8572.51           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $502000.00         | $517910.61         | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.7%34        | 2034-02-16      | 4.7000%  | 0.0000% | $2000.00           | $2034.00           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $3025000.00        | $2976741.17        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 51       | 2051-03-25      | 3.9500%  | 0.0000% | $1839000.00        | $1332410.67        | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           B-1    20650725 FLT | 2065-07-25      | 6.8380%  | 0.0000% | $12351198.00       | $12227900.10       | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT 26       | 2026-07-15      | 2.6500%  | 0.0000% | $422000.00         | $421144.51         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $101000.00         | $107214.64         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $641000.00         | $568460.88         | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR GLBL NT4.3%47    | 2047-07-15      | 4.3000%  | 0.0000% | $1995000.00        | $1693537.77        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 48       | 2048-02-28      | 4.1500%  | 0.0000% | $1691000.00        | $1423826.23        | Corporate Debt Securities                         |
| OBX TR  2025-NQM5              A-1    20650325 FLT | 2065-03-25      | 5.5240%  | 0.0000% | $1700000.00        | $1523745.30        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL BD 32       | 2032-10-15      | 5.0500%  | 0.0000% | $2999000.00        | $3019357.38        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-05-15      | 4.3750%  | 0.0000% | $681000.00         | $535506.81         | Corporate Debt Securities                         |
| PACKAGING CORP AMER            SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $4000.00           | $4124.83           | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1MTG BD-2016A 46    | 2046-04-01      | 4.2500%  | 0.0000% | $3179000.00        | $2542823.82        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 51       | 2051-03-25      | 3.9500%  | 0.0000% | $100000.00         | $72453.00          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $5544000.00        | $4916610.16        | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD4.5%52    | 2052-06-01      | 4.5000%  | 0.0000% | $35000.00          | $31281.95          | Corporate Debt Securities                         |
| NXPT COML MTG TR 2024-STOR     A      20411107 FLT | 2041-11-07      | 4.3116%  | 0.0000% | $1628000.00        | $1615889.28        | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 34       | 2034-11-01      | 5.0500%  | 0.0000% | $69000.00          | $70013.61          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $328000.00         | $290881.70         | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM2    B-2    20640925 FLT | 2064-09-25      | 7.6215%  | 0.0000% | $14425000.00       | $14517929.46       | Private Label Collateralized Mortgage Obligations |
| NOMURA HLDGS INC               SR GLBL NT 27       | 2027-07-06      | 5.3860%  | 0.0000% | $1000000.00        | $1034595.67        | Corporate Debt Securities                         |
| NEWS CORP NEW                  SR GLBL 144A 32     | 2032-02-15      | 5.1250%  | 0.0000% | $1927000.00        | $1930506.07        | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.7463%  | 0.0000% | $2029988.00        | $1997192.09        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              M-1    20641025 FLT | 2064-10-25      | 5.9680%  | 0.0000% | $1638000.00        | $1649428.87        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN ALT LN TR 2006-S4    A-4    20361225 FLT | 2036-12-25      | 6.4600%  | 0.0000% | $10000000.00       | $1161106.50        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT | 2052-01-25      | 3.2077%  | 0.0000% | $2616000.00        | $1756991.97        | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL NT 5.1%35      | 2035-02-12      | 5.1000%  | 0.0000% | $869000.00         | $911686.73         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-04-22      | 1.5780%  | 0.0000% | $628000.00         | $620542.19         | Corporate Debt Securities                         |
| LEHMAN XS TRUST 2007-14H       A1-2   20470725 FLT | 2047-07-25      | 5.1055%  | 0.0000% | $9636000.00        | $3020310.64        | Private Label Collateralized Mortgage Obligations |
| VODAFONE GROUP PLC             GLBL NT 5.875%64    | 2064-06-28      | 5.8750%  | 0.0000% | $8000.00           | $8149.04           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-07-21      | 2.9080%  | 0.0000% | $1000.00           | $752.21            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-10-21      | 4.3690%  | 0.0000% | $4000.00           | $3990.45           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-10-21      | 4.3690%  | 0.0000% | $7867000.00        | $7848226.28        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26       | 2026-12-09      | 1.0930%  | 0.0000% | $1961000.00        | $1962610.53        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 52       | 2052-03-17      | 2.9210%  | 0.0000% | $5865000.00        | $4002452.60        | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 5%42     | 2042-05-01      | 5.0000%  | 0.0000% | $100000.00         | $96438.00          | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2018-H3   A-S    20510717 FLT | 2051-07-17      | 4.4290%  | 0.0000% | $1500000.00        | $1485065.75        | Private Label Collateralized Mortgage Obligations |
| MCDONALDS CORP                 FR 4.45%030147      | 2047-03-01      | 4.4500%  | 0.0000% | $149000.00         | $131028.61         | Corporate Debt Securities                         |
| METROPOLITAN EDISON CO         SR 144A NT4.3%29    | 2029-01-15      | 4.3000%  | 0.0000% | $2000000.00        | $2025882.22        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.5%30    | 2030-04-15      | 4.5000%  | 0.0000% | $6000.00           | $6080.94           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.3%28    | 2028-04-15      | 1.3000%  | 0.0000% | $30000.00          | $28122.53          | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $28000.00          | $25587.03          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $631000.00         | $510749.28         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $63000.00          | $63442.90          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT5.8%35    | 2035-01-15      | 5.8000%  | 0.0000% | $645000.00         | $693657.37         | Corporate Debt Securities                         |
| MSSG TR 2017-237P              E      20390913 FLT | 2039-09-13      | 3.7401%  | 0.0000% | $76000.00          | $65259.82          | Private Label Collateralized Mortgage Obligations |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT4.5%33    | 2033-03-30      | 4.5000%  | 0.0000% | $2000.00           | $2014.52           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR 144A NT5.1%28    | 2028-08-03      | 5.1000%  | 0.0000% | $1240000.00        | $1286557.87        | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD 53       | 2053-03-15      | 5.4500%  | 0.0000% | $221000.00         | $220050.56         | Corporate Debt Securities                         |
| RTX CORPORATION                NT 6.05%36          | 2036-06-01      | 6.0500%  | 0.0000% | $1448000.00        | $1627564.07        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1046.54           | Corporate Debt Securities                         |
| VISIO TR 2023-1                A-3    20580325 FLT | 2058-03-25      | 7.3220%  | 0.0000% | $367341.00         | $252381.18         | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 GLBL NT 3.839%60    | 2060-03-20      | 3.8390%  | 0.0000% | $598000.00         | $449960.43         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $49000.00          | $35945.99          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.8%30    | 2030-01-15      | 4.8000%  | 0.0000% | $4000.00           | $4153.17           | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30    | 2030-09-06      | 5.3530%  | 0.0000% | $29455000.00       | $30241395.32       | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 32       | 2032-02-15      | 4.7500%  | 0.0000% | $95000.00          | $96909.29          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT5.7%35    | 2035-08-15      | 5.7000%  | 0.0000% | $33000.00          | $34857.68          | Corporate Debt Securities                         |
| AT&T INC                       GLBL REGS NT 53     | 2053-09-15      | 3.5000%  | 0.0000% | $35000.00          | $24357.63          | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $2838000.00        | $2364965.87        | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 30       | 2030-09-16      | 5.2040%  | 0.0000% | $2400000.00        | $2424156.00        | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 6.1%34        | 2034-03-15      | 6.1000%  | 0.0000% | $2000.00           | $2217.15           | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 31     | 2031-09-30      | 5.6250%  | 0.0000% | $624000.00         | $638924.52         | Corporate Debt Securities                         |
| SEMPRA                         3.4%28              | 2028-02-01      | 3.4000%  | 0.0000% | $395000.00         | $391101.35         | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               CR SEN SR 144A28    | 2028-09-26      | 5.9000%  | 0.0000% | $1000.00           | $1001.93           | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1M BD 4.15%43       | 2043-03-15      | 4.1500%  | 0.0000% | $298000.00         | $259278.71         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34    | 2034-05-15      | 5.3500%  | 0.0000% | $1276000.00        | $1353210.05        | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT5.1%35    | 2035-04-01      | 5.1000%  | 0.0000% | $147000.00         | $151033.68         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL REGS 28     | 2028-03-15      | 3.7000%  | 0.0000% | $186000.00         | $184152.09         | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 43       | 2043-09-15      | 6.1500%  | 0.0000% | $770000.00         | $802615.92         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 32       | 2032-02-15      | 4.7500%  | 0.0000% | $415000.00         | $423340.58         | Corporate Debt Securities                         |
| MERCK & CO INC                 CR SEN SR NT 33     | 2033-12-01      | 6.5000%  | 0.0000% | $52000.00          | $60683.65          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 5%26     | 2026-02-27      | 5.0000%  | 0.0000% | $118000.00         | $119224.71         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2013D 43    | 2043-10-01      | 4.6500%  | 0.0000% | $87000.00          | $75163.21          | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2020A 31    | 2031-01-15      | 1.7500%  | 0.0000% | $200000.00         | $176530.56         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL NT 26       | 2026-07-01      | 3.2500%  | 0.0000% | $1514000.00        | $1522074.67        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 33       | 2033-02-07      | 2.6230%  | 0.0000% | $2000.00           | $1815.14           | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT 79       | 2079-11-15      | 5.4500%  | 0.0000% | $343000.00         | $330864.85         | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.65%26     | 2026-08-02      | 6.6500%  | 0.0000% | $975000.00         | $1004026.02        | Corporate Debt Securities                         |
| CONN AVE SECS TR 2023-R03      2M-1   20430427 FLT | 2043-04-27      | 6.6828%  | 0.0000% | $12088294.00       | $4883346.58        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AV SEC TR 2022-R09 2M-1   20420925 FLT | 2042-09-25      | 6.6828%  | 0.0000% | $1800000.00        | $691432.14         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT1.3%27    | 2027-08-21      | 1.3000%  | 0.0000% | $53000.00          | $50487.68          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $685000.00         | $686199.89         | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 26       | 2026-07-15      | 1.4500%  | 0.0000% | $2131000.00        | $2098863.34        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 6%36     | 2036-10-01      | 6.0000%  | 0.0000% | $1113000.00        | $1221205.86        | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR 144A NT 48       | 2048-11-15      | 5.4190%  | 0.0000% | $318000.00         | $339130.34         | Corporate Debt Securities                         |
| DOLLAR TREE INC                GLBL NT 2.65%31     | 2031-12-01      | 2.6500%  | 0.0000% | $250000.00         | $226237.92         | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT 5%32     | 2032-07-15      | 5.0000%  | 0.0000% | $1262000.00        | $1311857.41        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 34       | 2034-01-15      | 4.8500%  | 0.0000% | $97000.00          | $100062.34         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 29       | 2029-04-01      | 6.3750%  | 0.0000% | $485000.00         | $503552.46         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $50000.00          | $46750.75          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-01-13      | 1.7500%  | 0.0000% | $2000.00           | $2000.98           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 55       | 2055-03-15      | 5.9500%  | 0.0000% | $1100000.00        | $1054650.06        | Corporate Debt Securities                         |
| FWD GROUP HLDGS LTD            FR 5.836%092235     | 2035-09-22      | 5.8360%  | 0.0000% | $1000.00           | $1028.38           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.7%47    | 2047-12-01      | 3.7000%  | 0.0000% | $3201000.00        | $2544528.25        | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT 29       | 2029-06-01      | 4.9500%  | 0.0000% | $100000.00         | $102985.75         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 34       | 2034-09-15      | 5.1500%  | 0.0000% | $33000.00          | $34066.58          | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $10724000.00       | $11013655.24       | Corporate Debt Securities                         |
| FACTSET RESH SYS INC           SR GLBL NT 32       | 2032-03-01      | 3.4500%  | 0.0000% | $45000.00          | $41886.00          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 43       | 2043-05-04      | 3.8500%  | 0.0000% | $3000.00           | $2628.27           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 43       | 2043-05-04      | 3.8500%  | 0.0000% | $1675000.00        | $1467449.35        | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL HH NT 30    | 2030-12-15      | 4.4500%  | 0.0000% | $697000.00         | $696449.76         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD 27       | 2027-09-01      | 3.1200%  | 0.0000% | $556000.00         | $550834.76         | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31      | 2031-03-15      | 2.7000%  | 0.0000% | $2000.00           | $1847.24           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 30       | 2030-04-30      | 3.2500%  | 0.0000% | $1568000.00        | $1486542.40        | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $600000.00         | $489582.00         | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT5.5%35    | 2035-01-09      | 5.5000%  | 0.0000% | $420000.00         | $446372.27         | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR DEB 6.25%34      | 2034-08-01      | 6.2500%  | 0.0000% | $1000.00           | $1127.24           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-01-24      | 3.8780%  | 0.0000% | $2419000.00        | $2169623.01        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 29       | 2029-02-26      | 4.8500%  | 0.0000% | $70000.00          | $72410.59          | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT 5%36     | 2036-02-09      | 5.0000%  | 0.0000% | $200000.00         | $201885.11         | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 4.95%33     | 2033-05-15      | 4.9500%  | 0.0000% | $18000.00          | $18915.03          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47    | 2047-04-15      | 5.3000%  | 0.0000% | $170000.00         | $153971.64         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR NT 6.125%15      | 2115-09-15      | 6.1250%  | 0.0000% | $256000.00         | $267311.68         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR NT 6.125%15      | 2115-09-15      | 6.1250%  | 0.0000% | $1394000.00        | $1455595.63        | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 49       | 2049-01-20      | 4.4500%  | 0.0000% | $837000.00         | $746337.09         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-11-02      | 1.8780%  | 0.0000% | $388000.00         | $382377.04         | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT5.1%52    | 2052-04-01      | 5.1000%  | 0.0000% | $60000.00          | $48958.20          | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31    | 2031-02-09      | 4.4000%  | 0.0000% | $1000.00           | $1002.79           | Corporate Debt Securities                         |
| COMM MTG TR 2013-CCRE12        AM     20461015 4.3 | 2046-10-15      | 4.3000%  | 0.0000% | $7001689.00        | $4344302.86        | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUP                SR GLBL NT4.8%38    | 2038-08-15      | 4.8000%  | 0.0000% | $806000.00         | $781419.69         | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $300000.00         | $300873.00         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 5.75%40      | 2040-05-01      | 5.7500%  | 0.0000% | $163000.00         | $178778.40         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.3%54    | 2054-02-26      | 5.3000%  | 0.0000% | $5422000.00        | $5386537.11        | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 32      | 2032-06-15      | 6.6250%  | 0.0000% | $10151000.00       | $11527656.06       | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $3424000.00        | $3450962.10        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 4%26     | 2026-04-15      | 4.0000%  | 0.0000% | $6356000.00        | $6367108.88        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 34     | 2034-01-12      | 5.9590%  | 0.0000% | $7030000.00        | $7648408.01        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL REGS 27     | 2027-07-15      | 5.3750%  | 0.0000% | $391000.00         | $400183.45         | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL REGS 29     | 2029-08-01      | 3.0010%  | 0.0000% | $552000.00         | $531019.86         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 45       | 2045-02-01      | 4.3750%  | 0.0000% | $3487000.00        | $3023429.50        | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR REGS NT 30       | 2030-10-03      | 4.6470%  | 0.0000% | $23000.00          | $23254.02          | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31      | 2031-12-02      | 2.6000%  | 0.0000% | $767000.00         | $698530.76         | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $4000.00           | $4068.88           | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        EXT JR SB A-6 68    | 2068-05-15      | 8.1750%  | 0.0000% | $7031000.00        | $8102354.48        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 61       | 2061-05-12      | 3.2500%  | 0.0000% | $1528000.00        | $1047301.81        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 27       | 2027-12-01      | 4.5500%  | 0.0000% | $412000.00         | $425916.67         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 37       | 2037-08-22      | 3.8750%  | 0.0000% | $324000.00         | $302122.57         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 GLBL 2022C NT 32    | 2032-09-01      | 3.9400%  | 0.0000% | $3690000.00        | $3605302.20        | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.125%120130     | 2030-12-01      | 3.1250%  | 0.0000% | $1433000.00        | $1344413.13        | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR NT 4.375%42      | 2042-07-16      | 4.3750%  | 0.0000% | $203000.00         | $182644.96         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.5%35    | 2035-05-15      | 4.5000%  | 0.0000% | $3000.00           | $3062.49           | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.3%020128       | 2028-02-01      | 5.3000%  | 0.0000% | $148000.00         | $152287.56         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 26       | 2026-08-15      | 1.9980%  | 0.0000% | $3737000.00        | $3699211.46        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 37       | 2037-08-22      | 3.8750%  | 0.0000% | $615000.00         | $573473.41         | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT5.1%35    | 2035-10-01      | 5.1000%  | 0.0000% | $1900000.00        | $1984474.00        | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 26       | 2026-12-15      | 3.2800%  | 0.0000% | $52000.00          | $52168.02          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.8%61    | 2061-02-08      | 2.8000%  | 0.0000% | $4946000.00        | $3052748.14        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 64       | 2064-02-26      | 5.3500%  | 0.0000% | $569000.00         | $563742.28         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 27    | 2027-09-29      | 4.4500%  | 0.0000% | $11227000.00       | $11304977.75       | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $2395000.00        | $1693668.16        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 3%60     | 2060-11-20      | 3.0000%  | 0.0000% | $3000.00           | $1857.83           | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 35     | 2035-01-11      | 6.0970%  | 0.0000% | $750000.00         | $820582.77         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 2%50     | 2050-08-15      | 2.0000%  | 0.0000% | $500000.00         | $282986.11         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.4%28    | 2028-06-15      | 4.4000%  | 0.0000% | $1105000.00        | $1133466.03        | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR13        B-1    20451025 FLT | 2045-10-25      | 5.0055%  | 0.0000% | $4150000.00        | $2044825.05        | Private Label Collateralized Mortgage Obligations |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 55    | 2055-03-15      | 5.6500%  | 0.0000% | $2253000.00        | $2297067.43        | Corporate Debt Securities                         |
| RTX CORPORATION                4.125%28            | 2028-11-16      | 4.1250%  | 0.0000% | $1116000.00        | $1138103.77        | Corporate Debt Securities                         |
| WRKCO INC                      SR GLBL NT 3%33     | 2033-06-15      | 3.0000%  | 0.0000% | $12000.00          | $10812.64          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.9%50    | 2050-05-15      | 2.9000%  | 0.0000% | $3000.00           | $1998.13           | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT1.1%31    | 2031-02-15      | 1.1000%  | 0.0000% | $1011000.00        | $878439.93         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 46       | 2046-11-01      | 3.7500%  | 0.0000% | $226000.00         | $183426.12         | Corporate Debt Securities                         |
| GEORGIA PAC CORP               SR GLBL REGS 32     | 2032-06-30      | 4.9500%  | 0.0000% | $39000.00          | $40840.31          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $566000.00         | $611851.66         | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 34       | 2034-02-15      | 4.8500%  | 0.0000% | $12000.00          | $12313.91          | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $2605000.00        | $2726236.70        | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 34      | 2034-03-30      | 5.3750%  | 0.0000% | $19000.00          | $19792.28          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 1.9%091231       | 2031-09-12      | 1.9000%  | 0.0000% | $147000.00         | $129143.34         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR GLBL NT5.1%49    | 2049-03-15      | 5.1000%  | 0.0000% | $3000.00           | $2848.82           | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT6.4%34    | 2034-01-15      | 6.4000%  | 0.0000% | $678000.00         | $752060.95         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.9%34    | 2034-01-15      | 4.9000%  | 0.0000% | $4000.00           | $4043.87           | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 37       | 2037-04-01      | 5.9500%  | 0.0000% | $1755000.00        | $1915263.67        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 27     | 2027-01-12      | 5.7110%  | 0.0000% | $377000.00         | $384360.17         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $22053000.00       | $22579013.06       | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%55    | 2055-10-15      | 6.1000%  | 0.0000% | $1000000.00        | $1010323.89        | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1400000.00        | $1467382.00        | Corporate Debt Securities                         |
| WELLTOWER INC                  SR GLBL NT3.1%30    | 2030-01-15      | 3.1000%  | 0.0000% | $177000.00         | $171179.85         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%55    | 2055-10-15      | 6.1000%  | 0.0000% | $1001000.00        | $1011334.21        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $177000.00         | $165874.08         | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL NT5.7%32    | 2032-05-19      | 5.7000%  | 0.0000% | $475000.00         | $505785.54         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT4.7%30    | 2030-02-01      | 4.7000%  | 0.0000% | $16395000.00       | $16928657.25       | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT4.3%26    | 2026-03-08      | 4.3000%  | 0.0000% | $225000.00         | $226505.50         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 36     | 2036-03-03      | 5.4500%  | 0.0000% | $3442000.00        | $3588385.39        | Corporate Debt Securities                         |
| HIH TR 2024-61P                D      20411015 FLT | 2041-10-15      | 7.6722%  | 0.0000% | $475000.00         | $471925.20         | Private Label Collateralized Mortgage Obligations |
| HEALTHPEAK OP LLC              SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $222000.00         | $223214.28         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 28       | 2028-09-01      | 5.6250%  | 0.0000% | $4000.00           | $4165.42           | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 27       | 2027-09-11      | 6.0830%  | 0.0000% | $2324000.00        | $2378822.32        | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL REGS 28     | 2028-12-15      | 4.2780%  | 0.0000% | $214000.00         | $217516.31         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT 6%26     | 2026-11-16      | 6.0000%  | 0.0000% | $524000.00         | $547522.36         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR REGS NT 55       | 2055-07-03      | 5.9960%  | 0.0000% | $360000.00         | $383019.68         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT5.7%30    | 2030-01-24      | 5.7000%  | 0.0000% | $500000.00         | $512845.00         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL DEB 28      | 2028-04-15      | 6.9400%  | 0.0000% | $4000.00           | $4270.42           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-11-01      | 1.7070%  | 0.0000% | $2000.00           | $1965.13           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $2000.00           | $1693.94           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $400000.00         | $312776.00         | Corporate Debt Securities                         |
| FERGUSON ENTERPRISES INC       SR GLBL NT 31       | 2031-03-15      | 4.3500%  | 0.0000% | $1000.00           | $999.13            | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT2.4%31    | 2031-05-15      | 2.4000%  | 0.0000% | $1000.00           | $905.32            | Corporate Debt Securities                         |
| CAISSE CENTRALE DESJARDINS     FR 5.25%042629      | 2029-04-26      | 5.2500%  | 0.0000% | $1000.00           | $1035.48           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $1625000.00        | $1541537.29        | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT2.8%29    | 2029-10-01      | 2.8000%  | 0.0000% | $655000.00         | $623411.53         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $3738000.00        | $3930382.40        | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $2452000.00        | $2843292.34        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT3.3%27    | 2027-03-26      | 3.3000%  | 0.0000% | $9053000.00        | $9014509.66        | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2013-C12      D      20461017 FLT | 2046-10-17      | 4.7027%  | 0.0000% | $1973108.00        | $1844380.35        | Private Label Collateralized Mortgage Obligations |
| LOWES COS INC                  SR GLBL NT4.8%26    | 2026-04-01      | 4.8000%  | 0.0000% | $5000.00           | $5029.90           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL FL DB 28    | 2028-02-04      | 5.1068%  | 0.0000% | $3470000.00        | $3538056.59        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 27     | 2027-01-09      | 6.1700%  | 0.0000% | $400000.00         | $408789.67         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.25%042134      | 2034-04-21      | 5.2500%  | 0.0000% | $1000.00           | $1034.82           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT4.5%33    | 2033-05-17      | 4.5000%  | 0.0000% | $26000.00          | $26786.24          | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $2757000.00        | $3196964.51        | Corporate Debt Securities                         |
| SOUTHERN COPPER CORP           SR NT 5.25%42       | 2042-11-08      | 5.2500%  | 0.0000% | $300000.00         | $300995.75         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 35     | 2035-03-18      | 6.4500%  | 0.0000% | $4632000.00        | $4864730.98        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $81000.00          | $77047.94          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%120945     | 2045-12-09      | 4.8750%  | 0.0000% | $9831000.00        | $9351337.32        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.8%30    | 2030-05-15      | 4.8000%  | 0.0000% | $30000.00          | $31351.40          | Corporate Debt Securities                         |
| STATE STR CORP                 GLBL NT 4.993%27    | 2027-03-18      | 4.9930%  | 0.0000% | $3205000.00        | $3269112.37        | Corporate Debt Securities                         |
| SOFTBANK CORP                  SR GLBL 144A 30     | 2030-07-09      | 4.6990%  | 0.0000% | $301000.00         | $307519.23         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $781000.00         | $822652.25         | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 35       | 2035-05-15      | 5.2500%  | 0.0000% | $7000.00           | $7423.82           | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 32     | 2032-06-29      | 2.6780%  | 0.0000% | $228000.00         | $207220.32         | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34       | 2034-12-01      | 5.9500%  | 0.0000% | $200000.00         | $216107.28         | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $8758000.00        | $9178393.73        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $384000.00         | $395744.64         | Corporate Debt Securities                         |
| SYNOPSYS INC                   SR GLBL NT 35       | 2035-04-01      | 5.1500%  | 0.0000% | $3628000.00        | $3709200.69        | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DEB 54      | 2054-09-30      | 5.4500%  | 0.0000% | $365000.00         | $357839.31         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.4%48    | 2048-04-01      | 5.4000%  | 0.0000% | $200000.00         | $185976.00         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $200000.00         | $213721.56         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27     | 2027-04-09      | 5.0000%  | 0.0000% | $7895000.00        | $7989152.26        | Corporate Debt Securities                         |
| INDYMAC IMSC 2007-AR1          2-A-1  20370625 FLT | 2037-06-25      | 3.8268%  | 0.0000% | $21775000.00       | $1497051.18        | Private Label Collateralized Mortgage Obligations |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54      | 2054-02-05      | 5.3000%  | 0.0000% | $300000.00         | $291508.17         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%46    | 2046-05-19      | 4.1000%  | 0.0000% | $681000.00         | $551582.76         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $70000.00          | $74553.62          | Corporate Debt Securities                         |
| GS MTG SECS CORP TR 2018-SRP5  B      20310915 FLT | 2031-09-15      | 7.0800%  | 0.0000% | $5688921.00        | $2092139.38        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT5.7%55    | 2055-11-15      | 5.7000%  | 0.0000% | $1999000.00        | $1965056.98        | Corporate Debt Securities                         |
| HARLEY DAVIDSON FINL SVCS INC  SR 144A NT 29       | 2029-06-11      | 5.9500%  | 0.0000% | $850000.00         | $906048.06         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%33    | 2033-06-01      | 5.5000%  | 0.0000% | $2000000.00        | $2135333.33        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT3.8%25    | 2025-11-15      | 3.8000%  | 0.0000% | $17000.00          | $17289.55          | Corporate Debt Securities                         |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $100000.00         | $101989.92         | Corporate Debt Securities                         |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $1300000.00        | $1325868.99        | Corporate Debt Securities                         |
| NATWEST GROUP PLC              SR GLBL COCO 26     | 2026-11-10      | 7.4720%  | 0.0000% | $400000.00         | $414429.78         | Corporate Debt Securities                         |
| MAGNA INTL INC                 SR GLBL NT 35       | 2035-06-01      | 5.8750%  | 0.0000% | $100000.00         | $108432.47         | Corporate Debt Securities                         |
| INTERNATIONAL PAPER CO         SR GLBL NT4.8%44    | 2044-06-15      | 4.8000%  | 0.0000% | $381000.00         | $351146.11         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4.351%093030     | 2030-09-30      | 4.3510%  | 0.0000% | $1319000.00        | $1318559.23        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT6.7%38    | 2038-09-15      | 6.7000%  | 0.0000% | $778000.00         | $884672.44         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 29       | 2029-06-19      | 4.5830%  | 0.0000% | $620000.00         | $633836.56         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT49    | 2049-06-15      | 5.2500%  | 0.0000% | $50000.00          | $47285.67          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 29       | 2029-01-30      | 6.7500%  | 0.0000% | $999000.00         | $1056077.86        | Corporate Debt Securities                         |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.5791%  | 0.0000% | $11500000.00       | $9172079.76        | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                 SR GLBL NT 26       | 2026-06-25      | 5.1500%  | 0.0000% | $570000.00         | $584953.95         | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT5.4%30    | 2030-04-25      | 5.4000%  | 0.0000% | $375000.00         | $390210.00         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.4%26    | 2026-08-08      | 2.4000%  | 0.0000% | $9227000.00        | $9181726.19        | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 3%27     | 2027-06-17      | 3.0000%  | 0.0000% | $199000.00         | $197522.76         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-25      | 4.7500%  | 0.0000% | $929000.00         | $967028.61         | Corporate Debt Securities                         |
| HOLCIM FINANCE US LLC          SR GLBL 144A 36     | 2036-07-15      | 7.1250%  | 0.0000% | $298000.00         | $350894.75         | Corporate Debt Securities                         |
| GRAINGER W W INC               SR GLBL NT4.2%47    | 2047-05-15      | 4.2000%  | 0.0000% | $1313000.00        | $1144511.46        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $3000.00           | $3110.09           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.994%041229     | 2029-04-12      | 4.9940%  | 0.0000% | $822000.00         | $839472.20         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SUB GLBL COCO 25    | 2025-11-19      | 5.1790%  | 0.0000% | $200000.00         | $204702.33         | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 5.35%49     | 2049-07-01      | 5.3500%  | 0.0000% | $2000.00           | $1704.61           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT3.2%27    | 2027-05-11      | 3.2000%  | 0.0000% | $78000.00          | $78571.83          | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SUB GLBL COCO 25    | 2025-11-19      | 5.1790%  | 0.0000% | $1200000.00        | $1228213.97        | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $745000.00         | $735298.44         | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $1962000.00        | $1936450.40        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.933%091527     | 2027-09-15      | 5.9330%  | 0.0000% | $243000.00         | $248414.30         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 30       | 2030-08-02      | 6.3430%  | 0.0000% | $2926000.00        | $3202510.82        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $300000.00         | $290775.75         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.299%072132     | 2032-07-21      | 2.2990%  | 0.0000% | $25034000.00       | $22455150.31       | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT6.6%29    | 2029-09-15      | 6.6000%  | 0.0000% | $13000.00          | $13549.68          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 30       | 2030-08-02      | 6.3430%  | 0.0000% | $4216000.00        | $4614417.50        | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $666000.00         | $718201.63         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $42000.00          | $38726.73          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49    | 2049-10-01      | 4.1870%  | 0.0000% | $72000.00          | $58593.54          | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $76000.00          | $76918.12          | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $3755000.00        | $3836053.55        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49    | 2049-10-01      | 4.1870%  | 0.0000% | $1000.00           | $813.80            | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $2724000.00        | $2859311.67        | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT4.9%29    | 2029-02-20      | 4.9000%  | 0.0000% | $21000.00          | $21792.20          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526    | 2026-07-05      | 5.5605%  | 0.0000% | $300000.00         | $302897.34         | Corporate Debt Securities                         |
| COMM  MORTGAGE TR 2025-SBX     A      20410812 FLT | 2041-08-12      | 5.2570%  | 0.0000% | $6660401.00        | $6727163.58        | Private Label Collateralized Mortgage Obligations |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.1%36    | 2036-02-15      | 5.1000%  | 0.0000% | $80000.00          | $80092.13          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $215000.00         | $208389.29         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $850000.00         | $844549.38         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.45%030326      | 2026-03-03      | 4.4500%  | 0.0000% | $547000.00         | $551326.47         | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $300000.00         | $323514.25         | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT | 2042-10-20      | 5.6698%  | 0.0000% | $812824.00         | $808319.77         | Private Label Collateralized Mortgage Obligations |
| AVOLON HLDGS FDG LTD           SR 144A NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $209000.00         | $207659.79         | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT2.4%31    | 2031-12-15      | 2.4000%  | 0.0000% | $28000.00          | $25118.43          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.376%042728     | 2028-04-27      | 4.3760%  | 0.0000% | $1000000.00        | $1003496.22        | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR GLBL NT 28       | 2028-12-20      | 3.4190%  | 0.0000% | $1170000.00        | $1166819.19        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $1000000.00        | $891460.00         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F    | 2099-12-31      | 4.6250%  | 0.0000% | $1000.00           | $997.94            | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      TIER I PERP GLBL    | 2079-12-31      | 3.7000%  | 0.0000% | $4951000.00        | $4934086.83        | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT5.3%34    | 2034-03-26      | 5.3000%  | 0.0000% | $1340000.00        | $1400066.24        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F    | 2099-12-31      | 4.6250%  | 0.0000% | $3016000.00        | $3009779.08        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2081-10-27      | 3.6250%  | 0.0000% | $8500000.00        | $8220622.71        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 33       | 2033-03-22      | 4.6250%  | 0.0000% | $781000.00         | $776900.08         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.225%112035     | 2035-11-20      | 5.2250%  | 0.0000% | $3717000.00        | $3939452.64        | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 33       | 2033-11-01      | 6.5500%  | 0.0000% | $2000.00           | $2301.56           | Corporate Debt Securities                         |
| BAE SYS HLDGS INC              SR 144A NT 25       | 2025-12-15      | 3.8500%  | 0.0000% | $383000.00         | $388248.80         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 34       | 2034-01-15      | 5.8750%  | 0.0000% | $260000.00         | $275594.44         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 43       | 2043-08-02      | 7.0790%  | 0.0000% | $1475000.00        | $1698994.77        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 32       | 2032-05-15      | 4.9500%  | 0.0000% | $5000.00           | $5238.74           | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 54       | 2054-02-20      | 5.4500%  | 0.0000% | $239000.00         | $242637.25         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.7%061030       | 2030-06-10      | 4.7000%  | 0.0000% | $75000.00          | $78280.37          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 2%29     | 2029-09-01      | 2.0000%  | 0.0000% | $41000.00          | $38281.43          | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 5.2%34      | 2034-09-15      | 5.2000%  | 0.0000% | $28000.00          | $28058.08          | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 4.613%100230     | 2030-10-02      | 4.6130%  | 0.0000% | $300000.00         | $303050.37         | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -B BD 53    | 2053-04-01      | 5.4000%  | 0.0000% | $50000.00          | $50289.00          | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $2000.00           | $2090.83           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134       | 2034-04-11      | 5.1000%  | 0.0000% | $1000.00           | $1039.78           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $30000.00          | $30365.67          | Corporate Debt Securities                         |
| CITIGRP COML MTG 2019-GC41     F      20560811 3.0 | 2056-08-11      | 3.0000%  | 0.0000% | $13352000.00       | $8101512.93        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR DEB 7.5%95       | 2095-11-15      | 7.5000%  | 0.0000% | $4565000.00        | $5200280.62        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 35       | 2035-04-25      | 6.6450%  | 0.0000% | $154000.00         | $169116.26         | Corporate Debt Securities                         |
| CONNECTICUT AVE SECS 2022-R02  2M-2   20420127 FLT | 2042-01-27      | 7.1828%  | 0.0000% | $2727000.00        | $2789170.39        | Private Label Collateralized Mortgage Obligations |
| CITI GRP COML MTG TR 2012-GC8  D      20450912 FLT | 2045-09-12      | 5.1242%  | 0.0000% | $3170247.00        | $1893208.58        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 35       | 2035-06-11      | 5.4490%  | 0.0000% | $99000.00          | $105109.35         | Corporate Debt Securities                         |
| COLUMBIA PIPELINE GROUP INC    SR GLBL NT5.8%45    | 2045-06-01      | 5.8000%  | 0.0000% | $79000.00          | $80738.53          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 30       | 2030-03-25      | 3.4500%  | 0.0000% | $4000.00           | $3920.12           | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1ST MTG BD4.3%44    | 2044-04-15      | 4.3000%  | 0.0000% | $2750000.00        | $2423248.06        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-10-01      | 4.9000%  | 0.0000% | $906000.00         | $914673.44         | Corporate Debt Securities                         |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL32    | 2032-06-01      | 9.2500%  | 0.0000% | $94000.00          | $121469.12         | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $2599000.00        | $2565129.25        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 37     | 2037-03-23      | 5.0100%  | 0.0000% | $738000.00         | $739711.55         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $357000.00         | $370886.11         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $1776000.00        | $1779110.96        | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35    | 2035-01-15      | 5.8000%  | 0.0000% | $973000.00         | $1043871.16        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $3999943.00        | $4104468.18        | Agency Collateralized Mortgage Obligation         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $171000.00         | $188883.18         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.8828%  | 0.0000% | $756518.00         | $793663.69         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR  2022-DNA1         M-1B   20420127 FLT | 2042-01-27      | 6.0328%  | 0.0000% | $1560000.00        | $1576703.40        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 7.5328%  | 0.0000% | $1960804.00        | $2034028.22        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRTT SERIES 2020-3    M      20600525 FLT | 2060-05-25      | 4.2500%  | 0.0000% | $2300000.00        | $2206453.63        | Private Label Collateralized Mortgage Obligations |
| FOX CORP                       GLBL NT 3.5%30      | 2030-04-08      | 3.5000%  | 0.0000% | $37000.00          | $35906.51          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $3630000.00        | $3954630.90        | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 7.5328%  | 0.0000% | $2090000.00        | $2168048.91        | Private Label Collateralized Mortgage Obligations |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT5.1%32    | 2032-07-15      | 5.1000%  | 0.0000% | $66000.00          | $68423.96          | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2022-4     D      20281016 8.8 | 2028-10-16      | 8.8600%  | 0.0000% | $11577000.00       | $11535794.88       | Asset-Backed Securities                           |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36    | 2036-01-25      | 6.1000%  | 0.0000% | $7204000.00        | $7756810.95        | Corporate Debt Securities                         |
| GS MTG SECS TR 2014-GC24       D      20470912 FLT | 2047-09-12      | 4.4469%  | 0.0000% | $7470242.00        | $4705921.69        | Private Label Collateralized Mortgage Obligations |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280616 5.4 | 2028-06-16      | 5.4500%  | 0.0000% | $59000.00          | $39613.94          | Asset-Backed Securities                           |
| GENERAL DYNAMICS CORP          SR GLBL NT 50       | 2050-04-01      | 4.2500%  | 0.0000% | $35000.00          | $30492.06          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 35       | 2035-07-15      | 6.1500%  | 0.0000% | $5953000.00        | $6453438.95        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 5%33     | 2033-02-15      | 5.0000%  | 0.0000% | $187000.00         | $194886.83         | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT 26       | 2026-03-01      | 3.3500%  | 0.0000% | $17000.00          | $17040.18          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32       | 2032-08-05      | 4.1500%  | 0.0000% | $9000.00           | $8805.10           | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.5%40    | 2040-04-01      | 3.5000%  | 0.0000% | $110000.00         | $95058.33          | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           A-1    20650725 5.1 | 2065-07-25      | 5.1430%  | 0.0000% | $24932501.00       | $24480155.46       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 6.627%110134     | 2034-11-01      | 6.6270%  | 0.0000% | $7000.00           | $8087.34           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 27       | 2027-04-15      | 2.8750%  | 0.0000% | $39000.00          | $38522.16          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-03-15      | 1.3750%  | 0.0000% | $424000.00         | $367670.30         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT6.2%35    | 2035-10-15      | 6.2000%  | 0.0000% | $31000.00          | $33617.19          | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL30    | 2030-09-15      | 3.5000%  | 0.0000% | $210000.00         | $198788.57         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $1808000.00        | $1864120.32        | Corporate Debt Securities                         |
| OMNIS FDG TR                   SR 144A NT 55       | 2055-05-15      | 6.7220%  | 0.0000% | $400000.00         | $439527.27         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              A-2    20641025 FLT | 2064-10-25      | 5.5700%  | 0.0000% | $2178000.00        | $1755399.70        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MORTGAGE 2024-VIS1 B-2    20640725 FLT | 2064-07-25      | 8.0700%  | 0.0000% | $2220000.00        | $2253217.91        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 41       | 2041-04-22      | 3.1090%  | 0.0000% | $88000.00          | $69780.24          | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.2828%  | 0.0000% | $1695918.00        | $1596598.20        | Private Label Collateralized Mortgage Obligations |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33    | 2033-03-15      | 4.7000%  | 0.0000% | $256000.00         | $260394.38         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33    | 2033-03-15      | 4.7000%  | 0.0000% | $1500000.00        | $1525748.33        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $1330000.00        | $1310001.23        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 38       | 2038-10-31      | 4.0170%  | 0.0000% | $616000.00         | $556365.04         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 4%26     | 2026-10-06      | 4.0000%  | 0.0000% | $11243000.00       | $11260851.39       | Corporate Debt Securities                         |
| IQVIA INC                      SR SEC GLBL NT28    | 2028-05-15      | 5.7000%  | 0.0000% | $366000.00         | $386826.62         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-10-21      | 2.6500%  | 0.0000% | $246000.00         | $221463.00         | Corporate Debt Securities                         |
| INGREDION INC                  SR GLBL NT3.2%26    | 2026-10-01      | 3.2000%  | 0.0000% | $10000000.00       | $9944166.67        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-10-21      | 4.7500%  | 0.0000% | $1298000.00        | $1198092.22        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-04-04      | 5.9500%  | 0.0000% | $712000.00         | $749146.82         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.283%27      | 2027-03-18      | 5.2830%  | 0.0000% | $2975000.00        | $3004810.24        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL FL NT 28    | 2028-04-04      | 5.4405%  | 0.0000% | $5000000.00        | $5016652.01        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $2929000.00        | $3129952.18        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 5.0406%  | 0.0000% | $8999000.00        | $9104505.78        | Corporate Debt Securities                         |
| GS MTG SECS TR 2012-BWTR       A      20341107 2.9 | 2034-11-07      | 2.9540%  | 0.0000% | $7339000.00        | $6085149.06        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 4.75%092631      | 2031-09-26      | 4.7500%  | 0.0000% | $61000.00          | $61630.62          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 30       | 2030-04-01      | 4.8750%  | 0.0000% | $7000.00           | $7121.40           | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.8%41        | 2041-10-01      | 4.8000%  | 0.0000% | $375000.00         | $341925.00         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 49       | 2049-01-23      | 3.8970%  | 0.0000% | $2042000.00        | $1687015.66        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-25      | 4.8510%  | 0.0000% | $65000.00          | $66659.84          | Corporate Debt Securities                         |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.5390%  | 0.0000% | $639000.00         | $452217.03         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR NT 6.07%27       | 2027-10-22      | 6.0700%  | 0.0000% | $3668000.00        | $3739773.59        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 38    | 2038-07-24      | 3.8820%  | 0.0000% | $3925000.00        | $3588783.85        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-04-26      | 4.5860%  | 0.0000% | $249000.00         | $250430.99         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $1000.00           | $1046.52           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $15411000.00       | $16127868.35       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 45       | 2045-11-29      | 5.5340%  | 0.0000% | $1471000.00        | $1554370.07        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.9%45    | 2045-07-29      | 4.9000%  | 0.0000% | $603000.00         | $545306.30         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.5%27    | 2027-03-01      | 4.5000%  | 0.0000% | $11000.00          | $11191.62          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 52       | 2052-04-22      | 3.3280%  | 0.0000% | $99000.00          | $71921.72          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT4.4%49    | 2049-07-01      | 4.4000%  | 0.0000% | $4929000.00        | $4041369.25        | Corporate Debt Securities                         |
| FHLMC STACR 2020-DNA5          B-2    20501025 FLT | 2050-10-25      | 15.6828% | 0.0000% | $270026.00         | $378396.22         | Private Label Collateralized Mortgage Obligations |
| TPG OPER GROUP II LP           SR GLBL NT 34       | 2034-03-05      | 5.8750%  | 0.0000% | $3932000.00        | $4168623.39        | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 35       | 2035-03-15      | 5.1500%  | 0.0000% | $460000.00         | $476808.66         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT4.9%30    | 2030-09-15      | 4.9000%  | 0.0000% | $3000.00           | $3061.92           | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 41       | 2041-06-29      | 2.9860%  | 0.0000% | $102000.00         | $78804.82          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82    | 2082-10-31      | 8.1250%  | 0.0000% | $8099000.00        | $8549142.42        | Corporate Debt Securities                         |
| 3M CO                          FR 5.7%031537       | 2037-03-15      | 5.7000%  | 0.0000% | $114000.00         | $122745.32         | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR GLBL NT 4%47     | 2047-05-30      | 4.0000%  | 0.0000% | $5064000.00        | $4276227.28        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 45     | 2045-09-06      | 5.3790%  | 0.0000% | $1494000.00        | $1523608.84        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-01-26      | 3.8500%  | 0.0000% | $2000.00           | $2013.50           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-09-22      | 1.4700%  | 0.0000% | $719000.00         | $703090.33         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28    | 2028-02-24      | 5.4692%  | 0.0000% | $1805000.00        | $1837251.74        | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2024-VIS2   B-2    20641125 FLT | 2064-11-25      | 7.7168%  | 0.0000% | $3043000.00        | $3058837.89        | Private Label Collateralized Mortgage Obligations |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT | 2053-06-25      | 5.3902%  | 0.0000% | $182118.00         | $163379.34         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-01-28      | 5.5360%  | 0.0000% | $496000.00         | $523841.14         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 29     | 2029-01-21      | 5.5450%  | 0.0000% | $382000.00         | $397214.58         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%50    | 2050-02-15      | 3.3000%  | 0.0000% | $56000.00          | $39911.01          | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $32000.00          | $34659.13          | Corporate Debt Securities                         |
| MRCD 2019-PARK MORTGAGE TRUST  G      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $28271000.00       | $15245549.51       | Private Label Collateralized Mortgage Obligations |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $10000.00          | $8921.58           | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT4.2%46    | 2046-07-15      | 4.2000%  | 0.0000% | $4446000.00        | $3703103.04        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%50    | 2050-02-15      | 3.3000%  | 0.0000% | $44000.00          | $31358.65          | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 31    | 2031-03-03      | 2.2000%  | 0.0000% | $54000.00          | $48571.62          | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT4.1%37    | 2037-02-06      | 4.1000%  | 0.0000% | $900000.00         | $885159.50         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 35       | 2035-07-15      | 5.2500%  | 0.0000% | $305000.00         | $323884.58         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.3%51    | 2051-02-15      | 3.3000%  | 0.0000% | $100000.00         | $68989.67          | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 4.625%091333     | 2033-09-13      | 4.6250%  | 0.0000% | $435000.00         | $437091.56         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $2201000.00        | $1963640.49        | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $2000.00           | $2135.11           | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $1420000.00        | $1515926.52        | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $2037000.00        | $1842284.30        | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.575%041126     | 2026-04-11      | 3.5750%  | 0.0000% | $201000.00         | $200854.64         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32       | 2032-08-05      | 4.1500%  | 0.0000% | $114000.00         | $111531.20         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT2.6%26    | 2026-05-19      | 2.6000%  | 0.0000% | $20000.00          | $20061.80          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $852000.00         | $586479.41         | Corporate Debt Securities                         |
| OLYMPIC TOWER MTG TR 2017-OT   A      20390512 3.5 | 2039-05-12      | 3.5660%  | 0.0000% | $450000.00         | $430243.05         | Private Label Collateralized Mortgage Obligations |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT6.2%35    | 2035-10-15      | 6.2000%  | 0.0000% | $50000.00          | $54221.28          | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               A-1    20631225 FLT | 2063-12-25      | 6.1290%  | 0.0000% | $180000.00         | $112534.17         | Private Label Collateralized Mortgage Obligations |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%29     | 2029-02-02      | 3.0000%  | 0.0000% | $560000.00         | $540368.27         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 26       | 2026-06-25      | 5.1500%  | 0.0000% | $13249000.00       | $13596587.52       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 40       | 2040-07-15      | 5.3750%  | 0.0000% | $970000.00         | $946668.00         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 40       | 2040-07-15      | 5.3750%  | 0.0000% | $2324000.00        | $2268099.41        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 47       | 2047-12-08      | 3.7340%  | 0.0000% | $357000.00         | $269799.99         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -R NT 51    | 2051-10-01      | 2.9000%  | 0.0000% | $24000.00          | $15220.48          | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -R NT 51    | 2051-10-01      | 2.9000%  | 0.0000% | $51000.00          | $32343.52          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT35    | 2035-04-01      | 5.3500%  | 0.0000% | $2000.00           | $2087.38           | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR 144A NT 35       | 2035-09-09      | 5.3590%  | 0.0000% | $700000.00         | $717851.34         | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT 29       | 2029-12-15      | 4.9500%  | 0.0000% | $3408000.00        | $3564171.60        | Corporate Debt Securities                         |
| HUNT J B TRANS SVCS INC        3.875%26            | 2026-03-01      | 3.8750%  | 0.0000% | $1470000.00        | $1476877.15        | Corporate Debt Securities                         |
| INDYMAC INDX 2006-AR12         A-1    20460925 FLT | 2046-09-25      | 4.4855%  | 0.0000% | $4265000.00        | $398626.03         | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                 SR GLBL NT4.5%32    | 2032-09-15      | 4.5000%  | 0.0000% | $2360000.00        | $2412179.60        | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT5.3%35    | 2035-10-10      | 5.3000%  | 0.0000% | $1000.00           | $1003.84           | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR -A NT4.754%26    | 2026-04-21      | 4.7540%  | 0.0000% | $750000.00         | $752685.42         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR -A NT4.754%26    | 2026-04-21      | 4.7540%  | 0.0000% | $2911000.00        | $2921423.00        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 29       | 2029-02-20      | 4.5300%  | 0.0000% | $539000.00         | $548892.90         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 3%25     | 2025-11-20      | 3.0000%  | 0.0000% | $10484000.00       | $10617426.37       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.7%34    | 2034-09-27      | 4.7000%  | 0.0000% | $82000.00          | $79358.69          | Corporate Debt Securities                         |
| HILTON USA TRUST 2016-SFP      B      20351107 3.3 | 2035-11-07      | 3.3228%  | 0.0000% | $5000000.00        | $1421345.15        | Private Label Collateralized Mortgage Obligations |
| NISOURCE INC                   SR GLBL NT 28       | 2028-03-30      | 5.2500%  | 0.0000% | $35000.00          | $36019.38          | Corporate Debt Securities                         |
| OHIO EDISON CO                 SR 144A NT 29       | 2029-12-15      | 4.9500%  | 0.0000% | $654000.00         | $683969.55         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $25669000.00       | $27964578.67       | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $6046000.00        | $6544996.53        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $15108000.00       | $16354913.60       | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA2          B-1    20330825 FLT | 2033-08-25      | 7.5828%  | 0.0000% | $10000.00          | $11039.87          | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA3          B-1    20331025 FLT | 2033-10-25      | 7.6828%  | 0.0000% | $10000.00          | $11202.75          | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA1 M-1A   20430526 FLT | 2043-05-26      | 6.1828%  | 0.0000% | $1200000.00        | $533939.06         | Private Label Collateralized Mortgage Obligations |
| PHILLIPS 66 CO                 SR GLBL NT 54       | 2054-06-15      | 5.6500%  | 0.0000% | $246000.00         | $242205.31         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $22000.00          | $19447.95          | Corporate Debt Securities                         |
| NEXA RES S A                   SR REGS NT 34       | 2034-04-09      | 6.7500%  | 0.0000% | $1600000.00        | $1715884.00        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $2969000.00        | $3023824.23        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -D NT 4.65%43    | 2043-08-15      | 4.6500%  | 0.0000% | $1957000.00        | $1801098.86        | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6438%  | 0.0000% | $14909000.00       | $13178882.11       | Private Label Collateralized Mortgage Obligations |
| WESTPAC BKG CORP               GLBL NT 2.65%30     | 2030-01-16      | 2.6500%  | 0.0000% | $47000.00          | $44844.84          | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $410265.00         | $277845.91         | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 SUB GLBL COCO 37    | 2037-09-15      | 6.5000%  | 0.0000% | $940000.00         | $1025525.90        | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   B-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $10000000.00       | $10011766.67       | Private Label Collateralized Mortgage Obligations |
| NEW YORK ST ELEC & GAS CORP    SR REGS NT 33       | 2033-08-15      | 5.8500%  | 0.0000% | $12000.00          | $12931.92          | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 31       | 2031-06-17      | 2.6500%  | 0.0000% | $539000.00         | $491710.24         | Corporate Debt Securities                         |
| PHILLIPS EDISON GROCERY CTR OP SR GLBL NT 32       | 2032-08-15      | 5.2500%  | 0.0000% | $506000.00         | $527601.98         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%46     | 2046-07-15      | 4.0000%  | 0.0000% | $2955000.00        | $2276584.53        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $128000.00         | $113151.72         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $44000.00          | $38563.51          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.1%61    | 2061-03-25      | 4.1000%  | 0.0000% | $1050000.00        | $736018.50         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.8%30    | 2030-11-01      | 5.8000%  | 0.0000% | $292000.00         | $315730.84         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 32       | 2032-05-20      | 1.6500%  | 0.0000% | $43000.00          | $36927.50          | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2024A 54    | 2054-06-01      | 5.8000%  | 0.0000% | $215000.00         | $220610.78         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $13033000.00       | $12205660.81       | Private Label Collateralized Mortgage Obligations |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $1239000.00        | $1339371.39        | Corporate Debt Securities                         |
| WAMU MTG CERT 2007-HY7         2-A2   20370725 FLT | 2037-07-25      | 3.8999%  | 0.0000% | $19525000.00       | $1144811.70        | Private Label Collateralized Mortgage Obligations |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2033-11-17      | 6.8200%  | 0.0000% | $21000.00          | $24241.76          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT3.5%47    | 2047-10-25      | 3.5000%  | 0.0000% | $236000.00         | $185447.23         | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2014A 44    | 2044-06-01      | 4.5500%  | 0.0000% | $2053000.00        | $1811769.08        | Corporate Debt Securities                         |
| PERNOD RICARD INTL FINANCE LLC SR GLBL 144A 28     | 2028-04-01      | 1.2500%  | 0.0000% | $1001000.00        | $935075.81         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           SUB GLBL 7 NT 85    | 2085-10-27      | 6.8750%  | 0.0000% | $347000.00         | $352028.51         | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $200000.00         | $220313.07         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I 85       | 2085-11-26      | 6.8750%  | 0.0000% | $7833000.00        | $8217040.02        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $1997000.00        | $1952811.38        | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US8 NT33    | 2033-05-11      | 5.1000%  | 0.0000% | $506000.00         | $527232.60         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $11547000.00       | $12048219.99       | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $26739000.00       | $27899658.29       | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA6          B-2    20411025 FLT | 2041-10-25      | 11.6828% | 0.0000% | $27100000.00       | $28583971.28       | Private Label Collateralized Mortgage Obligations |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $6382000.00        | $6398508.11        | Corporate Debt Securities                         |
| FERGUSON FIN PLC               GLBL 144A NT 28     | 2028-10-24      | 4.5000%  | 0.0000% | $794000.00         | $798557.56         | Corporate Debt Securities                         |
| FHLMC STACR 2018-DNA2          M-2B   20301226 FLT | 2030-12-26      | 6.4473%  | 0.0000% | $2186811.00        | $2052561.12        | Private Label Collateralized Mortgage Obligations |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535     | 2035-11-15      | 4.4180%  | 0.0000% | $1488000.00        | $1492358.60        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $1933000.00        | $1986641.82        | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL COCO 29     | 2029-03-25      | 5.2704%  | 0.0000% | $3940000.00        | $3973087.13        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 33       | 2033-01-15      | 4.7500%  | 0.0000% | $887000.00         | $891851.64         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $403000.00         | $419190.53         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $1000.00           | $1040.17           | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $396000.00         | $411909.30         | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 2.875%31    | 2031-02-15      | 2.8750%  | 0.0000% | $34000.00          | $31689.00          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 29       | 2029-06-01      | 2.9500%  | 0.0000% | $20000.00          | $19596.63          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 36       | 2036-10-23      | 4.7840%  | 0.0000% | $2000.00           | $1996.85           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 34     | 2034-08-01      | 5.1250%  | 0.0000% | $1598000.00        | $1649731.26        | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR 144A NT 5%29     | 2029-07-02      | 5.0000%  | 0.0000% | $5114000.00        | $5335021.40        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL CCC BD34    | 2034-09-01      | 5.0500%  | 0.0000% | $25000.00          | $25753.67          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.9%26    | 2026-06-15      | 2.9000%  | 0.0000% | $285000.00         | $285922.13         | Corporate Debt Securities                         |
| MASSMUTUAL GLBL FDG II MTN     -20233 144A NT26    | 2026-04-10      | 4.5000%  | 0.0000% | $644000.00         | $646579.22         | Corporate Debt Securities                         |
| MASTR ADJ MTG 2005-1           B-1    20350325 FLT | 2035-03-25      | 5.2247%  | 0.0000% | $11650000.00       | $1566669.74        | Private Label Collateralized Mortgage Obligations |
| MARS INC                       SR GLBL 144A 55     | 2055-05-01      | 5.7000%  | 0.0000% | $1772000.00        | $1885511.37        | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 32       | 2032-05-30      | 4.9500%  | 0.0000% | $634000.00         | $663896.27         | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 32       | 2032-05-30      | 4.9500%  | 0.0000% | $1585000.00        | $1659740.68        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%050143     | 2043-05-01      | 3.6250%  | 0.0000% | $208000.00         | $170906.32         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR NT 3.6%42        | 2042-09-15      | 3.6000%  | 0.0000% | $96000.00          | $79121.28          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.9%26    | 2026-06-15      | 2.9000%  | 0.0000% | $4000.00           | $4012.94           | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    GLBL NT 1.71%31     | 2031-01-12      | 1.7100%  | 0.0000% | $250000.00         | $220127.50         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019B 49    | 2049-03-01      | 4.8750%  | 0.0000% | $877000.00         | $760056.44         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $1220000.00        | $1157729.17        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.4%26    | 2026-09-15      | 3.4000%  | 0.0000% | $2385000.00        | $2386537.00        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.4%26    | 2026-09-15      | 3.4000%  | 0.0000% | $3358000.00        | $3360164.04        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 36     | 2036-08-12      | 5.4000%  | 0.0000% | $2902000.00        | $2994631.84        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 62       | 2062-03-17      | 3.0410%  | 0.0000% | $129000.00         | $84676.47          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 51       | 2051-03-15      | 2.9500%  | 0.0000% | $405000.00         | $275922.22         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $399000.00         | $403868.69         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 27       | 2027-09-15      | 3.8500%  | 0.0000% | $1906000.00        | $1919801.56        | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.179%070831     | 2031-07-08      | 5.1790%  | 0.0000% | $920000.00         | $958002.80         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $12000.00          | $11387.50          | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.68%042241      | 2041-04-22      | 3.6800%  | 0.0000% | $2037000.00        | $1768315.17        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $65000.00          | $66617.92          | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 5%35     | 2035-04-15      | 5.0000%  | 0.0000% | $2000.00           | $2036.24           | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 2.875%31    | 2031-02-15      | 2.8750%  | 0.0000% | $180000.00         | $167765.30         | Corporate Debt Securities                         |
| CARLYLE SECURED LENDING INC    GLBL NT 5.75%31     | 2031-02-15      | 5.7500%  | 0.0000% | $500000.00         | $492861.67         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53      | 2053-09-15      | 7.1250%  | 0.0000% | $2239000.00        | $2370684.92        | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.75%34     | 2034-01-15      | 5.7500%  | 0.0000% | $69000.00          | $74413.09          | Corporate Debt Securities                         |
| NATIONWIDE FINL SVCS INC       SR 144A NT5.3%44    | 2044-11-18      | 5.3000%  | 0.0000% | $3000000.00        | $2935431.67        | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 26       | 2026-09-15      | 1.1250%  | 0.0000% | $325000.00         | $318034.44         | Corporate Debt Securities                         |
| NESTLE HLDGS INC               SR 144A NT 26       | 2026-03-13      | 5.2500%  | 0.0000% | $300000.00         | $303228.00         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         4.6%29              | 2029-05-23      | 4.6000%  | 0.0000% | $23000.00          | $23738.27          | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL DEB 32      | 2032-11-01      | 6.3500%  | 0.0000% | $2000.00           | $2286.10           | Corporate Debt Securities                         |
| NATWEST GROUP PLC              LW TIER II 34       | 2034-06-01      | 6.4750%  | 0.0000% | $881000.00         | $947876.10         | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.5%46    | 2046-04-01      | 4.5000%  | 0.0000% | $2100000.00        | $1837143.00        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $18579000.00       | $19569854.20       | Corporate Debt Securities                         |
| TELUS CORPORATION              GLBL NT 3.4%32      | 2032-05-13      | 3.4000%  | 0.0000% | $1763000.00        | $1653133.76        | Corporate Debt Securities                         |
| NEVADA POWER CO                JR SB GLBL NT 55    | 2055-05-15      | 6.2500%  | 0.0000% | $27000.00          | $28278.97          | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34       | 2034-12-01      | 5.9500%  | 0.0000% | $1020000.00        | $1102147.12        | Corporate Debt Securities                         |
| BANK 2018-BNK10                B      20610217 FLT | 2061-02-17      | 4.0780%  | 0.0000% | $330000.00         | $308802.56         | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $1000.00           | $1039.29           | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $1844000.00        | $1787074.70        | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 31       | 2031-02-15      | 1.8500%  | 0.0000% | $1615000.00        | $1561827.02        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 30       | 2030-09-30      | 4.3750%  | 0.0000% | $1000.00           | $997.47            | Corporate Debt Securities                         |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $10000.00          | $10922.20          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 44       | 2044-09-15      | 4.7500%  | 0.0000% | $3000.00           | $2819.55           | Corporate Debt Securities                         |
| DURST COML MTG TR 2025-151     B      20420812 FLT | 2042-08-12      | 5.5820%  | 0.0000% | $1627000.00        | $1668535.19        | Private Label Collateralized Mortgage Obligations |
| ENEL FIN INTL N.V.             SR 144A NT 5%35     | 2035-09-30      | 5.0000%  | 0.0000% | $3000.00           | $2987.33           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%26    | 2026-02-15      | 3.7000%  | 0.0000% | $315000.00         | $316871.45         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL B NT3%29    | 2029-11-15      | 3.0000%  | 0.0000% | $23000.00          | $22013.61          | Corporate Debt Securities                         |
| DEUTSCHE ALT-B SECS 2007-AB1   A-1    20370425 FLT | 2037-04-25      | 4.4055%  | 0.0000% | $32100000.00       | $2298188.02        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 55       | 2055-03-15      | 5.5500%  | 0.0000% | $36000.00          | $36803.22          | Corporate Debt Securities                         |
| EQUITABLE FINL LIFE GLOBAL FDG -20252 144A NT30    | 2030-03-27      | 5.0000%  | 0.0000% | $126000.00         | $129404.80         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT2.2%28    | 2028-01-13      | 2.2000%  | 0.0000% | $18000.00          | $17500.68          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $2809000.00        | $2577741.27        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 49       | 2049-09-01      | 2.7500%  | 0.0000% | $616000.00         | $404615.49         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 3.15%32     | 2032-01-15      | 3.1500%  | 0.0000% | $701000.00         | $650594.59         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $380000.00         | $408263.87         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.5%47    | 2047-05-09      | 4.5000%  | 0.0000% | $180000.00         | $156447.00         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 31       | 2031-03-24      | 3.1250%  | 0.0000% | $160000.00         | $149369.89         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $402000.00         | $431900.20         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 D35    | 2035-03-15      | 5.1250%  | 0.0000% | $2000.00           | $2067.88           | Corporate Debt Securities                         |
| DBGS MTG TR 2018-C1            D      20511017 FLT | 2051-10-17      | 2.8862%  | 0.0000% | $347832.00         | $249535.43         | Private Label Collateralized Mortgage Obligations |
| CONSUMERS ENERGY CO            1M GLBL BD 33       | 2033-05-15      | 4.6250%  | 0.0000% | $4323000.00        | $4436981.90        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 6.2590%  | 0.0000% | $883000.00         | $935366.31         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.571%042733     | 2033-04-27      | 4.5710%  | 0.0000% | $10220000.00       | $10231833.62       | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 28       | 2028-09-30      | 2.8500%  | 0.0000% | $787000.00         | $744710.55         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%34     | 2034-04-02      | 5.1500%  | 0.0000% | $1192000.00        | $1222418.18        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $569000.00         | $551504.67         | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $6030000.00        | $6102845.75        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61    | 2061-02-08      | 3.3790%  | 0.0000% | $87000.00          | $59089.57          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61    | 2061-02-08      | 3.3790%  | 0.0000% | $357000.00         | $242471.00         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 45       | 2045-08-17      | 5.2500%  | 0.0000% | $3945000.00        | $3881192.91        | Corporate Debt Securities                         |
| BACARDI LTD                    SR GLBL 144A 28     | 2028-05-15      | 4.7000%  | 0.0000% | $100000.00         | $102866.17         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 6.2590%  | 0.0000% | $721000.00         | $763758.90         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 30     | 2030-05-28      | 3.4900%  | 0.0000% | $1400000.00        | $1367037.78        | Corporate Debt Securities                         |
| CONNECTICUT AVE TRUST 2024-R06 1M-1   20440926 FLT | 2044-09-26      | 5.2328%  | 0.0000% | $2500000.00        | $624055.93         | Private Label Collateralized Mortgage Obligations |
| DICKS SPORTING GOODS INC       GLBL 144A NT4%29    | 2029-10-01      | 4.0000%  | 0.0000% | $800000.00         | $785586.67         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL 144A NT4%29    | 2029-10-01      | 4.0000%  | 0.0000% | $3681000.00        | $3614680.65        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $1271000.00        | $1276067.05        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             LW TIER II GLBL     | 2031-07-08      | 5.8820%  | 0.0000% | $533000.00         | $562735.83         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT6.9%53    | 2053-05-15      | 6.9000%  | 0.0000% | $2000.00           | $2202.85           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%26    | 2026-02-15      | 3.7000%  | 0.0000% | $129000.00         | $129766.40         | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT2.8%51    | 2051-12-21      | 2.8000%  | 0.0000% | $1000.00           | $666.27            | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 5.2%34      | 2034-09-15      | 5.2000%  | 0.0000% | $977000.00         | $979026.73         | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 3.4%51      | 2051-08-01      | 3.4000%  | 0.0000% | $109000.00         | $76524.06          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $3065000.00        | $2525840.96        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT      | 2079-12-31      | 3.7500%  | 0.0000% | $53000.00          | $52150.98          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT      | 2079-12-31      | 3.7500%  | 0.0000% | $3000.00           | $2951.94           | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $206000.00         | $150946.84         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3%50        | 2050-02-24      | 3.0000%  | 0.0000% | $99000.00          | $66968.88          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2082-10-27      | 8.6250%  | 0.0000% | $808000.00         | $856680.99         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64    | 2064-05-01      | 7.0080%  | 0.0000% | $99000.00          | $117977.31         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 47       | 2047-08-15      | 4.5400%  | 0.0000% | $40000.00          | $34189.38          | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $9550000.00        | $10053308.88       | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B4       C      20510717 FLT | 2051-07-17      | 4.5139%  | 0.0000% | $1300000.00        | $1124730.81        | Private Label Collateralized Mortgage Obligations |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 50      | 2050-11-15      | 2.8390%  | 0.0000% | $1000.00           | $667.75            | Corporate Debt Securities                         |
| BARINGS PRIVATE CR CORP        SR GLBL 144A 30     | 2030-06-11      | 6.1500%  | 0.0000% | $900000.00         | $915126.00         | Corporate Debt Securities                         |
| BPCE                           FR 6.293%011436     | 2036-01-14      | 6.2930%  | 0.0000% | $526000.00         | $574675.72         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 2.45%31     | 2031-12-02      | 2.4500%  | 0.0000% | $207000.00         | $186888.34         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-141       A-2    20320225 2.2 | 2032-02-25      | 2.2500%  | 0.0000% | $9715000.00        | $8723215.08        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-055       A-2    20260325 2.6 | 2026-03-25      | 2.6730%  | 0.0000% | $74000.00          | $69248.28          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-070       A-M    20271225 FLT | 2027-12-25      | 3.3640%  | 0.0000% | $101997.00         | $101036.63         | Agency Collateralized Mortgage Obligation         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AB BD 48    | 2048-03-01      | 3.9500%  | 0.0000% | $1000.00           | $815.82            | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-148       A-2    20320725 FLT | 2032-07-25      | 3.5000%  | 0.0000% | $35000.00          | $33629.95          | Agency Collateralized Mortgage Obligation         |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-11-26      | 7.3000%  | 0.0000% | $716000.00         | $772111.33         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $76000.00          | $78985.66          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.967%042634     | 2034-04-26      | 4.9670%  | 0.0000% | $1000.00           | $1022.41           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I PERP     | 2079-12-31      | 6.8211%  | 0.0000% | $15000.00          | $15012.60          | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 47     | 2047-01-10      | 4.9500%  | 0.0000% | $4000000.00        | $3786940.00        | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 31       | 2031-01-15      | 4.7500%  | 0.0000% | $101000.00         | $102565.11         | Corporate Debt Securities                         |
| EQUINOR ASA                    3.625%28            | 2028-09-10      | 3.6250%  | 0.0000% | $2000.00           | $1992.57           | Corporate Debt Securities                         |

### Security 739: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.160000%
- **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: ARP1C8TD2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C8TD2
- **C.18 - Value (incl. sponsor support):** $7312045000.00
- **C.18.a - Value (excl. sponsor support):** $7312045000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $14729200.00       | $14059230.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $213657800.00      | $209257372.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $248790000.00      | $249999971.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $245984000.00      | $249999926.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $245297100.00      | $249999948.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $286400.00         | $298016.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $560100.00         | $573000.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $24675200.00       | $23149647.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $115293300.00      | $111751481.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $45641000.00       | $46413063.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $566500.00         | $579714.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $96671100.00       | $95349014.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $6812400.00        | $7030075.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $334100.00         | $337451.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $173637400.00      | $170846852.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $245926700.00      | $249999983.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $145216900.00      | $145925994.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $83890900.00       | $87454249.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $120905700.00      | $126266159.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $3183500.00        | $3173988.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $51374900.00       | $50968572.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $6313700.00        | $6239562.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $4743600.00        | $4723422.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $765600.00         | $755536.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $288334700.00      | $249999951.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $30164300.00       | $30141863.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $114601500.00      | $114646334.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $175242600.00      | $178813827.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $12780200.00       | $12948324.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $73481100.00       | $74132992.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $25037500.00       | $25192283.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $14100900.00       | $14098851.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $29789800.00       | $29989504.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $285548300.00      | $249999974.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $119545500.00      | $121136527.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $8514500.00        | $8303665.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $13653100.00       | $12745921.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $1291700.00        | $1313749.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $808700.00         | $815378.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $170961000.00      | $176557237.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $29291500.00       | $29790861.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $12720200.00       | $12827126.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $246066900.00      | $249999933.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $31185700.00       | $31665881.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $250469900.00      | $249999936.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $963300.00         | $985954.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $414400.00         | $425353.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $48601300.00       | $48766422.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $30834300.00       | $30884868.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $136271000.00      | $139518133.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $40466700.00       | $41017379.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $40317200.00       | $39797753.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $29742800.00       | $29793660.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $29369100.00       | $29977673.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $242792300.00      | $249999907.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $85645500.00       | $87434931.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $250981800.00      | $249999959.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $277411300.00      | $249999911.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $72653500.00       | $74831638.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $55192100.00       | $56263286.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $31701000.00       | $31067662.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $244252300.00      | $249999938.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $4319100.00        | $4469647.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $256033100.00      | $249999933.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $263514700.00      | $249999961.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $197870400.00      | $201568749.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $26415600.00       | $27476316.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $129925000.00      | $133527071.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $44766100.00       | $46254293.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $823700.00         | $821420.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $241707000.00      | $249999931.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $1163700.00        | $1190028.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $2397200.00        | $2420997.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $21000.00          | $20984.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $17289700.00       | $17541333.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $36100.00          | $37984.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $14302800.00       | $14484759.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $38423500.00       | $38086141.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $250693200.00      | $249999975.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $103159600.00      | $107431331.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $68389500.00       | $72615630.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $588600.00         | $604787.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $104796600.00      | $101585288.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $2528900.00        | $2503566.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $92506100.00       | $87043614.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $10800.00          | $10626.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $7751700.00        | $7554799.07        | U.S. Treasuries (including strips) |

### Security 740: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8TM2, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1C8TM2
- **C.18 - Value (incl. sponsor support):** $2117000000.00
- **C.18.a - Value (excl. sponsor support):** $2117000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $294800.00         | $312833.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $14193400.00       | $14682911.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $96999900.00       | $98583517.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1019.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $99200.00          | $97156.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $3078900.00        | $3248180.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $50191600.00       | $49245984.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $103000.00         | $98504.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $29400.00          | $27593.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $15000000.00       | $14078506.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $206.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $58600.00          | $58136.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $101700.00         | $97095.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $128950000.00      | $131749345.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $8892200.00        | $9074656.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $173000.00         | $170384.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $75000.00          | $79634.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $74999200.00       | $79633776.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $4999800.00        | $4906565.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $45192200.00       | $48810838.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $71000.00          | $72488.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $75327700.00       | $77029202.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $30000000.00       | $26139464.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $44645200.00       | $38900054.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $11000100.00       | $11041472.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $50000.00          | $50845.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $199900.00         | $202352.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $1350000.00        | $1378767.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $25000.00          | $25801.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $138500.00         | $142925.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $3250000.00        | $3258469.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1749900.00        | $1734535.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $18453500.00       | $17843427.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $7411000.00        | $7003350.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $38297600.00       | $39835437.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $5000000.00        | $5285803.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.9155%  | 0.0000% | $160702000.00      | $160657485.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $99900.00          | $103327.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $18278200.00       | $18915307.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $21548500.00       | $21550755.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $39544200.00       | $39295040.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $125000.00         | $127941.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $71999700.00       | $73532141.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10500000.00       | $9462480.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $147000.00         | $146891.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $273000.00         | $276072.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $24600.00          | $25086.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $984100.00         | $880408.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $26439100.00       | $26522462.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $75.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $94.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $166081400.00      | $161069561.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $400.00            | $351.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $500000.00         | $512999.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $25000.00          | $25523.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $5000000.00        | $4706326.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $8000000.00        | $7919860.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $700000.00         | $663410.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $3999900.00        | $4074661.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $175000000.00      | $179851741.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $300.00            | $299.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $42920900.00       | $44331131.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1653000.00        | $1691734.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $154452900.00      | $155633229.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $31635700.00       | $32216508.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $602600.00         | $615301.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $800.00            | $815.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $12090500.00       | $12352327.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $59900.00          | $61483.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $56773100.00       | $58273760.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $41167000.00       | $42453370.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $4599900.00        | $4557367.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $354900.00         | $354433.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $100000000.00      | $102089346.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $178915000.00      | $179782518.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1000000.00        | $1024718.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $1000000.00        | $1013608.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $99100.00          | $90962.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $2000000.00        | $1835773.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $999900.00         | $976959.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $187.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $10082100.00       | $10042658.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $17099800.00       | $17448272.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $23769000.00       | $23925875.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $79900.00          | $80036.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $49515000.00       | $49954275.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $22371600.00       | $22291867.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $776900.00         | $1019605.75        | U.S. Treasuries (including strips) |

### Security 741: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.150000%
- **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: ARP1C8TP5, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1C8TP5
- **C.18 - Value (incl. sponsor support):** $3159000000.00
- **C.18.a - Value (excl. sponsor support):** $3159000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $32960565.00       | $19053227.22       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2008.00           | $1146.21           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $41897000.00       | $20499246.85       | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $1024.00           | $75.53             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $16479500.00       | $18239325.65       | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLSD2991   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $693.36            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3382   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $888.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.98            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7294   | 2050-10-01      | 2.5000%  | 0.0000% | $25467072.00       | $13514831.72       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3515   | 2053-07-01      | 6.0000%  | 0.0000% | $110000.00         | $92869.75          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $12273104.00       | $5883132.02        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $87490900.00       | $89322351.34       | U.S. Treasuries (including strips)        |
| GNRA 2023-038 FE       | 2053-03-20      | 5.0838%  | 0.0000% | $50000000.00       | $26602520.00       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $12376100.00       | $12172932.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $8325400.00        | $10191885.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $3655800.00        | $4644885.13        | U.S. Treasuries (including strips)        |
| FNMS 02.500 CLFS9087   | 2052-04-01      | 2.5000%  | 0.0000% | $452365.00         | $357860.89         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $300.00            | $286.73            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $1962900.00        | $1709276.61        | U.S. Treasuries (including strips)        |
| GNRA 2025-069 FN       | 2055-04-20      | 5.4838%  | 0.0000% | $50000000.00       | $49750207.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG       | 2055-05-20      | 5.5838%  | 0.0000% | $46624970.00       | $46288687.01       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ0513   | 2053-12-01      | 6.5000%  | 0.0000% | $15247500.00       | $13258481.18       | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $1024.00           | $915.26            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDB7478   | 2040-03-01      | 4.5000%  | 0.0000% | $1117211.00        | $1087860.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9174   | 2053-06-01      | 6.5000%  | 0.0000% | $23699.00          | $16201.88          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $10858128.00       | $3833833.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1918   | 2051-10-01      | 3.0000%  | 0.0000% | $36600512.00       | $22786647.25       | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 YF       | 2055-03-20      | 5.3838%  | 0.0000% | $1414500.00        | $1384336.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 5.2938%  | 0.0000% | $100000000.00      | $90039347.59       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCB6931   | 2053-08-01      | 6.5000%  | 0.0000% | $14884200.00       | $12755528.52       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $417000.00         | $269469.99         | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $859.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA6933 M       | 2050-10-20      | 3.5000%  | 0.0000% | $25671296.00       | $8136205.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $1024.00           | $717.55            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $10788200.00       | $8805002.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.07             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $165012800.00      | $162821575.30      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $234888000.00      | $243891625.84      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $183100.00         | $130612.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.89            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $400.00            | $350.02            | U.S. Treasuries (including strips)        |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $160817551.00      | $97387689.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FC       | 2055-07-20      | 5.2838%  | 0.0000% | $99996000.00       | $99772160.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-121 FD       | 2055-07-20      | 5.4838%  | 0.0000% | $50000000.00       | $49883898.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.3338%  | 0.0000% | $38984240.00       | $35186494.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $11680638.00       | $6998817.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-214 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $99307400.00       | $62764576.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $3234246.00        | $2255167.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 FH       | 2055-09-20      | 5.2838%  | 0.0000% | $100000000.00      | $100004605.71      | Agency Collateralized Mortgage Obligation |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $971.64            | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 YF       | 2054-09-20      | 5.3838%  | 0.0000% | $113617792.00      | $102730660.75      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-187 FD       | 2054-11-20      | 5.2338%  | 0.0000% | $10848600.00       | $9140151.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FY       | 2055-02-20      | 5.3338%  | 0.0000% | $30000000.00       | $28053506.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-010 FB       | 2055-01-20      | 5.2538%  | 0.0000% | $67251000.00       | $62384382.57       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $849.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $577.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE4688   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.94           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ4793   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $569.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO9325   | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.30            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $92000.00          | $48150.15          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G   | 2047-11-01      | 3.5000%  | 0.0000% | $363485.00         | $44890.25          | Agency Mortgage-Backed Securities         |
| GNRA 2024-058 AF       | 2054-04-20      | 5.2338%  | 0.0000% | $17549590.00       | $11509043.45       | Agency Collateralized Mortgage Obligation |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $1019.00           | $122.25            | Agency Mortgage-Backed Securities         |
| GNRA 2025-080 FD       | 2055-05-20      | 5.5838%  | 0.0000% | $49997956.00       | $49524007.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 5.2938%  | 0.0000% | $26823044.00       | $18902171.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.1838%  | 0.0000% | $49999000.00       | $40566633.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 5.3838%  | 0.0000% | $36770560.00       | $27926476.06       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $22825600.00       | $23582128.32       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $200.00            | $210.23            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $900.00            | $951.40            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $762900.00         | $778852.24         | U.S. Treasuries (including strips)        |
| GNII SF MA7938 M       | 2052-03-20      | 3.5000%  | 0.0000% | $1000.00           | $694.74            | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $2008.00           | $998.77            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $197100.00         | $195671.81         | U.S. Treasuries (including strips)        |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $1068.00           | $292.97            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.78             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $100.00            | $97.51             | U.S. Treasuries (including strips)        |
| GNII SP 783620 M       | 2042-06-20      | 4.0000%  | 0.0000% | $1008.00           | $55.16             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $81428800.00       | $72816339.14       | U.S. Treasuries (including strips)        |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $3936568.00        | $2573198.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $25047092.00       | $15479588.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 AF       | 2055-08-20      | 5.4338%  | 0.0000% | $50000000.00       | $49924582.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 5.3838%  | 0.0000% | $22291816.00       | $7636137.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $6659999.00        | $4159044.87        | Agency Collateralized Mortgage Obligation |
| GNII SF MA3310 M       | 2045-12-20      | 3.5000%  | 0.0000% | $1024.00           | $105.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $1000.00           | $79.31             | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $2016.00           | $1795.32           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8329   | 2053-06-01      | 5.0000%  | 0.0000% | $38000.00          | $32095.71          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $8000.00           | $6900.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $14055.00          | $10634.60          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $1024.00           | $80.75             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9175   | 2054-09-01      | 7.0000%  | 0.0000% | $9633900.00        | $8902684.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7288   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $958.94            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1582   | 2052-05-01      | 3.0000%  | 0.0000% | $476462.00         | $343197.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1992   | 2052-12-01      | 5.0000%  | 0.0000% | $17453.00          | $15395.89          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $445943.00         | $319094.22         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371   | 2053-11-01      | 5.0000%  | 0.0000% | $3833207.00        | $3384123.31        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2189   | 2048-08-01      | 4.0000%  | 0.0000% | $45074368.00       | $15414092.20       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2213   | 2048-11-01      | 3.0000%  | 0.0000% | $1275998.00        | $243758.47         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $53600.00          | $50401.58          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $900.00            | $947.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $639000.00         | $678186.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $99999000.00       | $99683280.33       | U.S. Treasuries (including strips)        |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $10125.00          | $994.11            | Agency Mortgage-Backed Securities         |
| GNII SF MA6767 M       | 2050-07-20      | 3.5000%  | 0.0000% | $1024.00           | $258.75            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $13253000.00       | $13381487.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $3936100.00        | $4010611.68        | U.S. Treasuries (including strips)        |
| GNRA 2024-001 JF       | 2054-01-20      | 5.1838%  | 0.0000% | $27167000.00       | $16854202.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 FW       | 2055-08-20      | 5.2838%  | 0.0000% | $100000000.00      | $100191151.08      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $125811000.00      | $74719715.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.3338%  | 0.0000% | $100000000.00      | $84895960.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $123702530.00      | $78226688.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD       | 2055-02-20      | 5.2538%  | 0.0000% | $4212014.00        | $3639415.59        | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $2048.00           | $1257.03           | Agency Mortgage-Backed Securities         |
| GNRA 2024-182 FA       | 2054-11-20      | 5.2838%  | 0.0000% | $52256128.00       | $41293681.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF       | 2053-02-20      | 5.0838%  | 0.0000% | $50000000.00       | $27460379.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $165961588.00      | $104642112.61      | Agency Collateralized Mortgage Obligation |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $2032.00           | $1958.06           | Agency Mortgage-Backed Securities         |
| GNII SP 783656 M       | 2042-05-20      | 4.0000%  | 0.0000% | $19550.00          | $1124.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $2048.00           | $1055.52           | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $1024.00           | $94.58             | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1024.00           | $110.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA6711 M       | 2050-06-20      | 3.5000%  | 0.0000% | $49966324.00       | $11381629.87       | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $98.27             | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $98.78             | Agency Mortgage-Backed Securities         |
| GNRA 2025-135 FN       | 2055-08-20      | 5.2638%  | 0.0000% | $22738000.00       | $22760672.59       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $1312300.00        | $942753.41         | U.S. Treasuries (including strips)        |
| FNMS 02.500 CLFM4150   | 2050-09-01      | 2.5000%  | 0.0000% | $30802840.00       | $14214667.26       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $148077200.00      | $131312949.66      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $14955700.00       | $15720045.79       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $11644400.00       | $11374492.27       | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLSD8257   | 2052-10-01      | 4.5000%  | 0.0000% | $16896822.00       | $13333161.35       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $75053.00          | $58524.32          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $914.35            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $39287400.00       | $40121615.41       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $4999700.00        | $5028446.76        | U.S. Treasuries (including strips)        |
| GNRA 2025-004 FH       | 2055-01-20      | 5.4838%  | 0.0000% | $32243948.00       | $26041153.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.3338%  | 0.0000% | $35805336.00       | $28123313.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA       | 2054-05-20      | 5.3138%  | 0.0000% | $45293329.00       | $40588951.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 AF       | 2054-10-20      | 5.2338%  | 0.0000% | $121580700.00      | $98092581.66       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $2048.00           | $2107.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $2109056.00        | $1545419.80        | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $999.81            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $7548752.00        | $7384425.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $18870900.00       | $15011033.37       | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1024.00           | $79.75             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $32670000.00       | $28083822.00       | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $590.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1000.00           | $729.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA6820 M       | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $295.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $456658.00         | $369258.52         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18669 G   | 2032-12-01      | 2.5000%  | 0.0000% | $68647.00          | $10024.34          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $7105784.00        | $4015801.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $842.22            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $32659712.00       | $18660725.90       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61932 G   | 2048-06-01      | 3.5000%  | 0.0000% | $87238000.00       | $14196846.08       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4685   | 2054-09-01      | 6.5000%  | 0.0000% | $24887482.00       | $25053364.84       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.43             | U.S. Treasuries (including strips)        |
| GNRA 2024-134 FC       | 2054-08-20      | 5.2438%  | 0.0000% | $2547328.00        | $2034314.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 FE       | 2055-04-20      | 5.2338%  | 0.0000% | $59135745.00       | $58071075.01       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $201.26            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $52453100.00       | $63019721.19       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips)        |

### Security 742: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.150000%
- **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: ARP1C8XB1, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1C8XB1
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DJ1533 C | 2055-05-20      | 7.0000%  | 0.0000% | $2702303.00        | $2816496.54        | Agency Mortgage-Backed Securities |
| GNII SF DF4901 C | 2054-11-20      | 6.5000%  | 0.0000% | $2836075.00        | $2634124.67        | Agency Mortgage-Backed Securities |
| GNII SF DH3158 C | 2055-03-20      | 7.0000%  | 0.0000% | $3205636.00        | $3335006.71        | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $15159000.00       | $2722473.04        | Agency Mortgage-Backed Securities |
| GNII SF DL1790 C | 2055-10-20      | 5.5000%  | 0.0000% | $2898900.00        | $2957232.63        | Agency Mortgage-Backed Securities |
| GNII SF DI4566 C | 2055-09-20      | 6.5000%  | 0.0000% | $3108085.00        | $3254220.08        | Agency Mortgage-Backed Securities |
| GNII SF DL9410 C | 2055-09-20      | 5.5000%  | 0.0000% | $2858698.00        | $2912861.72        | Agency Mortgage-Backed Securities |
| GNII SF MB0148 M | 2055-01-20      | 6.0000%  | 0.0000% | $3629446.00        | $3108332.57        | Agency Mortgage-Backed Securities |
| GNII SF DF7429 C | 2054-11-20      | 5.0000%  | 0.0000% | $2697981.00        | $2667449.20        | Agency Mortgage-Backed Securities |
| GNII SF DL3659 C | 2055-07-20      | 5.5000%  | 0.0000% | $2641125.00        | $2688358.13        | Agency Mortgage-Backed Securities |
| GNII SF DH2667 C | 2055-01-20      | 5.0000%  | 0.0000% | $2609239.00        | $2596311.57        | Agency Mortgage-Backed Securities |
| GNII SF DO3470 C | 2055-10-20      | 6.5000%  | 0.0000% | $2594945.00        | $2720111.31        | Agency Mortgage-Backed Securities |
| GNII SF DJ2492 C | 2055-09-20      | 7.0000%  | 0.0000% | $2497319.00        | $2610630.80        | Agency Mortgage-Backed Securities |
| GNII SF BR7345 C | 2050-01-20      | 4.0000%  | 0.0000% | $7315408.00        | $2800566.96        | Agency Mortgage-Backed Securities |
| GNII SF DJ4122 C | 2055-04-20      | 7.0000%  | 0.0000% | $2597649.00        | $2704165.08        | Agency Mortgage-Backed Securities |
| GNII SF CO6405 C | 2052-07-20      | 4.5000%  | 0.0000% | $4030472.00        | $3324369.50        | Agency Mortgage-Backed Securities |
| GNII SF DL9819 C | 2055-10-20      | 6.0000%  | 0.0000% | $2664299.00        | $2762704.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ1735 C | 2055-04-20      | 5.0000%  | 0.0000% | $2925374.00        | $2766329.66        | Agency Mortgage-Backed Securities |
| GNII SF DO3468 C | 2055-10-20      | 6.5000%  | 0.0000% | $2616846.00        | $2747860.14        | Agency Mortgage-Backed Securities |
| GNII SF DN5641 C | 2055-10-20      | 5.5000%  | 0.0000% | $2956522.00        | $3021918.29        | Agency Mortgage-Backed Securities |
| GNII SF DN0085 C | 2055-10-20      | 5.5000%  | 0.0000% | $3060375.00        | $3140762.89        | Agency Mortgage-Backed Securities |
| GNII SF DM8331 C | 2055-10-20      | 5.5000%  | 0.0000% | $2744374.00        | $2809715.71        | Agency Mortgage-Backed Securities |
| GNII SF DM7326 C | 2055-10-20      | 6.0000%  | 0.0000% | $1149810.00        | $1189508.34        | Agency Mortgage-Backed Securities |
| GNII SF DM9380 C | 2055-10-20      | 7.0000%  | 0.0000% | $2503560.00        | $2643592.46        | Agency Mortgage-Backed Securities |
| GNII SF DN0440 C | 2055-10-20      | 6.0000%  | 0.0000% | $2573346.00        | $2663039.97        | Agency Mortgage-Backed Securities |
| GNII SF DM6607 C | 2055-10-20      | 6.0000%  | 0.0000% | $2474405.00        | $2623324.59        | Agency Mortgage-Backed Securities |
| GNII SF DL3836 C | 2055-10-20      | 5.5000%  | 0.0000% | $2593300.00        | $2647713.48        | Agency Mortgage-Backed Securities |
| GNII SF DL9820 C | 2055-10-20      | 6.5000%  | 0.0000% | $2500742.00        | $2663251.89        | Agency Mortgage-Backed Securities |
| GNII SF DM2724 C | 2055-09-20      | 6.0000%  | 0.0000% | $3243409.00        | $3349270.60        | Agency Mortgage-Backed Securities |
| GNII SF CO2502 C | 2052-06-20      | 4.5000%  | 0.0000% | $3031048.00        | $2828049.31        | Agency Mortgage-Backed Securities |
| GNMI SF BT1010 X | 2050-07-15      | 3.5000%  | 0.0000% | $4094659.00        | $3114219.44        | Agency Mortgage-Backed Securities |
| GNII SF DM4284 C | 2055-09-20      | 7.0000%  | 0.0000% | $2915790.00        | $3048280.44        | Agency Mortgage-Backed Securities |
| GNII SF DK2507 C | 2055-06-20      | 5.5000%  | 0.0000% | $3102667.00        | $3165357.07        | Agency Mortgage-Backed Securities |
| GNII SF DM4227 C | 2055-10-20      | 5.5000%  | 0.0000% | $2915802.00        | $2945797.83        | Agency Mortgage-Backed Securities |
| GNII SF DM6609 C | 2055-10-20      | 6.0000%  | 0.0000% | $2772592.00        | $2868215.93        | Agency Mortgage-Backed Securities |
| GNII SF DK5878 C | 2055-05-20      | 6.0000%  | 0.0000% | $3077914.00        | $3169181.36        | Agency Mortgage-Backed Securities |
| GNII SF DN0431 C | 2055-10-20      | 5.5000%  | 0.0000% | $3114325.00        | $3178761.42        | Agency Mortgage-Backed Securities |
| GNII SF DN2346 C | 2055-09-20      | 5.5000%  | 0.0000% | $2764557.00        | $2847372.99        | Agency Mortgage-Backed Securities |
| GNII SF DK6502 C | 2055-07-20      | 7.0000%  | 0.0000% | $3018905.00        | $3150881.41        | Agency Mortgage-Backed Securities |
| GNII SF DI3839 C | 2055-03-20      | 7.0000%  | 0.0000% | $2718711.00        | $2633397.01        | Agency Mortgage-Backed Securities |
| GNII SF DL0836 C | 2055-09-20      | 6.5000%  | 0.0000% | $2557507.00        | $2702550.19        | Agency Mortgage-Backed Securities |
| GNII SF DL2146 C | 2055-07-20      | 7.0000%  | 0.0000% | $2767935.00        | $2889397.62        | Agency Mortgage-Backed Securities |
| GNII SF DK6348 C | 2055-06-20      | 5.5000%  | 0.0000% | $2787137.00        | $2830793.09        | Agency Mortgage-Backed Securities |
| GNII SF DM5790 C | 2055-10-20      | 6.5000%  | 0.0000% | $2987216.00        | $3130269.79        | Agency Mortgage-Backed Securities |
| GNII SF CB2835 C | 2051-04-20      | 3.5000%  | 0.0000% | $3995242.00        | $2919017.63        | Agency Mortgage-Backed Securities |
| GNII SF DM9484 C | 2055-09-20      | 5.5000%  | 0.0000% | $2737907.00        | $2817142.71        | Agency Mortgage-Backed Securities |
| GNII SF DL0844 C | 2055-09-20      | 6.5000%  | 0.0000% | $2789641.00        | $2950114.29        | Agency Mortgage-Backed Securities |
| GNII SF DM3276 C | 2055-08-20      | 5.5000%  | 0.0000% | $2813376.00        | $2631287.17        | Agency Mortgage-Backed Securities |
| GNII SF DM4461 C | 2055-10-20      | 5.5000%  | 0.0000% | $3063419.00        | $3125062.14        | Agency Mortgage-Backed Securities |
| GNII SF DM7307 C | 2055-09-20      | 6.5000%  | 0.0000% | $2916603.00        | $3053804.74        | Agency Mortgage-Backed Securities |
| GNII SF DM7323 C | 2055-10-20      | 6.0000%  | 0.0000% | $2676535.00        | $2801593.42        | Agency Mortgage-Backed Securities |
| GNII SF DN4045 C | 2055-10-20      | 5.5000%  | 0.0000% | $3111353.00        | $3173957.57        | Agency Mortgage-Backed Securities |
| GNII SF DN3346 C | 2055-10-20      | 7.0000%  | 0.0000% | $2647996.00        | $2809034.76        | Agency Mortgage-Backed Securities |
| GNII SF DI1755 C | 2055-03-20      | 7.0000%  | 0.0000% | $2762818.00        | $2875480.36        | Agency Mortgage-Backed Securities |
| GNII SF DM8219 C | 2055-09-20      | 5.5000%  | 0.0000% | $2620152.00        | $2679876.34        | Agency Mortgage-Backed Securities |
| GNII SF MA6997 M | 2050-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $3134469.37        | Agency Mortgage-Backed Securities |
| GNII SF DN4039 C | 2055-10-20      | 6.5000%  | 0.0000% | $2592083.00        | $2716216.99        | Agency Mortgage-Backed Securities |
| GNII SF CZ0246 C | 2053-12-20      | 7.0000%  | 0.0000% | $2225542.00        | $1544808.59        | Agency Mortgage-Backed Securities |
| GNII SF DI3315 C | 2055-03-20      | 7.0000%  | 0.0000% | $2535314.00        | $2636243.83        | Agency Mortgage-Backed Securities |
| GNII SF CX5184 C | 2054-04-20      | 7.0000%  | 0.0000% | $2953180.00        | $2605795.88        | Agency Mortgage-Backed Securities |
| GNII SF DF7432 C | 2054-11-20      | 5.0000%  | 0.0000% | $3062512.00        | $2737866.29        | Agency Mortgage-Backed Securities |
| GNII SF DK2509 C | 2055-06-20      | 6.5000%  | 0.0000% | $2946217.00        | $3109391.69        | Agency Mortgage-Backed Securities |
| GNII SF DI9379 C | 2055-04-20      | 5.5000%  | 0.0000% | $3196635.00        | $3249020.36        | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M | 2055-02-20      | 6.0000%  | 0.0000% | $3007960.00        | $2989640.03        | Agency Mortgage-Backed Securities |
| GNII SF DM1205 C | 2055-09-20      | 5.5000%  | 0.0000% | $2734456.00        | $2786755.01        | Agency Mortgage-Backed Securities |
| GNII SF DM6370 C | 2055-10-20      | 6.5000%  | 0.0000% | $2756909.00        | $2940802.18        | Agency Mortgage-Backed Securities |
| GNII SF DN0468 C | 2055-10-20      | 5.5000%  | 0.0000% | $3068511.00        | $3133082.70        | Agency Mortgage-Backed Securities |
| GNII SF DN7599 C | 2055-10-20      | 6.5000%  | 0.0000% | $3003931.00        | $3156947.24        | Agency Mortgage-Backed Securities |
| GNII SF DN7600 C | 2055-10-20      | 6.5000%  | 0.0000% | $2999328.00        | $3150292.18        | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M | 2052-03-20      | 2.5000%  | 0.0000% | $4648524.00        | $3007625.01        | Agency Mortgage-Backed Securities |
| GNII SF MA8490 M | 2052-12-20      | 5.0000%  | 0.0000% | $3720000.00        | $2896115.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ1893 C | 2055-04-20      | 7.0000%  | 0.0000% | $3073040.00        | $3194838.08        | Agency Mortgage-Backed Securities |
| GNII SF DJ1613 C | 2055-04-20      | 7.0000%  | 0.0000% | $2835989.00        | $2951800.13        | Agency Mortgage-Backed Securities |

### Security 743: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8XC9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1C8XC9
- **C.18 - Value (incl. sponsor support):** $6343000000.00
- **C.18.a - Value (excl. sponsor support):** $6343000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $208117600.00      | $208221705.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $24929300.00       | $24201725.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $95492100.00       | $121409660.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $9145200.00        | $9332848.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $18820700.00       | $17624673.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $20243300.00       | $24803109.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $4217000.00        | $4413313.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $10002000.00       | $10221223.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $266427100.00      | $249999947.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $68385000.00       | $69501451.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $114209000.00      | $116398620.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $240508700.00      | $241678396.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $183580000.00      | $249999967.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $2090600.00        | $1956460.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $242233200.00      | $249999923.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $238718000.00      | $249999926.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $50984400.00       | $52792816.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $245841300.00      | $249999951.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1347900.00        | $1348427.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $13239600.00       | $14171536.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $129565200.00      | $125584947.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $4999800.00        | $5008349.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $40376600.00       | $39351580.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $203785200.00      | $249999962.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $49999400.00       | $46846537.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $242075700.00      | $249999805.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $17264400.00       | $16835241.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $85197300.00       | $87449286.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $208499700.00      | $249999957.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $185982300.00      | $249999953.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $14258500.00       | $13087685.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $246037400.00      | $249969961.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $117764500.00      | $120582577.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $149979400.00      | $147241661.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $158679800.00      | $156509676.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $84380500.00       | $99195298.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $700.00            | $743.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $181287000.00      | $183262690.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $37300.00          | $38334.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $263514700.00      | $249999961.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $20178800.00       | $20122960.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $250693200.00      | $249999975.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $264536400.00      | $249999990.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $167135200.00      | $172157591.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $232160800.00      | $249999908.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $45640700.00       | $43903736.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $8255000.00        | $8776105.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $232695000.00      | $237647680.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $227951500.00      | $249999910.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $241579400.00      | $249999930.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $27276400.00       | $28212249.26       | U.S. Treasuries (including strips) |

### Security 744: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Y20, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1C8Y20
- **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:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $119.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $950100.00         | $1019952.76        | U.S. Treasuries (including strips) |

### Security 745: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Y46, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1C8Y46
- **C.18 - Value (incl. sponsor support):** $5290000000.00
- **C.18.a - Value (excl. sponsor support):** $5290000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $30000000.00       | $30023153.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $52000000.00       | $52861276.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $57000.00          | $36471.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $244688100.00      | $249999977.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $700000.00         | $686946.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $45000000.00       | $46911420.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $20000000.00       | $20927414.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $356000.00         | $268272.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $55000000.00       | $55913290.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $150000000.00      | $152346949.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $14586000.00       | $18885089.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $19530000.00       | $18677615.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $3103000.00        | $2912373.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $38000000.00       | $37682159.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $1300000.00        | $1240868.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $6540000.00        | $6405304.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $10782000.00       | $10734786.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4732.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $5000000.00        | $5049635.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $2708000.00        | $2706004.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $7000000.00        | $7241420.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1500000.00        | $1507295.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $235588800.00      | $249999926.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $10275000.00       | $10407455.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $15149600.00       | $15472423.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $103580000.00      | $105690832.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $3350000.00        | $3358574.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $939000.00         | $944842.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $646000.00         | $647683.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $1336000.00        | $1983501.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $87958000.00       | $87495119.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200000000.00      | $200078244.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $24000000.00       | $23982148.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $70000000.00       | $70108922.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $5000000.00        | $4335238.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $1780000.00        | $1777964.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $20000000.00       | $19587728.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $100000000.00      | $112739433.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $68198000.00       | $47651751.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $249214200.00      | $249999976.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $38197000.00       | $39448282.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $242047100.00      | $249999926.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $203000000.00      | $205329431.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $18000000.00       | $18540897.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10000000.00       | $9011886.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $15000000.00       | $14025630.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $16000000.00       | $15886448.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $22144000.00       | $22665082.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $28000000.00       | $27613491.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $245629900.00      | $249999957.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $604000.00         | $638525.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $51890000.00       | $53615018.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $2378000.00        | $2363016.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $27500000.00       | $28089819.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $251809000.00      | $249999904.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $40076000.00       | $60790981.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $185982300.00      | $249999953.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $242424800.00      | $249999993.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $119680000.00      | $105797471.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $253263000.00      | $249999959.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $59400000.00       | $62513203.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $250000.00         | $258051.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $8000000.00        | $8261872.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $228000000.00      | $232937489.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $600000.00         | $608705.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $486000.00         | $485088.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $25748300.00       | $26610117.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $500000.00         | $503821.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $7000000.00        | $7128514.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $2447000.00        | $2498577.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $400000.00         | $402418.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $45000000.00       | $47901968.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $149714000.00      | $157425910.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $20000000.00       | $20494379.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $2610000.00        | $2606569.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $122000000.00      | $123025532.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $251137500.00      | $249999937.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $20000000.00       | $19492270.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $235390800.00      | $249999974.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $1125000.00        | $1120599.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $70000000.00       | $71462542.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $10000000.00       | $10296863.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $55600000.00       | $66665714.82       | U.S. Treasuries (including strips) |

### Security 746: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8YC8, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1C8YC8
- **C.18 - Value (incl. sponsor support):** $354000000.00
- **C.18.a - Value (excl. sponsor support):** $354000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $240348800.00      | $249999990.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $67450400.00       | $59053401.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $50554100.00       | $52026620.32       | U.S. Treasuries (including strips) |

### Security 747: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z2M53, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1Z2M53
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 748: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z2M79, C.3 - LEI: N/A, C.5 - Other ID: ATD1Z2M79
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 749: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z2M87, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1Z2M87
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 750: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z2M95, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1Z2M95
- **C.18 - Value (incl. sponsor support):** $785000000.00
- **C.18.a - Value (excl. sponsor support):** $785000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 751: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z2MA2, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1Z2MA2
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 752: NRW BANK

- **C.1 - Title:** NRW BANK 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z2MB0, C.3 - LEI: 52990002O5KK6XOGJ020, C.5 - Other ID: ATD1Z2MB0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 753: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z2MC8, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1Z2MC8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 754: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z2MD6, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1Z2MD6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 755: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 3.980000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z3FT7, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1Z3FT7
- **C.18 - Value (incl. sponsor support):** $540000000.00
- **C.18.a - Value (excl. sponsor support):** $540000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 756: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.980000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z3FU4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1Z3FU4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 757: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z3FV2, C.3 - LEI: N/A, C.5 - Other ID: ATD1Z3FV2
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 758: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z4CA9, C.3 - LEI: N/A, C.5 - Other ID: ATD1Z4CA9
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 759: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.000000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z4CC5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1Z4CC5
- **C.18 - Value (incl. sponsor support):** $1325000000.00
- **C.18.a - Value (excl. sponsor support):** $1325000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 760: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z4CD3, C.3 - LEI: N/A, C.5 - Other ID: ATD1Z4CD3
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 761: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.950000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z4CE1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1Z4CE1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 762: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.890000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z4CF8, C.3 - LEI: N/A, C.5 - Other ID: ATD1Z4CF8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 763: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.950000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Z4CG6, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1Z4CG6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-11-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO